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

Key characteristics


BOHWFC
YTD Return11.47%51.82%
1Y Return43.09%74.43%
3Y Return (Ann)0.19%15.63%
5Y Return (Ann)1.36%9.12%
10Y Return (Ann)6.40%6.16%
Sharpe Ratio1.332.69
Sortino Ratio2.193.68
Omega Ratio1.261.50
Calmar Ratio1.213.19
Martin Ratio3.0413.29
Ulcer Index14.52%5.84%
Daily Std Dev33.13%28.87%
Max Drawdown-62.62%-79.01%
Current Drawdown-6.07%0.00%

Fundamentals


BOHWFC
Market Cap$3.13B$241.59B
EPS$3.33$4.81
PE Ratio23.6815.09
PEG Ratio2.093.38
Total Revenue (TTM)$882.22M$81.33B
Gross Profit (TTM)$883.12M$81.33B
EBITDA (TTM)$147.05M$26.98B

Correlation

-0.50.00.51.00.5

The correlation between BOH and WFC is 0.48, 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. WFC - Performance Comparison

In the year-to-date period, BOH achieves a 11.47% return, which is significantly lower than WFC's 51.82% return. Both investments have delivered pretty close results over the past 10 years, with BOH having a 6.40% annualized return and WFC not far behind at 6.16%. 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%
20.83%
BOH
WFC

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Risk-Adjusted Performance

BOH vs. WFC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Bank of Hawaii Corporation (BOH) and Wells Fargo & Company (WFC). 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
WFC
Sharpe ratio
The chart of Sharpe ratio for WFC, currently valued at 2.69, compared to the broader market-4.00-2.000.002.004.002.69
Sortino ratio
The chart of Sortino ratio for WFC, currently valued at 3.68, compared to the broader market-4.00-2.000.002.004.006.003.68
Omega ratio
The chart of Omega ratio for WFC, currently valued at 1.50, compared to the broader market0.501.001.502.001.50
Calmar ratio
The chart of Calmar ratio for WFC, currently valued at 3.19, compared to the broader market0.002.004.006.003.19
Martin ratio
The chart of Martin ratio for WFC, currently valued at 13.29, compared to the broader market0.0010.0020.0030.0013.29

BOH vs. WFC - Sharpe Ratio Comparison

The current BOH Sharpe Ratio is 1.33, which is lower than the WFC Sharpe Ratio of 2.69. The chart below compares the historical Sharpe Ratios of BOH and WFC, 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 Ratio0.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.33
2.69
BOH
WFC

Dividends

BOH vs. WFC - Dividend Comparison

BOH's dividend yield for the trailing twelve months is around 4.53%, more than WFC's 2.06% 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%
WFC
Wells Fargo & Company
2.06%2.64%2.66%1.25%4.04%3.57%3.56%2.54%2.75%2.71%2.46%2.53%

Drawdowns

BOH vs. WFC - Drawdown Comparison

The maximum BOH drawdown since its inception was -62.62%, smaller than the maximum WFC drawdown of -79.01%. Use the drawdown chart below to compare losses from any high point for BOH and WFC. 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
WFC

Volatility

BOH vs. WFC - Volatility Comparison

Bank of Hawaii Corporation (BOH) has a higher volatility of 14.80% compared to Wells Fargo & Company (WFC) at 13.85%. This indicates that BOH's price experiences larger fluctuations and is considered to be riskier than WFC 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%
13.85%
BOH
WFC

Financials

BOH vs. WFC - Financials Comparison

This section allows you to compare key financial metrics between Bank of Hawaii Corporation and Wells Fargo & Company. 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