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Asset Comparison and Correlation

    
Investment horizon: 
  30 Days    Login   to change
 
 BOK Financial Corp.  vs   UMB Financial Corp.
 Compare Fundamentals  
Daily Returns (%)
BOKF   UMBF   
 
Given investment horizon of 30 days, BOK Financia is expected to generate 1.38 times less return on investment than UMB Financia. But when comparing it to its historical volatility, BOK Financial Corporation is 1.51 times less risky than UMB Financia. It trades about 0.28 of its potential returns per unit of risk. UMB Financial Corporation is currently generating about 0.26 of returns per unit of risk over similar time horizon. If you would invest  4,948  in UMB Financial Corporation on April 23, 2013 and sell it today you would earn a total of  283.00  from holding UMB Financial Corporation or generate 5.72% return on investment over 30 days.

Diversification

Very weak diversification
Overlapping area represents amount of risk that can be diversified away by holding BOK Financial Corp. and UMB Financial Corp. in the same portfolio assuming nothing else is changed

Correlation Coefficient

0.57
Parameters
Time Period1 Month [change]
DirectionPositive UMBF Moved Up vs BOKF
StrengthWeak
Accuracy100.0%
ValuesDaily Returns
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Predicted Return Density
 
Returns   
BOKF   UMBF   

BOK Financial Corporation

 
    
BOK Financia
Performance
15
Out Of
100
Over 30
Days
85% of all equities and portfolios perform better than BOK Financial Corporation. Compared with the overall equity markets, risk-adjusted returns on investments in BOK Financial Corporation are ranked lower than 15 (%) of all global equities and portfolios over the last 30 days.
    

Match ups for BOK Financia

Commerce Bancshares Inc vs. BOK Financial Corporation
Cullen-Frost Bankers Inc vs. BOK Financial Corporation
UMB Financial Corporation vs. BOK Financial Corporation
Texas Capital BancShares Inc vs. BOK Financial Corporation
First Financial Bankshares Inc vs. BOK Financial Corporation
International Bancshares Corporation vs. BOK Financial Corporation
BancFirst Corporation vs. BOK Financial Corporation
Heartland Financial USA Inc vs. BOK Financial Corporation
CoBiz Financial Inc vs. BOK Financial Corporation
  

UMB Financial Corporation

 
    
UMB Financia
Performance
14
Out Of
100
Over 30
Days
86% of all equities and portfolios perform better than UMB Financial Corporation. Compared with the overall equity markets, risk-adjusted returns on investments in UMB Financial Corporation are ranked lower than 14 (%) of all global equities and portfolios over the last 30 days.
    

Match ups for UMB Financia

BOK Financial Corporation vs. UMB Financial Corporation
Commerce Bancshares Inc vs. UMB Financial Corporation
Cullen-Frost Bankers Inc vs. UMB Financial Corporation
Texas Capital BancShares Inc vs. UMB Financial Corporation
First Financial Bankshares Inc vs. UMB Financial Corporation
International Bancshares Corporation vs. UMB Financial Corporation
BancFirst Corporation vs. UMB Financial Corporation
Heartland Financial USA Inc vs. UMB Financial Corporation
CoBiz Financial Inc vs. UMB Financial Corporation


 
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