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BOH vs. FITB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


BOHFITB
YTD Return11.47%40.95%
1Y Return43.09%79.80%
3Y Return (Ann)0.19%6.10%
5Y Return (Ann)1.36%14.01%
10Y Return (Ann)6.40%12.65%
Sharpe Ratio1.333.07
Sortino Ratio2.194.27
Omega Ratio1.261.51
Calmar Ratio1.212.00
Martin Ratio3.0421.17
Ulcer Index14.52%3.97%
Daily Std Dev33.13%27.37%
Max Drawdown-62.62%-98.13%
Current Drawdown-6.07%0.00%

Fundamentals


BOHFITB
Market Cap$3.13B$31.63B
EPS$3.33$3.00
PE Ratio23.6815.72
PEG Ratio2.093.40
Total Revenue (TTM)$882.22M$13.42B
Gross Profit (TTM)$883.12M$13.40B
EBITDA (TTM)$147.05M$767.00M

Correlation

-0.50.00.51.00.6

The correlation between BOH and FITB is 0.55, 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.

Performance

BOH vs. FITB - Performance Comparison

In the year-to-date period, BOH achieves a 11.47% return, which is significantly lower than FITB's 40.95% return. Over the past 10 years, BOH has underperformed FITB with an annualized return of 6.40%, while FITB has yielded a comparatively higher 12.65% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
34.12%
24.72%
BOH
FITB

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Risk-Adjusted Performance

BOH vs. FITB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Bank of Hawaii Corporation (BOH) and Fifth Third Bancorp (FITB). 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.


BOH
Sharpe ratio
The chart of Sharpe ratio for BOH, currently valued at 1.33, compared to the broader market-4.00-2.000.002.004.001.33
Sortino ratio
The chart of Sortino ratio for BOH, currently valued at 2.19, compared to the broader market-4.00-2.000.002.004.006.002.19
Omega ratio
The chart of Omega ratio for BOH, currently valued at 1.26, compared to the broader market0.501.001.502.001.26
Calmar ratio
The chart of Calmar ratio for BOH, currently valued at 1.21, compared to the broader market0.002.004.006.001.21
Martin ratio
The chart of Martin ratio for BOH, currently valued at 3.04, compared to the broader market0.0010.0020.0030.003.04
FITB
Sharpe ratio
The chart of Sharpe ratio for FITB, currently valued at 3.07, compared to the broader market-4.00-2.000.002.004.003.07
Sortino ratio
The chart of Sortino ratio for FITB, currently valued at 4.27, compared to the broader market-4.00-2.000.002.004.006.004.27
Omega ratio
The chart of Omega ratio for FITB, currently valued at 1.51, compared to the broader market0.501.001.502.001.51
Calmar ratio
The chart of Calmar ratio for FITB, currently valued at 2.00, compared to the broader market0.002.004.006.002.00
Martin ratio
The chart of Martin ratio for FITB, currently valued at 21.17, compared to the broader market0.0010.0020.0030.0021.17

BOH vs. FITB - Sharpe Ratio Comparison

The current BOH Sharpe Ratio is 1.33, which is lower than the FITB Sharpe Ratio of 3.07. The chart below compares the historical Sharpe Ratios of BOH and FITB, 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.33
3.07
BOH
FITB

Dividends

BOH vs. FITB - Dividend Comparison

BOH's dividend yield for the trailing twelve months is around 4.53%, more than FITB's 3.00% yield.


TTM20232022202120202019201820172016201520142013
BOH
Bank of Hawaii Corporation
4.53%3.86%3.61%3.27%3.50%2.72%3.48%2.38%2.13%2.86%3.03%3.04%
FITB
Fifth Third Bancorp
3.00%3.94%3.84%2.62%3.92%3.06%3.14%1.98%1.97%2.59%2.50%2.23%

Drawdowns

BOH vs. FITB - Drawdown Comparison

The maximum BOH drawdown since its inception was -62.62%, smaller than the maximum FITB drawdown of -98.13%. Use the drawdown chart below to compare losses from any high point for BOH and FITB. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-6.07%
0
BOH
FITB

Volatility

BOH vs. FITB - Volatility Comparison

Bank of Hawaii Corporation (BOH) has a higher volatility of 14.80% compared to Fifth Third Bancorp (FITB) at 10.20%. This indicates that BOH's price experiences larger fluctuations and is considered to be riskier than FITB 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%JuneJulyAugustSeptemberOctoberNovember
14.80%
10.20%
BOH
FITB

Financials

BOH vs. FITB - Financials Comparison

This section allows you to compare key financial metrics between Bank of Hawaii Corporation and Fifth Third Bancorp. 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