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

Correlation

The correlation between WASH and TD 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.


-0.50.00.51.00.3

Performance

WASH vs. TD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Washington Trust Bancorp, Inc. (WASH) and The Toronto-Dominion Bank (TD). 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%
-0.60%
WASH
TD

Key characteristics

Sharpe Ratio

WASH:

0.20

TD:

-0.62

Sortino Ratio

WASH:

0.59

TD:

-0.69

Omega Ratio

WASH:

1.07

TD:

0.90

Calmar Ratio

WASH:

0.15

TD:

-0.38

Martin Ratio

WASH:

0.54

TD:

-1.24

Ulcer Index

WASH:

14.61%

TD:

9.52%

Daily Std Dev

WASH:

39.98%

TD:

19.12%

Max Drawdown

WASH:

-60.33%

TD:

-64.16%

Current Drawdown

WASH:

-37.48%

TD:

-30.11%

Fundamentals

Market Cap

WASH:

$653.61M

TD:

$92.13B

EPS

WASH:

$2.67

TD:

$3.32

PE Ratio

WASH:

12.71

TD:

15.83

PEG Ratio

WASH:

4.01

TD:

1.22

Total Revenue (TTM)

WASH:

$350.09M

TD:

$87.04B

Gross Profit (TTM)

WASH:

$351.28M

TD:

$103.35B

EBITDA (TTM)

WASH:

$27.62M

TD:

$2.01B

Returns By Period

In the year-to-date period, WASH achieves a 3.76% return, which is significantly higher than TD's -14.85% return. Over the past 10 years, WASH has underperformed TD with an annualized return of 2.38%, while TD has yielded a comparatively higher 5.37% annualized return.


WASH

YTD

3.76%

1M

-14.03%

6M

27.77%

1Y

7.93%

5Y*

-5.07%

10Y*

2.38%

TD

YTD

-14.85%

1M

-6.22%

6M

-0.60%

1Y

-11.76%

5Y*

3.11%

10Y*

5.37%

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. TD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Washington Trust Bancorp, Inc. (WASH) and The Toronto-Dominion Bank (TD). 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-4.00-2.000.002.000.20-0.62
The chart of Sortino ratio for WASH, currently valued at 0.59, compared to the broader market-4.00-2.000.002.004.000.59-0.69
The chart of Omega ratio for WASH, currently valued at 1.07, compared to the broader market0.501.001.502.001.070.90
The chart of Calmar ratio for WASH, currently valued at 0.15, compared to the broader market0.002.004.006.000.15-0.38
The chart of Martin ratio for WASH, currently valued at 0.54, compared to the broader market-5.000.005.0010.0015.0020.0025.000.54-1.24
WASH
TD

The current WASH Sharpe Ratio is 0.20, which is higher than the TD Sharpe Ratio of -0.62. The chart below compares the historical Sharpe Ratios of WASH and TD, 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-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.20
-0.62
WASH
TD

Dividends

WASH vs. TD - Dividend Comparison

WASH's dividend yield for the trailing twelve months is around 7.07%, more than TD's 5.74% 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%
TD
The Toronto-Dominion Bank
5.74%4.40%4.24%3.27%4.10%3.89%4.09%3.08%3.29%4.07%3.54%3.35%

Drawdowns

WASH vs. TD - Drawdown Comparison

The maximum WASH drawdown since its inception was -60.33%, smaller than the maximum TD drawdown of -64.16%. Use the drawdown chart below to compare losses from any high point for WASH and TD. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-37.48%
-30.11%
WASH
TD

Volatility

WASH vs. TD - Volatility Comparison

Washington Trust Bancorp, Inc. (WASH) has a higher volatility of 11.15% compared to The Toronto-Dominion Bank (TD) at 7.93%. This indicates that WASH's price experiences larger fluctuations and is considered to be riskier than TD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
11.15%
7.93%
WASH
TD

Financials

WASH vs. TD - Financials Comparison

This section allows you to compare key financial metrics between Washington Trust Bancorp, Inc. and The Toronto-Dominion Bank. 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