BWB vs. CZR
BWB (Bridgewater Bancshares, Inc.) and CZR (Caesars Entertainment, Inc.) are both stocks. BWB operates in Banks - Regional (Financial Services), while CZR operates in Resorts & Casinos (Consumer Cyclical). Over the past 5 years, BWB returned 1.18%/yr vs -23.40%/yr for CZR. At a 0.33 correlation, their price movements are largely independent.
Performance
BWB vs. CZR - Performance Comparison
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Returns By Period
In the year-to-date period, BWB achieves a 5.08% return, which is significantly lower than CZR's 24.75% return.
BWB
- 1D
- -2.80%
- 1M
- 2.45%
- YTD
- 5.08%
- 6M
- 2.96%
- 1Y
- 25.99%
- 3Y*
- 23.33%
- 5Y*
- 1.18%
- 10Y*
- —
CZR
- 1D
- -0.14%
- 1M
- 6.46%
- YTD
- 24.75%
- 6M
- 24.06%
- 1Y
- 10.24%
- 3Y*
- -13.36%
- 5Y*
- -23.40%
- 10Y*
- 6.99%
BWB vs. CZR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
BWB Bridgewater Bancshares, Inc. | 5.08% | 29.76% | -0.07% | -23.79% | 0.28% | 41.63% | -9.36% | 30.62% | -16.40% |
CZR Caesars Entertainment, Inc. | 24.75% | -30.01% | -28.71% | 12.69% | -55.52% | 25.93% | 24.53% | 64.71% | -3.95% |
Correlation
The correlation between BWB and CZR is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Mar 15, 2018 | 0.33 |
Fundamentals
BWB:
$524.79M
CZR:
$5.95B
BWB:
$1.90
CZR:
-$2.36
BWB:
2.32
CZR:
0.52
BWB:
1.14
CZR:
1.65
BWB:
$224.30M
CZR:
$11.56B
BWB:
$107.29M
CZR:
$3.64B
BWB:
$50.63M
CZR:
$2.30B
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Return for Risk
BWB vs. CZR — Risk / Return Rank
BWB
CZR
BWB vs. CZR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bridgewater Bancshares, Inc. (BWB) and Caesars Entertainment, Inc. (CZR). 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.
| BWB | CZR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.77 | ||
| Sortino ratioReturn per unit of downside risk | +0.80 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.08 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.67 | 0.24 | +1.43 |
| Martin ratioReturn relative to average drawdown | 4.23 | 0.47 | +3.76 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BWB | CZR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.96 | 0.20 | +0.77 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.04 | -0.45 | +0.48 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.12 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.14 | 0.30 | -0.17 |
Drawdowns
BWB vs. CZR - Drawdown Comparison
The maximum BWB drawdown since its inception was -59.49%, smaller than the maximum CZR drawdown of -89.78%. Use the drawdown chart below to compare losses from any high point for BWB and CZR.
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Drawdown Indicators
| BWB | CZR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.49% | -89.78% | +30.29% |
Max Drawdown (1Y)Largest decline over 1 year | -15.62% | -42.43% | +26.81% |
Max Drawdown (3Y)Largest decline over 3 years | -22.19% | -69.45% | +47.26% |
Max Drawdown (5Y)Largest decline over 5 years | -59.49% | -84.82% | +25.33% |
Max Drawdown (10Y)Largest decline over 10 years | — | -89.78% | — |
Current DrawdownCurrent decline from peak | -7.76% | -75.58% | +67.82% |
Average DrawdownAverage peak-to-trough decline | -20.22% | -31.60% | +11.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.16% | 21.70% | -15.54% |
Volatility
BWB vs. CZR - Volatility Comparison
The current volatility for Bridgewater Bancshares, Inc. (BWB) is 6.22%, while Caesars Entertainment, Inc. (CZR) has a volatility of 11.75%. This indicates that BWB experiences smaller price fluctuations and is considered to be less risky than CZR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BWB | CZR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.22% | 11.75% | -5.53% |
Volatility (6M)Calculated over the trailing 6-month period | 17.17% | 37.06% | -19.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.14% | 52.35% | -25.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.39% | 52.54% | -20.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.36% | 60.89% | -26.53% |
Dividends
BWB vs. CZR - Dividend Comparison
Neither BWB nor CZR has paid dividends to shareholders.
Financials
BWB vs. CZR - Financials Comparison
This section allows you to compare key financial metrics between Bridgewater Bancshares, Inc. and Caesars Entertainment, 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
BWB and CZR have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CZR has higher volatility (11.75%) compared to BWB (6.22%). In terms of maximum drawdown, BWB dropped -59.49% vs CZR's -89.78%.
BWB currently has the higher Sharpe Ratio (0.96 vs 0.20), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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