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

Key characteristics


TDWASH
YTD Return-5.83%-17.59%
1Y Return3.21%-0.61%
3Y Return (Ann)-0.31%-15.80%
5Y Return (Ann)5.65%-7.73%
10Y Return (Ann)6.42%1.61%
Sharpe Ratio0.25-0.01
Daily Std Dev19.03%41.50%
Max Drawdown-64.16%-72.36%
Current Drawdown-22.71%-50.35%

Fundamentals


TDWASH
Market Cap$105.12B$445.25M
EPS$4.62$2.71
PE Ratio12.859.65
PEG Ratio1.094.01
Revenue (TTM)$50.40B$188.49M
Gross Profit (TTM)$49.20B$219.89M

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.

Performance

TD vs. WASH - Performance Comparison

In the year-to-date period, TD achieves a -5.83% return, which is significantly higher than WASH's -17.59% return. Over the past 10 years, TD has outperformed WASH with an annualized return of 6.42%, while WASH has yielded a comparatively lower 1.61% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%1,000.00%2,000.00%3,000.00%4,000.00%NovemberDecember2024FebruaryMarchApril
4,169.79%
505.04%
TD
WASH

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The Toronto-Dominion Bank

Washington Trust Bancorp, Inc.

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.


TD
Sharpe ratio
The chart of Sharpe ratio for TD, currently valued at 0.25, compared to the broader market-2.00-1.000.001.002.003.004.000.25
Sortino ratio
The chart of Sortino ratio for TD, currently valued at 0.47, compared to the broader market-4.00-2.000.002.004.006.000.47
Omega ratio
The chart of Omega ratio for TD, currently valued at 1.06, compared to the broader market0.501.001.501.06
Calmar ratio
The chart of Calmar ratio for TD, currently valued at 0.16, compared to the broader market0.002.004.006.000.16
Martin ratio
The chart of Martin ratio for TD, currently valued at 0.69, compared to the broader market0.0010.0020.0030.000.69
WASH
Sharpe ratio
The chart of Sharpe ratio for WASH, currently valued at -0.01, compared to the broader market-2.00-1.000.001.002.003.004.00-0.01
Sortino ratio
The chart of Sortino ratio for WASH, currently valued at 0.29, compared to the broader market-4.00-2.000.002.004.006.000.29
Omega ratio
The chart of Omega ratio for WASH, currently valued at 1.03, compared to the broader market0.501.001.501.03
Calmar ratio
The chart of Calmar ratio for WASH, currently valued at -0.01, compared to the broader market0.002.004.006.00-0.01
Martin ratio
The chart of Martin ratio for WASH, currently valued at -0.04, compared to the broader market0.0010.0020.0030.00-0.04

TD vs. WASH - Sharpe Ratio Comparison

The current TD Sharpe Ratio is 0.25, which is higher than the WASH Sharpe Ratio of -0.01. The chart below compares the 12-month rolling Sharpe Ratio of TD and WASH.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.50NovemberDecember2024FebruaryMarchApril
0.25
-0.01
TD
WASH

Dividends

TD vs. WASH - Dividend Comparison

TD's dividend yield for the trailing twelve months is around 4.94%, less than WASH's 8.57% yield.


TTM20232022202120202019201820172016201520142013
TD
The Toronto-Dominion Bank
4.94%4.40%4.23%3.27%4.09%3.89%4.10%3.08%3.29%4.07%3.54%3.36%
WASH
Washington Trust Bancorp, Inc.
8.57%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%, smaller than the maximum WASH drawdown of -72.36%. Use the drawdown chart below to compare losses from any high point for TD and WASH. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%NovemberDecember2024FebruaryMarchApril
-22.71%
-50.35%
TD
WASH

Volatility

TD vs. WASH - Volatility Comparison

The current volatility for The Toronto-Dominion Bank (TD) is 4.58%, while Washington Trust Bancorp, Inc. (WASH) has a volatility of 9.49%. 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%NovemberDecember2024FebruaryMarchApril
4.58%
9.49%
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