PortfoliosLab logoPortfoliosLab logo
OSBC vs. EWBC
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

OSBC vs. EWBC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Old Second Bancorp, Inc. (OSBC) and East West Bancorp, Inc. (EWBC). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, OSBC achieves a 14.02% return, which is significantly lower than EWBC's 16.44% return. Over the past 10 years, OSBC has underperformed EWBC with an annualized return of 13.30%, while EWBC has yielded a comparatively higher 16.95% annualized return.


OSBC

1D
0.87%
1M
4.74%
YTD
14.02%
6M
8.35%
1Y
34.02%
3Y*
20.60%
5Y*
13.17%
10Y*
13.30%

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)

OSBC vs. EWBC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OSBC
Old Second Bancorp, Inc.
14.02%11.25%16.69%-2.37%29.23%26.26%-24.70%3.93%-4.50%23.95%
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 OSBC and EWBC is 0.66, 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

0.66

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

0.68

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

0.67

Correlation (10Y)
Calculated over the trailing 10-year period

0.63

Correlation (All Time)
Calculated using the full available price history since Feb 8, 1999

0.39

Over the past year, OSBC and EWBC have become more correlated (0.66) than their long-term average of 0.39, meaning their price movements have been converging.

Fundamentals

EPS

OSBC:

$2.25

EWBC:

$10.02

PE Ratio

OSBC:

9.79

EWBC:

12.89

PEG Ratio

OSBC:

0.27

EWBC:

1.05

PS Ratio

OSBC:

2.04

EWBC:

4.88

Total Revenue (TTM)

OSBC:

$412.93M

EWBC:

$3.68B

Gross Profit (TTM)

OSBC:

$240.87M

EWBC:

$2.18B

EBITDA (TTM)

OSBC:

$91.93M

EWBC:

$1.59B

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

OSBC vs. EWBC — Risk / Return Rank

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

OSBC
OSBC Risk / Return Rank: 7777
Overall Rank
OSBC Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
OSBC Sortino Ratio Rank: 7272
Sortino Ratio Rank
OSBC Omega Ratio Rank: 7373
Omega Ratio Rank
OSBC Calmar Ratio Rank: 8181
Calmar Ratio Rank
OSBC Martin Ratio Rank: 8080
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.

OSBC vs. EWBC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Old Second Bancorp, Inc. (OSBC) 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.


OSBCEWBCDifference
Sharpe ratioReturn per unit of total volatility

-0.24

Sortino ratioReturn per unit of downside risk

-0.27

Omega ratioGain probability vs. loss probability

1.24

1.26

-0.03

Calmar ratioReturn relative to maximum drawdown

2.65

2.51

+0.13

Martin ratioReturn relative to average drawdown

6.21

6.77

-0.56

OSBC vs. EWBC - Sharpe Ratio Comparison

The current OSBC Sharpe Ratio is 1.28, which is comparable to the EWBC Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of OSBC 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.


Loading charts...

Drawdowns

OSBC vs. EWBC - Drawdown Comparison

The maximum OSBC drawdown since its inception was -97.67%, which is greater than EWBC's maximum drawdown of -92.14%. Use the drawdown chart below to compare losses from any high point for OSBC and EWBC.


Loading charts...

Drawdown Indicators


OSBCEWBCDifference

Max Drawdown

Largest peak-to-trough decline

-97.67%

-92.14%

-5.53%

Max Drawdown (1Y)

Largest decline over 1 year

-12.91%

-15.71%

+2.80%

Max Drawdown (3Y)

Largest decline over 3 years

-25.52%

-35.77%

+10.25%

Max Drawdown (5Y)

Largest decline over 5 years

-36.27%

-54.06%

+17.79%

Max Drawdown (10Y)

Largest decline over 10 years

-60.07%

-67.67%

+7.60%

Current Drawdown

Current decline from peak

-22.00%

-2.64%

-19.36%

Average Drawdown

Average peak-to-trough decline

-43.98%

-22.79%

-21.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.49%

5.82%

-0.33%

Volatility

OSBC vs. EWBC - Volatility Comparison

Old Second Bancorp, Inc. (OSBC) has a higher volatility of 6.77% compared to East West Bancorp, Inc. (EWBC) at 6.35%. This indicates that OSBC'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.


Loading charts...

Volatility by Period


OSBCEWBCDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.77%

6.35%

+0.42%

Volatility (6M)

Calculated over the trailing 6-month period

19.03%

17.83%

+1.20%

Volatility (1Y)

Calculated over the trailing 1-year period

26.82%

26.15%

+0.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.54%

36.17%

-6.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.91%

37.95%

-3.04%

Dividends

OSBC vs. EWBC - Dividend Comparison

OSBC's dividend yield for the trailing twelve months is around 1.22%, less 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%
OSBC
Old Second Bancorp, Inc.
1.22%1.28%1.18%1.30%1.25%1.27%0.40%0.30%0.31%0.29%0.27%0.00%

Financials

OSBC vs. EWBC - Financials Comparison

This section allows you to compare key financial metrics between Old Second Bancorp, Inc. 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


0.00200.00M400.00M600.00M800.00M1.00B1.20B20222023202420252026
98.35M
102.56M
(OSBC) Total Revenue
(EWBC) Total Revenue
Values in USD except per share items

Frequently Asked Questions


OSBC and EWBC have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OSBC has higher volatility (6.77%) compared to EWBC (6.35%). In terms of maximum drawdown, OSBC dropped -97.67% vs EWBC's -92.14%.

EWBC currently has the higher Sharpe Ratio (1.51 vs 1.28), 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 OSBC 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.

Open Portfolio Optimizer