BPOP vs USB: returns, Sharpe ratio and drawdown

Over the past year, BPOP returned +34.11% against +24.69% for USB. Over five years, BPOP averaged +14.40% a year, compared with -0.55% for USB. BPOP had the higher Sharpe ratio over the past year (1.23 vs 0.92), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -12.68% for BPOP and -16.21% for USB.