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HACBY vs. WLFC
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

HACBY vs. WLFC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hachijuni Bank Ltd ADR (HACBY) and Willis Lease Finance Corporation (WLFC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HACBY achieves a 23.35% return, which is significantly lower than WLFC's 40.80% return. Over the past 10 years, HACBY has underperformed WLFC with an annualized return of -3.47%, while WLFC has yielded a comparatively higher 23.34% annualized return.


HACBY

1D
0.00%
1M
-0.67%
YTD
23.35%
6M
23.35%
1Y
68.19%
3Y*
-12.69%
5Y*
-4.31%
10Y*
-3.47%

WLFC

1D
-0.82%
1M
-10.11%
YTD
40.80%
6M
43.65%
1Y
31.69%
3Y*
66.56%
5Y*
33.79%
10Y*
23.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HACBY vs. WLFC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HACBY
Hachijuni Bank Ltd ADR
23.35%91.80%-77.26%32.97%24.57%-3.28%-22.69%7.06%-29.46%-0.06%
WLFC
Willis Lease Finance Corporation
40.80%-34.14%332.92%-17.17%56.73%23.60%-48.29%70.26%38.57%-2.38%

Correlation

The correlation between HACBY and WLFC is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.07

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

-0.04

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

-0.02

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

0.04

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2016

0.05

The correlation between HACBY and WLFC shifts across timeframes, from -0.07 (1 year) to 0.05 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

HACBY:

$6.19B

WLFC:

$1.38B

EPS

HACBY:

¥283.66

WLFC:

$17.02

PE Ratio

HACBY:

15.37

WLFC:

11.18

PEG Ratio

HACBY:

0.49

WLFC:

0.00

PS Ratio

HACBY:

3.33

WLFC:

1.78

PB Ratio

HACBY:

0.86

WLFC:

1.99

Total Revenue (TTM)

HACBY:

¥299.73B

WLFC:

$757.62M

Gross Profit (TTM)

HACBY:

¥244.80B

WLFC:

$405.87M

EBITDA (TTM)

HACBY:

¥80.85B

WLFC:

$416.98M

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Return for Risk

HACBY vs. WLFC — Risk / Return Rank

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

HACBY
HACBY Risk / Return Rank: 8888
Overall Rank
HACBY Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
HACBY Sortino Ratio Rank: 8282
Sortino Ratio Rank
HACBY Omega Ratio Rank: 9898
Omega Ratio Rank
HACBY Calmar Ratio Rank: 9090
Calmar Ratio Rank
HACBY Martin Ratio Rank: 9090
Martin Ratio Rank

WLFC
WLFC Risk / Return Rank: 6363
Overall Rank
WLFC Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
WLFC Sortino Ratio Rank: 6363
Sortino Ratio Rank
WLFC Omega Ratio Rank: 6060
Omega Ratio Rank
WLFC Calmar Ratio Rank: 6464
Calmar Ratio Rank
WLFC Martin Ratio Rank: 6262
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.

HACBY vs. WLFC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hachijuni Bank Ltd ADR (HACBY) and Willis Lease Finance Corporation (WLFC). 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.


HACBYWLFCDifference
Sharpe ratioReturn per unit of total volatility

+0.51

Sortino ratioReturn per unit of downside risk

+1.02

Omega ratioGain probability vs. loss probability

1.79

1.15

+0.64

Calmar ratioReturn relative to maximum drawdown

4.40

1.00

+3.40

Martin ratioReturn relative to average drawdown

11.33

2.00

+9.32

HACBY vs. WLFC - Sharpe Ratio Comparison

The current HACBY Sharpe Ratio is 1.18, which is higher than the WLFC Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of HACBY and WLFC, 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

HACBY vs. WLFC - Drawdown Comparison

The maximum HACBY drawdown since its inception was -85.63%, roughly equal to the maximum WLFC drawdown of -88.12%. Use the drawdown chart below to compare losses from any high point for HACBY and WLFC.


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Drawdown Indicators


HACBYWLFCDifference

Max Drawdown

Largest peak-to-trough decline

-85.63%

-88.12%

+2.49%

Max Drawdown (1Y)

Largest decline over 1 year

-15.59%

-31.84%

+16.25%

Max Drawdown (3Y)

Largest decline over 3 years

-85.52%

-49.88%

-35.64%

Max Drawdown (5Y)

Largest decline over 5 years

-85.52%

-49.88%

-35.64%

Max Drawdown (10Y)

Largest decline over 10 years

-85.63%

-79.76%

-5.87%

Current Drawdown

Current decline from peak

-61.26%

-20.21%

-41.05%

Average Drawdown

Average peak-to-trough decline

-41.02%

-42.35%

+1.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.04%

15.87%

-9.83%

Volatility

HACBY vs. WLFC - Volatility Comparison

The current volatility for Hachijuni Bank Ltd ADR (HACBY) is 0.67%, while Willis Lease Finance Corporation (WLFC) has a volatility of 16.30%. This indicates that HACBY experiences smaller price fluctuations and is considered to be less risky than WLFC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HACBYWLFCDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.67%

16.30%

-15.63%

Volatility (6M)

Calculated over the trailing 6-month period

19.06%

36.76%

-17.70%

Volatility (1Y)

Calculated over the trailing 1-year period

61.60%

46.92%

+14.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

64.37%

42.82%

+21.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

52.62%

50.96%

+1.66%

Dividends

HACBY vs. WLFC - Dividend Comparison

HACBY's dividend yield for the trailing twelve months is around 0.94%, more than WLFC's 0.76% yield.


PositionTTM2025202420232022202120202019201820172016
HACBY
Hachijuni Bank Ltd ADR
0.94%2.95%7.24%0.00%0.00%0.00%0.00%0.00%0.00%1.26%2.44%
WLFC
Willis Lease Finance Corporation
0.76%0.85%0.72%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

HACBY vs. WLFC - Financials Comparison

This section allows you to compare key financial metrics between Hachijuni Bank Ltd ADR and Willis Lease Finance Corporation. 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


0.0020.00B40.00B60.00B80.00B100.00B20222023202420252026
97.90B
194.35M
(HACBY) Total Revenue
(WLFC) Total Revenue
Please note, different currencies. HACBY values in JPY, WLFC values in USD

HACBY vs. WLFC - Profitability Comparison

The chart below illustrates the profitability comparison between Hachijuni Bank Ltd ADR and Willis Lease Finance Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%20222023202420252026
85.0%
0
Portfolio components
HACBY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Hachijuni Bank Ltd ADR reported a gross profit of 83.20B and revenue of 97.90B. Therefore, the gross margin over that period was 85.0%.

WLFC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Willis Lease Finance Corporation reported a gross profit of 0.00 and revenue of 194.35M. Therefore, the gross margin over that period was 0.0%.

HACBY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Hachijuni Bank Ltd ADR reported an operating income of 12.70B and revenue of 97.90B, resulting in an operating margin of 13.0%.

WLFC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Willis Lease Finance Corporation reported an operating income of 33.79M and revenue of 194.35M, resulting in an operating margin of 17.4%.

HACBY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Hachijuni Bank Ltd ADR reported a net income of 17.17B and revenue of 97.90B, resulting in a net margin of 17.5%.

WLFC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Willis Lease Finance Corporation reported a net income of 23.66M and revenue of 194.35M, resulting in a net margin of 12.2%.


Frequently Asked Questions


HACBY and WLFC have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WLFC has higher volatility (16.30%) compared to HACBY (0.67%). In terms of maximum drawdown, HACBY dropped -85.63% vs WLFC's -88.12%.

HACBY currently has the higher Sharpe Ratio (1.18 vs 0.68), 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.

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