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ONB vs. WTFC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


ONBWTFC
YTD Return14.78%18.16%
1Y Return31.44%44.73%
3Y Return (Ann)9.54%15.03%
5Y Return (Ann)4.73%12.50%
10Y Return (Ann)7.05%10.15%
Sharpe Ratio1.041.57
Daily Std Dev28.29%27.02%
Max Drawdown-62.96%-83.58%
Current Drawdown-5.75%-2.96%

Fundamentals


ONBWTFC
Market Cap$6.03B$7.19B
EPS$1.70$9.61
PE Ratio11.1311.25
PEG Ratio2.454.57
Total Revenue (TTM)$2.30B$3.39B
Gross Profit (TTM)$2.30B$3.22B
EBITDA (TTM)$364.40M-$12.51M

Correlation

-0.50.00.51.00.6

The correlation between ONB and WTFC is 0.58, 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.

Performance

ONB vs. WTFC - Performance Comparison

In the year-to-date period, ONB achieves a 14.78% return, which is significantly lower than WTFC's 18.16% return. Over the past 10 years, ONB has underperformed WTFC with an annualized return of 7.05%, while WTFC has yielded a comparatively higher 10.15% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%25.00%AprilMayJuneJulyAugustSeptember
13.80%
9.96%
ONB
WTFC

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Risk-Adjusted Performance

ONB vs. WTFC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Old National Bancorp (ONB) and Wintrust Financial Corporation (WTFC). 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.


ONB
Sharpe ratio
The chart of Sharpe ratio for ONB, currently valued at 1.04, compared to the broader market-4.00-2.000.002.001.04
Sortino ratio
The chart of Sortino ratio for ONB, currently valued at 1.67, compared to the broader market-6.00-4.00-2.000.002.004.001.67
Omega ratio
The chart of Omega ratio for ONB, currently valued at 1.19, compared to the broader market0.501.001.501.19
Calmar ratio
The chart of Calmar ratio for ONB, currently valued at 0.96, compared to the broader market0.001.002.003.004.005.000.96
Martin ratio
The chart of Martin ratio for ONB, currently valued at 5.54, compared to the broader market-10.000.0010.0020.005.54
WTFC
Sharpe ratio
The chart of Sharpe ratio for WTFC, currently valued at 1.57, compared to the broader market-4.00-2.000.002.001.57
Sortino ratio
The chart of Sortino ratio for WTFC, currently valued at 2.27, compared to the broader market-6.00-4.00-2.000.002.004.002.27
Omega ratio
The chart of Omega ratio for WTFC, currently valued at 1.27, compared to the broader market0.501.001.501.27
Calmar ratio
The chart of Calmar ratio for WTFC, currently valued at 1.47, compared to the broader market0.001.002.003.004.005.001.47
Martin ratio
The chart of Martin ratio for WTFC, currently valued at 8.03, compared to the broader market-10.000.0010.0020.008.03

ONB vs. WTFC - Sharpe Ratio Comparison

The current ONB Sharpe Ratio is 1.04, which is lower than the WTFC Sharpe Ratio of 1.57. The chart below compares the 12-month rolling Sharpe Ratio of ONB and WTFC.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50AprilMayJuneJulyAugustSeptember
1.04
1.57
ONB
WTFC

Dividends

ONB vs. WTFC - Dividend Comparison

ONB's dividend yield for the trailing twelve months is around 2.96%, more than WTFC's 1.62% yield.


TTM20232022202120202019201820172016201520142013
ONB
Old National Bancorp
2.96%3.32%3.11%3.09%3.38%2.84%3.38%2.98%2.87%3.54%2.96%2.60%
WTFC
Wintrust Financial Corporation
1.62%1.73%1.61%1.37%1.83%1.41%1.14%0.68%0.66%0.91%0.86%0.39%

Drawdowns

ONB vs. WTFC - Drawdown Comparison

The maximum ONB drawdown since its inception was -62.96%, smaller than the maximum WTFC drawdown of -83.58%. Use the drawdown chart below to compare losses from any high point for ONB and WTFC. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-5.75%
-2.96%
ONB
WTFC

Volatility

ONB vs. WTFC - Volatility Comparison

The current volatility for Old National Bancorp (ONB) is 7.34%, while Wintrust Financial Corporation (WTFC) has a volatility of 8.15%. This indicates that ONB experiences smaller price fluctuations and is considered to be less risky than WTFC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%AprilMayJuneJulyAugustSeptember
7.34%
8.15%
ONB
WTFC

Financials

ONB vs. WTFC - Financials Comparison

This section allows you to compare key financial metrics between Old National Bancorp and Wintrust 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