PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
USB vs. TFC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between USB and TFC is 0.62, 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.


-0.50.00.51.00.6

Performance

USB vs. TFC - Performance Comparison

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

2,000.00%4,000.00%6,000.00%8,000.00%10,000.00%12,000.00%14,000.00%JulyAugustSeptemberOctoberNovemberDecember
13,057.61%
2,140.38%
USB
TFC

Key characteristics

Sharpe Ratio

USB:

0.72

TFC:

1.04

Sortino Ratio

USB:

1.18

TFC:

1.70

Omega Ratio

USB:

1.14

TFC:

1.20

Calmar Ratio

USB:

0.56

TFC:

0.65

Martin Ratio

USB:

2.91

TFC:

5.95

Ulcer Index

USB:

6.24%

TFC:

4.61%

Daily Std Dev

USB:

25.37%

TFC:

26.43%

Max Drawdown

USB:

-76.08%

TFC:

-66.56%

Current Drawdown

USB:

-13.72%

TFC:

-24.99%

Fundamentals

Market Cap

USB:

$77.97B

TFC:

$60.12B

EPS

USB:

$3.25

TFC:

-$4.84

PEG Ratio

USB:

1.22

TFC:

1.94

Total Revenue (TTM)

USB:

$34.70B

TFC:

$22.39B

Gross Profit (TTM)

USB:

$34.70B

TFC:

$21.81B

EBITDA (TTM)

USB:

$7.62B

TFC:

$2.18B

Returns By Period

In the year-to-date period, USB achieves a 14.64% return, which is significantly lower than TFC's 23.55% return. Over the past 10 years, USB has underperformed TFC with an annualized return of 3.92%, while TFC has yielded a comparatively higher 4.95% annualized return.


USB

YTD

14.64%

1M

-6.75%

6M

23.57%

1Y

15.32%

5Y*

-0.11%

10Y*

3.92%

TFC

YTD

23.55%

1M

-7.46%

6M

20.58%

1Y

24.08%

5Y*

-0.62%

10Y*

4.95%

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. TFC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for U.S. Bancorp (USB) and Truist Financial Corporation (TFC). 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-4.00-2.000.002.000.721.04
The chart of Sortino ratio for USB, currently valued at 1.18, compared to the broader market-4.00-2.000.002.004.001.181.70
The chart of Omega ratio for USB, currently valued at 1.14, compared to the broader market0.501.001.502.001.141.20
The chart of Calmar ratio for USB, currently valued at 0.56, compared to the broader market0.002.004.006.000.560.65
The chart of Martin ratio for USB, currently valued at 2.91, compared to the broader market-5.000.005.0010.0015.0020.0025.002.915.95
USB
TFC

The current USB Sharpe Ratio is 0.72, which is lower than the TFC Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of USB and TFC, 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 Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.72
1.04
USB
TFC

Dividends

USB vs. TFC - Dividend Comparison

USB's dividend yield for the trailing twelve months is around 4.11%, less than TFC's 4.80% 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%
TFC
Truist Financial Corporation
4.80%5.63%4.65%3.18%3.76%3.04%3.60%2.53%2.45%2.78%2.44%3.00%

Drawdowns

USB vs. TFC - Drawdown Comparison

The maximum USB drawdown since its inception was -76.08%, which is greater than TFC's maximum drawdown of -66.56%. Use the drawdown chart below to compare losses from any high point for USB and TFC. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-13.72%
-24.99%
USB
TFC

Volatility

USB vs. TFC - Volatility Comparison

U.S. Bancorp (USB) and Truist Financial Corporation (TFC) have volatilities of 7.13% and 6.97%, 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%JulyAugustSeptemberOctoberNovemberDecember
7.13%
6.97%
USB
TFC

Financials

USB vs. TFC - Financials Comparison

This section allows you to compare key financial metrics between U.S. Bancorp and Truist Financial 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab