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

Correlation

The correlation between BOH and SPLG is 0.50, 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. SPLG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bank of Hawaii Corporation (BOH) and SPDR Portfolio S&P 500 ETF (SPLG). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
171.85%
599.46%
BOH
SPLG

Key characteristics

Sharpe Ratio

BOH:

0.08

SPLG:

2.26

Sortino Ratio

BOH:

0.36

SPLG:

3.00

Omega Ratio

BOH:

1.04

SPLG:

1.42

Calmar Ratio

BOH:

0.07

SPLG:

3.32

Martin Ratio

BOH:

0.16

SPLG:

14.73

Ulcer Index

BOH:

14.49%

SPLG:

1.90%

Daily Std Dev

BOH:

30.83%

SPLG:

12.40%

Max Drawdown

BOH:

-62.62%

SPLG:

-54.50%

Current Drawdown

BOH:

-14.86%

SPLG:

-2.50%

Returns By Period

In the year-to-date period, BOH achieves a 1.04% return, which is significantly lower than SPLG's 26.00% return. Over the past 10 years, BOH has underperformed SPLG with an annualized return of 5.29%, while SPLG has yielded a comparatively higher 13.11% annualized return.


BOH

YTD

1.04%

1M

-8.33%

6M

27.64%

1Y

1.07%

5Y*

-2.01%

10Y*

5.29%

SPLG

YTD

26.00%

1M

-0.14%

6M

9.34%

1Y

26.48%

5Y*

14.82%

10Y*

13.11%

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Risk-Adjusted Performance

BOH vs. SPLG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Bank of Hawaii Corporation (BOH) and SPDR Portfolio S&P 500 ETF (SPLG). 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 0.08, compared to the broader market-4.00-2.000.002.000.082.26
The chart of Sortino ratio for BOH, currently valued at 0.36, compared to the broader market-4.00-2.000.002.004.000.363.00
The chart of Omega ratio for BOH, currently valued at 1.04, compared to the broader market0.501.001.502.001.041.42
The chart of Calmar ratio for BOH, currently valued at 0.07, compared to the broader market0.002.004.006.000.073.32
The chart of Martin ratio for BOH, currently valued at 0.16, compared to the broader market-5.000.005.0010.0015.0020.0025.000.1614.73
BOH
SPLG

The current BOH Sharpe Ratio is 0.08, which is lower than the SPLG Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of BOH and SPLG, 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
0.08
2.26
BOH
SPLG

Dividends

BOH vs. SPLG - Dividend Comparison

BOH's dividend yield for the trailing twelve months is around 5.04%, more than SPLG's 0.92% yield.


TTM20232022202120202019201820172016201520142013
BOH
Bank of Hawaii Corporation
5.04%3.86%3.61%3.27%3.50%2.72%3.48%2.38%2.13%2.86%3.03%3.04%
SPLG
SPDR Portfolio S&P 500 ETF
0.92%1.44%1.69%1.25%1.54%1.79%2.23%1.75%1.97%1.98%1.79%1.71%

Drawdowns

BOH vs. SPLG - Drawdown Comparison

The maximum BOH drawdown since its inception was -62.62%, which is greater than SPLG's maximum drawdown of -54.50%. Use the drawdown chart below to compare losses from any high point for BOH and SPLG. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-14.86%
-2.50%
BOH
SPLG

Volatility

BOH vs. SPLG - Volatility Comparison

Bank of Hawaii Corporation (BOH) has a higher volatility of 7.25% compared to SPDR Portfolio S&P 500 ETF (SPLG) at 3.81%. This indicates that BOH's price experiences larger fluctuations and is considered to be riskier than SPLG 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
7.25%
3.81%
BOH
SPLG
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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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