WTFC vs. CFR
WTFC (Wintrust Financial Corporation) and CFR (Cullen/Frost Bankers, Inc.) are both stocks. Both operate in the Banks - Regional industry within the Financial Services sector. Over the past 10 years, WTFC returned 13.49%/yr vs 12.96%/yr for CFR. Their 0.61 correlation means they have sometimes moved together and sometimes differently.
Performance
WTFC vs. CFR - Performance Comparison
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Returns By Period
In the year-to-date period, WTFC achieves a 14.93% return, which is significantly lower than CFR's 33.28% return. Both investments have delivered pretty close results over the past 10 years, with WTFC having a 13.49% annualized return and CFR not far behind at 12.96%.
WTFC
- 1D
- -0.07%
- 1M
- -1.02%
- 6M
- 8.96%
- YTD
- 14.93%
- 1Y
- 30.60%
- 3Y*
- 26.23%
- 5Y*
- 19.43%
- 10Y*
- 13.49%
- ALL TIME*
- 10.57%
CFR
- 1D
- 1.74%
- 1M
- 7.41%
- 6M
- 22.46%
- YTD
- 33.28%
- 1Y
- 38.05%
- 3Y*
- 19.40%
- 5Y*
- 12.44%
- 10Y*
- 12.96%
- ALL TIME*
- 15.34%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $127.62M | $100.74M | $90.92M | |
| $113.87M | $111.72M | $85.47M |
WTFC vs. CFR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WTFC Wintrust Financial Corporation | 14.93% | 13.94% | 36.83% | 12.00% | -5.54% | 51.10% | -11.77% | 8.16% | -18.56% | 14.36% |
CFR Cullen/Frost Bankers, Inc. | 33.28% | -2.76% | 27.86% | -16.06% | 8.66% | 48.17% | -7.58% | 14.60% | -4.84% | 9.93% |
Correlation
The correlation between WTFC and CFR is 0.74, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.74 |
Correlation (3Y) Balances recent behavior with more history. | 0.79 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.80 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.81 |
Correlation (All Time) Calculated using the full available price history since Apr 16, 1998 | 0.61 |
The correlation between WTFC and CFR shifts across timeframes, from 0.61 (all time) to 0.81 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
WTFC:
$10.76B
CFR:
$10.45B
WTFC:
$17.63
CFR:
$10.76
WTFC:
9.05
CFR:
15.46
WTFC:
0.83
CFR:
1.42
WTFC:
1.94
CFR:
6.02
WTFC:
0.02
CFR:
2.33
WTFC:
$4.20B
CFR:
$1.76B
WTFC:
$2.05B
CFR:
$1.13B
WTFC:
$1.01B
CFR:
$1.44B
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Return for Risk
WTFC vs. CFR — Risk / Return Rank
WTFC
CFR
WTFC vs. CFR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wintrust Financial Corporation (WTFC) and Cullen/Frost Bankers, Inc. (CFR). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| WTFC | CFR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.57 | ||
| Sortino ratioReturn per unit of downside risk | -0.72 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.28 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.38 | 3.05 | -1.67 |
| Martin ratioReturn relative to average drawdown | 3.77 | 8.43 | -4.66 |
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Drawdowns
WTFC vs. CFR - Drawdown Comparison
The maximum WTFC drawdown since its inception was -83.58%, which is greater than CFR's maximum drawdown of -56.86%. Use the drawdown chart below to compare losses from any high point for WTFC and CFR.
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Drawdown Indicators
| WTFC | CFR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.58% | -56.86% | -26.72% |
Max Drawdown (1Y)Largest decline over 1 year | -19.30% | -11.38% | -7.92% |
Max Drawdown (3Y)Largest decline over 3 years | -31.02% | -26.55% | -4.47% |
Max Drawdown (5Y)Largest decline over 5 years | -40.71% | -45.62% | +4.91% |
Max Drawdown (10Y)Largest decline over 10 years | -74.50% | -56.86% | -17.64% |
Current DrawdownCurrent decline from peak | -4.41% | -0.43% | -3.98% |
Average DrawdownAverage peak-to-trough decline | -23.06% | -11.77% | -11.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.08% | 4.14% | +2.94% |
Volatility
WTFC vs. CFR - Volatility Comparison
Wintrust Financial Corporation (WTFC) and Cullen/Frost Bankers, Inc. (CFR) have volatilities of 5.85% and 5.89%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WTFC | CFR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.85% | 5.89% | -0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 17.54% | 13.73% | +3.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.53% | 21.99% | +3.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.50% | 29.97% | +1.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.20% | 33.08% | +4.12% |
Dividends
WTFC vs. CFR - Dividend Comparison
WTFC's dividend yield for the trailing twelve months is around 1.32%, less than CFR's 2.42% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CFR Cullen/Frost Bankers, Inc. | 2.42% | 3.12% | 2.79% | 3.30% | 2.42% | 2.33% | 3.27% | 2.86% | 2.93% | 2.38% | 2.44% | 3.50% |
WTFC Wintrust Financial Corporation | 1.32% | 1.43% | 1.44% | 1.73% | 1.61% | 1.37% | 1.83% | 1.41% | 1.14% | 0.68% | 0.66% | 0.91% |
Financials
WTFC vs. CFR - Financials Comparison
This section allows you to compare key financial metrics between Wintrust Financial Corporation and Cullen/Frost Bankers, 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
Frequently Asked Questions
WTFC and CFR have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CFR has higher volatility (5.89%) compared to WTFC (5.85%). In terms of maximum drawdown, WTFC dropped -83.58% vs CFR's -56.86%.
CFR currently has the higher Sharpe Ratio (1.62 vs 1.05), 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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