WBC.AX vs. CBA.AX
Compare and contrast key facts about Westpac Banking Corporation (WBC.AX) and Commonwealth Bank of Australia (CBA.AX).
Performance
WBC.AX vs. CBA.AX - Performance Comparison
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WBC.AX vs. CBA.AX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WBC.AX Westpac Banking Corporation | 3.78% | 24.74% | 49.36% | 4.83% | 15.26% | 15.75% | -18.71% | 3.24% | -14.67% | 1.94% |
CBA.AX Commonwealth Bank of Australia | 8.49% | 7.89% | 42.19% | 13.91% | 5.59% | 27.67% | 6.58% | 16.87% | -4.56% | 2.71% |
Returns By Period
In the year-to-date period, WBC.AX achieves a 3.78% return, which is significantly lower than CBA.AX's 8.49% return. Over the past 10 years, WBC.AX has underperformed CBA.AX with an annualized return of 8.71%, while CBA.AX has yielded a comparatively higher 13.76% annualized return.
WBC.AX
- 1D
- 1.49%
- 1M
- -4.16%
- YTD
- 3.78%
- 6M
- 5.43%
- 1Y
- 32.54%
- 3Y*
- 29.77%
- 5Y*
- 16.38%
- 10Y*
- 8.71%
CBA.AX
- 1D
- 2.50%
- 1M
- -0.92%
- YTD
- 8.49%
- 6M
- 4.27%
- 1Y
- 15.44%
- 3Y*
- 24.66%
- 5Y*
- 19.05%
- 10Y*
- 13.76%
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Return for Risk
WBC.AX vs. CBA.AX — Risk / Return Rank
WBC.AX
CBA.AX
WBC.AX vs. CBA.AX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Westpac Banking Corporation (WBC.AX) and Commonwealth Bank of Australia (CBA.AX). 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.
| WBC.AX | CBA.AX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.47 | 0.65 | +0.82 |
Sortino ratioReturn per unit of downside risk | 2.04 | 1.02 | +1.02 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.14 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 3.47 | 0.65 | +2.82 |
Martin ratioReturn relative to average drawdown | 9.34 | 1.31 | +8.04 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| WBC.AX | CBA.AX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.47 | 0.65 | +0.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 0.95 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.38 | 0.63 | -0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.75 | -0.15 |
Correlation
The correlation between WBC.AX and CBA.AX is 0.67, 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.
Dividends
WBC.AX vs. CBA.AX - Dividend Comparison
WBC.AX's dividend yield for the trailing twelve months is around 3.82%, more than CBA.AX's 2.88% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WBC.AX Westpac Banking Corporation | 3.82% | 3.96% | 5.14% | 6.20% | 5.35% | 5.53% | 1.60% | 7.18% | 7.51% | 6.00% | 5.77% | 5.55% |
CBA.AX Commonwealth Bank of Australia | 2.88% | 3.02% | 3.03% | 4.03% | 3.75% | 3.47% | 3.63% | 5.39% | 5.95% | 5.34% | 5.10% | 4.90% |
Drawdowns
WBC.AX vs. CBA.AX - Drawdown Comparison
The maximum WBC.AX drawdown since its inception was -51.74%, smaller than the maximum CBA.AX drawdown of -58.53%. Use the drawdown chart below to compare losses from any high point for WBC.AX and CBA.AX.
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Drawdown Indicators
| WBC.AX | CBA.AX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.74% | -58.53% | +6.79% |
Max Drawdown (1Y)Largest decline over 1 year | -8.99% | -21.90% | +12.91% |
Max Drawdown (5Y)Largest decline over 5 years | -25.00% | -21.90% | -3.10% |
Max Drawdown (10Y)Largest decline over 10 years | -51.74% | -39.02% | -12.72% |
Current DrawdownCurrent decline from peak | -6.73% | -7.58% | +0.85% |
Average DrawdownAverage peak-to-trough decline | -9.84% | -8.21% | -1.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.34% | 10.92% | -7.58% |
Volatility
WBC.AX vs. CBA.AX - Volatility Comparison
Westpac Banking Corporation (WBC.AX) has a higher volatility of 6.85% compared to Commonwealth Bank of Australia (CBA.AX) at 5.67%. This indicates that WBC.AX's price experiences larger fluctuations and is considered to be riskier than CBA.AX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WBC.AX | CBA.AX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.85% | 5.67% | +1.18% |
Volatility (6M)Calculated over the trailing 6-month period | 13.83% | 16.90% | -3.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.98% | 23.61% | -1.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.53% | 20.05% | -0.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.78% | 21.57% | +1.21% |
Financials
WBC.AX vs. CBA.AX - Financials Comparison
This section allows you to compare key financial metrics between Westpac Banking Corporation and Commonwealth Bank of Australia. 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