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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.


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.

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Key characteristics

Sharpe Ratio

WAFD:

0.23

USB:

0.35

Sortino Ratio

WAFD:

0.54

USB:

0.69

Omega Ratio

WAFD:

1.07

USB:

1.09

Calmar Ratio

WAFD:

0.20

USB:

0.32

Martin Ratio

WAFD:

0.46

USB:

0.92

Ulcer Index

WAFD:

14.79%

USB:

11.55%

Daily Std Dev

WAFD:

34.58%

USB:

29.73%

Max Drawdown

WAFD:

-61.56%

USB:

-76.08%

Current Drawdown

WAFD:

-20.50%

USB:

-18.57%

Fundamentals

Market Cap

WAFD:

$2.40B

USB:

$69.13B

EPS

WAFD:

$2.68

USB:

$4.04

PE Ratio

WAFD:

11.16

USB:

10.98

PEG Ratio

WAFD:

1.67

USB:

1.65

PS Ratio

WAFD:

3.29

USB:

2.73

PB Ratio

WAFD:

0.85

USB:

1.30

Total Revenue (TTM)

WAFD:

$1.17B

USB:

$30.44B

Gross Profit (TTM)

WAFD:

$814.54M

USB:

$24.06B

EBITDA (TTM)

WAFD:

$81.06M

USB:

$8.82B

Returns By Period

In the year-to-date period, WAFD achieves a -6.82% return, which is significantly lower than USB's -6.42% return. Over the past 10 years, WAFD has outperformed USB with an annualized return of 6.03%, while USB has yielded a comparatively lower 3.63% annualized return.


WAFD

YTD

-6.82%

1M

21.31%

6M

-19.16%

1Y

7.94%

5Y*

8.87%

10Y*

6.03%

USB

YTD

-6.42%

1M

15.79%

6M

-11.61%

1Y

10.38%

5Y*

12.38%

10Y*

3.63%

*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 5656
Overall Rank
The Sharpe Ratio Rank of WAFD is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of WAFD is 5252
Sortino Ratio Rank
The Omega Ratio Rank of WAFD is 5151
Omega Ratio Rank
The Calmar Ratio Rank of WAFD is 6060
Calmar Ratio Rank
The Martin Ratio Rank of WAFD is 5757
Martin Ratio Rank

USB
The Risk-Adjusted Performance Rank of USB is 6161
Overall Rank
The Sharpe Ratio Rank of USB is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of USB is 5757
Sortino Ratio Rank
The Omega Ratio Rank of USB is 5656
Omega Ratio Rank
The Calmar Ratio Rank of USB is 6666
Calmar Ratio Rank
The Martin Ratio Rank of USB is 6363
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 current WAFD Sharpe Ratio is 0.23, which is lower than the USB Sharpe Ratio of 0.35. 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.


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Dividends

WAFD vs. USB - Dividend Comparison

WAFD's dividend yield for the trailing twelve months is around 3.53%, less than USB's 4.50% yield.


TTM20242023202220212020201920182017201620152014
WAFD
Washington Federal, Inc.
3.53%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
4.50%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.


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Volatility

WAFD vs. USB - Volatility Comparison

Washington Federal, Inc. (WAFD) has a higher volatility of 9.94% compared to U.S. Bancorp (USB) at 6.95%. This indicates that WAFD's price experiences larger fluctuations and is considered to be riskier than USB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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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


0.002.00B4.00B6.00B8.00B10.00B20212022202320242025
354.70M
10.35B
(WAFD) Total Revenue
(USB) Total Revenue
Values in USD except per share items