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NTB vs. EWBC
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

NTB vs. EWBC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Bank of N.T. Butterfield & Son Limited (NTB) and East West Bancorp, Inc. (EWBC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NTB achieves a 20.10% return, which is significantly higher than EWBC's 16.44% return.


NTB

1D
0.27%
1M
4.87%
YTD
20.10%
6M
17.53%
1Y
44.04%
3Y*
36.73%
5Y*
15.85%
10Y*

EWBC

1D
1.83%
1M
4.88%
YTD
16.44%
6M
13.11%
1Y
39.31%
3Y*
41.59%
5Y*
15.46%
10Y*
16.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NTB vs. EWBC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NTB
The Bank of N.T. Butterfield & Son Limited
20.10%42.51%20.23%14.28%-17.47%28.34%-10.09%24.14%-10.70%19.79%
EWBC
East West Bancorp, Inc.
16.44%20.31%36.76%12.75%-14.44%57.98%7.23%14.34%-27.44%21.38%

Correlation

The correlation between NTB and EWBC is 0.60, 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

0.60

Correlation (3Y)
Calculated over the trailing 3-year period

0.67

Correlation (5Y)
Calculated over the trailing 5-year period

0.71

Correlation (All Time)
Calculated using the full available price history since Sep 16, 2016

0.68

The correlation between NTB and EWBC shifts across timeframes, from 0.60 (1 year) to 0.71 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

NTB:

$2.40B

EWBC:

$17.94B

EPS

NTB:

$5.78

EWBC:

$10.02

PE Ratio

NTB:

10.16

EWBC:

12.89

PEG Ratio

NTB:

0.68

EWBC:

1.05

PS Ratio

NTB:

3.23

EWBC:

4.88

PB Ratio

NTB:

2.11

EWBC:

1.99

Total Revenue (TTM)

NTB:

$757.47M

EWBC:

$3.68B

Gross Profit (TTM)

NTB:

$613.13M

EWBC:

$2.18B

EBITDA (TTM)

NTB:

$263.27M

EWBC:

$1.59B

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Return for Risk

NTB vs. EWBC — Risk / Return Rank

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

NTB
NTB Risk / Return Rank: 8989
Overall Rank
NTB Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
NTB Sortino Ratio Rank: 8989
Sortino Ratio Rank
NTB Omega Ratio Rank: 8787
Omega Ratio Rank
NTB Calmar Ratio Rank: 8888
Calmar Ratio Rank
NTB Martin Ratio Rank: 9191
Martin Ratio Rank

EWBC
EWBC Risk / Return Rank: 7979
Overall Rank
EWBC Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
EWBC Sortino Ratio Rank: 7777
Sortino Ratio Rank
EWBC Omega Ratio Rank: 7676
Omega Ratio Rank
EWBC Calmar Ratio Rank: 8080
Calmar Ratio Rank
EWBC Martin Ratio Rank: 8282
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

NTB vs. EWBC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Bank of N.T. Butterfield & Son Limited (NTB) and East West Bancorp, Inc. (EWBC). 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.


NTBEWBCDifference
Sharpe ratioReturn per unit of total volatility

+0.69

Sortino ratioReturn per unit of downside risk

+1.00

Omega ratioGain probability vs. loss probability

1.37

1.26

+0.11

Calmar ratioReturn relative to maximum drawdown

3.87

2.51

+1.35

Martin ratioReturn relative to average drawdown

12.13

6.77

+5.36

NTB vs. EWBC - Sharpe Ratio Comparison

The current NTB Sharpe Ratio is 2.20, which is higher than the EWBC Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of NTB and EWBC, 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

NTB vs. EWBC - Drawdown Comparison

The maximum NTB drawdown since its inception was -69.74%, smaller than the maximum EWBC drawdown of -92.14%. Use the drawdown chart below to compare losses from any high point for NTB and EWBC.


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Drawdown Indicators


NTBEWBCDifference

Max Drawdown

Largest peak-to-trough decline

-69.74%

-92.14%

+22.40%

Max Drawdown (1Y)

Largest decline over 1 year

-11.44%

-15.71%

+4.27%

Max Drawdown (3Y)

Largest decline over 3 years

-21.89%

-35.77%

+13.88%

Max Drawdown (5Y)

Largest decline over 5 years

-39.96%

-54.06%

+14.10%

Max Drawdown (10Y)

Largest decline over 10 years

-67.67%

Current Drawdown

Current decline from peak

-0.63%

-2.64%

+2.01%

Average Drawdown

Average peak-to-trough decline

-18.65%

-22.79%

+4.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.64%

5.82%

-2.18%

Volatility

NTB vs. EWBC - Volatility Comparison

The Bank of N.T. Butterfield & Son Limited (NTB) has a higher volatility of 7.02% compared to East West Bancorp, Inc. (EWBC) at 6.35%. This indicates that NTB's price experiences larger fluctuations and is considered to be riskier than EWBC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NTBEWBCDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.02%

6.35%

+0.67%

Volatility (6M)

Calculated over the trailing 6-month period

13.58%

17.83%

-4.25%

Volatility (1Y)

Calculated over the trailing 1-year period

20.16%

26.15%

-5.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.70%

36.17%

-7.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.67%

37.95%

-3.28%

Dividends

NTB vs. EWBC - Dividend Comparison

NTB's dividend yield for the trailing twelve months is around 3.40%, more than EWBC's 2.17% yield.


PositionTTM20252024202320222021202020192018201720162015
EWBC
East West Bancorp, Inc.
2.17%2.14%2.30%2.67%2.43%1.68%2.17%2.17%1.98%1.32%1.57%1.92%
NTB
The Bank of N.T. Butterfield & Son Limited
3.40%3.77%4.82%5.50%5.90%4.62%5.65%4.75%4.85%3.53%0.32%0.00%

Financials

NTB vs. EWBC - Financials Comparison

This section allows you to compare key financial metrics between The Bank of N.T. Butterfield & Son Limited and East West Bancorp, Inc.. 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


200.00M400.00M600.00M800.00M1.00B1.20B20222023202420252026
155.90M
102.56M
(NTB) Total Revenue
(EWBC) Total Revenue
Values in USD except per share items

Frequently Asked Questions


NTB and EWBC have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NTB has higher volatility (7.02%) compared to EWBC (6.35%). In terms of maximum drawdown, NTB dropped -69.74% vs EWBC's -92.14%.

NTB currently has the higher Sharpe Ratio (2.20 vs 1.51), 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

Find the right allocation for NTB and EWBC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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