HWC vs. RF
Compare and contrast key facts about Hancock Whitney Corporation (HWC) and Regions Financial Corporation (RF).
Performance
HWC vs. RF - Performance Comparison
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HWC vs. RF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HWC Hancock Whitney Corporation | 0.62% | 20.02% | 16.07% | 3.30% | -1.23% | 50.58% | -19.11% | 30.21% | -28.49% | 17.20% |
RF Regions Financial Corporation | -2.69% | 21.99% | 27.00% | -5.69% | 2.33% | 39.39% | -1.61% | 33.35% | -20.59% | 22.95% |
Fundamentals
HWC:
$5.33B
RF:
$22.99B
HWC:
$5.71
RF:
$2.42
HWC:
11.14
RF:
10.80
HWC:
3.60
RF:
2.42
HWC:
1.19
RF:
1.30
HWC:
$1.50B
RF:
$9.61B
HWC:
$1.08B
RF:
$7.17B
HWC:
$481.75M
RF:
$2.81B
Returns By Period
In the year-to-date period, HWC achieves a 0.62% return, which is significantly higher than RF's -2.69% return. Over the past 10 years, HWC has underperformed RF with an annualized return of 13.95%, while RF has yielded a comparatively higher 17.02% annualized return.
HWC
- 1D
- 1.94%
- 1M
- -2.64%
- YTD
- 0.62%
- 6M
- 3.07%
- 1Y
- 24.95%
- 3Y*
- 24.14%
- 5Y*
- 11.55%
- 10Y*
- 13.95%
RF
- 1D
- 3.49%
- 1M
- -5.24%
- YTD
- -2.69%
- 6M
- 1.06%
- 1Y
- 25.29%
- 3Y*
- 17.84%
- 5Y*
- 9.03%
- 10Y*
- 17.02%
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Return for Risk
HWC vs. RF — Risk / Return Rank
HWC
RF
HWC vs. RF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hancock Whitney Corporation (HWC) and Regions Financial Corporation (RF). 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.
| HWC | RF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.82 | 0.85 | -0.04 |
Sortino ratioReturn per unit of downside risk | 1.21 | 1.28 | -0.07 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.19 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.51 | 1.47 | +0.04 |
Martin ratioReturn relative to average drawdown | 3.84 | 3.71 | +0.14 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| HWC | RF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.82 | 0.85 | -0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.29 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.36 | 0.47 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 0.17 | +0.09 |
Correlation
The correlation between HWC and RF is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
HWC vs. RF - Dividend Comparison
HWC's dividend yield for the trailing twelve months is around 2.91%, less than RF's 4.00% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HWC Hancock Whitney Corporation | 2.91% | 2.83% | 2.74% | 2.47% | 2.23% | 2.16% | 3.17% | 2.46% | 2.94% | 1.94% | 2.23% | 3.81% |
RF Regions Financial Corporation | 4.00% | 5.12% | 4.17% | 4.54% | 3.43% | 2.98% | 3.85% | 3.44% | 3.44% | 1.82% | 1.78% | 2.40% |
Drawdowns
HWC vs. RF - Drawdown Comparison
The maximum HWC drawdown since its inception was -70.93%, smaller than the maximum RF drawdown of -92.65%. Use the drawdown chart below to compare losses from any high point for HWC and RF.
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Drawdown Indicators
| HWC | RF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.93% | -92.65% | +21.72% |
Max Drawdown (1Y)Largest decline over 1 year | -17.45% | -18.45% | +1.00% |
Max Drawdown (5Y)Largest decline over 5 years | -41.90% | -40.99% | -0.91% |
Max Drawdown (10Y)Largest decline over 10 years | -70.93% | -60.73% | -10.20% |
Current DrawdownCurrent decline from peak | -13.89% | -14.79% | +0.90% |
Average DrawdownAverage peak-to-trough decline | -21.52% | -31.19% | +9.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.86% | 7.31% | -0.45% |
Volatility
HWC vs. RF - Volatility Comparison
The current volatility for Hancock Whitney Corporation (HWC) is 5.71%, while Regions Financial Corporation (RF) has a volatility of 6.68%. This indicates that HWC experiences smaller price fluctuations and is considered to be less risky than RF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HWC | RF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.71% | 6.68% | -0.97% |
Volatility (6M)Calculated over the trailing 6-month period | 20.24% | 18.83% | +1.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.70% | 29.81% | +0.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.75% | 31.63% | +2.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.35% | 36.02% | +3.33% |
Financials
HWC vs. RF - Financials Comparison
This section allows you to compare key financial metrics between Hancock Whitney Corporation and Regions Financial 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.
Total Revenue: Total amount of money received from sales and other business activities