TFC vs. PSX
TFC (Truist Financial Corporation) and PSX (Phillips 66) are both stocks. TFC operates in Banks - Regional (Financial Services), while PSX operates in Oil & Gas Refining & Marketing (Energy). Over the past 10 years, TFC returned 7.25%/yr vs 12.61%/yr for PSX. At a 0.42 correlation, their price movements are largely independent.
Performance
TFC vs. PSX - Performance Comparison
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Returns By Period
In the year-to-date period, TFC achieves a 2.06% return, which is significantly lower than PSX's 44.08% return. Over the past 10 years, TFC has underperformed PSX with an annualized return of 7.25%, while PSX has yielded a comparatively higher 12.61% annualized return.
TFC
- 1D
- 0.04%
- 1M
- 0.18%
- YTD
- 2.06%
- 6M
- 5.66%
- 1Y
- 26.48%
- 3Y*
- 20.21%
- 5Y*
- 0.75%
- 10Y*
- 7.25%
PSX
- 1D
- -0.58%
- 1M
- 7.49%
- YTD
- 44.08%
- 6M
- 33.41%
- 1Y
- 65.68%
- 3Y*
- 27.98%
- 5Y*
- 19.31%
- 10Y*
- 12.61%
TFC vs. PSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TFC Truist Financial Corporation | 2.06% | 19.05% | 23.72% | -8.59% | -23.53% | 26.08% | -11.16% | 34.55% | -10.24% | 8.66% |
PSX Phillips 66 | 44.08% | 17.51% | -11.63% | 33.07% | 49.58% | 8.51% | -33.85% | 33.97% | -12.28% | 20.94% |
Correlation
The correlation between TFC and PSX is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since May 2, 2012 | 0.42 |
Over the past year, the correlation between TFC and PSX has dropped to 0.11 - well below their long-term average of 0.42, suggesting their price drivers have been diverging.
Fundamentals
TFC:
$62.32B
PSX:
$73.83B
TFC:
$4.28
PSX:
$10.17
TFC:
11.49
PSX:
18.00
TFC:
1.35
PSX:
0.10
TFC:
2.08
PSX:
0.55
TFC:
1.05
PSX:
2.59
TFC:
$30.47B
PSX:
$134.70B
TFC:
$19.17B
PSX:
$5.94B
TFC:
$6.99B
PSX:
$9.17B
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Return for Risk
TFC vs. PSX — Risk / Return Rank
TFC
PSX
TFC vs. PSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Truist Financial Corporation (TFC) and Phillips 66 (PSX). 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.
| TFC | PSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.06 | ||
| Sortino ratioReturn per unit of downside risk | -1.22 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.38 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 1.45 | 4.00 | -2.55 |
| Martin ratioReturn relative to average drawdown | 3.84 | 11.57 | -7.73 |
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
| TFC | PSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.28 | 2.34 | -1.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.02 | 0.58 | -0.56 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.22 | 0.36 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.50 | -0.22 |
Drawdowns
TFC vs. PSX - Drawdown Comparison
The maximum TFC drawdown since its inception was -66.56%, roughly equal to the maximum PSX drawdown of -64.21%. Use the drawdown chart below to compare losses from any high point for TFC and PSX.
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Drawdown Indicators
| TFC | PSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.56% | -64.21% | -2.35% |
Max Drawdown (1Y)Largest decline over 1 year | -20.67% | -17.28% | -3.39% |
Max Drawdown (3Y)Largest decline over 3 years | -26.93% | -44.37% | +17.44% |
Max Drawdown (5Y)Largest decline over 5 years | -59.11% | -44.37% | -14.74% |
Max Drawdown (10Y)Largest decline over 10 years | -59.11% | -64.21% | +5.10% |
Current DrawdownCurrent decline from peak | -10.01% | -2.06% | -7.95% |
Average DrawdownAverage peak-to-trough decline | -13.84% | -14.74% | +0.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.76% | 5.96% | +1.80% |
Volatility
TFC vs. PSX - Volatility Comparison
Truist Financial Corporation (TFC) and Phillips 66 (PSX) have volatilities of 7.96% and 8.15%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TFC | PSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.96% | 8.15% | -0.19% |
Volatility (6M)Calculated over the trailing 6-month period | 17.39% | 23.59% | -6.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.30% | 29.47% | -6.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.89% | 33.19% | -1.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.61% | 35.31% | -1.70% |
Dividends
TFC vs. PSX - Dividend Comparison
TFC's dividend yield for the trailing twelve months is around 4.23%, more than PSX's 2.70% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PSX Phillips 66 | 2.70% | 3.68% | 3.95% | 3.15% | 3.68% | 5.00% | 5.15% | 3.14% | 3.60% | 2.70% | 2.84% | 2.67% |
TFC Truist Financial Corporation | 4.23% | 4.23% | 4.79% | 5.63% | 4.65% | 3.18% | 3.76% | 3.04% | 3.60% | 2.53% | 2.45% | 2.78% |
Financials
TFC vs. PSX - Financials Comparison
This section allows you to compare key financial metrics between Truist Financial Corporation and Phillips 66. 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
TFC vs. PSX - Profitability Comparison
TFC - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Truist Financial Corporation reported a gross profit of 4.67B and revenue of 7.41B. Therefore, the gross margin over that period was 63.1%.
PSX - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Phillips 66 reported a gross profit of 0.00 and revenue of 33.00B. Therefore, the gross margin over that period was 0.0%.
TFC - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Truist Financial Corporation reported an operating income of 1.69B and revenue of 7.41B, resulting in an operating margin of 22.8%.
PSX - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Phillips 66 reported an operating income of 0.00 and revenue of 33.00B, resulting in an operating margin of 0.0%.
TFC - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Truist Financial Corporation reported a net income of 1.48B and revenue of 7.41B, resulting in a net margin of 20.0%.
PSX - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Phillips 66 reported a net income of 207.00M and revenue of 33.00B, resulting in a net margin of 0.6%.
Frequently Asked Questions
TFC and PSX have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PSX has higher volatility (8.15%) compared to TFC (7.96%). In terms of maximum drawdown, TFC dropped -66.56% vs PSX's -64.21%.
PSX currently has the higher Sharpe Ratio (2.34 vs 1.28), 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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