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

Performance

USB vs. BAC - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
26.56%
18.20%
USB
BAC

Returns By Period

In the year-to-date period, USB achieves a 20.58% return, which is significantly lower than BAC's 40.56% return. Over the past 10 years, USB has underperformed BAC with an annualized return of 4.86%, while BAC has yielded a comparatively higher 12.82% annualized return.


USB

YTD

20.58%

1M

2.52%

6M

25.30%

1Y

40.24%

5Y (annualized)

0.93%

10Y (annualized)

4.86%

BAC

YTD

40.56%

1M

9.66%

6M

18.53%

1Y

58.97%

5Y (annualized)

9.89%

10Y (annualized)

12.82%

Fundamentals


USBBAC
Market Cap$79.19B$358.48B
EPS$3.25$2.76
PE Ratio15.6216.93
PEG Ratio1.282.09
Total Revenue (TTM)$30.57B$83.43B
Gross Profit (TTM)$30.57B$69.13B
EBITDA (TTM)$4.88B$152.00M

Key characteristics


USBBAC
Sharpe Ratio1.512.51
Sortino Ratio2.263.72
Omega Ratio1.261.45
Calmar Ratio1.091.58
Martin Ratio6.2410.80
Ulcer Index6.45%5.48%
Daily Std Dev26.64%23.54%
Max Drawdown-76.08%-93.45%
Current Drawdown-9.26%-0.73%

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Correlation

-0.50.00.51.00.6

The correlation between USB and BAC is 0.56, 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.

Risk-Adjusted Performance

USB vs. BAC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for U.S. Bancorp (USB) and Bank of America Corporation (BAC). 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 USB, currently valued at 1.51, compared to the broader market-4.00-2.000.002.004.001.512.51
The chart of Sortino ratio for USB, currently valued at 2.26, compared to the broader market-4.00-2.000.002.004.002.263.72
The chart of Omega ratio for USB, currently valued at 1.26, compared to the broader market0.501.001.502.001.261.45
The chart of Calmar ratio for USB, currently valued at 1.09, compared to the broader market0.002.004.006.001.091.58
The chart of Martin ratio for USB, currently valued at 6.24, compared to the broader market-10.000.0010.0020.0030.006.2410.80
USB
BAC

The current USB Sharpe Ratio is 1.51, which is lower than the BAC Sharpe Ratio of 2.51. The chart below compares the historical Sharpe Ratios of USB and BAC, 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 Ratio0.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.51
2.51
USB
BAC

Dividends

USB vs. BAC - Dividend Comparison

USB's dividend yield for the trailing twelve months is around 3.91%, more than BAC's 2.11% yield.


TTM20232022202120202019201820172016201520142013
USB
U.S. Bancorp
3.91%4.46%4.31%3.13%3.61%2.66%2.93%2.16%2.08%2.37%2.15%2.19%
BAC
Bank of America Corporation
2.11%2.73%2.60%1.75%2.38%1.87%2.19%1.32%1.13%1.19%0.67%0.26%

Drawdowns

USB vs. BAC - Drawdown Comparison

The maximum USB drawdown since its inception was -76.08%, smaller than the maximum BAC drawdown of -93.45%. Use the drawdown chart below to compare losses from any high point for USB and BAC. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-9.26%
-0.73%
USB
BAC

Volatility

USB vs. BAC - Volatility Comparison

U.S. Bancorp (USB) and Bank of America Corporation (BAC) have volatilities of 9.61% and 9.40%, 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%JuneJulyAugustSeptemberOctoberNovember
9.61%
9.40%
USB
BAC

Financials

USB vs. BAC - Financials Comparison

This section allows you to compare key financial metrics between U.S. Bancorp and Bank of America 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.


Quarterly
Annual

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


Values in USD except per share items