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BPOP vs. EWBC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


BPOPEWBC
YTD Return19.76%47.91%
1Y Return36.33%71.93%
3Y Return (Ann)7.76%10.19%
5Y Return (Ann)15.33%21.32%
10Y Return (Ann)14.65%13.42%
Sharpe Ratio1.312.57
Sortino Ratio1.903.39
Omega Ratio1.251.42
Calmar Ratio0.602.45
Martin Ratio6.9213.82
Ulcer Index5.46%5.55%
Daily Std Dev28.92%29.83%
Max Drawdown-95.72%-92.14%
Current Drawdown-49.23%-3.35%

Fundamentals


BPOPEWBC
Market Cap$6.94B$14.79B
EPS$7.36$7.92
PE Ratio13.1413.47
PEG Ratio1.755.58
Total Revenue (TTM)$4.30B$1.32B
Gross Profit (TTM)$3.88B$367.65M
EBITDA (TTM)$173.65M$762.21M

Correlation

-0.50.00.51.00.5

The correlation between BPOP and EWBC is 0.53, 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

BPOP vs. EWBC - Performance Comparison

In the year-to-date period, BPOP achieves a 19.76% return, which is significantly lower than EWBC's 47.91% return. Over the past 10 years, BPOP has outperformed EWBC with an annualized return of 14.65%, while EWBC has yielded a comparatively lower 13.42% 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
5.40%
35.56%
BPOP
EWBC

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Risk-Adjusted Performance

BPOP vs. EWBC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Popular, Inc. (BPOP) and East West Bancorp, Inc. (EWBC). 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.


BPOP
Sharpe ratio
The chart of Sharpe ratio for BPOP, currently valued at 1.31, compared to the broader market-4.00-2.000.002.004.001.31
Sortino ratio
The chart of Sortino ratio for BPOP, currently valued at 1.90, compared to the broader market-4.00-2.000.002.004.006.001.90
Omega ratio
The chart of Omega ratio for BPOP, currently valued at 1.25, compared to the broader market0.501.001.502.001.25
Calmar ratio
The chart of Calmar ratio for BPOP, currently valued at 0.60, compared to the broader market0.002.004.006.000.60
Martin ratio
The chart of Martin ratio for BPOP, currently valued at 6.92, compared to the broader market0.0010.0020.0030.006.92
EWBC
Sharpe ratio
The chart of Sharpe ratio for EWBC, currently valued at 2.57, compared to the broader market-4.00-2.000.002.004.002.57
Sortino ratio
The chart of Sortino ratio for EWBC, currently valued at 3.39, compared to the broader market-4.00-2.000.002.004.006.003.39
Omega ratio
The chart of Omega ratio for EWBC, currently valued at 1.42, compared to the broader market0.501.001.502.001.42
Calmar ratio
The chart of Calmar ratio for EWBC, currently valued at 2.45, compared to the broader market0.002.004.006.002.45
Martin ratio
The chart of Martin ratio for EWBC, currently valued at 13.82, compared to the broader market0.0010.0020.0030.0013.82

BPOP vs. EWBC - Sharpe Ratio Comparison

The current BPOP Sharpe Ratio is 1.31, which is lower than the EWBC Sharpe Ratio of 2.57. The chart below compares the historical Sharpe Ratios of BPOP and EWBC, 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 Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.31
2.57
BPOP
EWBC

Dividends

BPOP vs. EWBC - Dividend Comparison

BPOP's dividend yield for the trailing twelve months is around 2.58%, more than EWBC's 2.12% yield.


TTM20232022202120202019201820172016201520142013
BPOP
Popular, Inc.
2.58%2.77%3.32%2.13%2.84%2.04%2.12%2.82%1.37%1.06%0.00%0.00%
EWBC
East West Bancorp, Inc.
2.12%2.67%2.43%1.68%2.17%2.17%1.98%1.32%1.57%1.92%1.86%1.72%

Drawdowns

BPOP vs. EWBC - Drawdown Comparison

The maximum BPOP drawdown since its inception was -95.72%, roughly equal to the maximum EWBC drawdown of -92.14%. Use the drawdown chart below to compare losses from any high point for BPOP and EWBC. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-49.23%
-3.35%
BPOP
EWBC

Volatility

BPOP vs. EWBC - Volatility Comparison

Popular, Inc. (BPOP) has a higher volatility of 17.02% compared to East West Bancorp, Inc. (EWBC) at 14.55%. This indicates that BPOP's price experiences larger fluctuations and is considered to be riskier than EWBC 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%16.00%18.00%JuneJulyAugustSeptemberOctoberNovember
17.02%
14.55%
BPOP
EWBC

Financials

BPOP vs. EWBC - Financials Comparison

This section allows you to compare key financial metrics between Popular, Inc. and East West Bancorp, Inc.. 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