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FHN vs. WAFD
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

FHN vs. WAFD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Horizon Corporation (FHN) and Washington Federal, Inc. (WAFD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FHN achieves a 8.85% return, which is significantly lower than WAFD's 16.64% return. Over the past 10 years, FHN has outperformed WAFD with an annualized return of 9.60%, while WAFD has yielded a comparatively lower 7.14% annualized return.


FHN

1D
0.75%
1M
-0.16%
6M
6.23%
YTD
8.85%
1Y
23.49%
3Y*
28.78%
5Y*
14.54%
10Y*
9.60%
ALL TIME*
11.21%

WAFD

1D
0.93%
1M
-4.09%
6M
14.53%
YTD
16.64%
1Y
31.69%
3Y*
9.99%
5Y*
6.02%
10Y*
7.14%
ALL TIME*
6.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$135.81M$152.97M$119.08M
$21.70M$22.15M$21.40M

FHN vs. WAFD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FHN
First Horizon Corporation
8.85%22.12%47.68%-39.44%53.94%32.61%-18.45%30.48%-32.35%1.93%
WAFD
Washington Federal, Inc.
16.64%2.99%1.09%1.74%3.39%33.50%-27.26%40.64%-20.30%2.26%

Correlation

The correlation between FHN and WAFD is 0.66, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.66

Correlation (3Y)
Balances recent behavior with more history.

0.66

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.63

Correlation (10Y)
Provides a long-term view across more market conditions.

0.68

Correlation (All Time)
Calculated using the full available price history since Mar 26, 1990

0.51

The correlation between FHN and WAFD shifts across timeframes, from 0.51 (all time) to 0.68 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

FHN:

$12.17B

WAFD:

$2.72B

EPS

FHN:

$2.14

WAFD:

$3.36

PE Ratio

FHN:

11.96

WAFD:

10.94

PEG Ratio

FHN:

3.36

WAFD:

1.79

PS Ratio

FHN:

2.73

WAFD:

2.73

Total Revenue (TTM)

FHN:

$4.63B

WAFD:

$1.03B

Gross Profit (TTM)

FHN:

$3.49B

WAFD:

$566.98M

EBITDA (TTM)

FHN:

$1.41B

WAFD:

$249.51M

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Return for Risk

FHN vs. WAFD — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FHN
FHN Risk / Return Rank: 6868
Overall Rank
FHN Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
FHN Sortino Ratio Rank: 6363
Sortino Ratio Rank
FHN Omega Ratio Rank: 6666
Omega Ratio Rank
FHN Calmar Ratio Rank: 7070
Calmar Ratio Rank
FHN Martin Ratio Rank: 7272
Martin Ratio Rank

WAFD
WAFD Risk / Return Rank: 8181
Overall Rank
WAFD Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
WAFD Sortino Ratio Rank: 7979
Sortino Ratio Rank
WAFD Omega Ratio Rank: 7878
Omega Ratio Rank
WAFD Calmar Ratio Rank: 8282
Calmar Ratio Rank
WAFD Martin Ratio Rank: 8585
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FHN vs. WAFD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Horizon Corporation (FHN) and Washington Federal, Inc. (WAFD). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FHNWAFDDifference
Sharpe ratioReturn per unit of total volatility

-0.46

Sortino ratioReturn per unit of downside risk

-0.76

Omega ratioGain probability vs. loss probability

1.17

1.24

-0.08

Calmar ratioReturn relative to maximum drawdown

1.27

2.39

-1.12

Martin ratioReturn relative to average drawdown

3.17

7.21

-4.04

FHN vs. WAFD - Sharpe Ratio Comparison

The current FHN Sharpe Ratio is 0.83, which is lower than the WAFD Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of FHN and WAFD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FHN vs. WAFD - Drawdown Comparison

The maximum FHN drawdown since its inception was -87.74%, which is greater than WAFD's maximum drawdown of -61.56%. Use the drawdown chart below to compare losses from any high point for FHN and WAFD.


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Drawdown Indicators


FHNWAFDDifference

Max Drawdown

Largest peak-to-trough decline

-87.74%

-61.56%

-26.18%

Max Drawdown (1Y)

Largest decline over 1 year

-16.52%

-12.90%

-3.62%

Max Drawdown (3Y)

Largest decline over 3 years

-27.14%

-34.63%

+7.49%

Max Drawdown (5Y)

Largest decline over 5 years

-60.76%

-36.01%

-24.75%

Max Drawdown (10Y)

Largest decline over 10 years

-64.25%

-45.53%

-18.72%

Current Drawdown

Current decline from peak

-1.57%

-6.49%

+4.92%

Average Drawdown

Average peak-to-trough decline

-20.00%

-15.91%

-4.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.59%

4.26%

+2.33%

Volatility

FHN vs. WAFD - Volatility Comparison

The current volatility for First Horizon Corporation (FHN) is 6.10%, while Washington Federal, Inc. (WAFD) has a volatility of 6.92%. This indicates that FHN experiences smaller price fluctuations and is considered to be less risky than WAFD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FHNWAFDDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.10%

6.92%

-0.82%

Volatility (6M)

Calculated over the trailing 6-month period

16.70%

16.48%

+0.22%

Volatility (1Y)

Calculated over the trailing 1-year period

25.24%

23.91%

+1.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.77%

30.03%

+6.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.85%

31.08%

+7.77%

Dividends

FHN vs. WAFD - Dividend Comparison

FHN's dividend yield for the trailing twelve months is around 2.50%, less than WAFD's 2.94% yield.


PositionTTM20252024202320222021202020192018201720162015
FHN
First Horizon Corporation
2.50%2.51%2.98%4.24%2.45%3.67%4.70%3.38%3.65%1.80%1.40%1.65%
WAFD
Washington Federal, Inc.
2.94%3.37%3.23%3.03%2.86%2.76%3.42%2.24%2.62%2.48%1.63%2.18%

Financials

FHN vs. WAFD - Financials Comparison

This section allows you to compare key financial metrics between First Horizon Corporation and Washington Federal, Inc.. 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


Values in USD except per share items

Frequently Asked Questions


FHN and WAFD have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WAFD has higher volatility (6.92%) compared to FHN (6.10%). In terms of maximum drawdown, FHN dropped -87.74% vs WAFD's -61.56%.

WAFD currently has the higher Sharpe Ratio (1.29 vs 0.83), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for FHN and WAFD

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