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TD vs. WASH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
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.

0.00%10.00%20.00%30.00%40.00%50.00%60.00%JuneJulyAugustSeptemberOctoberNovember
4.22%
45.41%
TD
WASH

Returns By Period

In the year-to-date period, TD achieves a -9.08% return, which is significantly lower than WASH's 19.88% return. Over the past 10 years, TD has outperformed WASH with an annualized return of 5.29%, while WASH has yielded a comparatively lower 4.44% annualized return.


TD

YTD

-9.08%

1M

-2.39%

6M

4.22%

1Y

-3.55%

5Y (annualized)

3.82%

10Y (annualized)

5.29%

WASH

YTD

19.88%

1M

6.21%

6M

45.41%

1Y

49.26%

5Y (annualized)

-1.25%

10Y (annualized)

4.44%

Fundamentals


TDWASH
Market Cap$97.78B$621.16M
EPS$3.09$2.67
PE Ratio18.1013.63
PEG Ratio1.224.01
Total Revenue (TTM)$72.61B$350.09M
Gross Profit (TTM)$88.92B$351.28M
EBITDA (TTM)$2.01B$27.62M

Key characteristics


TDWASH
Sharpe Ratio-0.241.21
Sortino Ratio-0.201.96
Omega Ratio0.971.24
Calmar Ratio-0.150.91
Martin Ratio-0.533.47
Ulcer Index8.47%14.22%
Daily Std Dev18.48%40.67%
Max Drawdown-64.16%-60.33%
Current Drawdown-25.36%-27.77%

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Correlation

-0.50.00.51.00.3

The correlation between TD and WASH is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

TD vs. WASH - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for TD, currently valued at -0.24, compared to the broader market-4.00-2.000.002.004.00-0.241.21
The chart of Sortino ratio for TD, currently valued at -0.20, compared to the broader market-4.00-2.000.002.004.00-0.201.96
The chart of Omega ratio for TD, currently valued at 0.97, compared to the broader market0.501.001.502.000.971.24
The chart of Calmar ratio for TD, currently valued at -0.15, compared to the broader market0.002.004.006.00-0.150.91
The chart of Martin ratio for TD, currently valued at -0.53, compared to the broader market0.0010.0020.0030.00-0.533.47
TD
WASH

The current TD Sharpe Ratio is -0.24, which is lower than the WASH Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of TD and WASH, 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 Ratio-0.500.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
-0.24
1.21
TD
WASH

Dividends

TD vs. WASH - Dividend Comparison

TD's dividend yield for the trailing twelve months is around 5.38%, less than WASH's 6.12% yield.


TTM20232022202120202019201820172016201520142013
TD
The Toronto-Dominion Bank
5.38%4.40%4.24%3.27%4.10%3.89%4.09%3.08%3.29%4.07%3.54%3.35%
WASH
Washington Trust Bancorp, Inc.
6.12%6.92%4.62%3.73%4.58%3.72%3.70%2.89%2.60%3.44%3.04%2.77%

Drawdowns

TD vs. WASH - Drawdown Comparison

The maximum TD drawdown since its inception was -64.16%, 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. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%JuneJulyAugustSeptemberOctoberNovember
-25.36%
-27.77%
TD
WASH

Volatility

TD vs. WASH - Volatility Comparison

The current volatility for The Toronto-Dominion Bank (TD) is 3.73%, while Washington Trust Bancorp, Inc. (WASH) has a volatility of 17.28%. 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.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
3.73%
17.28%
TD
WASH

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


Values in USD except per share items