WFC vs. SF

Last updated Apr 1, 2026

Compare and contrast key facts about Wells Fargo & Company (WFC) and Stifel Financial Corp. (SF).

Performance

WFC vs. SF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wells Fargo & Company (WFC) and Stifel Financial Corp. (SF). The values are adjusted to include any dividend payments, if applicable.

WFC vs. SF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
WFC Wells Fargo & Company	-14.16%	35.57%	46.48%	22.94%	-11.92%	61.15%	-41.65%	21.44%	-21.83%	13.21%
SF Stifel Financial Corp.	-11.04%	20.07%	56.37%	21.24%	-15.57%	40.79%	26.32%	47.99%	-29.86%	19.71%

Fundamentals

Market Cap WFC : $256.14B SF : $8.16B
EPS WFC : $6.60 SF : $6.23
PE Ratio WFC : 12.07 SF : 11.86
PS Ratio WFC : 2.27 SF : 1.29
PB Ratio WFC : 1.56 SF : 1.54
Total Revenue (TTM) WFC : $113.26B SF : $6.30B
Gross Profit (TTM) WFC : $81.08B SF : $5.45B
EBITDA (TTM) WFC : $29.35B SF : $933.50M

Returns By Period

In the year-to-date period, WFC achieves a -14.16% return, which is significantly lower than SF's -11.04% return. Over the past 10 years, WFC has underperformed SF with an annualized return of 8.07%, while SF has yielded a comparatively higher 20.36% annualized return.

WFC

• 1D: 3.66%
• 1M: -2.26%
• YTD: -14.16%
• 6M: -4.05%
• 1Y: 13.30%
• 3Y*: 32.00%
• 5Y*: 17.69%
• 10Y*: 8.07%

SF

• 1D: 2.87%
• 1M: 0.28%
• YTD: -11.04%
• 6M: -1.46%
• 1Y: 19.68%
• 3Y*: 25.77%
• 5Y*: 13.00%
• 10Y*: 20.36%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

WFC vs. SF — Risk / Return Rank

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

WFC

WFC Risk / Return Rank: 56
WFC Sharpe Ratio Rank: 59
WFC Sortino Ratio Rank: 50
WFC Omega Ratio Rank: 51
WFC Calmar Ratio Rank: 58
WFC Martin Ratio Rank: 62

SF

SF Risk / Return Rank: 61
SF Sharpe Ratio Rank: 63
SF Sortino Ratio Rank: 56
SF Omega Ratio Rank: 58
SF Calmar Ratio Rank: 63
SF Martin Ratio Rank: 65

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

WFC vs. SF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Wells Fargo & Company (WFC) and Stifel Financial Corp. (SF). 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.

	WFC	SF	Difference
Sharpe ratio Return per unit of total volatility	0.45	0.59	-0.13
Sortino ratio Return per unit of downside risk	0.78	1.00	-0.22
Omega ratio Gain probability vs. loss probability	1.11	1.14	-0.03
Calmar ratio Return relative to maximum drawdown	0.66	0.96	-0.30
Martin ratio Return relative to average drawdown	2.07	2.63	-0.56
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WFC vs. SF - Sharpe Ratio Comparison

The current WFC Sharpe Ratio is 0.45, which is comparable to the SF Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of WFC and SF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	WFC	SF	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.45	0.59	-0.13
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.59	0.42	+0.17
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.25	0.58	-0.32
Sharpe Ratio (All Time) Calculated using the full available price history	0.33	0.24	+0.09

Correlation

The correlation between WFC and SF is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

WFC vs. SF - Dividend Comparison

WFC's dividend yield for the trailing twelve months is around 2.20%, more than SF's 1.70% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
WFC Wells Fargo & Company	2.20%	1.82%	2.14%	2.64%	2.66%	1.25%	4.04%	3.57%	3.56%	2.54%	2.75%	2.71%
SF Stifel Financial Corp.	1.70%	1.47%	1.58%	2.08%	2.06%	0.85%	0.90%	0.99%	1.16%	0.34%	0.00%	0.00%

Drawdowns

WFC vs. SF - Drawdown Comparison

The maximum WFC drawdown since its inception was -79.01%, roughly equal to the maximum SF drawdown of -78.37%. Use the drawdown chart below to compare losses from any high point for WFC and SF.

Drawdown Indicators

	WFC	SF	Difference
Max Drawdown Largest peak-to-trough decline	-79.01%	-78.37%	-0.64%
Max Drawdown (1Y) Largest decline over 1 year	-22.75%	-21.01%	-1.74%
Max Drawdown (5Y) Largest decline over 5 years	-37.10%	-36.25%	-0.85%
Max Drawdown (10Y) Largest decline over 10 years	-64.46%	-51.89%	-12.57%
Current Drawdown Current decline from peak	-17.00%	-16.39%	-0.61%
Average Drawdown Average peak-to-trough decline	-15.34%	-29.24%	+13.90%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.28%	7.69%	-0.41%

Volatility

WFC vs. SF - Volatility Comparison

Wells Fargo & Company (WFC) has a higher volatility of 7.89% compared to Stifel Financial Corp. (SF) at 6.53%. This indicates that WFC's price experiences larger fluctuations and is considered to be riskier than SF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WFC	SF	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.89%	6.53%	+1.36%
Volatility (6M) Calculated over the trailing 6-month period	19.89%	19.79%	+0.10%
Volatility (1Y) Calculated over the trailing 1-year period	29.40%	33.53%	-4.13%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	30.17%	31.23%	-1.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.16%	35.51%	-3.35%

Financials

WFC vs. SF - Profitability Comparison

The chart below illustrates the profitability comparison between Wells Fargo & Company and Stifel Financial Corp. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

WFC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Wells Fargo & Company reported a gross profit of 21.29B and revenue of 21.29B. Therefore, the gross margin over that period was 100.0%.

SF - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Stifel Financial Corp. reported a gross profit of 1.56B and revenue of 1.75B. Therefore, the gross margin over that period was 89.0%.

WFC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Wells Fargo & Company reported an operating income of 6.53B and revenue of 21.29B, resulting in an operating margin of 30.7%.

SF - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Stifel Financial Corp. reported an operating income of 307.91M and revenue of 1.75B, resulting in an operating margin of 17.6%.

WFC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Wells Fargo & Company reported a net income of 5.36B and revenue of 21.29B, resulting in a net margin of 25.2%.

SF - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Stifel Financial Corp. reported a net income of 264.36M and revenue of 1.75B, resulting in a net margin of 15.1%.