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

Correlation

The correlation between BOH and SPLG is 0.59, 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. 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%December2025FebruaryMarchAprilMay
164.58%
566.33%
BOH
SPLG

Key characteristics

Sharpe Ratio

BOH:

0.64

SPLG:

0.59

Sortino Ratio

BOH:

1.17

SPLG:

0.94

Omega Ratio

BOH:

1.14

SPLG:

1.14

Calmar Ratio

BOH:

0.57

SPLG:

0.60

Martin Ratio

BOH:

2.19

SPLG:

2.35

Ulcer Index

BOH:

8.99%

SPLG:

4.80%

Daily Std Dev

BOH:

30.76%

SPLG:

19.20%

Max Drawdown

BOH:

-62.62%

SPLG:

-54.52%

Current Drawdown

BOH:

-17.14%

SPLG:

-8.13%

Returns By Period

In the year-to-date period, BOH achieves a -5.12% return, which is significantly lower than SPLG's -3.92% return. Over the past 10 years, BOH has underperformed SPLG with an annualized return of 4.60%, while SPLG has yielded a comparatively higher 12.27% annualized return.


BOH

YTD

-5.12%

1M

9.96%

6M

-14.78%

1Y

19.55%

5Y*

5.55%

10Y*

4.60%

SPLG

YTD

-3.92%

1M

11.28%

6M

-4.39%

1Y

9.97%

5Y*

15.76%

10Y*

12.27%

*Annualized

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Risk-Adjusted Performance

BOH vs. SPLG — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BOH
The Risk-Adjusted Performance Rank of BOH is 7272
Overall Rank
The Sharpe Ratio Rank of BOH is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of BOH is 7070
Sortino Ratio Rank
The Omega Ratio Rank of BOH is 6666
Omega Ratio Rank
The Calmar Ratio Rank of BOH is 7575
Calmar Ratio Rank
The Martin Ratio Rank of BOH is 7575
Martin Ratio Rank

SPLG
The Risk-Adjusted Performance Rank of SPLG is 6363
Overall Rank
The Sharpe Ratio Rank of SPLG is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of SPLG is 6161
Sortino Ratio Rank
The Omega Ratio Rank of SPLG is 6363
Omega Ratio Rank
The Calmar Ratio Rank of SPLG is 6666
Calmar Ratio Rank
The Martin Ratio Rank of SPLG is 6363
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current BOH Sharpe Ratio is 0.64, which is comparable to the SPLG Sharpe Ratio of 0.59. 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 Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.64
0.52
BOH
SPLG

Dividends

BOH vs. SPLG - Dividend Comparison

BOH's dividend yield for the trailing twelve months is around 5.23%, more than SPLG's 1.36% yield.


TTM20242023202220212020201920182017201620152014
BOH
Bank of Hawaii Corporation
5.23%4.91%3.86%3.61%3.27%3.50%2.72%3.48%2.38%2.13%2.86%3.03%
SPLG
SPDR Portfolio S&P 500 ETF
1.36%1.28%1.44%1.69%1.25%1.54%1.79%2.23%1.75%1.97%1.98%1.79%

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 -54.52%. Use the drawdown chart below to compare losses from any high point for BOH and SPLG. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-17.14%
-8.13%
BOH
SPLG

Volatility

BOH vs. SPLG - Volatility Comparison

The current volatility for Bank of Hawaii Corporation (BOH) is 9.16%, while SPDR Portfolio S&P 500 ETF (SPLG) has a volatility of 11.38%. This indicates that BOH experiences smaller price fluctuations and is considered to be less risky 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%December2025FebruaryMarchAprilMay
9.16%
11.38%
BOH
SPLG