PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
EWBC vs. FCNCA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between EWBC and FCNCA is 0.51, 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.


-0.50.00.51.00.5

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.

2,200.00%2,400.00%2,600.00%2,800.00%3,000.00%3,200.00%3,400.00%AugustSeptemberOctoberNovemberDecember2025
3,005.46%
3,117.14%
EWBC
FCNCA

Key characteristics

Sharpe Ratio

EWBC:

1.70

FCNCA:

1.69

Sortino Ratio

EWBC:

2.42

FCNCA:

2.69

Omega Ratio

EWBC:

1.30

FCNCA:

1.36

Calmar Ratio

EWBC:

2.31

FCNCA:

4.14

Martin Ratio

EWBC:

7.37

FCNCA:

9.18

Ulcer Index

EWBC:

6.81%

FCNCA:

6.53%

Daily Std Dev

EWBC:

29.53%

FCNCA:

35.35%

Max Drawdown

EWBC:

-92.14%

FCNCA:

-63.51%

Current Drawdown

EWBC:

-9.38%

FCNCA:

-6.90%

Fundamentals

Market Cap

EWBC:

$13.97B

FCNCA:

$29.78B

EPS

EWBC:

$8.02

FCNCA:

$177.30

PE Ratio

EWBC:

12.57

FCNCA:

12.35

PEG Ratio

EWBC:

5.58

FCNCA:

0.00

Total Revenue (TTM)

EWBC:

$3.35B

FCNCA:

$10.61B

Gross Profit (TTM)

EWBC:

$1.88B

FCNCA:

$7.62B

EBITDA (TTM)

EWBC:

$1.27B

FCNCA:

$2.23B

Returns By Period

In the year-to-date period, EWBC achieves a 5.26% return, which is significantly higher than FCNCA's 3.59% return. Over the past 10 years, EWBC has underperformed FCNCA with an annualized return of 13.36%, while FCNCA has yielded a comparatively higher 26.04% annualized return.


EWBC

YTD

5.26%

1M

6.25%

6M

27.69%

1Y

46.17%

5Y*

19.02%

10Y*

13.36%

FCNCA

YTD

3.59%

1M

5.70%

6M

19.63%

1Y

55.85%

5Y*

33.28%

10Y*

26.04%

*Annualized

Compare stocks, funds, or ETFs

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


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 8787
Overall Rank
The Sharpe Ratio Rank of EWBC is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of EWBC is 8686
Sortino Ratio Rank
The Omega Ratio Rank of EWBC is 8383
Omega Ratio Rank
The Calmar Ratio Rank of EWBC is 9292
Calmar Ratio Rank
The Martin Ratio Rank of EWBC is 8787
Martin Ratio Rank

FCNCA
The Risk-Adjusted Performance Rank of FCNCA is 9191
Overall Rank
The Sharpe Ratio Rank of FCNCA is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of FCNCA is 8989
Sortino Ratio Rank
The Omega Ratio Rank of FCNCA is 8888
Omega Ratio Rank
The Calmar Ratio Rank of FCNCA is 9797
Calmar Ratio Rank
The Martin Ratio Rank of FCNCA is 9090
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.


Sharpe ratio
The chart of Sharpe ratio for EWBC, currently valued at 1.70, compared to the broader market-2.000.002.004.001.701.69
The chart of Sortino ratio for EWBC, currently valued at 2.42, compared to the broader market-4.00-2.000.002.004.002.422.69
The chart of Omega ratio for EWBC, currently valued at 1.30, compared to the broader market0.501.001.502.001.301.36
The chart of Calmar ratio for EWBC, currently valued at 2.31, compared to the broader market0.002.004.006.002.314.14
The chart of Martin ratio for EWBC, currently valued at 7.37, compared to the broader market-10.000.0010.0020.007.379.18
EWBC
FCNCA

The current EWBC Sharpe Ratio is 1.70, which is comparable to the FCNCA Sharpe Ratio of 1.69. 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.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
1.70
1.69
EWBC
FCNCA

Dividends

EWBC vs. FCNCA - Dividend Comparison

EWBC's dividend yield for the trailing twelve months is around 2.18%, more than FCNCA's 0.31% yield.


TTM20242023202220212020201920182017201620152014
EWBC
East West Bancorp, Inc.
2.18%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.
0.31%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.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-9.38%
-6.90%
EWBC
FCNCA

Volatility

EWBC vs. FCNCA - Volatility Comparison

East West Bancorp, Inc. (EWBC) has a higher volatility of 8.24% compared to First Citizens BancShares, Inc. (FCNCA) at 7.34%. This indicates that EWBC's price experiences larger fluctuations and is considered to be riskier than FCNCA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
8.24%
7.34%
EWBC
FCNCA

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


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab