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WAFD vs. USB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between WAFD and USB is 0.49, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

WAFD vs. USB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Washington Federal, Inc. (WAFD) and U.S. Bancorp (USB). The values are adjusted to include any dividend payments, if applicable.

2,000.00%4,000.00%6,000.00%8,000.00%10,000.00%12,000.00%14,000.00%NovemberDecember2025FebruaryMarchApril
1,210.79%
11,107.19%
WAFD
USB

Key characteristics

Sharpe Ratio

WAFD:

0.06

USB:

0.07

Sortino Ratio

WAFD:

0.34

USB:

0.30

Omega Ratio

WAFD:

1.04

USB:

1.04

Calmar Ratio

WAFD:

0.06

USB:

0.06

Martin Ratio

WAFD:

0.14

USB:

0.19

Ulcer Index

WAFD:

13.93%

USB:

10.57%

Daily Std Dev

WAFD:

34.48%

USB:

29.30%

Max Drawdown

WAFD:

-61.56%

USB:

-76.08%

Current Drawdown

WAFD:

-24.64%

USB:

-26.50%

Fundamentals

Market Cap

WAFD:

$2.28B

USB:

$62.48B

EPS

WAFD:

$2.68

USB:

$4.04

PE Ratio

WAFD:

10.53

USB:

9.88

PEG Ratio

WAFD:

1.67

USB:

1.48

PS Ratio

WAFD:

3.12

USB:

2.46

PB Ratio

WAFD:

0.83

USB:

1.17

Total Revenue (TTM)

WAFD:

$814.59M

USB:

$20.09B

Gross Profit (TTM)

WAFD:

$814.54M

USB:

$24.06B

EBITDA (TTM)

WAFD:

$9.05M

USB:

$6.66B

Returns By Period

In the year-to-date period, WAFD achieves a -11.67% return, which is significantly higher than USB's -15.54% return. Over the past 10 years, WAFD has outperformed USB with an annualized return of 5.44%, while USB has yielded a comparatively lower 2.79% annualized return.


WAFD

YTD

-11.67%

1M

-1.67%

6M

-15.01%

1Y

4.48%

5Y*

4.83%

10Y*

5.44%

USB

YTD

-15.54%

1M

-6.55%

6M

-14.49%

1Y

1.63%

5Y*

6.68%

10Y*

2.79%

*Annualized

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Risk-Adjusted Performance

WAFD vs. USB — Risk-Adjusted Performance Rank

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

WAFD
The Risk-Adjusted Performance Rank of WAFD is 5151
Overall Rank
The Sharpe Ratio Rank of WAFD is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of WAFD is 4747
Sortino Ratio Rank
The Omega Ratio Rank of WAFD is 4747
Omega Ratio Rank
The Calmar Ratio Rank of WAFD is 5555
Calmar Ratio Rank
The Martin Ratio Rank of WAFD is 5454
Martin Ratio Rank

USB
The Risk-Adjusted Performance Rank of USB is 5151
Overall Rank
The Sharpe Ratio Rank of USB is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of USB is 4646
Sortino Ratio Rank
The Omega Ratio Rank of USB is 4646
Omega Ratio Rank
The Calmar Ratio Rank of USB is 5555
Calmar Ratio Rank
The Martin Ratio Rank of USB is 5555
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

WAFD vs. USB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Washington Federal, Inc. (WAFD) and U.S. Bancorp (USB). 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.


The chart of Sharpe ratio for WAFD, currently valued at 0.06, compared to the broader market-2.00-1.000.001.002.003.00
WAFD: 0.06
USB: 0.07
The chart of Sortino ratio for WAFD, currently valued at 0.34, compared to the broader market-6.00-4.00-2.000.002.004.00
WAFD: 0.34
USB: 0.30
The chart of Omega ratio for WAFD, currently valued at 1.04, compared to the broader market0.501.001.502.00
WAFD: 1.04
USB: 1.04
The chart of Calmar ratio for WAFD, currently valued at 0.06, compared to the broader market0.001.002.003.004.005.00
WAFD: 0.06
USB: 0.06
The chart of Martin ratio for WAFD, currently valued at 0.14, compared to the broader market-5.000.005.0010.0015.0020.00
WAFD: 0.14
USB: 0.19

The current WAFD Sharpe Ratio is 0.06, which is comparable to the USB Sharpe Ratio of 0.07. The chart below compares the historical Sharpe Ratios of WAFD and USB, 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 Ratio-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.06
0.07
WAFD
USB

Dividends

WAFD vs. USB - Dividend Comparison

WAFD's dividend yield for the trailing twelve months is around 3.72%, less than USB's 4.98% yield.


TTM20242023202220212020201920182017201620152014
WAFD
Washington Federal, Inc.
3.72%3.23%3.03%2.86%2.76%3.42%2.24%2.62%2.48%1.63%2.18%1.61%
USB
U.S. Bancorp
4.98%4.14%4.46%4.31%3.13%3.61%2.66%2.93%2.16%2.08%2.37%2.15%

Drawdowns

WAFD vs. USB - Drawdown Comparison

The maximum WAFD drawdown since its inception was -61.56%, smaller than the maximum USB drawdown of -76.08%. Use the drawdown chart below to compare losses from any high point for WAFD and USB. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-24.64%
-26.50%
WAFD
USB

Volatility

WAFD vs. USB - Volatility Comparison

Washington Federal, Inc. (WAFD) and U.S. Bancorp (USB) have volatilities of 17.32% and 16.56%, 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%16.00%18.00%NovemberDecember2025FebruaryMarchApril
17.32%
16.56%
WAFD
USB

Financials

WAFD vs. USB - Financials Comparison

This section allows you to compare key financial metrics between Washington Federal, Inc. and U.S. Bancorp. 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