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BOH vs. FXAIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BOH and FXAIX 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.


-0.50.00.51.00.5

Performance

BOH vs. FXAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bank of Hawaii Corporation (BOH) and Fidelity 500 Index Fund (FXAIX). 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
24.38%
7.90%
BOH
FXAIX

Key characteristics

Sharpe Ratio

BOH:

-0.06

FXAIX:

1.97

Sortino Ratio

BOH:

0.15

FXAIX:

2.63

Omega Ratio

BOH:

1.02

FXAIX:

1.37

Calmar Ratio

BOH:

-0.05

FXAIX:

2.93

Martin Ratio

BOH:

-0.12

FXAIX:

12.99

Ulcer Index

BOH:

14.46%

FXAIX:

1.90%

Daily Std Dev

BOH:

30.86%

FXAIX:

12.58%

Max Drawdown

BOH:

-62.62%

FXAIX:

-33.79%

Current Drawdown

BOH:

-16.38%

FXAIX:

-3.62%

Returns By Period

In the year-to-date period, BOH achieves a -0.76% return, which is significantly lower than FXAIX's 24.65% return. Over the past 10 years, BOH has underperformed FXAIX with an annualized return of 5.16%, while FXAIX has yielded a comparatively higher 12.79% annualized return.


BOH

YTD

-0.76%

1M

-10.72%

6M

24.38%

1Y

0.51%

5Y*

-2.37%

10Y*

5.16%

FXAIX

YTD

24.65%

1M

-0.72%

6M

7.90%

1Y

26.58%

5Y*

14.57%

10Y*

12.79%

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Risk-Adjusted Performance

BOH vs. FXAIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Bank of Hawaii Corporation (BOH) and Fidelity 500 Index Fund (FXAIX). 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 BOH, currently valued at -0.06, compared to the broader market-4.00-2.000.002.00-0.061.97
The chart of Sortino ratio for BOH, currently valued at 0.15, compared to the broader market-4.00-2.000.002.004.000.152.63
The chart of Omega ratio for BOH, currently valued at 1.02, compared to the broader market0.501.001.502.001.021.37
The chart of Calmar ratio for BOH, currently valued at -0.05, compared to the broader market0.002.004.006.00-0.052.93
The chart of Martin ratio for BOH, currently valued at -0.12, compared to the broader market0.0010.0020.00-0.1212.99
BOH
FXAIX

The current BOH Sharpe Ratio is -0.06, which is lower than the FXAIX Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of BOH and FXAIX, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.06
1.97
BOH
FXAIX

Dividends

BOH vs. FXAIX - Dividend Comparison

BOH's dividend yield for the trailing twelve months is around 5.13%, more than FXAIX's 0.89% yield.


TTM20232022202120202019201820172016201520142013
BOH
Bank of Hawaii Corporation
5.13%3.86%3.61%3.27%3.50%2.72%3.48%2.38%2.13%2.86%3.03%3.04%
FXAIX
Fidelity 500 Index Fund
0.89%1.45%1.69%1.22%1.60%1.95%2.07%1.81%2.01%2.56%2.63%1.84%

Drawdowns

BOH vs. FXAIX - Drawdown Comparison

The maximum BOH drawdown since its inception was -62.62%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for BOH and FXAIX. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-16.38%
-3.62%
BOH
FXAIX

Volatility

BOH vs. FXAIX - Volatility Comparison

Bank of Hawaii Corporation (BOH) has a higher volatility of 6.88% compared to Fidelity 500 Index Fund (FXAIX) at 3.62%. This indicates that BOH's price experiences larger fluctuations and is considered to be riskier than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
6.88%
3.62%
BOH
FXAIX
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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.

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