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FLG vs. WBS
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

FLG vs. WBS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Flagstar Financial, Inc. (FLG) and Webster Financial Corporation (WBS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FLG achieves a 13.12% return, which is significantly lower than WBS's 24.04% return. Over the past 10 years, FLG has underperformed WBS with an annualized return of -6.14%, while WBS has yielded a comparatively higher 11.40% annualized return.


FLG

1D
-0.21%
1M
-2.54%
6M
7.72%
YTD
13.12%
1Y
27.35%
3Y*
-28.46%
5Y*
-13.57%
10Y*
-6.14%
ALL TIME*
9.43%

WBS

1D
-0.10%
1M
0.65%
6M
18.71%
YTD
24.04%
1Y
41.38%
3Y*
22.31%
5Y*
13.48%
10Y*
11.40%
ALL TIME*
9.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$79.62M$65.63M$68.59M
$314.34M$303.34M$266.04M

FLG vs. WBS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FLG
Flagstar Financial, Inc.
13.12%35.39%-69.13%26.87%-24.54%22.67%-5.82%35.38%-23.24%-13.88%
WBS
Webster Financial Corporation
24.04%17.31%12.48%11.48%-12.51%36.63%-16.87%11.54%-10.38%5.51%

Correlation

The correlation between FLG and WBS is 0.52, 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.

0.52

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

0.56

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

0.59

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

0.62

Correlation (All Time)
Calculated using the full available price history since Nov 23, 1993

0.51

The correlation between FLG and WBS shifts across timeframes, from 0.51 (all time) to 0.62 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

FLG:

$5.93B

WBS:

$12.51B

EPS

FLG:

$0.10

WBS:

$6.33

PE Ratio

FLG:

148.91

WBS:

12.21

PEG Ratio

FLG:

11.34

WBS:

1.21

PS Ratio

FLG:

1.13

WBS:

2.92

Total Revenue (TTM)

FLG:

$4.24B

WBS:

$4.27B

Gross Profit (TTM)

FLG:

$2.44B

WBS:

$2.03B

EBITDA (TTM)

FLG:

$676.00M

WBS:

$976.73M

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Return for Risk

FLG vs. WBS — Risk / Return Rank

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

FLG
FLG Risk / Return Rank: 7171
Overall Rank
FLG Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
FLG Sortino Ratio Rank: 6868
Sortino Ratio Rank
FLG Omega Ratio Rank: 6767
Omega Ratio Rank
FLG Calmar Ratio Rank: 7474
Calmar Ratio Rank
FLG Martin Ratio Rank: 7474
Martin Ratio Rank

WBS
WBS Risk / Return Rank: 8585
Overall Rank
WBS Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
WBS Sortino Ratio Rank: 8484
Sortino Ratio Rank
WBS Omega Ratio Rank: 8585
Omega Ratio Rank
WBS Calmar Ratio Rank: 8585
Calmar Ratio Rank
WBS Martin Ratio Rank: 8787
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.

FLG vs. WBS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Flagstar Financial, Inc. (FLG) and Webster Financial Corporation (WBS). 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.


FLGWBSDifference
Sharpe ratioReturn per unit of total volatility

-0.67

Sortino ratioReturn per unit of downside risk

-0.88

Omega ratioGain probability vs. loss probability

1.18

1.31

-0.13

Calmar ratioReturn relative to maximum drawdown

1.51

2.68

-1.16

Martin ratioReturn relative to average drawdown

3.67

8.10

-4.43

FLG vs. WBS - Sharpe Ratio Comparison

The current FLG Sharpe Ratio is 0.89, which is lower than the WBS Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of FLG and WBS, 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

FLG vs. WBS - Drawdown Comparison

The maximum FLG drawdown since its inception was -80.11%, smaller than the maximum WBS drawdown of -93.72%. Use the drawdown chart below to compare losses from any high point for FLG and WBS.


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Drawdown Indicators


FLGWBSDifference

Max Drawdown

Largest peak-to-trough decline

-80.11%

-93.72%

+13.61%

Max Drawdown (1Y)

Largest decline over 1 year

-17.47%

-14.02%

-3.45%

Max Drawdown (3Y)

Largest decline over 3 years

-79.75%

-33.08%

-46.67%

Max Drawdown (5Y)

Largest decline over 5 years

-80.11%

-47.90%

-32.21%

Max Drawdown (10Y)

Largest decline over 10 years

-80.11%

-71.99%

-8.12%

Current Drawdown

Current decline from peak

-64.07%

-0.49%

-63.58%

Average Drawdown

Average peak-to-trough decline

-26.27%

-23.59%

-2.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.20%

4.64%

+2.56%

Volatility

FLG vs. WBS - Volatility Comparison

Flagstar Financial, Inc. (FLG) has a higher volatility of 9.08% compared to Webster Financial Corporation (WBS) at 4.73%. This indicates that FLG's price experiences larger fluctuations and is considered to be riskier than WBS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLGWBSDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.08%

4.73%

+4.35%

Volatility (6M)

Calculated over the trailing 6-month period

20.10%

14.07%

+6.03%

Volatility (1Y)

Calculated over the trailing 1-year period

29.90%

24.11%

+5.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

53.47%

35.76%

+17.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

43.78%

39.59%

+4.19%

Dividends

FLG vs. WBS - Dividend Comparison

FLG's dividend yield for the trailing twelve months is around 0.28%, less than WBS's 2.07% yield.


PositionTTM20252024202320222021202020192018201720162015
FLG
Flagstar Financial, Inc.
0.28%0.32%2.14%6.65%7.91%5.57%6.45%5.66%7.23%5.22%4.27%6.13%
WBS
Webster Financial Corporation
2.07%2.54%2.90%3.15%3.38%2.87%3.80%2.87%2.54%1.83%1.81%2.39%

Financials

FLG vs. WBS - Financials Comparison

This section allows you to compare key financial metrics between Flagstar Financial, Inc. and Webster Financial Corporation. 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


FLG and WBS have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FLG has higher volatility (9.08%) compared to WBS (4.73%). In terms of maximum drawdown, FLG dropped -80.11% vs WBS's -93.72%.

WBS currently has the higher Sharpe Ratio (1.56 vs 0.89), 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 FLG and WBS

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