WAL vs. CFG
Compare and contrast key facts about Western Alliance Bancorporation (WAL) and Citizens Financial Group, Inc. (CFG).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WAL or CFG.
Key characteristics
| WAL | CFG | |
|---|---|---|
| YTD Return | 41.99% | 46.90% |
| 1Y Return | 91.54% | 78.20% |
| 3Y Return (Ann) | -5.87% | 2.33% |
| 5Y Return (Ann) | 14.62% | 9.14% |
| 10Y Return (Ann) | 14.71% | 10.66% |
| Sharpe Ratio | 2.12 | 2.54 |
| Sortino Ratio | 2.89 | 3.52 |
| Omega Ratio | 1.36 | 1.44 |
| Calmar Ratio | 1.56 | 1.71 |
| Martin Ratio | 9.26 | 17.06 |
| Ulcer Index | 9.89% | 4.88% |
| Daily Std Dev | 43.13% | 32.77% |
| Max Drawdown | -92.14% | -65.60% |
| Current Drawdown | -19.75% | -5.03% |
Fundamentals
| WAL | CFG | |
|---|---|---|
| Market Cap | $10.24B | $20.48B |
| EPS | $6.47 | $2.55 |
| PE Ratio | 14.37 | 18.23 |
| PEG Ratio | 1.84 | 0.26 |
| Total Revenue (TTM) | $4.83B | $11.37B |
| Gross Profit (TTM) | $4.77B | $11.31B |
| EBITDA (TTM) | $178.40M | $688.00M |
Correlation
The correlation between WAL and CFG is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
WAL vs. CFG - Performance Comparison
In the year-to-date period, WAL achieves a 41.99% return, which is significantly lower than CFG's 46.90% return. Over the past 10 years, WAL has outperformed CFG with an annualized return of 14.71%, while CFG has yielded a comparatively lower 10.66% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
WAL vs. CFG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Western Alliance Bancorporation (WAL) and Citizens Financial Group, Inc. (CFG). 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.
Dividends
WAL vs. CFG - Dividend Comparison
WAL's dividend yield for the trailing twelve months is around 2.02%, less than CFG's 3.61% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
WAL Western Alliance Bancorporation | 2.02% | 2.20% | 2.38% | 1.11% | 1.67% | 0.88% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CFG Citizens Financial Group, Inc. | 3.61% | 5.07% | 4.11% | 3.30% | 4.36% | 3.35% | 3.30% | 1.52% | 1.29% | 1.53% | 0.40% |
Drawdowns
WAL vs. CFG - Drawdown Comparison
The maximum WAL drawdown since its inception was -92.14%, which is greater than CFG's maximum drawdown of -65.60%. Use the drawdown chart below to compare losses from any high point for WAL and CFG. For additional features, visit the drawdowns tool.
Volatility
WAL vs. CFG - Volatility Comparison
Western Alliance Bancorporation (WAL) has a higher volatility of 19.80% compared to Citizens Financial Group, Inc. (CFG) at 15.73%. This indicates that WAL's price experiences larger fluctuations and is considered to be riskier than CFG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
WAL vs. CFG - Financials Comparison
This section allows you to compare key financial metrics between Western Alliance Bancorporation and Citizens Financial Group, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities