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

Performance

TRMK vs. RF - Performance Comparison

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

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Returns By Period

In the year-to-date period, TRMK achieves a 23.21% return, which is significantly higher than RF's 16.41% return. Over the past 10 years, TRMK has underperformed RF with an annualized return of 9.53%, while RF has yielded a comparatively higher 17.63% annualized return.


TRMK

1D
-0.19%
1M
2.31%
6M
12.86%
YTD
23.21%
1Y
32.87%
3Y*
25.50%
5Y*
12.88%
10Y*
9.53%
ALL TIME*
10.35%

RF

1D
0.32%
1M
2.21%
6M
10.69%
YTD
16.41%
1Y
29.33%
3Y*
20.85%
5Y*
14.91%
10Y*
17.63%
ALL TIME*
7.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$297.55M$312.28M$316.23M
$26.79M$22.09M$20.08M

TRMK vs. RF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TRMK
Trustmark Corporation
23.21%12.99%30.65%-17.02%10.67%22.34%-17.98%24.73%-8.24%-8.04%
RF
Regions Financial Corporation
16.41%21.99%27.00%-5.69%2.33%39.39%-1.61%33.35%-20.59%22.95%

Correlation

The correlation between TRMK and RF is 0.72, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.72

Correlation (3Y)
Balances recent behavior with more history.

0.74

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.73

Correlation (10Y)
Provides a long-term view across more market conditions.

0.75

Correlation (All Time)
Calculated using the full available price history since Mar 3, 1992

0.52

Over the past year, TRMK and RF have become more correlated (0.72) than their long-term average of 0.52, meaning their price movements have been converging.

Fundamentals

Market Cap

TRMK:

$2.78B

RF:

$26.41B

EPS

TRMK:

$3.93

RF:

$2.55

PE Ratio

TRMK:

12.08

RF:

12.13

PS Ratio

TRMK:

2.48

RF:

2.83

PB Ratio

TRMK:

1.30

RF:

1.52

Total Revenue (TTM)

TRMK:

$1.14B

RF:

$9.57B

Gross Profit (TTM)

TRMK:

$422.89M

RF:

$7.35B

EBITDA (TTM)

TRMK:

$260.89M

RF:

$2.91B

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Return for Risk

TRMK vs. RF — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

TRMK
TRMK Risk / Return Rank: 8282
Overall Rank
TRMK Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
TRMK Sortino Ratio Rank: 7878
Sortino Ratio Rank
TRMK Omega Ratio Rank: 7878
Omega Ratio Rank
TRMK Calmar Ratio Rank: 8686
Calmar Ratio Rank
TRMK Martin Ratio Rank: 8787
Martin Ratio Rank

RF
RF Risk / Return Rank: 7474
Overall Rank
RF Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
RF Sortino Ratio Rank: 7272
Sortino Ratio Rank
RF Omega Ratio Rank: 7272
Omega Ratio Rank
RF Calmar Ratio Rank: 7373
Calmar Ratio Rank
RF Martin Ratio Rank: 7373
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

TRMK vs. RF - Risk-Adjusted Trends Comparison

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

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


TRMKRFDifference
Sharpe ratioReturn per unit of total volatility

+0.20

Sortino ratioReturn per unit of downside risk

+0.32

Omega ratioGain probability vs. loss probability

1.25

1.20

+0.04

Calmar ratioReturn relative to maximum drawdown

2.86

1.47

+1.39

Martin ratioReturn relative to average drawdown

7.84

3.51

+4.33

TRMK vs. RF - Sharpe Ratio Comparison

The current TRMK Sharpe Ratio is 1.33, which is comparable to the RF Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of TRMK and RF, 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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Drawdowns

TRMK vs. RF - Drawdown Comparison

The maximum TRMK drawdown since its inception was -53.55%, smaller than the maximum RF drawdown of -92.65%. Use the drawdown chart below to compare losses from any high point for TRMK and RF.


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Drawdown Indicators


TRMKRFDifference

Max Drawdown

Largest peak-to-trough decline

-53.55%

-92.65%

+39.10%

Max Drawdown (1Y)

Largest decline over 1 year

-10.67%

-18.45%

+7.78%

Max Drawdown (3Y)

Largest decline over 3 years

-26.47%

-32.35%

+5.88%

Max Drawdown (5Y)

Largest decline over 5 years

-47.77%

-40.99%

-6.78%

Max Drawdown (10Y)

Largest decline over 10 years

-47.77%

-60.73%

+12.96%

Current Drawdown

Current decline from peak

-0.44%

-4.48%

+4.04%

Average Drawdown

Average peak-to-trough decline

-12.71%

-30.96%

+18.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.89%

7.74%

-3.85%

Volatility

TRMK vs. RF - Volatility Comparison

The current volatility for Trustmark Corporation (TRMK) is 5.31%, while Regions Financial Corporation (RF) has a volatility of 6.85%. This indicates that TRMK experiences smaller price fluctuations and is considered to be less risky than RF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TRMKRFDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.31%

6.85%

-1.54%

Volatility (6M)

Calculated over the trailing 6-month period

14.12%

17.66%

-3.54%

Volatility (1Y)

Calculated over the trailing 1-year period

23.04%

24.26%

-1.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.98%

31.12%

-2.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.51%

35.64%

-5.13%

Dividends

TRMK vs. RF - Dividend Comparison

TRMK's dividend yield for the trailing twelve months is around 2.07%, less than RF's 3.42% yield.


PositionTTM20252024202320222021202020192018201720162015
RF
Regions Financial Corporation
3.42%5.12%4.17%4.54%3.43%2.98%3.85%3.44%3.44%1.82%1.78%2.40%
TRMK
Trustmark Corporation
2.07%2.46%2.60%3.30%2.64%2.83%3.37%2.67%3.24%2.89%2.58%3.99%

Financials

TRMK vs. RF - Financials Comparison

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

Frequently Asked Questions


TRMK and RF have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RF has higher volatility (6.85%) compared to TRMK (5.31%). In terms of maximum drawdown, TRMK dropped -53.55% vs RF's -92.65%.

TRMK currently has the higher Sharpe Ratio (1.33 vs 1.12), 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

Find the right allocation for TRMK and RF

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