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

Key characteristics


WASHTD
YTD Return27.90%-7.91%
1Y Return54.91%-2.90%
3Y Return (Ann)-6.80%-4.58%
5Y Return (Ann)-0.32%4.07%
10Y Return (Ann)5.12%5.35%
Sharpe Ratio1.39-0.14
Sortino Ratio2.15-0.06
Omega Ratio1.260.99
Calmar Ratio1.04-0.08
Martin Ratio3.97-0.30
Ulcer Index14.19%8.30%
Daily Std Dev40.66%18.51%
Max Drawdown-60.33%-64.16%
Current Drawdown-22.93%-24.40%

Fundamentals


WASHTD
Market Cap$676.96M$99.63B
EPS$2.68$3.07
PE Ratio14.8018.29
PEG Ratio4.011.22
Total Revenue (TTM)$405.29M$88.92B
Gross Profit (TTM)$351.28M$88.92B
EBITDA (TTM)$10.76M$2.01B

Correlation

-0.50.00.51.00.3

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.

Performance

WASH vs. TD - Performance Comparison

In the year-to-date period, WASH achieves a 27.90% return, which is significantly higher than TD's -7.91% return. Both investments have delivered pretty close results over the past 10 years, with WASH having a 5.12% annualized return and TD not far ahead at 5.35%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%40.00%50.00%JuneJulyAugustSeptemberOctoberNovember
47.31%
2.09%
WASH
TD

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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.


WASH
Sharpe ratio
The chart of Sharpe ratio for WASH, currently valued at 1.39, compared to the broader market-4.00-2.000.002.004.001.39
Sortino ratio
The chart of Sortino ratio for WASH, currently valued at 2.15, compared to the broader market-4.00-2.000.002.004.006.002.15
Omega ratio
The chart of Omega ratio for WASH, currently valued at 1.26, compared to the broader market0.501.001.502.001.26
Calmar ratio
The chart of Calmar ratio for WASH, currently valued at 1.04, compared to the broader market0.002.004.006.001.04
Martin ratio
The chart of Martin ratio for WASH, currently valued at 3.97, compared to the broader market0.0010.0020.0030.003.97
TD
Sharpe ratio
The chart of Sharpe ratio for TD, currently valued at -0.14, compared to the broader market-4.00-2.000.002.004.00-0.14
Sortino ratio
The chart of Sortino ratio for TD, currently valued at -0.06, compared to the broader market-4.00-2.000.002.004.006.00-0.06
Omega ratio
The chart of Omega ratio for TD, currently valued at 0.99, compared to the broader market0.501.001.502.000.99
Calmar ratio
The chart of Calmar ratio for TD, currently valued at -0.08, compared to the broader market0.002.004.006.00-0.08
Martin ratio
The chart of Martin ratio for TD, currently valued at -0.30, compared to the broader market0.0010.0020.0030.00-0.30

WASH vs. TD - Sharpe Ratio Comparison

The current WASH Sharpe Ratio is 1.39, which is higher than the TD Sharpe Ratio of -0.14. 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-0.500.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.39
-0.14
WASH
TD

Dividends

WASH vs. TD - Dividend Comparison

WASH's dividend yield for the trailing twelve months is around 5.74%, more than TD's 5.31% yield.


TTM20232022202120202019201820172016201520142013
WASH
Washington Trust Bancorp, Inc.
5.74%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
5.31%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%JuneJulyAugustSeptemberOctoberNovember
-22.93%
-24.40%
WASH
TD

Volatility

WASH vs. TD - Volatility Comparison

Washington Trust Bancorp, Inc. (WASH) has a higher volatility of 19.06% compared to The Toronto-Dominion Bank (TD) at 3.72%. 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%JuneJulyAugustSeptemberOctoberNovember
19.06%
3.72%
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