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FHN vs. WAFD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between FHN and WAFD is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

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.

1,000.00%1,500.00%2,000.00%2,500.00%NovemberDecember2025FebruaryMarchApril
2,056.17%
1,210.79%
FHN
WAFD

Key characteristics

Sharpe Ratio

FHN:

0.64

WAFD:

0.06

Sortino Ratio

FHN:

1.15

WAFD:

0.34

Omega Ratio

FHN:

1.16

WAFD:

1.04

Calmar Ratio

FHN:

0.60

WAFD:

0.06

Martin Ratio

FHN:

2.60

WAFD:

0.14

Ulcer Index

FHN:

9.24%

WAFD:

13.93%

Daily Std Dev

FHN:

37.63%

WAFD:

34.48%

Max Drawdown

FHN:

-87.57%

WAFD:

-61.56%

Current Drawdown

FHN:

-23.51%

WAFD:

-24.64%

Fundamentals

Market Cap

FHN:

$9.03B

WAFD:

$2.30B

EPS

FHN:

$1.44

WAFD:

$2.68

PE Ratio

FHN:

12.37

WAFD:

10.53

PEG Ratio

FHN:

1.67

WAFD:

1.67

PS Ratio

FHN:

2.97

WAFD:

3.16

PB Ratio

FHN:

1.09

WAFD:

0.83

Total Revenue (TTM)

FHN:

$1.82B

WAFD:

$814.59M

Gross Profit (TTM)

FHN:

$2.81B

WAFD:

$814.54M

EBITDA (TTM)

FHN:

$571.00M

WAFD:

$9.05M

Returns By Period

In the year-to-date period, FHN achieves a -10.84% return, which is significantly higher than WAFD's -11.67% return. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: FHN at 5.65% and WAFD at 5.65%.


FHN

YTD

-10.84%

1M

-7.38%

6M

5.84%

1Y

24.62%

5Y*

19.27%

10Y*

5.65%

WAFD

YTD

-11.67%

1M

-0.32%

6M

-15.01%

1Y

4.48%

5Y*

4.44%

10Y*

5.65%

*Annualized

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Risk-Adjusted Performance

FHN vs. WAFD — Risk-Adjusted Performance Rank

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

FHN
The Risk-Adjusted Performance Rank of FHN is 7474
Overall Rank
The Sharpe Ratio Rank of FHN is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of FHN is 7070
Sortino Ratio Rank
The Omega Ratio Rank of FHN is 7171
Omega Ratio Rank
The Calmar Ratio Rank of FHN is 7777
Calmar Ratio Rank
The Martin Ratio Rank of FHN is 7777
Martin Ratio Rank

WAFD
The Risk-Adjusted Performance Rank of WAFD is 5252
Overall Rank
The Sharpe Ratio Rank of WAFD is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of WAFD is 4848
Sortino Ratio Rank
The Omega Ratio Rank of WAFD is 4747
Omega Ratio Rank
The Calmar Ratio Rank of WAFD is 5555
Calmar Ratio Rank
The Martin Ratio Rank of WAFD is 5454
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FHN vs. WAFD - Risk-Adjusted Performance 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.


The chart of Sharpe ratio for FHN, currently valued at 0.64, compared to the broader market-2.00-1.000.001.002.003.00
FHN: 0.64
WAFD: 0.06
The chart of Sortino ratio for FHN, currently valued at 1.15, compared to the broader market-6.00-4.00-2.000.002.004.00
FHN: 1.15
WAFD: 0.34
The chart of Omega ratio for FHN, currently valued at 1.16, compared to the broader market0.501.001.502.00
FHN: 1.16
WAFD: 1.04
The chart of Calmar ratio for FHN, currently valued at 0.60, compared to the broader market0.001.002.003.004.005.00
FHN: 0.60
WAFD: 0.06
The chart of Martin ratio for FHN, currently valued at 2.60, compared to the broader market-5.000.005.0010.0015.0020.00
FHN: 2.60
WAFD: 0.14

The current FHN Sharpe Ratio is 0.64, which is higher than the WAFD Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of FHN and WAFD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
0.64
0.06
FHN
WAFD

Dividends

FHN vs. WAFD - Dividend Comparison

FHN's dividend yield for the trailing twelve months is around 3.37%, less than WAFD's 3.72% yield.


TTM20242023202220212020201920182017201620152014
FHN
First Horizon Corporation
3.37%2.98%4.24%2.45%3.67%4.70%3.38%3.65%1.80%1.40%1.65%1.47%
WAFD
Washington Federal, Inc.
3.72%3.23%3.03%2.86%2.76%3.42%2.24%2.62%2.48%1.63%2.18%1.61%

Drawdowns

FHN vs. WAFD - Drawdown Comparison

The maximum FHN drawdown since its inception was -87.57%, 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. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-23.51%
-24.64%
FHN
WAFD

Volatility

FHN vs. WAFD - Volatility Comparison

First Horizon Corporation (FHN) has a higher volatility of 20.01% compared to Washington Federal, Inc. (WAFD) at 17.32%. This indicates that FHN's price experiences larger fluctuations and is considered to be riskier than WAFD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
20.01%
17.32%
FHN
WAFD

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