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

Correlation

The correlation between EWBC and USB is 0.52, 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

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

Loading data...

Key characteristics

Sharpe Ratio

EWBC:

0.53

USB:

0.20

Sortino Ratio

EWBC:

0.93

USB:

0.47

Omega Ratio

EWBC:

1.13

USB:

1.06

Calmar Ratio

EWBC:

0.52

USB:

0.18

Martin Ratio

EWBC:

1.47

USB:

0.51

Ulcer Index

EWBC:

12.72%

USB:

11.42%

Daily Std Dev

EWBC:

35.69%

USB:

29.37%

Max Drawdown

EWBC:

-92.14%

USB:

-76.08%

Current Drawdown

EWBC:

-18.35%

USB:

-22.64%

Fundamentals

Market Cap

EWBC:

$12.28B

USB:

$64.69B

EPS

EWBC:

$8.38

USB:

$4.04

PE Ratio

EWBC:

10.63

USB:

10.26

PEG Ratio

EWBC:

5.58

USB:

1.54

PS Ratio

EWBC:

5.10

USB:

2.55

PB Ratio

EWBC:

1.55

USB:

1.21

Total Revenue (TTM)

EWBC:

$4.04B

USB:

$30.44B

Gross Profit (TTM)

EWBC:

$1.36B

USB:

$24.06B

EBITDA (TTM)

EWBC:

$1.23B

USB:

$8.82B

Returns By Period

In the year-to-date period, EWBC achieves a -5.16% return, which is significantly higher than USB's -11.10% return. Over the past 10 years, EWBC has outperformed USB with an annualized return of 10.13%, while USB has yielded a comparatively lower 3.10% annualized return.


EWBC

YTD

-5.16%

1M

17.02%

6M

-10.85%

1Y

18.93%

5Y*

23.81%

10Y*

10.13%

USB

YTD

-11.10%

1M

6.92%

6M

-14.42%

1Y

5.90%

5Y*

8.47%

10Y*

3.10%

*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. USB — 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

USB
The Risk-Adjusted Performance Rank of USB is 5656
Overall Rank
The Sharpe Ratio Rank of USB is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of USB is 5151
Sortino Ratio Rank
The Omega Ratio Rank of USB is 5050
Omega Ratio Rank
The Calmar Ratio Rank of USB is 6060
Calmar Ratio Rank
The Martin Ratio Rank of USB is 5959
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. 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.


The current EWBC Sharpe Ratio is 0.53, which is higher than the USB Sharpe Ratio of 0.20. 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.


Loading data...

Dividends

EWBC vs. USB - Dividend Comparison

EWBC's dividend yield for the trailing twelve months is around 2.56%, less than USB's 4.74% 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%
USB
U.S. Bancorp
4.74%4.14%4.46%4.31%3.13%3.61%2.66%2.93%2.16%2.08%2.37%2.15%

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.


Loading data...

Volatility

EWBC vs. USB - Volatility Comparison


Loading data...

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


0.002.00B4.00B6.00B8.00B10.00B20212022202320242025
1.12B
10.35B
(EWBC) Total Revenue
(USB) Total Revenue
Values in USD except per share items