PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
WASH vs. NYCB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between WASH and NYCB is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

WASH vs. NYCB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Washington Trust Bancorp, Inc. (WASH) and New York Community Bancorp, Inc. (NYCB). 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%JulyAugustSeptemberOctoberNovemberDecember
28.77%
17.87%
WASH
NYCB

Key characteristics

Sharpe Ratio

WASH:

0.20

NYCB:

-0.68

Sortino Ratio

WASH:

0.59

NYCB:

-0.73

Omega Ratio

WASH:

1.07

NYCB:

0.89

Calmar Ratio

WASH:

0.15

NYCB:

-0.76

Martin Ratio

WASH:

0.54

NYCB:

-1.00

Ulcer Index

WASH:

14.61%

NYCB:

60.96%

Daily Std Dev

WASH:

39.98%

NYCB:

92.09%

Max Drawdown

WASH:

-60.33%

NYCB:

-80.11%

Current Drawdown

WASH:

-37.48%

NYCB:

-72.84%

Fundamentals

Market Cap

WASH:

$653.61M

NYCB:

$4.38B

EPS

WASH:

$2.67

NYCB:

-$14.50

PEG Ratio

WASH:

4.01

NYCB:

0.47

Total Revenue (TTM)

WASH:

$350.09M

NYCB:

$6.24B

Gross Profit (TTM)

WASH:

$351.28M

NYCB:

$4.93B

EBITDA (TTM)

WASH:

$27.62M

NYCB:

$757.00M

Returns By Period

In the year-to-date period, WASH achieves a 3.76% return, which is significantly higher than NYCB's -64.27% return. Over the past 10 years, WASH has outperformed NYCB with an annualized return of 2.38%, while NYCB has yielded a comparatively lower -9.14% annualized return.


WASH

YTD

3.76%

1M

-14.03%

6M

27.77%

1Y

7.93%

5Y*

-5.07%

10Y*

2.38%

NYCB

YTD

-64.27%

1M

0.00%

6M

17.87%

1Y

-63.66%

5Y*

-17.17%

10Y*

-9.14%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

WASH vs. NYCB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Washington Trust Bancorp, Inc. (WASH) and New York Community Bancorp, Inc. (NYCB). 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 WASH, currently valued at 0.20, compared to the broader market-4.00-2.000.002.000.20-0.72
The chart of Sortino ratio for WASH, currently valued at 0.59, compared to the broader market-4.00-2.000.002.004.000.59-0.87
The chart of Omega ratio for WASH, currently valued at 1.07, compared to the broader market0.501.001.502.001.070.87
The chart of Calmar ratio for WASH, currently valued at 0.15, compared to the broader market0.002.004.006.000.15-0.80
The chart of Martin ratio for WASH, currently valued at 0.54, compared to the broader market-5.000.005.0010.0015.0020.0025.000.54-1.03
WASH
NYCB

The current WASH Sharpe Ratio is 0.20, which is higher than the NYCB Sharpe Ratio of -0.68. The chart below compares the historical Sharpe Ratios of WASH and NYCB, 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-1.00-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.20
-0.72
WASH
NYCB

Dividends

WASH vs. NYCB - Dividend Comparison

WASH's dividend yield for the trailing twelve months is around 7.07%, more than NYCB's 1.85% yield.


TTM20232022202120202019201820172016201520142013
WASH
Washington Trust Bancorp, Inc.
7.07%6.92%4.62%3.73%4.58%3.72%3.70%2.89%2.60%3.44%3.04%2.77%
NYCB
New York Community Bancorp, Inc.
1.85%6.65%7.91%5.57%6.45%5.66%7.23%5.22%4.27%6.13%6.25%5.93%

Drawdowns

WASH vs. NYCB - Drawdown Comparison

The maximum WASH drawdown since its inception was -60.33%, smaller than the maximum NYCB drawdown of -80.11%. Use the drawdown chart below to compare losses from any high point for WASH and NYCB. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-37.48%
-72.84%
WASH
NYCB

Volatility

WASH vs. NYCB - Volatility Comparison

Washington Trust Bancorp, Inc. (WASH) has a higher volatility of 11.15% compared to New York Community Bancorp, Inc. (NYCB) at 0.00%. This indicates that WASH's price experiences larger fluctuations and is considered to be riskier than NYCB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
11.15%
0
WASH
NYCB

Financials

WASH vs. NYCB - Financials Comparison

This section allows you to compare key financial metrics between Washington Trust Bancorp, Inc. and New York Community 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab