WASH vs. KW

In the year-to-date period, WASH achieves a -8.27% return, which is significantly higher than KW's -33.91% return. Over the past 10 years, WASH has outperformed KW with an annualized return of 1.64%, while KW has yielded a comparatively lower -8.68% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Washington Trust Bancorp, Inc. (WASH) and Kennedy-Wilson Holdings, Inc. (KW). 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.

The current WASH Sharpe Ratio is 0.34, which is higher than the KW Sharpe Ratio of -0.55. The chart below compares the historical Sharpe Ratios of WASH and KW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

WASH's dividend yield for the trailing twelve months is around 8.08%, more than KW's 7.37% yield.

The maximum WASH drawdown since its inception was -60.33%, smaller than the maximum KW drawdown of -69.32%. Use the drawdown chart below to compare losses from any high point for WASH and KW. For additional features, visit the drawdowns tool.

The current volatility for Washington Trust Bancorp, Inc. (WASH) is 13.35%, while Kennedy-Wilson Holdings, Inc. (KW) has a volatility of 18.15%. This indicates that WASH experiences smaller price fluctuations and is considered to be less risky than KW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Washington Trust Bancorp, Inc. and Kennedy-Wilson Holdings, 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.