UMBF vs. WFC

Last updated Jun 4, 2026

UMBF (UMB Financial Corporation) and WFC (Wells Fargo & Company) are both stocks. Both are in the Financial Services sector — UMBF in Banks - Regional, WFC in Banks - Diversified. Over the past 10 years, UMBF returned 10.03%/yr vs 7.54%/yr for WFC. At a 0.44 correlation, their price movements are largely independent.

Performance

UMBF vs. WFC - Performance Comparison

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

Returns By Period

In the year-to-date period, UMBF achieves a 10.25% return, which is significantly higher than WFC's -14.68% return. Over the past 10 years, UMBF has outperformed WFC with an annualized return of 10.03%, while WFC has yielded a comparatively lower 7.54% annualized return.

UMBF

• 1D: -2.20%
• 1M: -2.36%
• YTD: 10.25%
• 6M: 10.70%
• 1Y: 23.82%
• 3Y*: 27.92%
• 5Y*: 7.19%
• 10Y*: 10.03%

WFC

• 1D: -0.96%
• 1M: -0.06%
• YTD: -14.68%
• 6M: -11.00%
• 1Y: 6.29%
• 3Y*: 27.16%
• 5Y*: 13.58%
• 10Y*: 7.54%

*Multi-year figures are annualized to reflect compound growth (CAGR)

UMBF vs. WFC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
UMBF UMB Financial Corporation	10.25%	3.44%	37.34%	2.21%	-19.97%	56.04%	2.64%	14.71%	-13.86%	-5.37%
WFC Wells Fargo & Company	-14.68%	35.57%	46.48%	22.94%	-11.92%	61.15%	-41.65%	21.44%	-21.83%	13.21%

Correlation

The correlation between UMBF and WFC is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.51
Correlation (3Y) Calculated over the trailing 3-year period	0.59
Correlation (5Y) Calculated over the trailing 5-year period	0.60
Correlation (10Y) Calculated over the trailing 10-year period	0.64
Correlation (All Time) Calculated using the full available price history since Mar 28, 1990	0.44

The correlation between UMBF and WFC shifts across timeframes, from 0.44 (all time) to 0.64 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS UMBF : $15.48 WFC : $6.73
PE Ratio UMBF : 8.16 WFC : 11.69
PEG Ratio UMBF : 1.09 WFC : 1.01
PS Ratio UMBF : 1.61 WFC : 2.02
Total Revenue (TTM) UMBF : $4.46B WFC : $125.70B
Gross Profit (TTM) UMBF : $1.99B WFC : $81.14B
EBITDA (TTM) UMBF : $937.72M WFC : $31.58B

Return for Risk

UMBF vs. WFC — Risk / Return Rank

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

UMBF

UMBF Risk / Return Rank: 65
UMBF Sharpe Ratio Rank: 69
UMBF Sortino Ratio Rank: 61
UMBF Omega Ratio Rank: 62
UMBF Calmar Ratio Rank: 66
UMBF Martin Ratio Rank: 65

WFC

WFC Risk / Return Rank: 45
WFC Sharpe Ratio Rank: 49
WFC Sortino Ratio Rank: 41
WFC Omega Ratio Rank: 41
WFC Calmar Ratio Rank: 47
WFC Martin Ratio Rank: 48

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

UMBF vs. WFC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UMB Financial Corporation (UMBF) 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.

	UMBF	WFC	Difference
Sharpe ratio Return per unit of total volatility	0.89	0.24	+0.65
Sortino ratio Return per unit of downside risk	1.34	0.50	+0.84
Omega ratio Gain probability vs. loss probability	1.18	1.06	+0.11
Calmar ratio Return relative to maximum drawdown	1.29	0.27	+1.01
Martin ratio Return relative to average drawdown	2.96	0.63	+2.33
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

UMBF vs. WFC - Sharpe Ratio Comparison

The current UMBF Sharpe Ratio is 0.89, which is higher than the WFC Sharpe Ratio of 0.24. The chart below compares the historical Sharpe Ratios of UMBF and WFC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	UMBF	WFC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.89	0.24	+0.65
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.22	0.45	-0.23
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.30	0.23	+0.07
Sharpe Ratio (All Time) Calculated using the full available price history	0.26	0.33	-0.07

Drawdowns

UMBF vs. WFC - Drawdown Comparison

The maximum UMBF drawdown since its inception was -52.70%, smaller than the maximum WFC drawdown of -79.01%. Use the drawdown chart below to compare losses from any high point for UMBF and WFC.

Drawdown Indicators

	UMBF	WFC	Difference
Max Drawdown Largest peak-to-trough decline	-52.70%	-79.01%	+26.31%
Max Drawdown (1Y) Largest decline over 1 year	-18.57%	-23.02%	+4.45%
Max Drawdown (3Y) Largest decline over 3 years	-31.80%	-24.73%	-7.07%
Max Drawdown (5Y) Largest decline over 5 years	-50.25%	-37.10%	-13.15%
Max Drawdown (10Y) Largest decline over 10 years	-50.25%	-64.46%	+14.21%
Current Drawdown Current decline from peak	-5.98%	-17.50%	+11.52%
Average Drawdown Average peak-to-trough decline	-17.77%	-15.35%	-2.42%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.06%	9.93%	-1.87%

Volatility

UMBF vs. WFC - Volatility Comparison

UMB Financial Corporation (UMBF) and Wells Fargo & Company (WFC) have volatilities of 7.76% and 7.87%, 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.

Volatility by Period

	UMBF	WFC	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.76%	7.87%	-0.11%
Volatility (6M) Calculated over the trailing 6-month period	18.68%	19.96%	-1.28%
Volatility (1Y) Calculated over the trailing 1-year period	27.03%	26.53%	+0.50%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	33.31%	30.21%	+3.10%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	33.52%	32.27%	+1.25%

Dividends

UMBF vs. WFC - Dividend Comparison

UMBF's dividend yield for the trailing twelve months is around 1.31%, less than WFC's 2.29% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
UMBF UMB Financial Corporation	1.31%	1.42%	1.39%	1.83%	1.78%	1.30%	1.81%	1.76%	1.92%	1.45%	1.28%	2.04%
WFC Wells Fargo & Company	2.29%	1.82%	2.14%	2.64%	2.66%	1.25%	4.04%	3.57%	3.56%	2.54%	2.75%	2.71%

Financials

UMBF vs. WFC - Profitability Comparison

The chart below illustrates the profitability comparison between UMB Financial Corporation and Wells Fargo & Company over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

UMBF - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, UMB Financial Corporation reported a gross profit of 0.00 and revenue of 867.07M. Therefore, the gross margin over that period was 0.0%.

WFC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Wells Fargo & Company reported a gross profit of 20.31B and revenue of 31.80B. Therefore, the gross margin over that period was 63.9%.

UMBF - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, UMB Financial Corporation reported an operating income of 0.00 and revenue of 867.07M, resulting in an operating margin of 0.0%.

WFC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Wells Fargo & Company reported an operating income of 5.85B and revenue of 31.80B, resulting in an operating margin of 18.4%.

UMBF - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, UMB Financial Corporation reported a net income of 261.44M and revenue of 867.07M, resulting in a net margin of 30.2%.

WFC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Wells Fargo & Company reported a net income of 5.29B and revenue of 31.80B, resulting in a net margin of 16.6%.

Frequently Asked Questions

Can I hold both UMBF and WFC in my portfolio?

UMBF and WFC have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, UMBF or WFC?

WFC has higher volatility (7.87%) compared to UMBF (7.76%). In terms of maximum drawdown, UMBF dropped -52.70% vs WFC's -79.01%.

Which has better risk-adjusted returns?

UMBF currently has the higher Sharpe Ratio (0.89 vs 0.24), 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.