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HWC vs. RF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between HWC and RF is 0.57, 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.


Performance

HWC vs. RF - Performance Comparison

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

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Key characteristics

Sharpe Ratio

HWC:

0.63

RF:

0.58

Sortino Ratio

HWC:

1.18

RF:

1.01

Omega Ratio

HWC:

1.15

RF:

1.14

Calmar Ratio

HWC:

0.96

RF:

0.55

Martin Ratio

HWC:

2.38

RF:

1.39

Ulcer Index

HWC:

9.69%

RF:

12.55%

Daily Std Dev

HWC:

36.02%

RF:

30.81%

Max Drawdown

HWC:

-70.93%

RF:

-92.65%

Current Drawdown

HWC:

-9.68%

RF:

-20.39%

Fundamentals

Market Cap

HWC:

$4.68B

RF:

$19.39B

EPS

HWC:

$5.42

RF:

$2.06

PE Ratio

HWC:

10.09

RF:

10.41

PS Ratio

HWC:

3.34

RF:

2.91

PB Ratio

HWC:

1.09

RF:

1.15

Total Revenue (TTM)

HWC:

$1.46B

RF:

$9.40B

Gross Profit (TTM)

HWC:

$1.09B

RF:

$6.66B

EBITDA (TTM)

HWC:

$611.62M

RF:

$2.63B

Returns By Period

In the year-to-date period, HWC achieves a 0.74% return, which is significantly higher than RF's -7.87% return. Over the past 10 years, HWC has underperformed RF with an annualized return of 9.34%, while RF has yielded a comparatively higher 11.56% annualized return.


HWC

YTD

0.74%

1M

3.72%

6M

-6.54%

1Y

20.74%

3Y*

6.02%

5Y*

23.95%

10Y*

9.34%

RF

YTD

-7.87%

1M

4.53%

6M

-19.78%

1Y

15.69%

3Y*

3.42%

5Y*

18.38%

10Y*

11.56%

*Annualized

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Hancock Whitney Corporation

Regions Financial Corporation

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

HWC vs. RF — Risk-Adjusted Performance Rank

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

HWC
The Risk-Adjusted Performance Rank of HWC is 7373
Overall Rank
The Sharpe Ratio Rank of HWC is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of HWC is 6969
Sortino Ratio Rank
The Omega Ratio Rank of HWC is 6767
Omega Ratio Rank
The Calmar Ratio Rank of HWC is 8282
Calmar Ratio Rank
The Martin Ratio Rank of HWC is 7575
Martin Ratio Rank

RF
The Risk-Adjusted Performance Rank of RF is 6868
Overall Rank
The Sharpe Ratio Rank of RF is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of RF is 6565
Sortino Ratio Rank
The Omega Ratio Rank of RF is 6565
Omega Ratio Rank
The Calmar Ratio Rank of RF is 7373
Calmar Ratio Rank
The Martin Ratio Rank of RF is 6767
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

HWC vs. RF - Risk-Adjusted Performance 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.


The current HWC Sharpe Ratio is 0.63, which is comparable to the RF Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of HWC and RF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

HWC vs. RF - Dividend Comparison

HWC's dividend yield for the trailing twelve months is around 3.02%, less than RF's 4.62% yield.


TTM20242023202220212020201920182017201620152014
HWC
Hancock Whitney Corporation
3.02%2.74%2.47%2.23%2.16%3.17%2.46%2.94%1.94%2.23%3.81%3.13%
RF
Regions Financial Corporation
4.62%4.17%4.54%3.43%2.98%3.85%3.44%3.44%1.82%1.78%2.40%1.70%

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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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

HWC vs. RF - Volatility Comparison

Hancock Whitney Corporation (HWC) and Regions Financial Corporation (RF) have volatilities of 8.63% and 8.64%, 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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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.


Quarterly
Annual

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


0.00500.00M1.00B1.50B2.00B20212022202320242025
364.70M
2.32B
(HWC) Total Revenue
(RF) Total Revenue
Values in USD except per share items