HWC vs. RF
HWC (Hancock Whitney Corporation) and RF (Regions Financial Corporation) are both stocks. Both operate in the Banks - Regional industry within the Financial Services sector. Over the past 10 years, HWC returned 14.33%/yr vs 17.56%/yr for RF. A 0.66 correlation means they provide meaningful diversification when combined.
Performance
HWC vs. RF - Performance Comparison
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Returns By Period
In the year-to-date period, HWC achieves a 16.35% return, which is significantly higher than RF's 10.92% return. Over the past 10 years, HWC has underperformed RF with an annualized return of 14.33%, while RF has yielded a comparatively higher 17.56% annualized return.
HWC
- 1D
- 1.43%
- 1M
- 8.94%
- YTD
- 16.35%
- 6M
- 13.36%
- 1Y
- 33.87%
- 3Y*
- 28.77%
- 5Y*
- 12.46%
- 10Y*
- 14.33%
RF
- 1D
- 0.68%
- 1M
- 6.98%
- YTD
- 10.92%
- 6M
- 8.40%
- 1Y
- 34.05%
- 3Y*
- 26.39%
- 5Y*
- 12.27%
- 10Y*
- 17.56%
HWC vs. RF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HWC Hancock Whitney Corporation | 16.35% | 20.02% | 16.07% | 3.30% | -1.23% | 50.58% | -19.11% | 30.21% | -28.49% | 17.20% |
RF Regions Financial Corporation | 10.92% | 21.99% | 27.00% | -5.69% | 2.33% | 39.39% | -1.61% | 33.35% | -20.59% | 22.95% |
Correlation
The correlation between HWC and RF is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2001 | 0.66 |
The correlation between HWC and RF shifts across timeframes, from 0.66 (all time) to 0.81 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
HWC:
$6.01B
RF:
$25.60B
HWC:
$4.90
RF:
$2.51
HWC:
14.91
RF:
11.74
HWC:
4.03
RF:
2.71
HWC:
1.36
RF:
1.47
HWC:
$1.53B
RF:
$9.62B
HWC:
$1.12B
RF:
$7.29B
HWC:
$496.74M
RF:
$2.90B
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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.
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 | RF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.09 | ||
| Sortino ratioReturn per unit of downside risk | -0.18 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.25 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.95 | 1.85 | +0.10 |
| Martin ratioReturn relative to average drawdown | 4.59 | 4.40 | +0.19 |
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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 (3Y)Largest decline over 3 years | -25.77% | -32.35% | +6.58% |
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 | -0.43% | -2.88% | +2.45% |
Average DrawdownAverage peak-to-trough decline | -21.39% | -31.04% | +9.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.40% | 7.76% | -0.36% |
Volatility
HWC vs. RF - Volatility Comparison
The current volatility for Hancock Whitney Corporation (HWC) is 6.17%, while Regions Financial Corporation (RF) has a volatility of 6.85%. 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 | 6.17% | 6.85% | -0.68% |
Volatility (6M)Calculated over the trailing 6-month period | 17.44% | 17.94% | -0.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.26% | 24.63% | +1.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.04% | 31.34% | +1.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.20% | 35.78% | +3.42% |
Dividends
HWC vs. RF - Dividend Comparison
HWC's dividend yield for the trailing twelve months is around 2.60%, less than RF's 3.59% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HWC Hancock Whitney Corporation | 2.60% | 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 | 3.59% | 5.12% | 4.17% | 4.54% | 3.43% | 2.98% | 3.85% | 3.44% | 3.44% | 1.82% | 1.78% | 2.40% |
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
Frequently Asked Questions
HWC and RF have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RF has higher volatility (6.85%) compared to HWC (6.17%). In terms of maximum drawdown, HWC dropped -70.93% vs RF's -92.65%.
RF currently has the higher Sharpe Ratio (1.39 vs 1.30), 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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