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RF vs. HWC
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

RF vs. HWC - Performance Comparison

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

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Returns By Period

In the year-to-date period, RF achieves a 6.93% return, which is significantly higher than HWC's 6.38% return. Over the past 10 years, RF has outperformed HWC with an annualized return of 15.42%, while HWC has yielded a comparatively lower 12.90% annualized return.


RF

1D
3.76%
1M
2.36%
YTD
6.93%
6M
9.72%
1Y
38.82%
3Y*
22.83%
5Y*
9.37%
10Y*
15.42%

HWC

1D
-2.14%
1M
1.27%
YTD
6.38%
6M
8.41%
1Y
25.70%
3Y*
21.68%
5Y*
9.19%
10Y*
12.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RF vs. HWC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RF
Regions Financial Corporation
6.93%21.99%27.00%-5.69%2.33%39.39%-1.61%33.35%-20.59%22.95%
HWC
Hancock Whitney Corporation
6.38%20.02%16.07%3.30%-1.23%50.58%-19.11%30.21%-28.49%17.20%

Correlation

The correlation between RF and HWC 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 3, 2001

0.66

The correlation between RF and HWC shifts across timeframes, from 0.66 (all time) to 0.81 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

RF:

$24.68B

HWC:

$5.53B

EPS

RF:

$2.51

HWC:

$4.90

PE Ratio

RF:

11.31

HWC:

13.73

PS Ratio

RF:

2.62

HWC:

3.72

PB Ratio

RF:

1.42

HWC:

1.25

Total Revenue (TTM)

RF:

$9.62B

HWC:

$1.53B

Gross Profit (TTM)

RF:

$7.29B

HWC:

$1.12B

EBITDA (TTM)

RF:

$2.90B

HWC:

$496.74M

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Return for Risk

RF vs. HWC — Risk / Return Rank

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

RF
RF Risk / Return Rank: 7878
Overall Rank
RF Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
RF Sortino Ratio Rank: 7878
Sortino Ratio Rank
RF Omega Ratio Rank: 7777
Omega Ratio Rank
RF Calmar Ratio Rank: 7575
Calmar Ratio Rank
RF Martin Ratio Rank: 7676
Martin Ratio Rank

HWC
HWC Risk / Return Rank: 6767
Overall Rank
HWC Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
HWC Sortino Ratio Rank: 6363
Sortino Ratio Rank
HWC Omega Ratio Rank: 6464
Omega Ratio Rank
HWC Calmar Ratio Rank: 6868
Calmar Ratio Rank
HWC Martin Ratio Rank: 6969
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.

RF vs. HWC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Regions Financial Corporation (RF) and Hancock Whitney Corporation (HWC). 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.


RFHWCDifference
Sharpe ratioReturn per unit of total volatility

+0.58

Sortino ratioReturn per unit of downside risk

+0.74

Omega ratioGain probability vs. loss probability

1.28

1.19

+0.09

Calmar ratioReturn relative to maximum drawdown

2.11

1.48

+0.63

Martin ratioReturn relative to average drawdown

5.07

3.50

+1.57

RF vs. HWC - Sharpe Ratio Comparison

The current RF Sharpe Ratio is 1.57, which is higher than the HWC Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of RF and HWC, 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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Sharpe Ratios by Period


RFHWCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.57

0.98

+0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

0.28

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.33

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.27

-0.09

Drawdowns

RF vs. HWC - Drawdown Comparison

The maximum RF drawdown since its inception was -92.65%, which is greater than HWC's maximum drawdown of -70.93%. Use the drawdown chart below to compare losses from any high point for RF and HWC.


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Drawdown Indicators


RFHWCDifference

Max Drawdown

Largest peak-to-trough decline

-92.65%

-70.93%

-21.72%

Max Drawdown (1Y)

Largest decline over 1 year

-18.45%

-17.45%

-1.00%

Max Drawdown (3Y)

Largest decline over 3 years

-32.35%

-25.77%

-6.58%

Max Drawdown (5Y)

Largest decline over 5 years

-40.99%

-41.90%

+0.91%

Max Drawdown (10Y)

Largest decline over 10 years

-60.73%

-70.93%

+10.20%

Current Drawdown

Current decline from peak

-6.37%

-8.96%

+2.59%

Average Drawdown

Average peak-to-trough decline

-31.08%

-21.43%

-9.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.68%

7.36%

+0.32%

Volatility

RF vs. HWC - Volatility Comparison

Regions Financial Corporation (RF) and Hancock Whitney Corporation (HWC) have volatilities of 7.68% and 7.56%, 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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Volatility by Period


RFHWCDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.68%

7.56%

+0.12%

Volatility (6M)

Calculated over the trailing 6-month period

18.24%

17.26%

+0.98%

Volatility (1Y)

Calculated over the trailing 1-year period

24.95%

26.36%

-1.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.57%

33.34%

-1.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.93%

39.28%

-3.35%

Dividends

RF vs. HWC - Dividend Comparison

RF's dividend yield for the trailing twelve months is around 3.73%, more than HWC's 2.75% yield.


PositionTTM20252024202320222021202020192018201720162015
HWC
Hancock Whitney Corporation
2.75%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
3.73%5.12%4.17%4.54%3.43%2.98%3.85%3.44%3.44%1.82%1.78%2.40%

Financials

RF vs. HWC - Financials Comparison

This section allows you to compare key financial metrics between Regions Financial Corporation and Hancock Whitney 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


0.00500.00M1.00B1.50B2.00B2.50B20222023202420252026
2.33B
2.54K
(RF) Total Revenue
(HWC) Total Revenue
Values in USD except per share items

Frequently Asked Questions


RF and HWC 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 (7.68%) compared to HWC (7.56%). In terms of maximum drawdown, RF dropped -92.65% vs HWC's -70.93%.

RF currently has the higher Sharpe Ratio (1.57 vs 0.98), 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

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