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SF vs. WFC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SF and WFC is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

SF vs. WFC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Stifel Financial Corp. (SF) and Wells Fargo & Company (WFC). The values are adjusted to include any dividend payments, if applicable.

5,000.00%10,000.00%15,000.00%20,000.00%JulyAugustSeptemberOctoberNovemberDecember
6,247.39%
17,589.74%
SF
WFC

Key characteristics

Sharpe Ratio

SF:

2.18

WFC:

1.47

Sortino Ratio

SF:

3.30

WFC:

2.26

Omega Ratio

SF:

1.42

WFC:

1.29

Calmar Ratio

SF:

3.81

WFC:

2.42

Martin Ratio

SF:

17.24

WFC:

7.01

Ulcer Index

SF:

3.22%

WFC:

6.01%

Daily Std Dev

SF:

25.52%

WFC:

28.70%

Max Drawdown

SF:

-78.40%

WFC:

-79.01%

Current Drawdown

SF:

-12.77%

WFC:

-11.11%

Fundamentals

Market Cap

SF:

$10.97B

WFC:

$235.76B

EPS

SF:

$5.53

WFC:

$4.81

PE Ratio

SF:

19.38

WFC:

14.72

PEG Ratio

SF:

0.96

WFC:

3.30

Total Revenue (TTM)

SF:

$5.75B

WFC:

$81.33B

Gross Profit (TTM)

SF:

$4.68B

WFC:

$82.81B

EBITDA (TTM)

SF:

$1.36B

WFC:

$50.48B

Returns By Period

In the year-to-date period, SF achieves a 50.85% return, which is significantly higher than WFC's 43.39% return. Over the past 10 years, SF has outperformed WFC with an annualized return of 12.73%, while WFC has yielded a comparatively lower 5.36% annualized return.


SF

YTD

50.85%

1M

-10.16%

6M

27.27%

1Y

52.98%

5Y*

21.88%

10Y*

12.73%

WFC

YTD

43.39%

1M

-7.19%

6M

18.01%

1Y

40.90%

5Y*

8.08%

10Y*

5.36%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

SF vs. WFC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Stifel Financial Corp. (SF) and Wells Fargo & Company (WFC). 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 SF, currently valued at 2.18, compared to the broader market-4.00-2.000.002.002.181.47
The chart of Sortino ratio for SF, currently valued at 3.30, compared to the broader market-4.00-2.000.002.004.003.302.26
The chart of Omega ratio for SF, currently valued at 1.42, compared to the broader market0.501.001.502.001.421.29
The chart of Calmar ratio for SF, currently valued at 3.81, compared to the broader market0.002.004.006.003.812.42
The chart of Martin ratio for SF, currently valued at 17.24, compared to the broader market0.0010.0020.0017.247.01
SF
WFC

The current SF Sharpe Ratio is 2.18, which is higher than the WFC Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of SF and WFC, 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 Ratio1.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
2.18
1.47
SF
WFC

Dividends

SF vs. WFC - Dividend Comparison

SF's dividend yield for the trailing twelve months is around 1.64%, less than WFC's 2.18% yield.


TTM20232022202120202019201820172016201520142013
SF
Stifel Financial Corp.
1.64%2.08%2.06%0.85%0.90%0.99%1.16%0.34%0.00%0.00%0.00%0.00%
WFC
Wells Fargo & Company
2.18%2.64%2.66%1.25%4.04%3.57%3.56%2.54%2.75%2.71%2.46%2.53%

Drawdowns

SF vs. WFC - Drawdown Comparison

The maximum SF drawdown since its inception was -78.40%, roughly equal to the maximum WFC drawdown of -79.01%. Use the drawdown chart below to compare losses from any high point for SF and WFC. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-12.77%
-11.11%
SF
WFC

Volatility

SF vs. WFC - Volatility Comparison

Stifel Financial Corp. (SF) and Wells Fargo & Company (WFC) have volatilities of 6.45% and 6.34%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
6.45%
6.34%
SF
WFC

Financials

SF vs. WFC - Financials Comparison

This section allows you to compare key financial metrics between Stifel Financial Corp. and Wells Fargo & Company. 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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