EWBC vs. CATY

In the year-to-date period, EWBC achieves a -8.36% return, which is significantly higher than CATY's -10.64% return. Over the past 10 years, EWBC has outperformed CATY with an annualized return of 10.12%, while CATY has yielded a comparatively lower 7.11% annualized return.

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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.

The current EWBC Sharpe Ratio is 0.51, which is comparable to the CATY Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of EWBC and CATY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

EWBC's dividend yield for the trailing twelve months is around 2.65%, less than CATY's 3.22% yield.

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. For additional features, visit the drawdowns tool.

East West Bancorp, Inc. (EWBC) has a higher volatility of 15.50% compared to Cathay General Bancorp (CATY) at 12.50%. This indicates that EWBC's price experiences larger fluctuations and is considered to be riskier than CATY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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.