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

Key characteristics


EWBCUSB
YTD Return47.91%20.36%
1Y Return71.93%41.69%
3Y Return (Ann)10.19%-1.51%
5Y Return (Ann)21.32%1.03%
10Y Return (Ann)13.42%4.88%
Sharpe Ratio2.571.71
Sortino Ratio3.392.50
Omega Ratio1.421.29
Calmar Ratio2.451.24
Martin Ratio13.827.10
Ulcer Index5.55%6.44%
Daily Std Dev29.83%26.73%
Max Drawdown-92.14%-76.08%
Current Drawdown-3.35%-9.42%

Fundamentals


EWBCUSB
Market Cap$14.79B$79.19B
EPS$7.92$3.25
PE Ratio13.4715.62
PEG Ratio5.581.28
Total Revenue (TTM)$1.32B$30.57B
Gross Profit (TTM)$367.65M$30.57B
EBITDA (TTM)$762.21M$4.88B

Correlation

-0.50.00.51.00.6

The correlation between EWBC and USB is 0.58, 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. USB - Performance Comparison

In the year-to-date period, EWBC achieves a 47.91% return, which is significantly higher than USB's 20.36% return. Over the past 10 years, EWBC has outperformed USB with an annualized return of 13.42%, while USB has yielded a comparatively lower 4.88% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
35.56%
23.66%
EWBC
USB

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Risk-Adjusted Performance

EWBC vs. USB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for East West Bancorp, Inc. (EWBC) and U.S. Bancorp (USB). 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.


EWBC
Sharpe ratio
The chart of Sharpe ratio for EWBC, currently valued at 2.57, compared to the broader market-4.00-2.000.002.004.002.57
Sortino ratio
The chart of Sortino ratio for EWBC, currently valued at 3.39, compared to the broader market-4.00-2.000.002.004.006.003.39
Omega ratio
The chart of Omega ratio for EWBC, currently valued at 1.42, compared to the broader market0.501.001.502.001.42
Calmar ratio
The chart of Calmar ratio for EWBC, currently valued at 2.45, compared to the broader market0.002.004.006.002.45
Martin ratio
The chart of Martin ratio for EWBC, currently valued at 13.82, compared to the broader market0.0010.0020.0030.0013.82
USB
Sharpe ratio
The chart of Sharpe ratio for USB, currently valued at 1.71, compared to the broader market-4.00-2.000.002.004.001.71
Sortino ratio
The chart of Sortino ratio for USB, currently valued at 2.50, compared to the broader market-4.00-2.000.002.004.006.002.50
Omega ratio
The chart of Omega ratio for USB, currently valued at 1.29, compared to the broader market0.501.001.502.001.29
Calmar ratio
The chart of Calmar ratio for USB, currently valued at 1.24, compared to the broader market0.002.004.006.001.24
Martin ratio
The chart of Martin ratio for USB, currently valued at 7.10, compared to the broader market0.0010.0020.0030.007.10

EWBC vs. USB - Sharpe Ratio Comparison

The current EWBC Sharpe Ratio is 2.57, which is higher than the USB Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of EWBC and USB, 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 Ratio0.000.501.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.57
1.71
EWBC
USB

Dividends

EWBC vs. USB - Dividend Comparison

EWBC's dividend yield for the trailing twelve months is around 2.12%, less than USB's 3.92% yield.


TTM20232022202120202019201820172016201520142013
EWBC
East West Bancorp, Inc.
2.12%2.67%2.43%1.68%2.17%2.17%1.98%1.32%1.57%1.92%1.86%1.72%
USB
U.S. Bancorp
3.92%4.46%4.31%3.13%3.61%2.66%2.93%2.16%2.08%2.37%2.15%2.19%

Drawdowns

EWBC vs. USB - Drawdown Comparison

The maximum EWBC drawdown since its inception was -92.14%, which is greater than USB's maximum drawdown of -76.08%. Use the drawdown chart below to compare losses from any high point for EWBC and USB. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.35%
-9.42%
EWBC
USB

Volatility

EWBC vs. USB - Volatility Comparison

East West Bancorp, Inc. (EWBC) has a higher volatility of 14.55% compared to U.S. Bancorp (USB) at 10.12%. This indicates that EWBC's price experiences larger fluctuations and is considered to be riskier than USB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%JuneJulyAugustSeptemberOctoberNovember
14.55%
10.12%
EWBC
USB

Financials

EWBC vs. USB - Financials Comparison

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



Values in USD except per share items