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VLY vs. KEY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between VLY and KEY 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

VLY vs. KEY - Performance Comparison

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

400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%JulyAugustSeptemberOctoberNovemberDecember
1,173.46%
651.41%
VLY
KEY

Key characteristics

Sharpe Ratio

VLY:

-0.24

KEY:

0.83

Sortino Ratio

VLY:

-0.06

KEY:

1.49

Omega Ratio

VLY:

0.99

KEY:

1.18

Calmar Ratio

VLY:

-0.20

KEY:

0.61

Martin Ratio

VLY:

-0.43

KEY:

4.55

Ulcer Index

VLY:

24.06%

KEY:

6.12%

Daily Std Dev

VLY:

42.82%

KEY:

33.57%

Max Drawdown

VLY:

-62.17%

KEY:

-87.08%

Current Drawdown

VLY:

-29.91%

KEY:

-25.85%

Fundamentals

Market Cap

VLY:

$5.54B

KEY:

$17.64B

EPS

VLY:

$0.62

KEY:

$0.00

PE Ratio

VLY:

16.00

KEY:

0.00

PEG Ratio

VLY:

3.32

KEY:

0.75

Total Revenue (TTM)

VLY:

$3.10B

KEY:

$8.67B

Gross Profit (TTM)

VLY:

$3.56B

KEY:

$9.96B

EBITDA (TTM)

VLY:

$407.34M

KEY:

$560.00M

Returns By Period

In the year-to-date period, VLY achieves a -10.94% return, which is significantly lower than KEY's 24.98% return. Over the past 10 years, VLY has underperformed KEY with an annualized return of 3.80%, while KEY has yielded a comparatively higher 5.97% annualized return.


VLY

YTD

-10.94%

1M

-9.66%

6M

42.65%

1Y

-11.35%

5Y*

0.07%

10Y*

3.80%

KEY

YTD

24.98%

1M

-9.17%

6M

28.58%

1Y

26.03%

5Y*

1.40%

10Y*

5.97%

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Risk-Adjusted Performance

VLY vs. KEY - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for VLY, currently valued at -0.24, compared to the broader market-4.00-2.000.002.00-0.240.83
The chart of Sortino ratio for VLY, currently valued at -0.06, compared to the broader market-4.00-2.000.002.004.00-0.061.49
The chart of Omega ratio for VLY, currently valued at 0.99, compared to the broader market0.501.001.502.000.991.18
The chart of Calmar ratio for VLY, currently valued at -0.20, compared to the broader market0.002.004.006.00-0.200.61
The chart of Martin ratio for VLY, currently valued at -0.43, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.434.55
VLY
KEY

The current VLY Sharpe Ratio is -0.24, which is lower than the KEY Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of VLY 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.24
0.83
VLY
KEY

Dividends

VLY vs. KEY - Dividend Comparison

VLY's dividend yield for the trailing twelve months is around 4.80%, which matches KEY's 4.80% yield.


TTM20232022202120202019201820172016201520142013
VLY
Valley National Bancorp
4.80%4.05%3.89%3.20%4.51%3.84%4.95%3.92%3.78%4.47%4.53%5.92%
KEY
KeyCorp
4.80%5.69%4.54%3.24%4.51%3.51%3.82%1.88%1.81%2.20%1.80%1.60%

Drawdowns

VLY vs. KEY - Drawdown Comparison

The maximum VLY drawdown since its inception was -62.17%, smaller than the maximum KEY drawdown of -87.08%. Use the drawdown chart below to compare losses from any high point for VLY and KEY. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-29.91%
-25.85%
VLY
KEY

Volatility

VLY vs. KEY - Volatility Comparison

Valley National Bancorp (VLY) has a higher volatility of 9.62% compared to KeyCorp (KEY) at 6.90%. This indicates that VLY's price experiences larger fluctuations and is considered to be riskier than KEY 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%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
9.62%
6.90%
VLY
KEY

Financials

VLY vs. KEY - Financials Comparison

This section allows you to compare key financial metrics between Valley National 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
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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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