Bank of Hawaii Corporation

10-Year Study

BOH.US · Financial Services · US · Common Stock

Executive Summary: Bank of Hawaii Corporation has compounded at 4.5% annually over the last 10 years, with a maximum drawdown of 53.0% and an annualized volatility of 39.5%.

1Y CAGR
+22.4%
3Y CAGR
+32.2%
5Y CAGR
+1.3%
10Y CAGR
+4.5%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
53.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.18
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.29
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
31.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +45.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -19.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20269.41.3-2.05.6————————14.7%
20254.6-2.1-4.5-4.11.71.5-8.411.2-3.6-1.12.04.30.0%
2024-12.7-3.53.5-9.13.1-0.919.9-2.2-5.416.210.3-9.83.6%
2023-1.4-1.2-30.4-7.0-17.75.338.6-4.7-7.5-0.619.024.8-1.5%
20222.81.0-2.6-11.47.9-6.47.7-1.7-2.4-0.27.1-3.9-4.1%
20212.012.72.31.6-0.5-6.2-0.60.9-2.02.8-4.85.012.8%
2020-5.8-16.2-25.823.4-4.7-4.5-7.8-1.7-8.220.024.52.3-16.3%
201914.97.1-4.14.5-7.49.62.8-2.23.91.64.05.645.9%
2018-2.4-1.41.31.31.6-1.8-3.54.0-5.1-0.62.5-15.6-19.2%
2017-3.1-1.1-2.5-1.1-4.06.70.8-6.06.7-2.14.71.0-0.9%
2016———0.25.7-4.20.25.20.83.511.66.432.4%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 39.5%. The dominant macroeconomic risk driver is IJR.US, accounting for 32.4% of variance. Idiosyncratic stock-specific factors contribute 20.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110019.033968634694
2016-05-0110593.792962237107
2016-06-0110144.102394811727
2016-07-0110161.799180139486
2016-08-0110694.248858170817
2016-09-0110780.350927044114
2016-10-0111155.911394891122
2016-11-0112446.021670726968
2016-12-0113240.22498109139
2017-01-0112825.196712200544
2017-02-0112682.556861630777
2017-03-0112367.232323063487
2017-04-0112235.081004057516
2017-05-0111746.256931415033
2017-06-0112538.120170992315
2017-07-0112643.903906664604
2017-08-0111883.986812029634
2017-09-0112679.506412211826
2017-10-0112413.323360174501
2017-11-0112991.989436251873
2017-12-0113117.51751919067
2018-01-0112806.789548240975
2018-02-0112630.803688954446
2018-03-0112798.682874442666
2018-04-0112969.654296328177
2018-05-0113173.7210050604
2018-06-0112939.504991454562
2018-07-0112485.029815009046
2018-08-0112987.225720720908
2018-09-0112327.952563422186
2018-10-0112254.532842475628
2018-11-0112556.882524267787
2018-12-0110599.747606650815
2019-01-0112175.847962258
2019-02-0113045.643916442757
2019-03-0112512.588327225469
2019-04-0113069.441600608418
2019-05-0112103.723637640038
2019-06-0113263.563008495292
2019-07-0113637.890760481218
2019-08-0113333.556197217822
2019-09-0113857.669373069963
2019-10-0114080.205926229268
2019-11-0114640.527518814586
2019-12-0115461.014838556008
2020-01-0114557.663940762779
2020-02-0112192.562753594724
2020-03-019050.22376926902
2020-04-0111170.244328462364
2020-05-0110645.337200021728
2020-06-0110162.13347596622
2020-07-019371.126869444943
2020-08-019216.32700817771
2020-09-018459.460362961694
2020-10-0110154.047695657078
2020-11-0112645.345557417399
2020-12-0112939.191589117
2021-01-0113204.309073206607
2021-02-0114883.288969491326
2021-03-0115221.763494059982
2021-04-0115459.90748362995
2021-05-0115379.697378702847
2021-06-0114433.681976022632
2021-07-0114346.284510820737
2021-08-0114482.113083920787
2021-09-0114198.713796806638
2021-10-0114601.33133312997
2021-11-0113903.843984137662
2021-12-0114597.466037633352
2022-01-0115000.041786978341
2022-02-0115145.251536716127
2022-03-0114748.087201066404
2022-04-0113064.489843674914
2022-05-0114093.43150487445
2022-06-0113192.650506249242
2022-07-0114205.148991471277
2022-08-0113958.877434613825
2022-09-0113618.940365803208
2022-10-0113588.519445570371
2022-11-0114559.523461298988
2022-12-0113998.21987472264
2023-01-0113805.101354315968
2023-02-0113637.995227927071
2023-03-019487.942367399472
2023-04-018822.986181046263
2023-05-017259.359238474106
2023-06-017645.0321550798335
2023-07-0110593.270625007835
2023-08-0110095.441458532692
2023-09-019334.625943863373
2023-10-019278.255310080274
2023-11-0111045.363943687868
2023-12-0113782.452812054706
2024-01-0112026.83559749111
2024-02-0111600.399483512947
2024-03-0112006.443552060306
2024-04-0110909.514477098644
2024-05-0111247.174155589635
2024-06-0111143.918532107024
2024-07-0113360.634159183313
2024-08-0113064.531630653255
2024-09-0112355.887158443686
2024-10-0114356.898403319556
2024-11-0115836.554412913845
2024-12-0114284.565143809885
2025-01-0114940.24462097121
2025-02-0114624.314171217964
2025-03-0113966.19015582364
2025-04-0113387.06442298451
2025-05-0113609.28757380625
2025-06-0113818.013530623584
2025-07-0112661.893200840752
2025-08-0114082.60867748392
2025-09-0113569.903346719095
2025-10-0113423.126585293492
2025-11-0113693.59280261085
2025-12-0114284.87854614745
2026-01-0115624.151202002433
2026-02-0115830.996744794385
2026-03-0115513.415709396637
2026-04-0116378.406161072086
Annual Return Matrix
YearAnnual Return
2017-0.009267777705889713
2018-0.1919395120956695
20190.4586210363023162
2020-0.1631085200921092
20210.12815904587973703
2022-0.04105138257323648
2023-0.015413892952028552
20240.03643127523106848
20250.000021939928475989134
20260.14655550680122853
Total Factor Risk
0.3954166603626003
VTI.US Exposure
0.18158099305027947
VEA.US Exposure
-0.03876122166463385
VWO.US Exposure
0.061816813580268436
QQQ.US Exposure
-0.04289161163580559
VTV.US Exposure
-0.020098261917542562
IJR.US Exposure
0.3235890051102142
QUAL.US Exposure
-0.04064741028347883
SHV.US Exposure
0.2915117328885504
TLT.US Exposure
0.02355627453052976
LQD.US Exposure
-0.012934926207839804
HYG.US Exposure
0.058887580046004265
GLD.US Exposure
-0.006271169314278017
USO.US Exposure
-0.0013482046870791665
VNQ.US Exposure
-0.000790243578115701
BTC-USD.CC Exposure
-0.004527623553471045
CPER.US Exposure
0.004475572786915717
VIX.INDX Exposure
0.0026523449424983147
UUP.US Exposure
0.01056796114205306
TIP.US Exposure
0.0011522766568682868
Idiosyncratic Exposure
0.2084801181080626
Value Score
43.5
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
44.9
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
39.5%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →16.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.74%
Market Cap$3.0B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$146
Avg Yield on Cost
1.46%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$146.251.46%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+3.2%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+13.9%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
1.5% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.71
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Bank of Hawaii Corporation a high-risk investment?

Bank of Hawaii Corporation (BOH.US) has an annualized volatility of 39.5% and experienced a maximum drawdown of 53.0% over the last 10 years. Its primary macro risk driver is IJR.US.

What is the 10-year return of BOH.US?

Over the past 10 years, BOH.US has generated a Compound Annual Growth Rate (CAGR) of 4.5%. It has had a positive return in 50% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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