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

Performance

FITB vs. EWBC - Performance Comparison

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

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Returns By Period

In the year-to-date period, FITB achieves a 6.68% return, which is significantly lower than EWBC's 9.25% return. Over the past 10 years, FITB has underperformed EWBC with an annualized return of 14.08%, while EWBC has yielded a comparatively higher 14.97% annualized return.


FITB

1D
-1.63%
1M
0.18%
YTD
6.68%
6M
12.09%
1Y
31.82%
3Y*
29.01%
5Y*
7.26%
10Y*
14.08%

EWBC

1D
-0.66%
1M
-1.84%
YTD
9.25%
6M
12.71%
1Y
34.72%
3Y*
36.17%
5Y*
13.16%
10Y*
14.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FITB vs. EWBC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FITB
Fifth Third Bancorp
6.68%14.75%27.20%10.41%-21.94%62.46%-5.43%35.20%-20.32%15.02%
EWBC
East West Bancorp, Inc.
9.25%20.31%36.76%12.75%-14.44%57.98%7.23%14.34%-27.44%21.38%

Correlation

The correlation between FITB and EWBC is 0.69, 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

0.69

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

0.77

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

0.81

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

0.82

Correlation (All Time)
Calculated using the full available price history since Feb 9, 1999

0.62

The correlation between FITB and EWBC shifts across timeframes, from 0.62 (all time) to 0.82 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

FITB:

$41.09B

EWBC:

$16.83B

EPS

FITB:

$3.06

EWBC:

$10.02

PE Ratio

FITB:

16.19

EWBC:

12.09

PS Ratio

FITB:

2.58

EWBC:

4.58

PB Ratio

FITB:

1.29

EWBC:

1.87

Total Revenue (TTM)

FITB:

$13.66B

EWBC:

$3.68B

Gross Profit (TTM)

FITB:

$9.10B

EWBC:

$2.18B

EBITDA (TTM)

FITB:

$3.03B

EWBC:

$1.59B

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Return for Risk

FITB vs. EWBC — Risk / Return Rank

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

FITB
FITB Risk / Return Rank: 7272
Overall Rank
FITB Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
FITB Sortino Ratio Rank: 7171
Sortino Ratio Rank
FITB Omega Ratio Rank: 7171
Omega Ratio Rank
FITB Calmar Ratio Rank: 6969
Calmar Ratio Rank
FITB Martin Ratio Rank: 7272
Martin Ratio Rank

EWBC
EWBC Risk / Return Rank: 7575
Overall Rank
EWBC Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
EWBC Sortino Ratio Rank: 7171
Sortino Ratio Rank
EWBC Omega Ratio Rank: 7070
Omega Ratio Rank
EWBC Calmar Ratio Rank: 7676
Calmar Ratio Rank
EWBC Martin Ratio Rank: 7878
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.

FITB vs. EWBC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fifth Third Bancorp (FITB) and East West Bancorp, Inc. (EWBC). 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.


FITBEWBCDifference
Sharpe ratioReturn per unit of total volatility

-0.08

Sortino ratioReturn per unit of downside risk

-0.07

Omega ratioGain probability vs. loss probability

1.24

1.24

0.00

Calmar ratioReturn relative to maximum drawdown

1.51

2.22

-0.71

Martin ratioReturn relative to average drawdown

4.22

5.98

-1.75

FITB vs. EWBC - Sharpe Ratio Comparison

The current FITB Sharpe Ratio is 1.25, which is comparable to the EWBC Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of FITB and EWBC, 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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Sharpe Ratios by Period


FITBEWBCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.25

1.34

-0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

0.36

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

0.40

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.33

-0.12

Drawdowns

FITB vs. EWBC - Drawdown Comparison

The maximum FITB drawdown since its inception was -98.13%, which is greater than EWBC's maximum drawdown of -92.14%. Use the drawdown chart below to compare losses from any high point for FITB and EWBC.


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Drawdown Indicators


FITBEWBCDifference

Max Drawdown

Largest peak-to-trough decline

-98.13%

-92.14%

-5.99%

Max Drawdown (1Y)

Largest decline over 1 year

-21.21%

-15.71%

-5.50%

Max Drawdown (3Y)

Largest decline over 3 years

-29.95%

-35.77%

+5.82%

Max Drawdown (5Y)

Largest decline over 5 years

-51.68%

-54.06%

+2.38%

Max Drawdown (10Y)

Largest decline over 10 years

-64.06%

-67.67%

+3.61%

Current Drawdown

Current decline from peak

-9.34%

-3.59%

-5.75%

Average Drawdown

Average peak-to-trough decline

-31.46%

-22.82%

-8.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.55%

5.82%

+1.73%

Volatility

FITB vs. EWBC - Volatility Comparison

Fifth Third Bancorp (FITB) has a higher volatility of 7.70% compared to East West Bancorp, Inc. (EWBC) at 5.43%. This indicates that FITB's price experiences larger fluctuations and is considered to be riskier than EWBC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FITBEWBCDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.70%

5.43%

+2.27%

Volatility (6M)

Calculated over the trailing 6-month period

19.99%

17.71%

+2.28%

Volatility (1Y)

Calculated over the trailing 1-year period

25.58%

26.15%

-0.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.88%

36.31%

-4.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.28%

37.96%

-1.68%

Dividends

FITB vs. EWBC - Dividend Comparison

FITB's dividend yield for the trailing twelve months is around 3.17%, more than EWBC's 2.31% yield.


PositionTTM20252024202320222021202020192018201720162015
EWBC
East West Bancorp, Inc.
2.31%2.14%2.30%2.67%2.43%1.68%2.17%2.17%1.98%1.32%1.57%1.92%
FITB
Fifth Third Bancorp
3.17%3.29%3.41%3.94%3.84%2.62%3.92%3.06%3.14%1.98%1.97%2.59%

Financials

FITB vs. EWBC - Financials Comparison

This section allows you to compare key financial metrics between Fifth Third Bancorp and East West Bancorp, 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
3.87B
102.56M
(FITB) Total Revenue
(EWBC) Total Revenue
Values in USD except per share items

Frequently Asked Questions


FITB and EWBC have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FITB has higher volatility (7.70%) compared to EWBC (5.43%). In terms of maximum drawdown, FITB dropped -98.13% vs EWBC's -92.14%.

EWBC currently has the higher Sharpe Ratio (1.34 vs 1.25), 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

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