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

Correlation

The correlation between ZION and BOH is 0.55, 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.


-0.50.00.51.00.6

Performance

ZION vs. BOH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Zions Bancorporation, National Association (ZION) and Bank of Hawaii Corporation (BOH). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
31.14%
24.38%
ZION
BOH

Key characteristics

Sharpe Ratio

ZION:

0.77

BOH:

-0.06

Sortino Ratio

ZION:

1.37

BOH:

0.15

Omega Ratio

ZION:

1.16

BOH:

1.02

Calmar Ratio

ZION:

0.63

BOH:

-0.05

Martin Ratio

ZION:

3.82

BOH:

-0.12

Ulcer Index

ZION:

7.31%

BOH:

14.46%

Daily Std Dev

ZION:

36.51%

BOH:

30.86%

Max Drawdown

ZION:

-92.20%

BOH:

-62.62%

Current Drawdown

ZION:

-20.04%

BOH:

-16.38%

Fundamentals

Market Cap

ZION:

$8.30B

BOH:

$2.90B

EPS

ZION:

$4.39

BOH:

$3.33

PE Ratio

ZION:

12.81

BOH:

21.93

PEG Ratio

ZION:

1.56

BOH:

2.09

Total Revenue (TTM)

ZION:

$4.45B

BOH:

$882.22M

Gross Profit (TTM)

ZION:

$4.94B

BOH:

$883.12M

EBITDA (TTM)

ZION:

$233.00M

BOH:

$279.66M

Returns By Period

In the year-to-date period, ZION achieves a 25.52% return, which is significantly higher than BOH's -0.76% return. Over the past 10 years, ZION has outperformed BOH with an annualized return of 9.17%, while BOH has yielded a comparatively lower 5.16% annualized return.


ZION

YTD

25.52%

1M

-10.26%

6M

30.41%

1Y

25.35%

5Y*

4.15%

10Y*

9.17%

BOH

YTD

-0.76%

1M

-10.72%

6M

24.38%

1Y

0.51%

5Y*

-2.37%

10Y*

5.16%

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

ZION vs. BOH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Zions Bancorporation, National Association (ZION) and Bank of Hawaii Corporation (BOH). 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 ZION, currently valued at 0.70, compared to the broader market-4.00-2.000.002.000.70-0.06
The chart of Sortino ratio for ZION, currently valued at 1.28, compared to the broader market-4.00-2.000.002.004.001.280.15
The chart of Omega ratio for ZION, currently valued at 1.15, compared to the broader market0.501.001.502.001.151.02
The chart of Calmar ratio for ZION, currently valued at 0.57, compared to the broader market0.002.004.006.000.57-0.05
The chart of Martin ratio for ZION, currently valued at 3.45, compared to the broader market0.0010.0020.003.45-0.12
ZION
BOH

The current ZION Sharpe Ratio is 0.77, which is higher than the BOH Sharpe Ratio of -0.06. The chart below compares the historical Sharpe Ratios of ZION and BOH, 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.70
-0.06
ZION
BOH

Dividends

ZION vs. BOH - Dividend Comparison

ZION's dividend yield for the trailing twelve months is around 3.12%, less than BOH's 5.13% yield.


TTM20232022202120202019201820172016201520142013
ZION
Zions Bancorporation, National Association
3.12%3.74%3.21%2.28%3.13%2.47%2.55%0.87%0.65%0.81%0.56%0.43%
BOH
Bank of Hawaii Corporation
5.13%3.86%3.61%3.27%3.50%2.72%3.48%2.38%2.13%2.86%3.03%3.04%

Drawdowns

ZION vs. BOH - Drawdown Comparison

The maximum ZION drawdown since its inception was -92.20%, which is greater than BOH's maximum drawdown of -62.62%. Use the drawdown chart below to compare losses from any high point for ZION and BOH. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-20.04%
-16.38%
ZION
BOH

Volatility

ZION vs. BOH - Volatility Comparison

Zions Bancorporation, National Association (ZION) has a higher volatility of 7.50% compared to Bank of Hawaii Corporation (BOH) at 6.88%. This indicates that ZION's price experiences larger fluctuations and is considered to be riskier than BOH 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
7.50%
6.88%
ZION
BOH

Financials

ZION vs. BOH - Financials Comparison

This section allows you to compare key financial metrics between Zions Bancorporation, National Association and Bank of Hawaii 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
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