STT vs. NTRS
STT (State Street Corporation) and NTRS (Northern Trust Corporation) are both stocks. Both operate in the Asset Management industry within the Financial Services sector. Over the past 10 years, STT returned 13.81%/yr vs 12.06%/yr for NTRS. A 0.65 correlation means they provide meaningful diversification when combined.
Performance
STT vs. NTRS - Performance Comparison
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Returns By Period
In the year-to-date period, STT achieves a 27.09% return, which is significantly higher than NTRS's 25.08% return. Over the past 10 years, STT has outperformed NTRS with an annualized return of 13.81%, while NTRS has yielded a comparatively lower 12.06% annualized return.
STT
- 1D
- 0.04%
- 1M
- 8.24%
- YTD
- 27.09%
- 6M
- 32.15%
- 1Y
- 68.67%
- 3Y*
- 34.19%
- 5Y*
- 17.55%
- 10Y*
- 13.81%
NTRS
- 1D
- -0.80%
- 1M
- 5.91%
- YTD
- 25.08%
- 6M
- 27.99%
- 1Y
- 60.27%
- 3Y*
- 35.23%
- 5Y*
- 10.74%
- 10Y*
- 12.06%
STT vs. NTRS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
STT State Street Corporation | 27.09% | 35.54% | 30.18% | 3.54% | -13.75% | 31.03% | -4.76% | 29.35% | -33.97% | 27.84% |
NTRS Northern Trust Corporation | 25.08% | 36.92% | 25.63% | -1.02% | -23.82% | 31.65% | -9.29% | 30.59% | -14.68% | 14.18% |
Correlation
The correlation between STT and NTRS is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Mar 27, 1990 | 0.65 |
The correlation between STT and NTRS shifts across timeframes, from 0.65 (all time) to 0.82 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
STT:
$10.18
NTRS:
$9.09
STT:
15.89
NTRS:
18.59
STT:
1.61
NTRS:
1.46
STT:
2.07
NTRS:
2.26
STT:
$22.63B
NTRS:
$14.30B
STT:
$13.89B
NTRS:
$8.09B
STT:
$4.29B
NTRS:
$3.21B
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Return for Risk
STT vs. NTRS — Risk / Return Rank
STT
NTRS
STT vs. NTRS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street Corporation (STT) and Northern Trust Corporation (NTRS). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| STT | NTRS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.46 | ||
| Sortino ratioReturn per unit of downside risk | -0.08 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.40 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 5.85 | 4.89 | +0.96 |
| Martin ratioReturn relative to average drawdown | 17.82 | 13.20 | +4.61 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| STT | NTRS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.77 | 2.31 | +0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.37 | +0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 0.40 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.39 | -0.08 |
Drawdowns
STT vs. NTRS - Drawdown Comparison
The maximum STT drawdown since its inception was -82.26%, which is greater than NTRS's maximum drawdown of -67.67%. Use the drawdown chart below to compare losses from any high point for STT and NTRS.
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Drawdown Indicators
| STT | NTRS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.26% | -67.67% | -14.59% |
Max Drawdown (1Y)Largest decline over 1 year | -11.79% | -12.39% | +0.60% |
Max Drawdown (3Y)Largest decline over 3 years | -25.68% | -25.21% | -0.47% |
Max Drawdown (5Y)Largest decline over 5 years | -41.45% | -50.03% | +8.58% |
Max Drawdown (10Y)Largest decline over 10 years | -59.59% | -50.03% | -9.56% |
Current DrawdownCurrent decline from peak | -0.58% | -1.83% | +1.25% |
Average DrawdownAverage peak-to-trough decline | -20.48% | -20.96% | +0.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.87% | 4.58% | -0.71% |
Volatility
STT vs. NTRS - Volatility Comparison
State Street Corporation (STT) has a higher volatility of 6.21% compared to Northern Trust Corporation (NTRS) at 4.74%. This indicates that STT's price experiences larger fluctuations and is considered to be riskier than NTRS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| STT | NTRS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.21% | 4.74% | +1.47% |
Volatility (6M)Calculated over the trailing 6-month period | 18.48% | 18.84% | -0.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.96% | 26.27% | -1.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.45% | 29.58% | +0.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.92% | 30.38% | +2.54% |
Dividends
STT vs. NTRS - Dividend Comparison
STT's dividend yield for the trailing twelve months is around 2.03%, more than NTRS's 1.89% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NTRS Northern Trust Corporation | 1.89% | 2.27% | 2.93% | 3.56% | 3.28% | 2.34% | 3.01% | 2.45% | 2.32% | 1.60% | 1.66% | 1.96% |
STT State Street Corporation | 2.03% | 2.42% | 2.18% | 3.41% | 3.09% | 2.34% | 2.86% | 2.50% | 2.82% | 1.64% | 1.85% | 1.99% |
Financials
STT vs. NTRS - Financials Comparison
This section allows you to compare key financial metrics between State Street Corporation and Northern Trust Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
STT vs. NTRS - Profitability Comparison
STT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, State Street Corporation reported a gross profit of 3.64B and revenue of 5.59B. Therefore, the gross margin over that period was 65.1%.
NTRS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Northern Trust Corporation reported a gross profit of 2.12B and revenue of 3.61B. Therefore, the gross margin over that period was 58.8%.
STT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, State Street Corporation reported an operating income of 918.00M and revenue of 5.59B, resulting in an operating margin of 16.4%.
NTRS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Northern Trust Corporation reported an operating income of 625.80M and revenue of 3.61B, resulting in an operating margin of 17.3%.
STT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, State Street Corporation reported a net income of 747.00M and revenue of 5.59B, resulting in a net margin of 13.4%.
NTRS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Northern Trust Corporation reported a net income of 466.00M and revenue of 3.61B, resulting in a net margin of 12.9%.
Frequently Asked Questions
STT and NTRS have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
STT has higher volatility (6.21%) compared to NTRS (4.74%). In terms of maximum drawdown, STT dropped -82.26% vs NTRS's -67.67%.
STT currently has the higher Sharpe Ratio (2.77 vs 2.31), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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