WBS vs. BAC
WBS (Webster Financial Corporation) and BAC (Bank of America Corporation) are both stocks. Both are in the Financial Services sector — WBS in Banks - Regional, BAC in Banks - Diversified. Over the past 10 years, WBS returned 9.84%/yr vs 16.28%/yr for BAC. At a 0.48 correlation, their price movements are largely independent.
Performance
WBS vs. BAC - Performance Comparison
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Returns By Period
In the year-to-date period, WBS achieves a 15.88% return, which is significantly higher than BAC's -4.19% return. Over the past 10 years, WBS has underperformed BAC with an annualized return of 9.84%, while BAC has yielded a comparatively higher 16.28% annualized return.
WBS
- 1D
- -0.65%
- 1M
- 1.82%
- YTD
- 15.88%
- 6M
- 17.47%
- 1Y
- 42.10%
- 3Y*
- 27.17%
- 5Y*
- 8.35%
- 10Y*
- 9.84%
BAC
- 1D
- -0.15%
- 1M
- 0.40%
- YTD
- -4.19%
- 6M
- -2.07%
- 1Y
- 20.00%
- 3Y*
- 25.09%
- 5Y*
- 6.37%
- 10Y*
- 16.28%
WBS vs. BAC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WBS Webster Financial Corporation | 15.88% | 17.31% | 12.48% | 11.48% | -12.51% | 36.63% | -16.87% | 11.54% | -10.38% | 5.51% |
BAC Bank of America Corporation | -4.19% | 28.04% | 33.85% | 4.83% | -23.82% | 49.61% | -11.63% | 46.19% | -15.00% | 35.69% |
Correlation
The correlation between WBS and BAC is 0.58, 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 | 0.58 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.67 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.71 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since Dec 15, 1986 | 0.48 |
The correlation between WBS and BAC shifts across timeframes, from 0.48 (all time) to 0.73 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
WBS:
$11.53B
BAC:
$388.68B
WBS:
$6.28
BAC:
$4.19
WBS:
11.49
BAC:
12.50
WBS:
1.14
BAC:
5.02
WBS:
2.70
BAC:
2.27
WBS:
1.24
BAC:
1.41
WBS:
$4.35B
BAC:
$174.85B
WBS:
$2.06B
BAC:
$110.47B
WBS:
$1.07B
BAC:
$41.74B
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Return for Risk
WBS vs. BAC — Risk / Return Rank
WBS
BAC
WBS vs. BAC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Webster Financial Corporation (WBS) and Bank of America Corporation (BAC). 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.
| WBS | BAC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.71 | ||
| Sortino ratioReturn per unit of downside risk | +1.07 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.17 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 3.02 | 1.12 | +1.90 |
| Martin ratioReturn relative to average drawdown | 8.29 | 2.89 | +5.40 |
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
| WBS | BAC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.65 | 0.94 | +0.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.23 | 0.24 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.25 | 0.53 | -0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 0.20 | +0.04 |
Drawdowns
WBS vs. BAC - Drawdown Comparison
The maximum WBS drawdown since its inception was -93.72%, roughly equal to the maximum BAC drawdown of -93.10%. Use the drawdown chart below to compare losses from any high point for WBS and BAC.
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Drawdown Indicators
| WBS | BAC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.72% | -93.10% | -0.62% |
Max Drawdown (1Y)Largest decline over 1 year | -14.02% | -17.93% | +3.91% |
Max Drawdown (3Y)Largest decline over 3 years | -33.08% | -27.51% | -5.57% |
Max Drawdown (5Y)Largest decline over 5 years | -47.90% | -46.64% | -1.26% |
Max Drawdown (10Y)Largest decline over 10 years | -71.99% | -48.95% | -23.04% |
Current DrawdownCurrent decline from peak | -1.75% | -7.95% | +6.20% |
Average DrawdownAverage peak-to-trough decline | -23.69% | -28.32% | +4.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.09% | 6.93% | -1.84% |
Volatility
WBS vs. BAC - Volatility Comparison
The current volatility for Webster Financial Corporation (WBS) is 3.93%, while Bank of America Corporation (BAC) has a volatility of 6.22%. This indicates that WBS experiences smaller price fluctuations and is considered to be less risky than BAC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WBS | BAC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.93% | 6.22% | -2.29% |
Volatility (6M)Calculated over the trailing 6-month period | 15.53% | 16.10% | -0.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.64% | 21.33% | +4.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.37% | 26.85% | +9.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.79% | 30.68% | +9.11% |
Dividends
WBS vs. BAC - Dividend Comparison
WBS's dividend yield for the trailing twelve months is around 2.22%, more than BAC's 2.10% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BAC Bank of America Corporation | 2.10% | 1.96% | 2.28% | 2.73% | 2.60% | 1.75% | 2.38% | 1.87% | 2.19% | 1.32% | 1.13% | 1.19% |
WBS Webster Financial Corporation | 2.22% | 2.54% | 2.90% | 3.15% | 3.38% | 2.87% | 3.80% | 2.87% | 2.54% | 1.83% | 1.81% | 2.39% |
Financials
WBS vs. BAC - Financials Comparison
This section allows you to compare key financial metrics between Webster Financial Corporation and Bank of America Corporation. 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
WBS vs. BAC - Profitability Comparison
WBS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Webster Financial Corporation reported a gross profit of 0.00 and revenue of 994.28M. Therefore, the gross margin over that period was 0.0%.
BAC - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Bank of America Corporation reported a gross profit of 28.94B and revenue of 30.27B. Therefore, the gross margin over that period was 95.6%.
WBS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Webster Financial Corporation reported an operating income of 0.00 and revenue of 994.28M, resulting in an operating margin of 0.0%.
BAC - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Bank of America Corporation reported an operating income of 10.40B and revenue of 30.27B, resulting in an operating margin of 34.4%.
WBS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Webster Financial Corporation reported a net income of 246.23M and revenue of 994.28M, resulting in a net margin of 24.8%.
BAC - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Bank of America Corporation reported a net income of 8.58B and revenue of 30.27B, resulting in a net margin of 28.4%.
Frequently Asked Questions
WBS and BAC have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BAC has higher volatility (6.22%) compared to WBS (3.93%). In terms of maximum drawdown, WBS dropped -93.72% vs BAC's -93.10%.
WBS currently has the higher Sharpe Ratio (1.65 vs 0.94), 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.
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