PortfoliosLab logoPortfoliosLab logo
EWBC vs. BAC
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

EWBC vs. BAC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in East West Bancorp, Inc. (EWBC) and Bank of America Corporation (BAC). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, EWBC achieves a 18.13% return, which is significantly higher than BAC's 13.86% return. Over the past 10 years, EWBC has underperformed BAC with an annualized return of 17.28%, while BAC has yielded a comparatively higher 18.54% annualized return.


EWBC

1D
0.07%
1M
1.31%
6M
16.01%
YTD
18.13%
1Y
36.00%
3Y*
32.64%
5Y*
15.80%
10Y*
17.28%
ALL TIME*
14.41%

BAC

1D
0.36%
1M
5.48%
6M
17.71%
YTD
13.86%
1Y
38.63%
3Y*
28.30%
5Y*
12.79%
10Y*
18.54%
ALL TIME*
8.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$2.02B$2.04B$2.03B
$112.82M$115.30M$117.41M

EWBC vs. BAC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EWBC
East West Bancorp, Inc.
18.13%20.31%36.76%12.75%-14.44%57.98%7.23%14.34%-27.44%21.38%
BAC
Bank of America Corporation
13.86%28.04%33.85%4.83%-23.82%49.61%-11.63%46.19%-15.00%35.69%

Correlation

The correlation between EWBC and BAC is 0.58, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.58

Correlation (3Y)
Balances recent behavior with more history.

0.66

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.71

Correlation (10Y)
Provides a long-term view across more market conditions.

0.75

Correlation (All Time)
Calculated using the full available price history since Feb 8, 1999

0.58

The correlation between EWBC and BAC shifts across timeframes, from 0.58 (all time) to 0.75 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

EWBC:

$17.95B

BAC:

$439.63B

EPS

EWBC:

$10.41

BAC:

$4.50

PE Ratio

EWBC:

12.58

BAC:

13.75

PEG Ratio

EWBC:

1.02

BAC:

5.52

PS Ratio

EWBC:

6.90

BAC:

2.61

PB Ratio

EWBC:

1.96

BAC:

1.64

Total Revenue (TTM)

EWBC:

$2.64B

BAC:

$177.58B

Gross Profit (TTM)

EWBC:

$1.53B

BAC:

$115.79B

EBITDA (TTM)

EWBC:

$2.43B

BAC:

$45.64B

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

EWBC vs. BAC — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

EWBC
EWBC Risk / Return Rank: 8080
Overall Rank
EWBC Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
EWBC Sortino Ratio Rank: 7878
Sortino Ratio Rank
EWBC Omega Ratio Rank: 7777
Omega Ratio Rank
EWBC Calmar Ratio Rank: 8181
Calmar Ratio Rank
EWBC Martin Ratio Rank: 8383
Martin Ratio Rank

BAC
BAC Risk / Return Rank: 8181
Overall Rank
BAC Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
BAC Sortino Ratio Rank: 8181
Sortino Ratio Rank
BAC Omega Ratio Rank: 8181
Omega Ratio Rank
BAC Calmar Ratio Rank: 7878
Calmar Ratio Rank
BAC Martin Ratio Rank: 8080
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

EWBC vs. BAC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for East West Bancorp, Inc. (EWBC) and Bank of America Corporation (BAC). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


EWBCBACDifference
Sharpe ratioReturn per unit of total volatility

-0.21

Sortino ratioReturn per unit of downside risk

-0.21

Omega ratioGain probability vs. loss probability

1.24

1.27

-0.03

Calmar ratioReturn relative to maximum drawdown

2.18

1.90

+0.28

Martin ratioReturn relative to average drawdown

6.20

5.00

+1.20

EWBC vs. BAC - Sharpe Ratio Comparison

The current EWBC Sharpe Ratio is 1.35, which is comparable to the BAC Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of EWBC and BAC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

EWBC vs. BAC - Drawdown Comparison

The maximum EWBC drawdown since its inception was -92.14%, roughly equal to the maximum BAC drawdown of -93.10%. Use the drawdown chart below to compare losses from any high point for EWBC and BAC.


Loading charts...

Drawdown Indicators


EWBCBACDifference

Max Drawdown

Largest peak-to-trough decline

-92.14%

-93.10%

+0.96%

Max Drawdown (1Y)

Largest decline over 1 year

-15.71%

-17.93%

+2.22%

Max Drawdown (3Y)

Largest decline over 3 years

-35.77%

-27.51%

-8.26%

Max Drawdown (5Y)

Largest decline over 5 years

-54.06%

-46.64%

-7.42%

Max Drawdown (10Y)

Largest decline over 10 years

-67.67%

-48.95%

-18.72%

Current Drawdown

Current decline from peak

-3.78%

-1.07%

-2.71%

Average Drawdown

Average peak-to-trough decline

-22.71%

-28.21%

+5.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.51%

6.82%

-1.31%

Volatility

EWBC vs. BAC - Volatility Comparison

East West Bancorp, Inc. (EWBC) and Bank of America Corporation (BAC) have volatilities of 5.86% and 5.89%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


EWBCBACDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.86%

5.89%

-0.03%

Volatility (6M)

Calculated over the trailing 6-month period

17.02%

16.31%

+0.71%

Volatility (1Y)

Calculated over the trailing 1-year period

25.28%

21.85%

+3.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.90%

26.67%

+9.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.68%

30.46%

+7.22%

Dividends

EWBC vs. BAC - Dividend Comparison

EWBC's dividend yield for the trailing twelve months is around 2.14%, more than BAC's 1.81% yield.


PositionTTM20252024202320222021202020192018201720162015
BAC
Bank of America Corporation
1.81%1.96%2.28%2.73%2.60%1.75%2.38%1.87%2.19%1.32%1.13%1.19%
EWBC
East West Bancorp, Inc.
2.14%2.14%2.30%2.67%2.43%1.68%2.17%2.17%1.98%1.32%1.57%1.92%

Financials

EWBC vs. BAC - Financials Comparison

This section allows you to compare key financial metrics between East West Bancorp, Inc. and Bank of America Corporation. 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

EWBC vs. BAC - Profitability Comparison

The chart below illustrates the profitability comparison between East West Bancorp, Inc. and Bank of America Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

EWBC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, East West Bancorp, Inc. reported a gross profit of -738.95M and revenue of -950.22M. Therefore, the gross margin over that period was 77.8%.

BAC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Bank of America Corporation reported a gross profit of 30.19B and revenue of 49.39B. Therefore, the gross margin over that period was 61.1%.

EWBC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, East West Bancorp, Inc. reported an operating income of -457.44M and revenue of -950.22M, resulting in an operating margin of 48.1%.

BAC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Bank of America Corporation reported an operating income of 11.57B and revenue of 49.39B, resulting in an operating margin of 23.4%.

EWBC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, East West Bancorp, Inc. reported a net income of 363.70M and revenue of -950.22M, resulting in a net margin of -38.3%.

BAC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Bank of America Corporation reported a net income of 9.07B and revenue of 49.39B, resulting in a net margin of 18.4%.


Frequently Asked Questions


EWBC and BAC have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BAC has higher volatility (5.89%) compared to EWBC (5.86%). In terms of maximum drawdown, EWBC dropped -92.14% vs BAC's -93.10%.

BAC currently has the higher Sharpe Ratio (1.56 vs 1.35), 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.

Portfolio Optimizer

Find the right allocation for EWBC and BAC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer