CFG vs. WAL
Compare and contrast key facts about Citizens Financial Group, Inc. (CFG) and Western Alliance Bancorporation (WAL).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CFG or WAL.
Key characteristics
| CFG | WAL | |
|---|---|---|
| YTD Return | 46.90% | 41.99% |
| 1Y Return | 78.20% | 91.54% |
| 3Y Return (Ann) | 2.33% | -5.87% |
| 5Y Return (Ann) | 9.14% | 14.62% |
| 10Y Return (Ann) | 10.66% | 14.71% |
| Sharpe Ratio | 2.54 | 2.12 |
| Sortino Ratio | 3.52 | 2.89 |
| Omega Ratio | 1.44 | 1.36 |
| Calmar Ratio | 1.71 | 1.56 |
| Martin Ratio | 17.06 | 9.26 |
| Ulcer Index | 4.88% | 9.89% |
| Daily Std Dev | 32.77% | 43.13% |
| Max Drawdown | -65.60% | -92.14% |
| Current Drawdown | -5.03% | -19.75% |
Fundamentals
| CFG | WAL | |
|---|---|---|
| Market Cap | $20.48B | $10.24B |
| EPS | $2.55 | $6.47 |
| PE Ratio | 18.23 | 14.37 |
| PEG Ratio | 0.26 | 1.84 |
| Total Revenue (TTM) | $11.37B | $4.83B |
| Gross Profit (TTM) | $11.31B | $4.77B |
| EBITDA (TTM) | $688.00M | $178.40M |
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.
Performance
CFG vs. WAL - Performance Comparison
In the year-to-date period, CFG achieves a 46.90% return, which is significantly higher than WAL's 41.99% return. Over the past 10 years, CFG has underperformed WAL with an annualized return of 10.66%, while WAL has yielded a comparatively higher 14.71% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
CFG vs. WAL - Risk-Adjusted Performance 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.
Dividends
CFG vs. WAL - Dividend Comparison
CFG's dividend yield for the trailing twelve months is around 3.61%, more than WAL's 2.02% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
CFG Citizens Financial Group, Inc. | 3.61% | 5.07% | 4.11% | 3.30% | 4.36% | 3.35% | 3.30% | 1.52% | 1.29% | 1.53% | 0.40% |
WAL Western Alliance Bancorporation | 1.62% | 2.20% | 2.38% | 1.11% | 1.67% | 0.88% | 0.00% | 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. For additional features, visit the drawdowns tool.
Volatility
CFG vs. WAL - Volatility Comparison
The current volatility for Citizens Financial Group, Inc. (CFG) is 15.73%, while Western Alliance Bancorporation (WAL) has a volatility of 19.80%. 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.
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.
Total Revenue: Total amount of money received from sales and other business activities