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EWBC vs. CATY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

EWBC vs. CATY - Performance Comparison

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

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Returns By Period

In the year-to-date period, EWBC achieves a 16.44% return, which is significantly lower than CATY's 25.62% return. Over the past 10 years, EWBC has outperformed CATY with an annualized return of 16.95%, while CATY has yielded a comparatively lower 11.41% annualized return.


EWBC

1D
1.83%
1M
4.88%
YTD
16.44%
6M
13.11%
1Y
39.31%
3Y*
41.59%
5Y*
15.46%
10Y*
16.95%

CATY

1D
1.46%
1M
5.38%
YTD
25.62%
6M
20.56%
1Y
42.54%
3Y*
27.90%
5Y*
11.92%
10Y*
11.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EWBC vs. CATY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EWBC
East West Bancorp, Inc.
16.44%20.31%36.76%12.75%-14.44%57.98%7.23%14.34%-27.44%21.38%
CATY
Cathay General Bancorp
25.62%4.64%10.34%13.49%-2.11%37.74%-11.64%17.48%-18.47%13.40%

Correlation

The correlation between EWBC and CATY is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.72

Correlation (3Y)
Calculated over the trailing 3-year period

0.77

Correlation (5Y)
Calculated over the trailing 5-year period

0.80

Correlation (10Y)
Calculated over the trailing 10-year period

0.82

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

0.64

The correlation between EWBC and CATY shifts across timeframes, from 0.64 (all time) to 0.82 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

EWBC:

$17.94B

CATY:

$4.04B

EPS

EWBC:

$10.02

CATY:

$4.84

PE Ratio

EWBC:

12.89

CATY:

12.38

PEG Ratio

EWBC:

1.05

CATY:

2.03

PS Ratio

EWBC:

4.88

CATY:

2.99

PB Ratio

EWBC:

1.99

CATY:

1.35

Total Revenue (TTM)

EWBC:

$3.68B

CATY:

$1.38B

Gross Profit (TTM)

EWBC:

$2.18B

CATY:

$590.12M

EBITDA (TTM)

EWBC:

$1.59B

CATY:

$347.76M

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Return for Risk

EWBC vs. CATY — Risk / Return Rank

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

EWBC
EWBC Risk / Return Rank: 7979
Overall Rank
EWBC Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
EWBC Sortino Ratio Rank: 7777
Sortino Ratio Rank
EWBC Omega Ratio Rank: 7676
Omega Ratio Rank
EWBC Calmar Ratio Rank: 8080
Calmar Ratio Rank
EWBC Martin Ratio Rank: 8282
Martin Ratio Rank

CATY
CATY Risk / Return Rank: 8484
Overall Rank
CATY Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
CATY Sortino Ratio Rank: 8080
Sortino Ratio Rank
CATY Omega Ratio Rank: 8181
Omega Ratio Rank
CATY Calmar Ratio Rank: 8686
Calmar Ratio Rank
CATY Martin Ratio Rank: 8686
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EWBC vs. CATY - Risk-Adjusted Trends Comparison

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


EWBCCATYDifference
Sharpe ratioReturn per unit of total volatility

-0.16

Sortino ratioReturn per unit of downside risk

-0.19

Omega ratioGain probability vs. loss probability

1.26

1.31

-0.05

Calmar ratioReturn relative to maximum drawdown

2.51

3.47

-0.95

Martin ratioReturn relative to average drawdown

6.77

8.92

-2.15

EWBC vs. CATY - Sharpe Ratio Comparison

The current EWBC Sharpe Ratio is 1.51, which is comparable to the CATY Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of EWBC and CATY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

EWBC vs. CATY - Drawdown Comparison

The maximum EWBC drawdown since its inception was -92.14%, which is greater than CATY's maximum drawdown of -80.65%. Use the drawdown chart below to compare losses from any high point for EWBC and CATY.


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Drawdown Indicators


EWBCCATYDifference

Max Drawdown

Largest peak-to-trough decline

-92.14%

-80.65%

-11.49%

Max Drawdown (1Y)

Largest decline over 1 year

-15.71%

-12.33%

-3.38%

Max Drawdown (3Y)

Largest decline over 3 years

-35.77%

-29.73%

-6.04%

Max Drawdown (5Y)

Largest decline over 5 years

-54.06%

-40.11%

-13.95%

Max Drawdown (10Y)

Largest decline over 10 years

-67.67%

-55.71%

-11.96%

Current Drawdown

Current decline from peak

-2.64%

-1.69%

-0.95%

Average Drawdown

Average peak-to-trough decline

-22.79%

-22.97%

+0.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.82%

4.78%

+1.04%

Volatility

EWBC vs. CATY - Volatility Comparison

East West Bancorp, Inc. (EWBC) and Cathay General Bancorp (CATY) have volatilities of 6.35% and 6.35%, 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.


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Volatility by Period


EWBCCATYDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.35%

6.35%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

17.83%

16.61%

+1.22%

Volatility (1Y)

Calculated over the trailing 1-year period

26.15%

25.62%

+0.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.17%

30.38%

+5.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.95%

33.58%

+4.37%

Dividends

EWBC vs. CATY - Dividend Comparison

EWBC's dividend yield for the trailing twelve months is around 2.17%, less than CATY's 2.40% yield.


PositionTTM20252024202320222021202020192018201720162015
CATY
Cathay General Bancorp
2.40%2.81%2.86%3.05%3.33%2.95%3.85%3.26%3.07%2.06%1.97%1.79%
EWBC
East West Bancorp, Inc.
2.17%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. CATY - Financials Comparison

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


200.00M400.00M600.00M800.00M1.00B1.20B20222023202420252026
102.56M
322.91M
(EWBC) Total Revenue
(CATY) Total Revenue
Values in USD except per share items

Frequently Asked Questions


EWBC and CATY have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CATY has higher volatility (6.35%) compared to EWBC (6.35%). In terms of maximum drawdown, EWBC dropped -92.14% vs CATY's -80.65%.

CATY currently has the higher Sharpe Ratio (1.67 vs 1.51), 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 CATY

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