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

Correlation

The correlation between TFC and USB is 0.62, 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.


-0.50.00.51.00.6

Performance

TFC vs. USB - Performance Comparison

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

2,000.00%4,000.00%6,000.00%8,000.00%10,000.00%12,000.00%14,000.00%JulyAugustSeptemberOctoberNovemberDecember
2,140.38%
13,057.61%
TFC
USB

Key characteristics

Sharpe Ratio

TFC:

1.04

USB:

0.72

Sortino Ratio

TFC:

1.70

USB:

1.18

Omega Ratio

TFC:

1.20

USB:

1.14

Calmar Ratio

TFC:

0.65

USB:

0.56

Martin Ratio

TFC:

5.95

USB:

2.91

Ulcer Index

TFC:

4.61%

USB:

6.24%

Daily Std Dev

TFC:

26.43%

USB:

25.37%

Max Drawdown

TFC:

-66.56%

USB:

-76.08%

Current Drawdown

TFC:

-24.99%

USB:

-13.72%

Fundamentals

Market Cap

TFC:

$60.12B

USB:

$77.97B

EPS

TFC:

-$4.84

USB:

$3.25

PEG Ratio

TFC:

1.94

USB:

1.22

Total Revenue (TTM)

TFC:

$22.39B

USB:

$34.70B

Gross Profit (TTM)

TFC:

$21.81B

USB:

$34.70B

EBITDA (TTM)

TFC:

$2.18B

USB:

$7.62B

Returns By Period

In the year-to-date period, TFC achieves a 23.55% return, which is significantly higher than USB's 14.64% return. Over the past 10 years, TFC has outperformed USB with an annualized return of 4.95%, while USB has yielded a comparatively lower 3.92% annualized return.


TFC

YTD

23.55%

1M

-7.46%

6M

20.58%

1Y

24.08%

5Y*

-0.62%

10Y*

4.95%

USB

YTD

14.64%

1M

-6.75%

6M

23.57%

1Y

15.32%

5Y*

-0.11%

10Y*

3.92%

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Risk-Adjusted Performance

TFC vs. USB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Truist Financial Corporation (TFC) and U.S. Bancorp (USB). 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 1.04, compared to the broader market-4.00-2.000.002.001.040.72
The chart of Sortino ratio for TFC, currently valued at 1.70, compared to the broader market-4.00-2.000.002.004.001.701.18
The chart of Omega ratio for TFC, currently valued at 1.20, compared to the broader market0.501.001.502.001.201.14
The chart of Calmar ratio for TFC, currently valued at 0.65, compared to the broader market0.002.004.006.000.650.56
The chart of Martin ratio for TFC, currently valued at 5.95, compared to the broader market-5.000.005.0010.0015.0020.0025.005.952.91
TFC
USB

The current TFC Sharpe Ratio is 1.04, which is higher than the USB Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of TFC and USB, 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 Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.04
0.72
TFC
USB

Dividends

TFC vs. USB - Dividend Comparison

TFC's dividend yield for the trailing twelve months is around 4.80%, more than USB's 4.11% yield.


TTM20232022202120202019201820172016201520142013
TFC
Truist Financial Corporation
4.80%5.63%4.65%3.18%3.76%3.04%3.60%2.53%2.45%2.78%2.44%3.00%
USB
U.S. Bancorp
4.11%4.46%4.31%3.13%3.61%2.66%2.93%2.16%2.08%2.37%2.15%2.19%

Drawdowns

TFC vs. USB - Drawdown Comparison

The maximum TFC drawdown since its inception was -66.56%, smaller than the maximum USB drawdown of -76.08%. Use the drawdown chart below to compare losses from any high point for TFC and USB. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-24.99%
-13.72%
TFC
USB

Volatility

TFC vs. USB - Volatility Comparison

Truist Financial Corporation (TFC) and U.S. Bancorp (USB) have volatilities of 6.97% and 7.13%, 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.


4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
6.97%
7.13%
TFC
USB

Financials

TFC vs. USB - Financials Comparison

This section allows you to compare key financial metrics between Truist Financial Corporation and U.S. Bancorp. 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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