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HOPE vs. PFSI
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

HOPE vs. PFSI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hope Bancorp, Inc. (HOPE) and PennyMac Financial Services, Inc. (PFSI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HOPE achieves a 30.73% return, which is significantly higher than PFSI's -42.41% return. Over the past 10 years, HOPE has underperformed PFSI with an annualized return of 3.31%, while PFSI has yielded a comparatively higher 20.63% annualized return.


HOPE

1D
-0.14%
1M
3.17%
6M
19.60%
YTD
30.73%
1Y
49.55%
3Y*
15.10%
5Y*
5.86%
10Y*
3.31%
ALL TIME*
8.49%

PFSI

1D
-0.61%
1M
-9.66%
6M
-24.02%
YTD
-42.41%
1Y
-20.37%
3Y*
1.43%
5Y*
4.98%
10Y*
20.63%
ALL TIME*
12.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$14.62M$14.15M$13.26M
$57.90M$47.01M$49.12M

HOPE vs. PFSI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HOPE
Hope Bancorp, Inc.
30.73%-5.92%6.75%-0.10%-9.57%40.48%-22.02%30.29%-32.83%-14.40%
PFSI
PennyMac Financial Services, Inc.
-42.41%30.55%16.79%57.84%-17.58%7.69%95.33%60.72%-3.09%34.23%

Correlation

The correlation between HOPE and PFSI is 0.42, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.42

Correlation (3Y)
Balances recent behavior with more history.

0.49

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.49

Correlation (10Y)
Provides a long-term view across more market conditions.

0.40

Correlation (All Time)
Calculated using the full available price history since May 9, 2013

0.37

The correlation between HOPE and PFSI shifts across timeframes, from 0.37 (all time) to 0.49 (3 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

HOPE:

$1.79B

PFSI:

$3.92B

EPS

HOPE:

$0.99

PFSI:

$9.60

PE Ratio

HOPE:

14.09

PFSI:

7.85

PS Ratio

HOPE:

1.77

PFSI:

1.31

PB Ratio

HOPE:

0.78

PFSI:

0.93

Total Revenue (TTM)

HOPE:

$1.02B

PFSI:

$3.11B

Gross Profit (TTM)

HOPE:

$547.91M

PFSI:

$2.50B

EBITDA (TTM)

HOPE:

$166.23M

PFSI:

$1.22B

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Return for Risk

HOPE vs. PFSI — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

HOPE
HOPE Risk / Return Rank: 8787
Overall Rank
HOPE Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
HOPE Sortino Ratio Rank: 8686
Sortino Ratio Rank
HOPE Omega Ratio Rank: 8686
Omega Ratio Rank
HOPE Calmar Ratio Rank: 8888
Calmar Ratio Rank
HOPE Martin Ratio Rank: 8989
Martin Ratio Rank

PFSI
PFSI Risk / Return Rank: 3030
Overall Rank
PFSI Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
PFSI Sortino Ratio Rank: 2828
Sortino Ratio Rank
PFSI Omega Ratio Rank: 2727
Omega Ratio Rank
PFSI Calmar Ratio Rank: 3232
Calmar Ratio Rank
PFSI Martin Ratio Rank: 3434
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

HOPE vs. PFSI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hope Bancorp, Inc. (HOPE) and PennyMac Financial Services, Inc. (PFSI). 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.


HOPEPFSIDifference
Sharpe ratioReturn per unit of total volatility

+2.13

Sortino ratioReturn per unit of downside risk

+2.58

Omega ratioGain probability vs. loss probability

1.31

0.97

+0.35

Calmar ratioReturn relative to maximum drawdown

3.20

-0.35

+3.54

Martin ratioReturn relative to average drawdown

9.21

-0.57

+9.78

HOPE vs. PFSI - Sharpe Ratio Comparison

The current HOPE Sharpe Ratio is 1.75, which is higher than the PFSI Sharpe Ratio of -0.38. The chart below compares the historical Sharpe Ratios of HOPE and PFSI, 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

HOPE vs. PFSI - Drawdown Comparison

The maximum HOPE drawdown since its inception was -90.30%, which is greater than PFSI's maximum drawdown of -56.49%. Use the drawdown chart below to compare losses from any high point for HOPE and PFSI.


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Drawdown Indicators


HOPEPFSIDifference

Max Drawdown

Largest peak-to-trough decline

-90.30%

-56.49%

-33.81%

Max Drawdown (1Y)

Largest decline over 1 year

-14.90%

-52.39%

+37.49%

Max Drawdown (3Y)

Largest decline over 3 years

-35.12%

-52.39%

+17.27%

Max Drawdown (5Y)

Largest decline over 5 years

-53.78%

-52.39%

-1.39%

Max Drawdown (10Y)

Largest decline over 10 years

-64.30%

-56.49%

-7.81%

Current Drawdown

Current decline from peak

-6.11%

-52.39%

+46.28%

Average Drawdown

Average peak-to-trough decline

-29.40%

-17.53%

-11.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.16%

31.98%

-26.82%

Volatility

HOPE vs. PFSI - Volatility Comparison

The current volatility for Hope Bancorp, Inc. (HOPE) is 6.94%, while PennyMac Financial Services, Inc. (PFSI) has a volatility of 14.59%. This indicates that HOPE experiences smaller price fluctuations and is considered to be less risky than PFSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HOPEPFSIDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.94%

14.59%

-7.65%

Volatility (6M)

Calculated over the trailing 6-month period

17.28%

47.54%

-30.26%

Volatility (1Y)

Calculated over the trailing 1-year period

27.32%

47.24%

-19.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.40%

37.05%

-4.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.80%

39.36%

-4.56%

Dividends

HOPE vs. PFSI - Dividend Comparison

HOPE's dividend yield for the trailing twelve months is around 4.00%, more than PFSI's 1.59% yield.


PositionTTM20252024202320222021202020192018201720162015
HOPE
Hope Bancorp, Inc.
3.00%5.11%4.56%4.64%4.37%3.81%5.13%3.77%4.55%2.74%2.06%2.44%
PFSI
PennyMac Financial Services, Inc.
1.59%0.91%0.98%0.91%1.41%1.15%0.82%0.35%1.88%0.00%0.00%0.00%

Financials

HOPE vs. PFSI - Financials Comparison

This section allows you to compare key financial metrics between Hope Bancorp, Inc. and PennyMac Financial Services, 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

HOPE vs. PFSI - Profitability Comparison

The chart below illustrates the profitability comparison between Hope Bancorp, Inc. and PennyMac Financial Services, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

HOPE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Hope Bancorp, Inc. reported a gross profit of 136.93M and revenue of 250.91M. Therefore, the gross margin over that period was 54.6%.

PFSI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, PennyMac Financial Services, Inc. reported a gross profit of 481.00M and revenue of 497.00M. Therefore, the gross margin over that period was 96.8%.

HOPE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Hope Bancorp, Inc. reported an operating income of 42.59M and revenue of 250.91M, resulting in an operating margin of 17.0%.

PFSI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, PennyMac Financial Services, Inc. reported an operating income of 241.00M and revenue of 497.00M, resulting in an operating margin of 48.5%.

HOPE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Hope Bancorp, Inc. reported a net income of 33.03M and revenue of 250.91M, resulting in a net margin of 13.2%.

PFSI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, PennyMac Financial Services, Inc. reported a net income of 146.00M and revenue of 497.00M, resulting in a net margin of 29.4%.


Frequently Asked Questions


HOPE and PFSI have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PFSI has higher volatility (14.59%) compared to HOPE (6.94%). In terms of maximum drawdown, HOPE dropped -90.30% vs PFSI's -56.49%.

HOPE currently has the higher Sharpe Ratio (1.75 vs -0.38), 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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