HWC vs. FE
HWC (Hancock Whitney Corporation) and FE (FirstEnergy Corp.) are both stocks. HWC operates in Banks - Regional (Financial Services), while FE operates in Utilities - Diversified (Utilities). Over the past 10 years, HWC returned 13.98%/yr vs 7.99%/yr for FE. At a 0.21 correlation, their price movements are largely independent.
Performance
HWC vs. FE - Performance Comparison
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Returns By Period
In the year-to-date period, HWC achieves a 12.81% return, which is significantly higher than FE's 6.53% return. Over the past 10 years, HWC has outperformed FE with an annualized return of 13.98%, while FE has yielded a comparatively lower 7.99% annualized return.
HWC
- 1D
- 0.77%
- 1M
- 5.62%
- YTD
- 12.81%
- 6M
- 9.01%
- 1Y
- 35.09%
- 3Y*
- 27.46%
- 5Y*
- 12.23%
- 10Y*
- 13.98%
FE
- 1D
- 0.67%
- 1M
- 0.97%
- YTD
- 6.53%
- 6M
- 7.37%
- 1Y
- 21.92%
- 3Y*
- 11.25%
- 5Y*
- 9.19%
- 10Y*
- 7.99%
HWC vs. FE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HWC Hancock Whitney Corporation | 12.81% | 20.02% | 16.07% | 3.30% | -1.23% | 50.58% | -19.11% | 30.21% | -28.49% | 17.20% |
FE FirstEnergy Corp. | 6.53% | 17.26% | 13.24% | -8.86% | 4.79% | 41.81% | -34.18% | 34.13% | 27.85% | 3.61% |
Correlation
The correlation between HWC and FE is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2001 | 0.21 |
The correlation between HWC and FE shifts across timeframes, from 0.11 (3 years) to 0.21 (all time), reflecting how their relationship changes across market environments.
Fundamentals
HWC:
$5.82B
FE:
$27.12B
HWC:
$4.90
FE:
$1.94
HWC:
14.46
FE:
24.04
HWC:
3.82
FE:
1.03
HWC:
3.91
FE:
1.74
HWC:
1.32
FE:
2.14
HWC:
$1.53B
FE:
$15.53B
HWC:
$1.12B
FE:
$8.35B
HWC:
$496.74M
FE:
$4.02B
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Return for Risk
HWC vs. FE — Risk / Return Rank
HWC
FE
HWC vs. FE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hancock Whitney Corporation (HWC) and FirstEnergy Corp. (FE). 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.
| HWC | FE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.11 | ||
| Sortino ratioReturn per unit of downside risk | -0.15 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.25 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.02 | 1.50 | +0.52 |
| Martin ratioReturn relative to average drawdown | 4.76 | 4.40 | +0.36 |
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Drawdowns
HWC vs. FE - Drawdown Comparison
The maximum HWC drawdown since its inception was -70.93%, which is greater than FE's maximum drawdown of -55.75%. Use the drawdown chart below to compare losses from any high point for HWC and FE.
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Drawdown Indicators
| HWC | FE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.93% | -55.75% | -15.18% |
Max Drawdown (1Y)Largest decline over 1 year | -17.45% | -14.71% | -2.74% |
Max Drawdown (3Y)Largest decline over 3 years | -25.77% | -17.82% | -7.95% |
Max Drawdown (5Y)Largest decline over 5 years | -41.90% | -28.59% | -13.31% |
Max Drawdown (10Y)Largest decline over 10 years | -70.93% | -47.68% | -23.25% |
Current DrawdownCurrent decline from peak | -3.46% | -8.99% | +5.53% |
Average DrawdownAverage peak-to-trough decline | -21.40% | -21.22% | -0.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.40% | 5.00% | +2.40% |
Volatility
HWC vs. FE - Volatility Comparison
Hancock Whitney Corporation (HWC) has a higher volatility of 6.03% compared to FirstEnergy Corp. (FE) at 5.69%. This indicates that HWC's price experiences larger fluctuations and is considered to be riskier than FE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HWC | FE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.03% | 5.69% | +0.34% |
Volatility (6M)Calculated over the trailing 6-month period | 17.31% | 11.91% | +5.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.35% | 15.20% | +11.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.04% | 19.46% | +13.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.27% | 24.68% | +14.59% |
Dividends
HWC vs. FE - Dividend Comparison
HWC's dividend yield for the trailing twelve months is around 2.68%, less than FE's 3.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FE FirstEnergy Corp. | 3.85% | 3.93% | 4.24% | 4.31% | 3.72% | 3.75% | 5.10% | 3.13% | 3.83% | 4.70% | 4.65% | 4.54% |
HWC Hancock Whitney Corporation | 2.68% | 2.83% | 2.74% | 2.47% | 2.23% | 2.16% | 3.17% | 2.46% | 2.94% | 1.94% | 2.23% | 3.81% |
Financials
HWC vs. FE - Financials Comparison
This section allows you to compare key financial metrics between Hancock Whitney Corporation and FirstEnergy Corp.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
HWC and FE have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HWC has higher volatility (6.03%) compared to FE (5.69%). In terms of maximum drawdown, HWC dropped -70.93% vs FE's -55.75%.
FE currently has the higher Sharpe Ratio (1.45 vs 1.34), 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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