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TD vs. WASH
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

TD vs. WASH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Toronto-Dominion Bank (TD) and Washington Trust Bancorp, Inc. (WASH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TD achieves a 21.22% return, which is significantly higher than WASH's 10.72% return. Over the past 10 years, TD has outperformed WASH with an annualized return of 14.46%, while WASH has yielded a comparatively lower 3.07% annualized return.


TD

1D
-0.85%
1M
5.75%
YTD
21.22%
6M
35.34%
1Y
66.49%
3Y*
30.08%
5Y*
13.99%
10Y*
14.46%

WASH

1D
-3.75%
1M
1.06%
YTD
10.72%
6M
10.57%
1Y
21.52%
3Y*
13.08%
5Y*
-4.73%
10Y*
3.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TD vs. WASH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TD
The Toronto-Dominion Bank
21.22%85.32%-13.40%5.04%-12.19%41.25%5.58%17.45%-12.10%22.85%
WASH
Washington Trust Bancorp, Inc.
10.72%1.69%2.68%-26.09%-12.49%30.86%-11.78%17.70%-7.75%-2.21%

Correlation

The correlation between TD and WASH is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.44

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

0.50

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

0.51

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

0.48

Correlation (All Time)
Calculated using the full available price history since Sep 3, 1996

0.33

The correlation between TD and WASH shifts across timeframes, from 0.33 (all time) to 0.51 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS

TD:

$10.11

WASH:

$2.71

PE Ratio

TD:

11.11

WASH:

11.63

PS Ratio

TD:

1.47

WASH:

1.59

Total Revenue (TTM)

TD:

$112.63B

WASH:

$381.08M

Gross Profit (TTM)

TD:

$59.49B

WASH:

$206.98M

EBITDA (TTM)

TD:

$19.99B

WASH:

$70.64M

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Return for Risk

TD vs. WASH — Risk / Return Rank

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

TD
TD Risk / Return Rank: 9797
Overall Rank
TD Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
TD Sortino Ratio Rank: 9898
Sortino Ratio Rank
TD Omega Ratio Rank: 9797
Omega Ratio Rank
TD Calmar Ratio Rank: 9696
Calmar Ratio Rank
TD Martin Ratio Rank: 9898
Martin Ratio Rank

WASH
WASH Risk / Return Rank: 6161
Overall Rank
WASH Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
WASH Sortino Ratio Rank: 5555
Sortino Ratio Rank
WASH Omega Ratio Rank: 5959
Omega Ratio Rank
WASH Calmar Ratio Rank: 6565
Calmar Ratio Rank
WASH Martin Ratio Rank: 6666
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.

TD vs. WASH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Toronto-Dominion Bank (TD) and Washington Trust Bancorp, Inc. (WASH). 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.


TDWASHDifference
Sharpe ratioReturn per unit of total volatility

+3.41

Sortino ratioReturn per unit of downside risk

+4.08

Omega ratioGain probability vs. loss probability

1.66

1.16

+0.50

Calmar ratioReturn relative to maximum drawdown

8.91

1.22

+7.68

Martin ratioReturn relative to average drawdown

34.77

2.99

+31.78

TD vs. WASH - Sharpe Ratio Comparison

The current TD Sharpe Ratio is 4.05, which is higher than the WASH Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of TD and WASH, 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


TDWASHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.05

0.64

+3.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

-0.14

+0.85

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

0.09

+0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.23

+0.37

Drawdowns

TD vs. WASH - Drawdown Comparison

The maximum TD drawdown since its inception was -64.18%, which is greater than WASH's maximum drawdown of -60.33%. Use the drawdown chart below to compare losses from any high point for TD and WASH.


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Drawdown Indicators


TDWASHDifference

Max Drawdown

Largest peak-to-trough decline

-64.18%

-60.33%

-3.85%

Max Drawdown (1Y)

Largest decline over 1 year

-7.50%

-17.65%

+10.15%

Max Drawdown (3Y)

Largest decline over 3 years

-19.19%

-32.25%

+13.06%

Max Drawdown (5Y)

Largest decline over 5 years

-30.93%

-60.33%

+29.40%

Max Drawdown (10Y)

Largest decline over 10 years

-41.98%

-60.33%

+18.35%

Current Drawdown

Current decline from peak

-1.07%

-30.34%

+29.27%

Average Drawdown

Average peak-to-trough decline

-11.23%

-17.44%

+6.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.92%

7.21%

-5.29%

Volatility

TD vs. WASH - Volatility Comparison

The current volatility for The Toronto-Dominion Bank (TD) is 5.57%, while Washington Trust Bancorp, Inc. (WASH) has a volatility of 6.70%. This indicates that TD experiences smaller price fluctuations and is considered to be less risky than WASH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TDWASHDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.57%

6.70%

-1.13%

Volatility (6M)

Calculated over the trailing 6-month period

12.99%

28.59%

-15.60%

Volatility (1Y)

Calculated over the trailing 1-year period

16.53%

34.04%

-17.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.82%

34.11%

-14.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.72%

33.87%

-12.15%

Dividends

TD vs. WASH - Dividend Comparison

TD's dividend yield for the trailing twelve months is around 2.74%, less than WASH's 7.10% yield.


PositionTTM20252024202320222021202020192018201720162015
TD
The Toronto-Dominion Bank
2.74%3.17%5.65%4.80%4.24%3.27%4.10%3.89%4.08%3.03%3.58%5.11%
WASH
Washington Trust Bancorp, Inc.
7.10%7.58%5.36%6.92%4.62%3.73%4.58%3.72%3.70%2.89%2.60%3.44%

Financials

TD vs. WASH - Financials Comparison

This section allows you to compare key financial metrics between The Toronto-Dominion Bank and Washington Trust 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


0.005.00B10.00B15.00B20.00B25.00B30.00B35.00B20222023202420252026
27.02B
91.46M
(TD) Total Revenue
(WASH) Total Revenue
Values in USD except per share items

TD vs. WASH - Profitability Comparison

The chart below illustrates the profitability comparison between The Toronto-Dominion Bank and Washington Trust Bancorp, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

40.0%50.0%60.0%70.0%80.0%90.0%100.0%20222023202420252026
55.2%
57.7%
Portfolio components
TD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Toronto-Dominion Bank reported a gross profit of 14.90B and revenue of 27.02B. Therefore, the gross margin over that period was 55.2%.

WASH - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Washington Trust Bancorp, Inc. reported a gross profit of 52.77M and revenue of 91.46M. Therefore, the gross margin over that period was 57.7%.

TD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Toronto-Dominion Bank reported an operating income of 5.02B and revenue of 27.02B, resulting in an operating margin of 18.6%.

WASH - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Washington Trust Bancorp, Inc. reported an operating income of 20.67M and revenue of 91.46M, resulting in an operating margin of 22.6%.

TD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Toronto-Dominion Bank reported a net income of 4.25B and revenue of 27.02B, resulting in a net margin of 15.7%.

WASH - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Washington Trust Bancorp, Inc. reported a net income of 15.97M and revenue of 91.46M, resulting in a net margin of 17.5%.


Frequently Asked Questions


TD and WASH have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WASH has higher volatility (6.70%) compared to TD (5.57%). In terms of maximum drawdown, TD dropped -64.18% vs WASH's -60.33%.

TD currently has the higher Sharpe Ratio (4.05 vs 0.64), 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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