US Bancorp Correlations

USB Stock

USD 55.21 0.32 0.58%

The current 90-days correlation between US Bancorp and PNC Financial Services is 0.85 (i.e., Very 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

Poor diversification

The correlation between US Bancorp and DJI is 0.67 (i.e., 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 signals in population.

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

Moving together with USB Stock

0.97	C	Citigroup Earnings Call This Week	Pair Corr
0.98	RY	Royal Bank	Pair Corr
0.98	TD	Toronto Dominion Bank	Pair Corr
0.84	WF	Woori Financial Group	Pair Corr
0.98	FITB	Fifth Third Bancorp	Pair Corr
0.88	BAC	Bank of America Earnings Call This Week	Pair Corr
0.94	BAP	Credicorp	Pair Corr
0.85	BBT	Beacon Financial Symbol Change	Pair Corr
0.74	BCH	Banco De Chile Normal Trading	Pair Corr
0.95	BCS	Barclays PLC ADR	Pair Corr
0.92	BNS	Bank of Nova Scotia	Pair Corr
0.61	BMA	Banco Macro SA Normal Trading	Pair Corr
0.98	CMA	Comerica Incorporated	Pair Corr
0.92	ING	ING Group NV	Pair Corr
0.77	JPM	JPMorgan Chase Earnings Call This Week	Pair Corr
0.92	MFG	Mizuho Financial	Pair Corr
0.89	NWG	Natwest Group PLC	Pair Corr
0.92	SAN	Banco Santander SA	Pair Corr
0.93	WFC	Wells Fargo Earnings Call This Week	Pair Corr
0.89	HSBC	HSBC Holdings PLC	Pair Corr
0.8	BMO	Bank of Montreal	Pair Corr
0.89	CM	Canadian Imperial Bank	Pair Corr
0.84	MUFG	Mitsubishi UFJ Financial Normal Trading	Pair Corr
0.98	RY	Royal Bank	Pair Corr
0.94	SMFG	Sumitomo Mitsui Financial	Pair Corr
0.89	BBVA	Banco Bilbao Viscaya	Pair Corr

Moving against USB Stock

0.41	601939	China Construction Bank	Pair Corr
0.63	601998	China Citic Bank	Pair Corr
0.32	601288	Agricultural Bank	Pair Corr

Related Correlations Analysis

	PNC	DB	LYG	ITUB	TFC	ING	MFG	BCS	HDB	CM
PNC		0.74	0.87	0.66	0.97	0.91	0.89	0.93	-0.51	0.9	PNC
DB	0.74		0.74	0.52	0.69	0.8	0.64	0.75	-0.49	0.69	DB
LYG	0.87	0.74		0.86	0.91	0.95	0.94	0.96	-0.39	0.93	LYG
ITUB	0.66	0.52	0.86		0.76	0.82	0.88	0.82	-0.23	0.8	ITUB
TFC	0.97	0.69	0.91	0.76		0.93	0.94	0.96	-0.38	0.95	TFC
ING	0.91	0.8	0.95	0.82	0.93		0.92	0.98	-0.39	0.94	ING
MFG	0.89	0.64	0.94	0.88	0.94	0.92		0.94	-0.41	0.93	MFG
BCS	0.93	0.75	0.96	0.82	0.96	0.98	0.94		-0.37	0.95	BCS
HDB	-0.51	-0.49	-0.39	-0.23	-0.38	-0.39	-0.41	-0.37		-0.28	HDB
CM	0.9	0.69	0.93	0.8	0.95	0.94	0.93	0.95	-0.28		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	+ 0.98	ING
TFC	+ 0.97	PNC
BCS	+ 0.96	LYG
BCS	+ 0.96	TFC
ING	+ 0.95	LYG
CM	+ 0.95	TFC

High negative correlations

HDB	- 0.51	PNC
HDB	- 0.49	DB
HDB	- 0.41	MFG
HDB	- 0.39	ING
HDB	- 0.39	LYG
HDB	- 0.38	TFC

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	1.00	0.09	0.07	0.17	1.15	(1.08)	2.38	(2.18)	6.33
DB	1.38	0.04	0.03	0.12	1.92	(1.30)	2.67	(3.03)	9.04
LYG	1.19	0.22	0.11	0.49	1.33	(1.28)	2.41	(2.38)	6.27
ITUB	1.16	0.17	0.08	0.27	1.69	(1.18)	2.56	(2.50)	9.71
TFC	1.00	0.09	0.06	0.16	1.41	(1.03)	2.28	(2.10)	7.29
ING	0.97	0.16	0.11	0.29	1.04	(1.08)	2.58	(2.00)	8.02
MFG	1.18	0.23	0.13	0.27	1.43	(1.26)	3.07	(2.77)	7.68
BCS	1.20	0.27	0.19	0.33	1.20	(1.34)	2.85	(2.49)	7.21
HDB	0.95	(0.08)	0.00	(1.73)	0.00	0.00	1.75	(1.94)	10.00
CM	0.81	0.13	0.08	0.32	0.88	(0.84)	1.52	(1.62)	6.23

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