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

Correlation

The correlation between EWBC and FCNCA is 0.48, 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

EWBC vs. FCNCA - Performance Comparison

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

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Key characteristics

Sharpe Ratio

EWBC:

0.53

FCNCA:

0.17

Sortino Ratio

EWBC:

0.93

FCNCA:

0.58

Omega Ratio

EWBC:

1.13

FCNCA:

1.08

Calmar Ratio

EWBC:

0.52

FCNCA:

0.24

Martin Ratio

EWBC:

1.47

FCNCA:

0.62

Ulcer Index

EWBC:

12.72%

FCNCA:

12.77%

Daily Std Dev

EWBC:

35.69%

FCNCA:

39.37%

Max Drawdown

EWBC:

-92.14%

FCNCA:

-63.51%

Current Drawdown

EWBC:

-18.35%

FCNCA:

-21.60%

Fundamentals

Market Cap

EWBC:

$12.28B

FCNCA:

$24.53B

EPS

EWBC:

$8.38

FCNCA:

$174.56

PE Ratio

EWBC:

10.63

FCNCA:

10.56

PEG Ratio

EWBC:

5.58

FCNCA:

0.00

PS Ratio

EWBC:

5.10

FCNCA:

2.70

PB Ratio

EWBC:

1.55

FCNCA:

1.15

Total Revenue (TTM)

EWBC:

$4.04B

FCNCA:

$12.83B

Gross Profit (TTM)

EWBC:

$1.36B

FCNCA:

$9.57B

EBITDA (TTM)

EWBC:

$1.23B

FCNCA:

$3.97B

Returns By Period

In the year-to-date period, EWBC achieves a -5.16% return, which is significantly higher than FCNCA's -12.76% return. Over the past 10 years, EWBC has underperformed FCNCA with an annualized return of 10.13%, while FCNCA has yielded a comparatively higher 23.09% annualized return.


EWBC

YTD

-5.16%

1M

17.02%

6M

-10.85%

1Y

18.93%

5Y*

23.81%

10Y*

10.13%

FCNCA

YTD

-12.76%

1M

6.06%

6M

-14.81%

1Y

6.65%

5Y*

38.52%

10Y*

23.09%

*Annualized

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Risk-Adjusted Performance

EWBC vs. FCNCA — Risk-Adjusted Performance Rank

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

EWBC
The Risk-Adjusted Performance Rank of EWBC is 6969
Overall Rank
The Sharpe Ratio Rank of EWBC is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of EWBC is 6464
Sortino Ratio Rank
The Omega Ratio Rank of EWBC is 6565
Omega Ratio Rank
The Calmar Ratio Rank of EWBC is 7474
Calmar Ratio Rank
The Martin Ratio Rank of EWBC is 6969
Martin Ratio Rank

FCNCA
The Risk-Adjusted Performance Rank of FCNCA is 5858
Overall Rank
The Sharpe Ratio Rank of FCNCA is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of FCNCA is 5454
Sortino Ratio Rank
The Omega Ratio Rank of FCNCA is 5555
Omega Ratio Rank
The Calmar Ratio Rank of FCNCA is 6363
Calmar Ratio Rank
The Martin Ratio Rank of FCNCA is 6060
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

EWBC vs. FCNCA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for East West Bancorp, Inc. (EWBC) and First Citizens BancShares, Inc. (FCNCA). 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 0.53, which is higher than the FCNCA Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of EWBC and FCNCA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

EWBC vs. FCNCA - Dividend Comparison

EWBC's dividend yield for the trailing twelve months is around 2.56%, more than FCNCA's 0.39% yield.


TTM20242023202220212020201920182017201620152014
EWBC
East West Bancorp, Inc.
2.56%2.30%2.67%2.43%1.68%2.17%2.17%1.98%1.32%1.57%1.92%1.86%
FCNCA
First Citizens BancShares, Inc.
0.39%0.33%0.27%0.28%0.23%0.29%0.30%0.38%0.31%0.34%0.46%0.47%

Drawdowns

EWBC vs. FCNCA - Drawdown Comparison

The maximum EWBC drawdown since its inception was -92.14%, which is greater than FCNCA's maximum drawdown of -63.51%. Use the drawdown chart below to compare losses from any high point for EWBC and FCNCA. For additional features, visit the drawdowns tool.


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Volatility

EWBC vs. FCNCA - Volatility Comparison


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Financials

EWBC vs. FCNCA - Financials Comparison

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


0.001.00B2.00B3.00B4.00B20212022202320242025
1.12B
3.53B
(EWBC) Total Revenue
(FCNCA) Total Revenue
Values in USD except per share items