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

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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Returns By Period

In the year-to-date period, EWBC achieves a 16.44% return, which is significantly higher than FCNCA's -2.65% return. Over the past 10 years, EWBC has underperformed FCNCA with an annualized return of 16.95%, while FCNCA has yielded a comparatively higher 24.56% 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%

FCNCA

1D
0.65%
1M
4.80%
YTD
-2.65%
6M
-3.58%
1Y
11.94%
3Y*
20.40%
5Y*
20.09%
10Y*
24.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EWBC vs. FCNCA - 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%
FCNCA
First Citizens BancShares, Inc.
-2.65%1.99%49.46%87.73%-8.35%44.83%8.35%41.64%-6.12%13.92%

Correlation

The correlation between EWBC and FCNCA is 0.65, 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

0.65

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

0.62

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

0.66

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

0.69

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

0.52

The correlation between EWBC and FCNCA shifts across timeframes, from 0.52 (all time) to 0.69 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

EWBC:

$17.94B

FCNCA:

$24.86B

EPS

EWBC:

$10.02

FCNCA:

$179.22

PE Ratio

EWBC:

12.89

FCNCA:

11.63

PEG Ratio

EWBC:

1.05

FCNCA:

0.05

PS Ratio

EWBC:

4.88

FCNCA:

1.82

PB Ratio

EWBC:

1.99

FCNCA:

1.23

Total Revenue (TTM)

EWBC:

$3.68B

FCNCA:

$14.45B

Gross Profit (TTM)

EWBC:

$2.18B

FCNCA:

$9.08B

EBITDA (TTM)

EWBC:

$1.59B

FCNCA:

$3.47B

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Return for Risk

EWBC vs. FCNCA — 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

FCNCA
FCNCA Risk / Return Rank: 5353
Overall Rank
FCNCA Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
FCNCA Sortino Ratio Rank: 4949
Sortino Ratio Rank
FCNCA Omega Ratio Rank: 5050
Omega Ratio Rank
FCNCA Calmar Ratio Rank: 5353
Calmar Ratio Rank
FCNCA Martin Ratio Rank: 5454
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. FCNCA - Risk-Adjusted Trends 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.

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.


EWBCFCNCADifference
Sharpe ratioReturn per unit of total volatility

+1.08

Sortino ratioReturn per unit of downside risk

+1.32

Omega ratioGain probability vs. loss probability

1.26

1.10

+0.16

Calmar ratioReturn relative to maximum drawdown

2.51

0.50

+2.01

Martin ratioReturn relative to average drawdown

6.77

1.07

+5.70

EWBC vs. FCNCA - Sharpe Ratio Comparison

The current EWBC Sharpe Ratio is 1.51, which is higher than the FCNCA Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of EWBC and FCNCA, 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. 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.


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Drawdown Indicators


EWBCFCNCADifference

Max Drawdown

Largest peak-to-trough decline

-92.14%

-63.51%

-28.63%

Max Drawdown (1Y)

Largest decline over 1 year

-15.71%

-24.00%

+8.29%

Max Drawdown (3Y)

Largest decline over 3 years

-35.77%

-33.51%

-2.26%

Max Drawdown (5Y)

Largest decline over 5 years

-54.06%

-43.63%

-10.43%

Max Drawdown (10Y)

Largest decline over 10 years

-67.67%

-47.48%

-20.19%

Current Drawdown

Current decline from peak

-2.64%

-10.77%

+8.13%

Average Drawdown

Average peak-to-trough decline

-22.79%

-13.96%

-8.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.82%

11.17%

-5.35%

Volatility

EWBC vs. FCNCA - Volatility Comparison

The current volatility for East West Bancorp, Inc. (EWBC) is 6.35%, while First Citizens BancShares, Inc. (FCNCA) has a volatility of 7.36%. This indicates that EWBC experiences smaller price fluctuations and is considered to be less risky than FCNCA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EWBCFCNCADifference

Volatility (1M)

Calculated over the trailing 1-month period

6.35%

7.36%

-1.01%

Volatility (6M)

Calculated over the trailing 6-month period

17.83%

20.07%

-2.24%

Volatility (1Y)

Calculated over the trailing 1-year period

26.15%

27.63%

-1.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.17%

41.57%

-5.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.95%

38.08%

-0.13%

Dividends

EWBC vs. FCNCA - Dividend Comparison

EWBC's dividend yield for the trailing twelve months is around 2.17%, more than FCNCA's 0.40% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
FCNCA
First Citizens BancShares, Inc.
0.40%0.37%0.33%0.27%0.28%0.23%0.29%0.30%0.38%0.31%0.34%0.46%

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


0.001.00B2.00B3.00B4.00B20222023202420252026
102.56M
3.48B
(EWBC) Total Revenue
(FCNCA) Total Revenue
Values in USD except per share items

Frequently Asked Questions


EWBC and FCNCA have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FCNCA has higher volatility (7.36%) compared to EWBC (6.35%). In terms of maximum drawdown, EWBC dropped -92.14% vs FCNCA's -63.51%.

EWBC currently has the higher Sharpe Ratio (1.51 vs 0.43), 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 FCNCA

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