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HWC vs. FE
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

HWC vs. FE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hancock Whitney Corporation (HWC) and FirstEnergy Corp. (FE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HWC achieves a 22.72% return, which is significantly higher than FE's 10.06% return. Over the past 10 years, HWC has outperformed FE with an annualized return of 13.63%, while FE has yielded a comparatively lower 8.20% annualized return.


HWC

1D
0.93%
1M
3.20%
6M
13.59%
YTD
22.72%
1Y
37.53%
3Y*
25.00%
5Y*
15.09%
10Y*
13.63%
ALL TIME*
10.12%

FE

1D
-0.82%
1M
-0.45%
6M
4.09%
YTD
10.06%
1Y
16.40%
3Y*
11.99%
5Y*
9.10%
10Y*
8.20%
ALL TIME*
7.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$243.66M$221.41M$224.72M
$79.75M$74.61M$68.91M

HWC vs. FE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HWC
Hancock Whitney Corporation
22.72%20.02%16.07%3.30%-1.23%50.58%-19.11%30.21%-28.49%17.20%
FE
FirstEnergy Corp.
10.06%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 0.12, which is low. Their historical price movements had little consistent relationship.


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

0.12

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

0.12

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

0.19

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

0.15

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2001

0.21

Fundamentals

Market Cap

HWC:

$6.25B

FE:

$27.95B

EPS

HWC:

$5.13

FE:

$1.98

PE Ratio

HWC:

15.02

FE:

24.35

PEG Ratio

HWC:

3.97

FE:

1.04

PS Ratio

HWC:

4.46

FE:

1.77

PB Ratio

HWC:

1.41

FE:

2.16

Total Revenue (TTM)

HWC:

$1.44B

FE:

$15.83B

Gross Profit (TTM)

HWC:

$1.04B

FE:

$8.46B

EBITDA (TTM)

HWC:

$407.42M

FE:

$4.08B

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Return for Risk

HWC vs. FE — Risk / Return Rank

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

HWC
HWC Risk / Return Rank: 7878
Overall Rank
HWC Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
HWC Sortino Ratio Rank: 7575
Sortino Ratio Rank
HWC Omega Ratio Rank: 7878
Omega Ratio Rank
HWC Calmar Ratio Rank: 7878
Calmar Ratio Rank
HWC Martin Ratio Rank: 7878
Martin Ratio Rank

FE
FE Risk / Return Rank: 7373
Overall Rank
FE Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
FE Sortino Ratio Rank: 7272
Sortino Ratio Rank
FE Omega Ratio Rank: 7171
Omega Ratio Rank
FE Calmar Ratio Rank: 6969
Calmar Ratio Rank
FE Martin Ratio Rank: 7373
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.

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.


HWCFEDifference
Sharpe ratioReturn per unit of total volatility

+0.16

Sortino ratioReturn per unit of downside risk

+0.16

Omega ratioGain probability vs. loss probability

1.24

1.19

+0.05

Calmar ratioReturn relative to maximum drawdown

1.88

1.21

+0.68

Martin ratioReturn relative to average drawdown

4.48

3.32

+1.16

HWC vs. FE - Sharpe Ratio Comparison

The current HWC Sharpe Ratio is 1.28, which is comparable to the FE Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of HWC and FE, 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

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


HWCFEDifference

Max Drawdown

Largest 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%

-14.71%

-11.06%

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 Drawdown

Current decline from peak

-2.73%

-5.98%

+3.25%

Average Drawdown

Average peak-to-trough decline

-21.31%

-21.16%

-0.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.34%

5.35%

+1.99%

Volatility

HWC vs. FE - Volatility Comparison

Hancock Whitney Corporation (HWC) and FirstEnergy Corp. (FE) have volatilities of 5.63% and 5.82%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HWCFEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.63%

5.82%

-0.19%

Volatility (6M)

Calculated over the trailing 6-month period

17.18%

12.80%

+4.38%

Volatility (1Y)

Calculated over the trailing 1-year period

25.64%

15.93%

+9.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.70%

19.43%

+13.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.06%

24.67%

+14.39%

Dividends

HWC vs. FE - Dividend Comparison

HWC's dividend yield for the trailing twelve months is around 2.47%, less than FE's 3.73% yield.


PositionTTM20252024202320222021202020192018201720162015
FE
FirstEnergy Corp.
3.73%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
2.47%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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items

Frequently Asked Questions


HWC and FE have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FE has higher volatility (5.82%) compared to HWC (5.63%). In terms of maximum drawdown, HWC dropped -70.93% vs FE's -55.75%.

HWC currently has the higher Sharpe Ratio (1.28 vs 1.13), 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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