US Bancorp Correlations

USB Stock

USD 56.11 0.22 0.39%

The current 90-days correlation between US Bancorp and PNC Financial Services is 0.78 (i.e., Poor diversification). The correlation of US Bancorp is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.

US Bancorp Correlation With Market

Very poor diversification

The correlation between US Bancorp and DJI is 0.88 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding US Bancorp and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with USB Stock

Check out World Market Map to better understand how to build diversified portfolios, which includes a position in US Bancorp. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as various price indices.

For information on how to trade USB Stock refer to our How to Trade USB Stock guide.

Moving together with USB Stock

0.94	C	Citigroup Earnings Call This Week	Pair Corr
0.97	RY	Royal Bank	Pair Corr
0.98	TD	Toronto Dominion Bank	Pair Corr
0.85	BAP	Credicorp	Pair Corr
0.95	BNS	Bank of Nova Scotia	Pair Corr
0.95	SAN	Banco Santander SA Earnings Call This Week	Pair Corr
0.75	WFC	Wells Fargo Sell-off Trend	Pair Corr
0.9	HSBC	HSBC Holdings PLC Normal Trading	Pair Corr
0.76	MUFG	Mitsubishi UFJ Financial	Pair Corr
0.79	A6O	Alior Bank SA	Pair Corr
0.83	WF	Woori Financial Group	Pair Corr
0.8	BCH	Banco De Chile Earnings Call This Week	Pair Corr
0.69	BKD	Brookdale Senior Living	Pair Corr
0.89	WMT	Walmart Common Stock Aggressive Push	Pair Corr
0.78	ITOCY	Itochu Corp ADR Earnings Call This Week	Pair Corr
0.67	MBGAF	Mercedes Benz Group	Pair Corr
0.7	AMDUF	Amundi SA Earnings Call Tomorrow	Pair Corr
0.64	LONA	LeonaBio Symbol Change	Pair Corr
0.91	SPB	Spectrum Brands Holdings	Pair Corr
0.91	DIN	Dine Brands Global	Pair Corr
0.8	BCC	Boise Cascad Llc	Pair Corr
0.82	DGWPF	Drgerwerk AG	Pair Corr

Moving against USB Stock

0.88	EK7A	AGRICULTBK HADR/25	Pair Corr
0.79	FNMFO	Federal National Mortgage	Pair Corr
0.72	EK7	Agricultural Bank	Pair Corr
0.49	CWW	Commonwealth Bank	Pair Corr
0.79	ENGGF	Enags SA	Pair Corr
0.31	NMGC	NeoMagic	Pair Corr

Related Correlations Analysis

	PNC	DB	LYG	ITUB	TFC	ING	MFG	BCS	HDB	CM
PNC		0.81	0.92	0.71	0.96	0.94	0.91	0.97	-0.78	0.93	PNC
DB	0.81		0.84	0.6	0.8	0.91	0.74	0.89	-0.6	0.84	DB
LYG	0.92	0.84		0.84	0.87	0.96	0.93	0.96	-0.81	0.87	LYG
ITUB	0.71	0.6	0.84		0.58	0.75	0.84	0.71	-0.8	0.61	ITUB
TFC	0.96	0.8	0.87	0.58		0.91	0.81	0.95	-0.65	0.95	TFC
ING	0.94	0.91	0.96	0.75	0.91		0.91	0.97	-0.78	0.91	ING
MFG	0.91	0.74	0.93	0.84	0.81	0.91		0.89	-0.92	0.81	MFG
BCS	0.97	0.89	0.96	0.71	0.95	0.97	0.89		-0.75	0.93	BCS
HDB	-0.78	-0.6	-0.81	-0.8	-0.65	-0.78	-0.92	-0.75		-0.63	HDB
CM	0.93	0.84	0.87	0.61	0.95	0.91	0.81	0.93	-0.63		CM
	PNC	DB	LYG	ITUB	TFC	ING	MFG	BCS	HDB	CM

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Correlation Matchups

Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.

High positive correlations

BCS	+ 0.97	PNC
BCS	+ 0.97	ING
TFC	+ 0.96	PNC
ING	+ 0.96	LYG
BCS	+ 0.96	LYG
BCS	+ 0.95	TFC

High negative correlations

HDB	- 0.92	MFG
HDB	- 0.81	LYG
HDB	- 0.8	ITUB
HDB	- 0.78	ING
HDB	- 0.78	PNC
HDB	- 0.75	BCS

Risk-Adjusted Indicators

There is a big difference between USB Stock performing well and US Bancorp Company doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze US Bancorp's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
PNC	0.95	0.27	0.27	0.35	0.62	(1.14)	2.28	(1.53)	5.33
DB	1.41	0.18	0.10	0.16	1.71	(1.42)	3.16	(3.03)	9.04
LYG	1.09	0.33	0.21	0.34	1.04	(1.22)	2.41	(2.11)	6.27
ITUB	1.36	0.39	0.17	0.47	1.71	(1.47)	3.23	(2.50)	9.71
TFC	0.82	0.20	0.21	0.26	0.68	(0.94)	2.01	(1.17)	5.12
ING	1.02	0.27	0.19	0.34	1.07	(1.14)	2.67	(2.00)	8.20
MFG	1.13	0.40	0.24	0.55	1.13	(1.24)	2.99	(2.03)	7.66
BCS	1.07	0.31	0.22	0.32	1.11	(1.17)	2.70	(2.35)	5.53
HDB	0.86	(0.19)	0.00	(13.60)	0.00	0.00	1.24	(1.92)	8.44
CM	0.88	0.15	0.11	0.30	1.05	(0.88)	1.63	(1.92)	6.42

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