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

Key characteristics


RFHWC
YTD Return28.75%11.96%
1Y Return74.17%59.11%
3Y Return (Ann)4.86%5.12%
5Y Return (Ann)12.31%9.08%
10Y Return (Ann)13.00%7.20%
Sharpe Ratio2.851.93
Sortino Ratio3.812.72
Omega Ratio1.471.32
Calmar Ratio2.011.64
Martin Ratio14.997.19
Ulcer Index5.20%8.47%
Daily Std Dev27.36%31.51%
Max Drawdown-92.65%-70.93%
Current Drawdown-0.00%-6.25%

Fundamentals


RFHWC
Market Cap$21.92B$4.58B
EPS$1.79$4.51
PE Ratio13.4411.78
Total Revenue (TTM)$8.07B$1.56B
Gross Profit (TTM)$8.09B$1.39B
EBITDA (TTM)$1.45B$158.04M

Correlation

-0.50.00.51.00.5

The correlation between RF and HWC is 0.51, 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

RF vs. HWC - Performance Comparison

In the year-to-date period, RF achieves a 28.75% return, which is significantly higher than HWC's 11.96% return. Over the past 10 years, RF has outperformed HWC with an annualized return of 13.00%, while HWC has yielded a comparatively lower 7.20% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctober
25.86%
16.58%
RF
HWC

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Risk-Adjusted Performance

RF vs. HWC - Risk-Adjusted Performance 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.


RF
Sharpe ratio
The chart of Sharpe ratio for RF, currently valued at 2.85, compared to the broader market-4.00-2.000.002.004.002.85
Sortino ratio
The chart of Sortino ratio for RF, currently valued at 3.81, compared to the broader market-4.00-2.000.002.004.006.003.81
Omega ratio
The chart of Omega ratio for RF, currently valued at 1.47, compared to the broader market0.501.001.502.001.47
Calmar ratio
The chart of Calmar ratio for RF, currently valued at 2.01, compared to the broader market0.002.004.006.002.01
Martin ratio
The chart of Martin ratio for RF, currently valued at 14.99, compared to the broader market-10.000.0010.0020.0030.0014.99
HWC
Sharpe ratio
The chart of Sharpe ratio for HWC, currently valued at 1.93, compared to the broader market-4.00-2.000.002.004.001.93
Sortino ratio
The chart of Sortino ratio for HWC, currently valued at 2.72, compared to the broader market-4.00-2.000.002.004.006.002.72
Omega ratio
The chart of Omega ratio for HWC, currently valued at 1.32, compared to the broader market0.501.001.502.001.32
Calmar ratio
The chart of Calmar ratio for HWC, currently valued at 1.64, compared to the broader market0.002.004.006.001.64
Martin ratio
The chart of Martin ratio for HWC, currently valued at 7.19, compared to the broader market-10.000.0010.0020.0030.007.19

RF vs. HWC - Sharpe Ratio Comparison

The current RF Sharpe Ratio is 2.85, which is higher than the HWC Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of RF and HWC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00JuneJulyAugustSeptemberOctober
2.85
1.93
RF
HWC

Dividends

RF vs. HWC - Dividend Comparison

RF's dividend yield for the trailing twelve months is around 4.03%, more than HWC's 2.63% yield.


TTM20232022202120202019201820172016201520142013
RF
Regions Financial Corporation
4.03%4.54%3.43%2.98%3.85%3.44%3.44%1.82%1.78%2.40%1.70%1.01%
HWC
Hancock Whitney Corporation
2.63%2.47%2.23%2.16%3.17%2.46%2.94%1.94%2.23%3.81%3.13%2.62%

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. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctober
-0.00%
-6.25%
RF
HWC

Volatility

RF vs. HWC - Volatility Comparison

The current volatility for Regions Financial Corporation (RF) is 4.86%, while Hancock Whitney Corporation (HWC) has a volatility of 6.83%. This indicates that RF experiences smaller price fluctuations and is considered to be less risky than HWC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%JuneJulyAugustSeptemberOctober
4.86%
6.83%
RF
HWC

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



Values in USD except per share items