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CFG vs. WAL
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

CFG vs. WAL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Citizens Financial Group, Inc. (CFG) and Western Alliance Bancorporation (WAL). The values are adjusted to include any dividend payments, if applicable.

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CFG vs. WAL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CFG
Citizens Financial Group, Inc.
3.39%38.60%38.01%-11.01%-13.37%37.02%-6.73%41.84%-27.44%19.91%
WAL
Western Alliance Bancorporation
-15.33%2.55%29.67%14.12%-43.68%81.72%7.77%45.90%-30.25%16.24%

Fundamentals

Market Cap

CFG:

$26.12B

WAL:

$7.74B

EPS

CFG:

$4.20

WAL:

$8.84

PE Ratio

CFG:

14.27

WAL:

8.01

PS Ratio

CFG:

2.34

WAL:

1.47

PB Ratio

CFG:

1.08

WAL:

1.05

Total Revenue (TTM)

CFG:

$11.15B

WAL:

$5.29B

Gross Profit (TTM)

CFG:

$7.78B

WAL:

$3.24B

EBITDA (TTM)

CFG:

$2.69B

WAL:

$1.30B

Returns By Period

In the year-to-date period, CFG achieves a 3.39% return, which is significantly higher than WAL's -15.33% return. Over the past 10 years, CFG has outperformed WAL with an annualized return of 15.08%, while WAL has yielded a comparatively lower 9.14% annualized return.


CFG

1D
4.39%
1M
-0.37%
YTD
3.39%
6M
14.63%
1Y
51.73%
3Y*
31.22%
5Y*
10.47%
10Y*
15.08%

WAL

1D
4.24%
1M
-11.79%
YTD
-15.33%
6M
-17.49%
1Y
-6.00%
3Y*
28.92%
5Y*
-3.59%
10Y*
9.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

CFG vs. WAL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CFG
CFG Risk / Return Rank: 8484
Overall Rank
CFG Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
CFG Sortino Ratio Rank: 7979
Sortino Ratio Rank
CFG Omega Ratio Rank: 8484
Omega Ratio Rank
CFG Calmar Ratio Rank: 8686
Calmar Ratio Rank
CFG Martin Ratio Rank: 8686
Martin Ratio Rank

WAL
WAL Risk / Return Rank: 3535
Overall Rank
WAL Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
WAL Sortino Ratio Rank: 3333
Sortino Ratio Rank
WAL Omega Ratio Rank: 3333
Omega Ratio Rank
WAL Calmar Ratio Rank: 3737
Calmar Ratio Rank
WAL Martin Ratio Rank: 3535
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CFG vs. WAL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Citizens Financial Group, Inc. (CFG) and Western Alliance Bancorporation (WAL). 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.


CFGWALDifference

Sharpe ratio

Return per unit of total volatility

1.59

-0.14

+1.72

Sortino ratio

Return per unit of downside risk

2.03

0.11

+1.92

Omega ratio

Gain probability vs. loss probability

1.31

1.02

+0.29

Calmar ratio

Return relative to maximum drawdown

2.97

-0.17

+3.14

Martin ratio

Return relative to average drawdown

8.29

-0.45

+8.74

CFG vs. WAL - Sharpe Ratio Comparison

The current CFG Sharpe Ratio is 1.59, which is higher than the WAL Sharpe Ratio of -0.14. The chart below compares the historical Sharpe Ratios of CFG and WAL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CFGWALDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.59

-0.14

+1.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

-0.06

+0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.18

+0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.10

+0.23

Correlation

The correlation between CFG and WAL is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

CFG vs. WAL - Dividend Comparison

CFG's dividend yield for the trailing twelve months is around 2.93%, more than WAL's 2.26% yield.


TTM20252024202320222021202020192018201720162015
CFG
Citizens Financial Group, Inc.
2.93%2.94%3.84%5.07%4.11%3.30%4.36%3.35%3.30%1.52%1.29%1.53%
WAL
Western Alliance Bancorporation
2.26%1.86%1.78%2.20%2.38%1.11%1.67%0.88%0.00%0.00%0.00%0.00%

Drawdowns

CFG vs. WAL - Drawdown Comparison

The maximum CFG drawdown since its inception was -65.60%, smaller than the maximum WAL drawdown of -92.14%. Use the drawdown chart below to compare losses from any high point for CFG and WAL.


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Drawdown Indicators


CFGWALDifference

Max Drawdown

Largest peak-to-trough decline

-65.60%

-92.14%

+26.54%

Max Drawdown (1Y)

Largest decline over 1 year

-18.32%

-30.26%

+11.94%

Max Drawdown (5Y)

Largest decline over 5 years

-56.19%

-84.79%

+28.60%

Max Drawdown (10Y)

Largest decline over 10 years

-65.60%

-84.79%

+19.19%

Current Drawdown

Current decline from peak

-11.96%

-36.37%

+24.41%

Average Drawdown

Average peak-to-trough decline

-18.12%

-38.58%

+20.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.57%

11.31%

-4.74%

Volatility

CFG vs. WAL - Volatility Comparison

The current volatility for Citizens Financial Group, Inc. (CFG) is 8.03%, while Western Alliance Bancorporation (WAL) has a volatility of 12.63%. This indicates that CFG experiences smaller price fluctuations and is considered to be less risky than WAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CFGWALDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.03%

12.63%

-4.60%

Volatility (6M)

Calculated over the trailing 6-month period

20.85%

30.69%

-9.84%

Volatility (1Y)

Calculated over the trailing 1-year period

32.80%

44.09%

-11.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.14%

60.39%

-26.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.28%

52.26%

-13.98%

Financials

CFG vs. WAL - Financials Comparison

This section allows you to compare key financial metrics between Citizens Financial Group, Inc. and Western Alliance Bancorporation. 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


500.00M1.00B1.50B2.00B2.50B3.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
2.16B
1.41B
(CFG) Total Revenue
(WAL) Total Revenue
Values in USD except per share items

CFG vs. WAL - Profitability Comparison

The chart below illustrates the profitability comparison between Citizens Financial Group, Inc. and Western Alliance Bancorporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

60.0%70.0%80.0%90.0%100.0%AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
100.0%
62.7%
Portfolio components
CFG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Citizens Financial Group, Inc. reported a gross profit of 2.16B and revenue of 2.16B. Therefore, the gross margin over that period was 100.0%.

WAL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Western Alliance Bancorporation reported a gross profit of 882.30M and revenue of 1.41B. Therefore, the gross margin over that period was 62.7%.

CFG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Citizens Financial Group, Inc. reported an operating income of 677.00M and revenue of 2.16B, resulting in an operating margin of 31.4%.

WAL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Western Alliance Bancorporation reported an operating income of 355.70M and revenue of 1.41B, resulting in an operating margin of 25.3%.

CFG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Citizens Financial Group, Inc. reported a net income of 528.00M and revenue of 2.16B, resulting in a net margin of 24.5%.

WAL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Western Alliance Bancorporation reported a net income of 286.10M and revenue of 1.41B, resulting in a net margin of 20.3%.