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

Correlation

The correlation between USB and CFG is 0.60, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

USB vs. CFG - Performance Comparison

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

50.00%100.00%150.00%200.00%NovemberDecember2025FebruaryMarchApril
35.15%
130.39%
USB
CFG

Key characteristics

Sharpe Ratio

USB:

0.07

CFG:

0.30

Sortino Ratio

USB:

0.30

CFG:

0.66

Omega Ratio

USB:

1.04

CFG:

1.09

Calmar Ratio

USB:

0.06

CFG:

0.32

Martin Ratio

USB:

0.19

CFG:

1.13

Ulcer Index

USB:

10.57%

CFG:

9.20%

Daily Std Dev

USB:

29.30%

CFG:

34.82%

Max Drawdown

USB:

-76.08%

CFG:

-65.60%

Current Drawdown

USB:

-26.50%

CFG:

-23.78%

Fundamentals

Market Cap

USB:

$62.48B

CFG:

$16.39B

EPS

USB:

$4.04

CFG:

$3.15

PE Ratio

USB:

9.88

CFG:

11.77

PEG Ratio

USB:

1.48

CFG:

0.26

PS Ratio

USB:

2.46

CFG:

2.30

PB Ratio

USB:

1.17

CFG:

0.71

Total Revenue (TTM)

USB:

$20.09B

CFG:

$5.84B

Gross Profit (TTM)

USB:

$24.06B

CFG:

$6.88B

EBITDA (TTM)

USB:

$6.66B

CFG:

$1.72B

Returns By Period

In the year-to-date period, USB achieves a -15.54% return, which is significantly lower than CFG's -14.57% return. Over the past 10 years, USB has underperformed CFG with an annualized return of 2.79%, while CFG has yielded a comparatively higher 7.31% annualized return.


USB

YTD

-15.54%

1M

-6.55%

6M

-14.49%

1Y

1.63%

5Y*

6.68%

10Y*

2.79%

CFG

YTD

-14.57%

1M

-10.16%

6M

-9.03%

1Y

9.80%

5Y*

15.85%

10Y*

7.31%

*Annualized

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Risk-Adjusted Performance

USB vs. CFG — 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 5151
Overall Rank
The Sharpe Ratio Rank of USB is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of USB is 4646
Sortino Ratio Rank
The Omega Ratio Rank of USB is 4646
Omega Ratio Rank
The Calmar Ratio Rank of USB is 5555
Calmar Ratio Rank
The Martin Ratio Rank of USB is 5555
Martin Ratio Rank

CFG
The Risk-Adjusted Performance Rank of CFG is 6262
Overall Rank
The Sharpe Ratio Rank of CFG is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of CFG is 5757
Sortino Ratio Rank
The Omega Ratio Rank of CFG is 5858
Omega Ratio Rank
The Calmar Ratio Rank of CFG is 6767
Calmar Ratio Rank
The Martin Ratio Rank of CFG is 6666
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. CFG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for U.S. Bancorp (USB) and Citizens Financial Group, Inc. (CFG). 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 chart of Sharpe ratio for USB, currently valued at 0.07, compared to the broader market-2.00-1.000.001.002.003.00
USB: 0.07
CFG: 0.30
The chart of Sortino ratio for USB, currently valued at 0.30, compared to the broader market-6.00-4.00-2.000.002.004.00
USB: 0.30
CFG: 0.66
The chart of Omega ratio for USB, currently valued at 1.04, compared to the broader market0.501.001.502.00
USB: 1.04
CFG: 1.09
The chart of Calmar ratio for USB, currently valued at 0.06, compared to the broader market0.001.002.003.004.005.00
USB: 0.06
CFG: 0.32
The chart of Martin ratio for USB, currently valued at 0.19, compared to the broader market-5.000.005.0010.0015.0020.00
USB: 0.19
CFG: 1.13

The current USB Sharpe Ratio is 0.07, which is lower than the CFG Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of USB and CFG, 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.07
0.30
USB
CFG

Dividends

USB vs. CFG - Dividend Comparison

USB's dividend yield for the trailing twelve months is around 4.98%, more than CFG's 4.53% yield.


TTM20242023202220212020201920182017201620152014
USB
U.S. Bancorp
4.98%4.14%4.46%4.31%3.13%3.61%2.66%2.93%2.16%2.08%2.37%2.15%
CFG
Citizens Financial Group, Inc.
4.53%3.84%5.07%4.11%3.30%4.36%3.35%3.30%1.52%1.29%1.53%0.40%

Drawdowns

USB vs. CFG - Drawdown Comparison

The maximum USB drawdown since its inception was -76.08%, which is greater than CFG's maximum drawdown of -65.60%. Use the drawdown chart below to compare losses from any high point for USB and CFG. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-26.50%
-23.78%
USB
CFG

Volatility

USB vs. CFG - Volatility Comparison

The current volatility for U.S. Bancorp (USB) is 16.56%, while Citizens Financial Group, Inc. (CFG) has a volatility of 20.86%. This indicates that USB experiences smaller price fluctuations and is considered to be less risky than CFG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
16.56%
20.86%
USB
CFG

Financials

USB vs. CFG - Financials Comparison

This section allows you to compare key financial metrics between U.S. Bancorp and Citizens Financial Group, Inc.. 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