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USB vs. VLY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

USB vs. VLY - Performance Comparison

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

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Returns By Period

In the year-to-date period, USB achieves a 5.01% return, which is significantly lower than VLY's 19.17% return. Over the past 10 years, USB has underperformed VLY with an annualized return of 6.43%, while VLY has yielded a comparatively higher 8.32% annualized return.


USB

1D
4.37%
1M
-0.25%
YTD
5.01%
6M
10.13%
1Y
31.69%
3Y*
26.88%
5Y*
2.54%
10Y*
6.43%

VLY

1D
2.83%
1M
1.03%
YTD
19.17%
6M
21.95%
1Y
65.56%
3Y*
26.52%
5Y*
3.75%
10Y*
8.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USB vs. VLY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USB
U.S. Bancorp
5.01%16.48%15.62%4.79%-19.13%24.32%-17.85%33.62%-12.36%6.61%
VLY
Valley National Bancorp
19.17%34.83%-11.91%0.67%-14.61%45.75%-10.00%34.31%-17.82%0.09%

Correlation

The correlation between USB and VLY is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.72

Correlation (3Y)
Calculated over the trailing 3-year period

0.74

Correlation (5Y)
Calculated over the trailing 5-year period

0.73

Correlation (10Y)
Calculated over the trailing 10-year period

0.73

Correlation (All Time)
Calculated using the full available price history since Mar 26, 1990

0.50

Over the past year, USB and VLY have become more correlated (0.72) than their long-term average of 0.50, meaning their price movements have been converging.

Fundamentals

Market Cap

USB:

$86.24B

VLY:

$7.71B

EPS

USB:

$5.02

VLY:

$1.17

PE Ratio

USB:

11.05

VLY:

11.82

PS Ratio

USB:

1.99

VLY:

2.43

PB Ratio

USB:

1.46

VLY:

0.99

Total Revenue (TTM)

USB:

$43.34B

VLY:

$3.19B

Gross Profit (TTM)

USB:

$27.22B

VLY:

$1.47B

EBITDA (TTM)

USB:

$10.34B

VLY:

$847.74M

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Return for Risk

USB vs. VLY — Risk / Return Rank

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

USB
USB Risk / Return Rank: 7676
Overall Rank
USB Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
USB Sortino Ratio Rank: 7575
Sortino Ratio Rank
USB Omega Ratio Rank: 7575
Omega Ratio Rank
USB Calmar Ratio Rank: 7474
Calmar Ratio Rank
USB Martin Ratio Rank: 7575
Martin Ratio Rank

VLY
VLY Risk / Return Rank: 9090
Overall Rank
VLY Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
VLY Sortino Ratio Rank: 8888
Sortino Ratio Rank
VLY Omega Ratio Rank: 8787
Omega Ratio Rank
VLY Calmar Ratio Rank: 9191
Calmar Ratio Rank
VLY Martin Ratio Rank: 9292
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

USB vs. VLY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for U.S. Bancorp (USB) and Valley National Bancorp (VLY). 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.


USBVLYDifference
Sharpe ratioReturn per unit of total volatility

-0.90

Sortino ratioReturn per unit of downside risk

-0.97

Omega ratioGain probability vs. loss probability

1.26

1.39

-0.14

Calmar ratioReturn relative to maximum drawdown

1.96

4.83

-2.87

Martin ratioReturn relative to average drawdown

4.89

14.23

-9.35

USB vs. VLY - Sharpe Ratio Comparison

The current USB Sharpe Ratio is 1.43, which is lower than the VLY Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of USB and VLY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


USBVLYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.43

2.33

-0.90

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

0.10

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.21

0.23

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.27

+0.06

Drawdowns

USB vs. VLY - Drawdown Comparison

The maximum USB drawdown since its inception was -76.08%, which is greater than VLY's maximum drawdown of -62.17%. Use the drawdown chart below to compare losses from any high point for USB and VLY.


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Drawdown Indicators


USBVLYDifference

Max Drawdown

Largest peak-to-trough decline

-76.08%

-62.17%

-13.91%

Max Drawdown (1Y)

Largest decline over 1 year

-16.21%

-13.64%

-2.57%

Max Drawdown (3Y)

Largest decline over 3 years

-30.63%

-39.47%

+8.84%

Max Drawdown (5Y)

Largest decline over 5 years

-52.13%

-53.95%

+1.82%

Max Drawdown (10Y)

Largest decline over 10 years

-52.13%

-53.95%

+1.82%

Current Drawdown

Current decline from peak

-7.67%

0.00%

-7.67%

Average Drawdown

Average peak-to-trough decline

-14.19%

-13.99%

-0.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.50%

4.62%

+1.88%

Volatility

USB vs. VLY - Volatility Comparison

U.S. Bancorp (USB) has a higher volatility of 8.10% compared to Valley National Bancorp (VLY) at 6.91%. This indicates that USB's price experiences larger fluctuations and is considered to be riskier than VLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USBVLYDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.10%

6.91%

+1.19%

Volatility (6M)

Calculated over the trailing 6-month period

16.92%

18.79%

-1.87%

Volatility (1Y)

Calculated over the trailing 1-year period

22.36%

28.31%

-5.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.82%

37.60%

-7.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.30%

36.49%

-6.19%

Dividends

USB vs. VLY - Dividend Comparison

USB's dividend yield for the trailing twelve months is around 3.71%, more than VLY's 3.19% yield.


PositionTTM20252024202320222021202020192018201720162015
USB
U.S. Bancorp
3.71%3.82%4.14%4.46%4.31%3.13%3.61%2.66%2.93%2.16%2.08%2.37%
VLY
Valley National Bancorp
3.19%3.77%4.86%4.05%3.89%3.20%4.51%3.84%4.95%3.92%3.78%4.47%

Financials

USB vs. VLY - Financials Comparison

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


0.002.00B4.00B6.00B8.00B10.00B12.00B20222023202420252026
10.84B
540.36M
(USB) Total Revenue
(VLY) Total Revenue
Values in USD except per share items

USB vs. VLY - Profitability Comparison

The chart below illustrates the profitability comparison between U.S. Bancorp and Valley National Bancorp over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%20222023202420252026
61.7%
0
Portfolio components
USB - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, U.S. Bancorp reported a gross profit of 6.68B and revenue of 10.84B. Therefore, the gross margin over that period was 61.7%.

VLY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Valley National Bancorp reported a gross profit of 0.00 and revenue of 540.36M. Therefore, the gross margin over that period was 0.0%.

USB - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, U.S. Bancorp reported an operating income of 2.69B and revenue of 10.84B, resulting in an operating margin of 24.8%.

VLY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Valley National Bancorp reported an operating income of 209.18M and revenue of 540.36M, resulting in an operating margin of 38.7%.

USB - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, U.S. Bancorp reported a net income of 1.95B and revenue of 10.84B, resulting in a net margin of 18.0%.

VLY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Valley National Bancorp reported a net income of 163.91M and revenue of 540.36M, resulting in a net margin of 30.3%.


Frequently Asked Questions


USB and VLY have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USB has higher volatility (8.10%) compared to VLY (6.91%). In terms of maximum drawdown, USB dropped -76.08% vs VLY's -62.17%.

VLY currently has the higher Sharpe Ratio (2.33 vs 1.43), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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