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

Correlation

The correlation between WU and KEY is 0.44, 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.


-0.50.00.51.00.4

Performance

WU vs. KEY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Western Union Company (WU) and KeyCorp (KEY). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
-10.10%
26.11%
WU
KEY

Key characteristics

Sharpe Ratio

WU:

-0.21

KEY:

0.69

Sortino Ratio

WU:

-0.13

KEY:

1.30

Omega Ratio

WU:

0.98

KEY:

1.15

Calmar Ratio

WU:

-0.09

KEY:

0.51

Martin Ratio

WU:

-0.43

KEY:

3.84

Ulcer Index

WU:

10.91%

KEY:

6.06%

Daily Std Dev

WU:

22.39%

KEY:

33.60%

Max Drawdown

WU:

-63.10%

KEY:

-87.08%

Current Drawdown

WU:

-49.66%

KEY:

-27.06%

Fundamentals

Market Cap

WU:

$3.76B

KEY:

$17.64B

EPS

WU:

$1.96

KEY:

$0.00

PE Ratio

WU:

5.68

KEY:

0.00

PEG Ratio

WU:

2.27

KEY:

0.75

Total Revenue (TTM)

WU:

$4.20B

KEY:

$8.67B

Gross Profit (TTM)

WU:

$1.45B

KEY:

$9.96B

EBITDA (TTM)

WU:

$887.80M

KEY:

$560.00M

Returns By Period

In the year-to-date period, WU achieves a -4.57% return, which is significantly lower than KEY's 22.93% return. Over the past 10 years, WU has underperformed KEY with an annualized return of -0.58%, while KEY has yielded a comparatively higher 5.96% annualized return.


WU

YTD

-4.57%

1M

-1.01%

6M

-11.34%

1Y

-6.14%

5Y*

-12.32%

10Y*

-0.58%

KEY

YTD

22.93%

1M

-10.57%

6M

26.10%

1Y

25.73%

5Y*

1.07%

10Y*

5.96%

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

WU vs. KEY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Western Union Company (WU) 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 WU, currently valued at -0.28, compared to the broader market-4.00-2.000.002.00-0.280.69
The chart of Sortino ratio for WU, currently valued at -0.23, compared to the broader market-4.00-2.000.002.004.00-0.231.30
The chart of Omega ratio for WU, currently valued at 0.97, compared to the broader market0.501.001.502.000.971.15
The chart of Calmar ratio for WU, currently valued at -0.12, compared to the broader market0.002.004.006.00-0.120.51
The chart of Martin ratio for WU, currently valued at -0.56, compared to the broader market0.0010.0020.00-0.563.84
WU
KEY

The current WU Sharpe Ratio is -0.21, which is lower than the KEY Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of WU 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 Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
-0.28
0.69
WU
KEY

Dividends

WU vs. KEY - Dividend Comparison

WU's dividend yield for the trailing twelve months is around 6.56%, more than KEY's 4.88% yield.


TTM20232022202120202019201820172016201520142013
WU
The Western Union Company
6.56%7.89%6.83%5.27%4.10%2.99%4.45%3.68%2.95%3.46%2.79%2.90%
KEY
KeyCorp
4.88%5.69%4.54%3.24%4.51%3.51%3.82%1.88%1.81%2.20%1.80%1.60%

Drawdowns

WU vs. KEY - Drawdown Comparison

The maximum WU drawdown since its inception was -63.10%, smaller than the maximum KEY drawdown of -87.08%. Use the drawdown chart below to compare losses from any high point for WU and KEY. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-49.66%
-27.06%
WU
KEY

Volatility

WU vs. KEY - Volatility Comparison

The Western Union Company (WU) has a higher volatility of 7.04% compared to KeyCorp (KEY) at 6.57%. This indicates that WU'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
7.04%
6.57%
WU
KEY

Financials

WU vs. KEY - Financials Comparison

This section allows you to compare key financial metrics between The Western Union Company 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
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