Is it normal for earthquakes to be loud? Please read details.

On New Years Eve we experienced a 4.0 magnitude earthquake here in Ohio. The majority of the reactions I’ve heard from friends, family, and on the local news… were to the incredible sound, much less than the shaking, itself. It was a shocking, loud BOOM. Everyone (myself, included) thought that there had been a massive explosion.
Is that a normal sound for an earthquake?
Since the latest quake I have spoken to two friends in California who have said that a rumbling noise is not uncommon, but they have never heard of an earthquake making a sound like this. However, since March, we have had 11 earthquakes… smaller than this one, but all were accompanied by a loud boom… not rumbling. It distinctly sounds like an explosion.

Needless to say, this is Ohio. We are prepped for tornadoes and blizzards, I don’t know a thing about earthquakes. Before 2011, it had been 23 years since I’d personally experienced an earthquake, so I’ll take all of the info I can get from more earthquake savvy jellies.