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

Correlation

The correlation between USB and BK is 0.53, 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.


Performance

USB vs. BK - Performance Comparison

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

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Key characteristics

Sharpe Ratio

USB:

0.54

BK:

2.28

Sortino Ratio

USB:

0.86

BK:

2.95

Omega Ratio

USB:

1.12

BK:

1.44

Calmar Ratio

USB:

0.45

BK:

3.19

Martin Ratio

USB:

1.24

BK:

11.91

Ulcer Index

USB:

11.88%

BK:

4.71%

Daily Std Dev

USB:

29.75%

BK:

24.55%

Max Drawdown

USB:

-76.08%

BK:

-72.42%

Current Drawdown

USB:

-19.75%

BK:

-1.90%

Fundamentals

Market Cap

USB:

$68.18B

BK:

$63.72B

EPS

USB:

$4.04

BK:

$6.15

PE Ratio

USB:

10.83

BK:

14.48

PEG Ratio

USB:

1.62

BK:

1.17

PS Ratio

USB:

2.69

BK:

3.39

PB Ratio

USB:

1.28

BK:

1.69

Total Revenue (TTM)

USB:

$42.60B

BK:

$18.60B

Gross Profit (TTM)

USB:

$25.36B

BK:

$18.53B

EBITDA (TTM)

USB:

$9.31B

BK:

$7.22B

Returns By Period

In the year-to-date period, USB achieves a -7.77% return, which is significantly lower than BK's 16.71% return. Over the past 10 years, USB has underperformed BK with an annualized return of 3.66%, while BK has yielded a comparatively higher 10.29% annualized return.


USB

YTD

-7.77%

1M

8.06%

6M

-16.36%

1Y

15.88%

3Y*

-1.74%

5Y*

8.74%

10Y*

3.66%

BK

YTD

16.71%

1M

10.20%

6M

9.52%

1Y

55.60%

3Y*

27.82%

5Y*

22.63%

10Y*

10.29%

*Annualized

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U.S. Bancorp

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

USB vs. BK — Risk-Adjusted Performance Rank

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

USB
The Risk-Adjusted Performance Rank of USB is 6565
Overall Rank
The Sharpe Ratio Rank of USB is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of USB is 6161
Sortino Ratio Rank
The Omega Ratio Rank of USB is 6161
Omega Ratio Rank
The Calmar Ratio Rank of USB is 7070
Calmar Ratio Rank
The Martin Ratio Rank of USB is 6666
Martin Ratio Rank

BK
The Risk-Adjusted Performance Rank of BK is 9696
Overall Rank
The Sharpe Ratio Rank of BK is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of BK is 9494
Sortino Ratio Rank
The Omega Ratio Rank of BK is 9595
Omega Ratio Rank
The Calmar Ratio Rank of BK is 9797
Calmar Ratio Rank
The Martin Ratio Rank of BK is 9696
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.

USB vs. BK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for U.S. Bancorp (USB) and The Bank of New York Mellon Corporation (BK). 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.


The current USB Sharpe Ratio is 0.54, which is lower than the BK Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of USB and BK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

USB vs. BK - Dividend Comparison

USB's dividend yield for the trailing twelve months is around 4.57%, more than BK's 2.12% yield.


TTM20242023202220212020201920182017201620152014
USB
U.S. Bancorp
4.57%4.14%4.46%4.31%3.13%3.61%2.66%2.93%2.16%2.08%2.37%2.15%
BK
The Bank of New York Mellon Corporation
2.12%2.32%3.04%3.12%2.24%2.92%2.34%2.21%1.60%1.52%1.65%1.63%

Drawdowns

USB vs. BK - Drawdown Comparison

The maximum USB drawdown since its inception was -76.08%, which is greater than BK's maximum drawdown of -72.42%. Use the drawdown chart below to compare losses from any high point for USB and BK.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

USB vs. BK - Volatility Comparison

U.S. Bancorp (USB) has a higher volatility of 7.40% compared to The Bank of New York Mellon Corporation (BK) at 4.19%. This indicates that USB's price experiences larger fluctuations and is considered to be riskier than BK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

USB vs. BK - Financials Comparison

This section allows you to compare key financial metrics between U.S. Bancorp and The Bank of New York Mellon 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


4.00B6.00B8.00B10.00B20212022202320242025
10.35B
4.69B
(USB) Total Revenue
(BK) Total Revenue
Values in USD except per share items

USB vs. BK - Profitability Comparison

The chart below illustrates the profitability comparison between U.S. Bancorp and The Bank of New York Mellon Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

60.0%70.0%80.0%90.0%100.0%20212022202320242025
61.7%
99.8%
(USB) Gross Margin
(BK) Gross Margin
USB - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, U.S. Bancorp reported a gross profit of 6.39B and revenue of 10.35B. Therefore, the gross margin over that period was 61.7%.

BK - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, The Bank of New York Mellon Corporation reported a gross profit of 4.68B and revenue of 4.69B. Therefore, the gross margin over that period was 99.8%.

USB - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, U.S. Bancorp reported an operating income of 2.16B and revenue of 10.35B, resulting in an operating margin of 20.9%.

BK - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, The Bank of New York Mellon Corporation reported an operating income of 1.49B and revenue of 4.69B, resulting in an operating margin of 31.8%.

USB - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, U.S. Bancorp reported a net income of 1.71B and revenue of 10.35B, resulting in a net margin of 16.5%.

BK - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, The Bank of New York Mellon Corporation reported a net income of 1.22B and revenue of 4.69B, resulting in a net margin of 26.0%.