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

Correlation

The correlation between USB and BK is 0.54, 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.


-0.50.00.51.00.5

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.

0.00%20,000.00%40,000.00%60,000.00%80,000.00%JulyAugustSeptemberOctoberNovemberDecember
79,237.75%
5,900.77%
USB
BK

Key characteristics

Sharpe Ratio

USB:

0.72

BK:

3.23

Sortino Ratio

USB:

1.18

BK:

4.27

Omega Ratio

USB:

1.14

BK:

1.56

Calmar Ratio

USB:

0.56

BK:

4.02

Martin Ratio

USB:

2.91

BK:

29.58

Ulcer Index

USB:

6.24%

BK:

1.92%

Daily Std Dev

USB:

25.37%

BK:

17.65%

Max Drawdown

USB:

-76.08%

BK:

-72.42%

Current Drawdown

USB:

-13.72%

BK:

-5.19%

Fundamentals

Market Cap

USB:

$77.97B

BK:

$57.04B

EPS

USB:

$3.25

BK:

$4.47

PE Ratio

USB:

15.38

BK:

17.55

PEG Ratio

USB:

1.22

BK:

0.71

Total Revenue (TTM)

USB:

$34.70B

BK:

$17.95B

Gross Profit (TTM)

USB:

$34.70B

BK:

$17.86B

EBITDA (TTM)

USB:

$7.62B

BK:

$6.74B

Returns By Period

In the year-to-date period, USB achieves a 14.64% return, which is significantly lower than BK's 53.46% return. Over the past 10 years, USB has underperformed BK with an annualized return of 3.92%, while BK has yielded a comparatively higher 9.18% annualized return.


USB

YTD

14.64%

1M

-6.75%

6M

23.57%

1Y

15.32%

5Y*

-0.11%

10Y*

3.92%

BK

YTD

53.46%

1M

-0.32%

6M

33.78%

1Y

55.40%

5Y*

12.36%

10Y*

9.18%

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Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for USB, currently valued at 0.72, compared to the broader market-4.00-2.000.002.000.723.23
The chart of Sortino ratio for USB, currently valued at 1.18, compared to the broader market-4.00-2.000.002.004.001.184.27
The chart of Omega ratio for USB, currently valued at 1.14, compared to the broader market0.501.001.502.001.141.56
The chart of Calmar ratio for USB, currently valued at 0.56, compared to the broader market0.002.004.006.000.564.02
The chart of Martin ratio for USB, currently valued at 2.91, compared to the broader market-5.000.005.0010.0015.0020.0025.002.9129.58
USB
BK

The current USB Sharpe Ratio is 0.72, which is lower than the BK Sharpe Ratio of 3.23. 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
0.72
3.23
USB
BK

Dividends

USB vs. BK - Dividend Comparison

USB's dividend yield for the trailing twelve months is around 4.11%, more than BK's 2.29% yield.


TTM20232022202120202019201820172016201520142013
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%
BK
The Bank of New York Mellon Corporation
2.29%3.04%3.12%2.24%2.92%2.34%2.21%1.60%1.52%1.65%1.63%1.66%

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. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-13.72%
-5.19%
USB
BK

Volatility

USB vs. BK - Volatility Comparison

U.S. Bancorp (USB) has a higher volatility of 7.13% compared to The Bank of New York Mellon Corporation (BK) at 5.59%. 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.


4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
7.13%
5.59%
USB
BK

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


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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