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TFC vs. KEY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between TFC and KEY is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.7

Performance

TFC vs. KEY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Truist Financial Corporation (TFC) and KeyCorp (KEY). The values are adjusted to include any dividend payments, if applicable.

1,000.00%1,500.00%2,000.00%NovemberDecember2025FebruaryMarchApril
1,837.24%
619.09%
TFC
KEY

Key characteristics

Sharpe Ratio

TFC:

0.09

KEY:

-0.08

Sortino Ratio

TFC:

0.34

KEY:

0.14

Omega Ratio

TFC:

1.04

KEY:

1.02

Calmar Ratio

TFC:

0.06

KEY:

-0.06

Martin Ratio

TFC:

0.41

KEY:

-0.30

Ulcer Index

TFC:

6.36%

KEY:

9.26%

Daily Std Dev

TFC:

28.67%

KEY:

34.96%

Max Drawdown

TFC:

-66.56%

KEY:

-87.08%

Current Drawdown

TFC:

-35.14%

KEY:

-37.98%

Fundamentals

Market Cap

TFC:

$48.35B

KEY:

$15.47B

EPS

TFC:

-$0.30

KEY:

-$0.32

PEG Ratio

TFC:

1.94

KEY:

1.08

Total Revenue (TTM)

TFC:

$8.46B

KEY:

$4.13B

Gross Profit (TTM)

TFC:

$8.46B

KEY:

$5.49B

EBITDA (TTM)

TFC:

-$1.49B

KEY:

$583.00M

Returns By Period

In the year-to-date period, TFC achieves a -13.65% return, which is significantly higher than KEY's -16.61% return. Over the past 10 years, TFC has underperformed KEY with an annualized return of 3.34%, while KEY has yielded a comparatively higher 3.97% annualized return.


TFC

YTD

-13.65%

1M

-15.36%

6M

-8.69%

1Y

2.43%

5Y*

11.46%

10Y*

3.34%

KEY

YTD

-16.61%

1M

-13.05%

6M

-11.74%

1Y

-2.66%

5Y*

14.84%

10Y*

3.97%

*Annualized

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Risk-Adjusted Performance

TFC vs. KEY — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TFC
The Risk-Adjusted Performance Rank of TFC is 5555
Overall Rank
The Sharpe Ratio Rank of TFC is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of TFC is 5050
Sortino Ratio Rank
The Omega Ratio Rank of TFC is 4949
Omega Ratio Rank
The Calmar Ratio Rank of TFC is 5757
Calmar Ratio Rank
The Martin Ratio Rank of TFC is 6060
Martin Ratio Rank

KEY
The Risk-Adjusted Performance Rank of KEY is 4747
Overall Rank
The Sharpe Ratio Rank of KEY is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of KEY is 4444
Sortino Ratio Rank
The Omega Ratio Rank of KEY is 4444
Omega Ratio Rank
The Calmar Ratio Rank of KEY is 5050
Calmar Ratio Rank
The Martin Ratio Rank of KEY is 4848
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TFC vs. KEY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Truist Financial Corporation (TFC) and KeyCorp (KEY). 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.


Sharpe ratio
The chart of Sharpe ratio for TFC, currently valued at 0.09, compared to the broader market-2.00-1.000.001.002.003.00
TFC: 0.09
KEY: -0.08
The chart of Sortino ratio for TFC, currently valued at 0.34, compared to the broader market-6.00-4.00-2.000.002.004.00
TFC: 0.34
KEY: 0.14
The chart of Omega ratio for TFC, currently valued at 1.04, compared to the broader market0.501.001.502.00
TFC: 1.04
KEY: 1.02
The chart of Calmar ratio for TFC, currently valued at 0.06, compared to the broader market0.001.002.003.004.005.00
TFC: 0.06
KEY: -0.06
The chart of Martin ratio for TFC, currently valued at 0.41, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
TFC: 0.41
KEY: -0.30

The current TFC Sharpe Ratio is 0.09, which is higher than the KEY Sharpe Ratio of -0.08. The chart below compares the historical Sharpe Ratios of TFC and KEY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
0.09
-0.08
TFC
KEY

Dividends

TFC vs. KEY - Dividend Comparison

TFC's dividend yield for the trailing twelve months is around 5.62%, less than KEY's 5.81% yield.


TTM20242023202220212020201920182017201620152014
TFC
Truist Financial Corporation
5.62%4.79%5.63%4.65%3.18%3.76%3.04%3.60%2.53%2.45%2.78%2.44%
KEY
KeyCorp
5.81%4.78%5.69%4.54%3.24%4.51%3.51%3.82%1.88%1.81%2.20%1.80%

Drawdowns

TFC vs. KEY - Drawdown Comparison

The maximum TFC drawdown since its inception was -66.56%, smaller than the maximum KEY drawdown of -87.08%. Use the drawdown chart below to compare losses from any high point for TFC and KEY. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%NovemberDecember2025FebruaryMarchApril
-35.14%
-37.98%
TFC
KEY

Volatility

TFC vs. KEY - Volatility Comparison

The current volatility for Truist Financial Corporation (TFC) is 13.46%, while KeyCorp (KEY) has a volatility of 15.24%. This indicates that TFC experiences smaller price fluctuations and is considered to be less risky than KEY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
13.46%
15.24%
TFC
KEY

Financials

TFC vs. KEY - Financials Comparison

This section allows you to compare key financial metrics between Truist Financial Corporation and KeyCorp. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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