PortfoliosLab logo
USB vs. KEY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between USB and KEY 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.


-0.50.00.51.0
Correlation: 0.6

Performance

USB vs. KEY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in U.S. Bancorp (USB) and KeyCorp (KEY). 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%NovemberDecember2025FebruaryMarchApril
67,446.53%
857.59%
USB
KEY

Key characteristics

Sharpe Ratio

USB:

0.07

KEY:

0.14

Sortino Ratio

USB:

0.30

KEY:

0.48

Omega Ratio

USB:

1.04

KEY:

1.06

Calmar Ratio

USB:

0.06

KEY:

0.12

Martin Ratio

USB:

0.19

KEY:

0.44

Ulcer Index

USB:

10.57%

KEY:

11.40%

Daily Std Dev

USB:

29.30%

KEY:

37.15%

Max Drawdown

USB:

-76.08%

KEY:

-87.08%

Current Drawdown

USB:

-26.50%

KEY:

-35.35%

Fundamentals

Market Cap

USB:

$62.48B

KEY:

$16.54B

EPS

USB:

$4.04

KEY:

-$0.19

PEG Ratio

USB:

1.48

KEY:

0.67

PS Ratio

USB:

2.46

KEY:

3.70

PB Ratio

USB:

1.17

KEY:

0.99

Total Revenue (TTM)

USB:

$20.09B

KEY:

$2.91B

Gross Profit (TTM)

USB:

$24.06B

KEY:

$4.15B

EBITDA (TTM)

USB:

$6.66B

KEY:

-$131.00M

Returns By Period

In the year-to-date period, USB achieves a -15.54% return, which is significantly lower than KEY's -13.07% return. Over the past 10 years, USB has underperformed KEY with an annualized return of 2.82%, while KEY has yielded a comparatively higher 4.20% annualized return.


USB

YTD

-15.54%

1M

-4.41%

6M

-14.49%

1Y

1.63%

5Y*

6.23%

10Y*

2.82%

KEY

YTD

-13.07%

1M

-6.84%

6M

-11.61%

1Y

5.20%

5Y*

9.80%

10Y*

4.20%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

USB vs. KEY — 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 5555
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 5656
Calmar Ratio Rank
The Martin Ratio Rank of USB is 5555
Martin Ratio Rank

KEY
The Risk-Adjusted Performance Rank of KEY is 5555
Overall Rank
The Sharpe Ratio Rank of KEY is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of KEY is 5151
Sortino Ratio Rank
The Omega Ratio Rank of KEY is 5151
Omega Ratio Rank
The Calmar Ratio Rank of KEY is 5858
Calmar Ratio Rank
The Martin Ratio Rank of KEY is 5858
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. KEY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for U.S. Bancorp (USB) and KeyCorp (KEY). 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
KEY: 0.14
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
KEY: 0.48
The chart of Omega ratio for USB, currently valued at 1.04, compared to the broader market0.501.001.502.00
USB: 1.04
KEY: 1.06
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
KEY: 0.12
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
KEY: 0.44

The current USB Sharpe Ratio is 0.07, which is lower than the KEY Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of USB and KEY, 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.07
0.14
USB
KEY

Dividends

USB vs. KEY - Dividend Comparison

USB's dividend yield for the trailing twelve months is around 4.98%, less than KEY's 5.57% 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%
KEY
KeyCorp
5.57%4.78%5.69%4.54%3.24%4.51%3.51%3.82%1.88%1.81%2.20%1.80%

Drawdowns

USB vs. KEY - Drawdown Comparison

The maximum USB drawdown since its inception was -76.08%, smaller than the maximum KEY drawdown of -87.08%. Use the drawdown chart below to compare losses from any high point for USB and KEY. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-26.50%
-35.35%
USB
KEY

Volatility

USB vs. KEY - Volatility Comparison

The current volatility for U.S. Bancorp (USB) is 16.56%, while KeyCorp (KEY) has a volatility of 19.48%. This indicates that USB experiences smaller price fluctuations and is considered to be less risky than KEY 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%
19.48%
USB
KEY

Financials

USB vs. KEY - Financials Comparison

This section allows you to compare key financial metrics between U.S. Bancorp and KeyCorp. 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