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

Correlation

The correlation between ONB and WTFC is 0.61, 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.


-0.50.00.51.00.6

Performance

ONB vs. WTFC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Old National Bancorp (ONB) and Wintrust Financial Corporation (WTFC). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%JulyAugustSeptemberOctoberNovemberDecember
128.40%
1,219.34%
ONB
WTFC

Key characteristics

Sharpe Ratio

ONB:

1.06

WTFC:

1.29

Sortino Ratio

ONB:

1.82

WTFC:

2.10

Omega Ratio

ONB:

1.22

WTFC:

1.25

Calmar Ratio

ONB:

1.80

WTFC:

2.75

Martin Ratio

ONB:

5.91

WTFC:

7.02

Ulcer Index

ONB:

5.55%

WTFC:

5.34%

Daily Std Dev

ONB:

30.95%

WTFC:

29.09%

Max Drawdown

ONB:

-62.96%

WTFC:

-83.58%

Current Drawdown

ONB:

-7.01%

WTFC:

-10.35%

Fundamentals

Market Cap

ONB:

$7.62B

WTFC:

$8.66B

EPS

ONB:

$1.65

WTFC:

$9.54

PE Ratio

ONB:

13.55

WTFC:

13.65

PEG Ratio

ONB:

2.45

WTFC:

4.57

Total Revenue (TTM)

ONB:

$2.55B

WTFC:

$3.44B

Gross Profit (TTM)

ONB:

$2.64B

WTFC:

$2.81B

EBITDA (TTM)

ONB:

$576.80M

WTFC:

$19.19M

Returns By Period

In the year-to-date period, ONB achieves a 31.22% return, which is significantly lower than WTFC's 36.24% return. Over the past 10 years, ONB has underperformed WTFC with an annualized return of 7.23%, while WTFC has yielded a comparatively higher 11.91% annualized return.


ONB

YTD

31.22%

1M

3.35%

6M

32.21%

1Y

31.61%

5Y*

6.44%

10Y*

7.23%

WTFC

YTD

36.24%

1M

-7.08%

6M

33.17%

1Y

36.04%

5Y*

13.88%

10Y*

11.91%

Compare stocks, funds, or ETFs

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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.


Sharpe ratio
The chart of Sharpe ratio for ONB, currently valued at 1.06, compared to the broader market-4.00-2.000.002.001.061.29
The chart of Sortino ratio for ONB, currently valued at 1.82, compared to the broader market-4.00-2.000.002.004.001.822.10
The chart of Omega ratio for ONB, currently valued at 1.22, compared to the broader market0.501.001.502.001.221.25
The chart of Calmar ratio for ONB, currently valued at 1.80, compared to the broader market0.002.004.006.001.802.75
The chart of Martin ratio for ONB, currently valued at 5.91, compared to the broader market-5.000.005.0010.0015.0020.0025.005.917.02
ONB
WTFC

The current ONB Sharpe Ratio is 1.06, which is comparable to the WTFC Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of ONB and WTFC, 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 Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.06
1.29
ONB
WTFC

Dividends

ONB vs. WTFC - Dividend Comparison

ONB's dividend yield for the trailing twelve months is around 2.60%, more than WTFC's 1.45% yield.


TTM20232022202120202019201820172016201520142013
ONB
Old National Bancorp
2.60%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
1.45%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.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.01%
-10.35%
ONB
WTFC

Volatility

ONB vs. WTFC - Volatility Comparison

Old National Bancorp (ONB) has a higher volatility of 9.29% compared to Wintrust Financial Corporation (WTFC) at 7.18%. This indicates that ONB's price experiences larger fluctuations and is considered to be riskier than WTFC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%JulyAugustSeptemberOctoberNovemberDecember
9.29%
7.18%
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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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