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WTFC vs. CRS
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

WTFC vs. CRS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wintrust Financial Corporation (WTFC) and Carpenter Technology Corporation (CRS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WTFC achieves a 9.86% return, which is significantly lower than CRS's 56.63% return. Over the past 10 years, WTFC has underperformed CRS with an annualized return of 12.69%, while CRS has yielded a comparatively higher 33.02% annualized return.


WTFC

1D
3.02%
1M
1.73%
YTD
9.86%
6M
12.52%
1Y
29.10%
3Y*
34.55%
5Y*
15.34%
10Y*
12.69%

CRS

1D
1.14%
1M
10.70%
YTD
56.63%
6M
56.68%
1Y
100.30%
3Y*
118.54%
5Y*
64.27%
10Y*
33.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WTFC vs. CRS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WTFC
Wintrust Financial Corporation
9.86%13.94%36.83%12.00%-5.54%51.10%-11.77%8.16%-18.56%14.36%
CRS
Carpenter Technology Corporation
56.63%86.23%141.72%94.48%29.50%2.66%-39.44%42.12%-29.16%43.40%

Correlation

The correlation between WTFC and CRS is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.35

Correlation (3Y)
Calculated over the trailing 3-year period

0.44

Correlation (5Y)
Calculated over the trailing 5-year period

0.50

Correlation (10Y)
Calculated over the trailing 10-year period

0.52

Correlation (All Time)
Calculated using the full available price history since Apr 17, 1998

0.40

The correlation between WTFC and CRS shifts across timeframes, from 0.35 (1 year) to 0.52 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

WTFC:

$129.77M

CRS:

$24.78B

EPS

WTFC:

$16.92

CRS:

$9.51

PE Ratio

WTFC:

9.01

CRS:

51.82

PEG Ratio

WTFC:

0.83

CRS:

0.04

PS Ratio

WTFC:

1.87

CRS:

8.20

PB Ratio

WTFC:

0.02

CRS:

11.98

Total Revenue (TTM)

WTFC:

$4.15B

CRS:

$3.03B

Gross Profit (TTM)

WTFC:

$2.01B

CRS:

$900.50M

EBITDA (TTM)

WTFC:

$943.92M

CRS:

$745.50M

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Return for Risk

WTFC vs. CRS — Risk / Return Rank

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

WTFC
WTFC Risk / Return Rank: 7070
Overall Rank
WTFC Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
WTFC Sortino Ratio Rank: 6868
Sortino Ratio Rank
WTFC Omega Ratio Rank: 6666
Omega Ratio Rank
WTFC Calmar Ratio Rank: 6969
Calmar Ratio Rank
WTFC Martin Ratio Rank: 7272
Martin Ratio Rank

CRS
CRS Risk / Return Rank: 8989
Overall Rank
CRS Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
CRS Sortino Ratio Rank: 8787
Sortino Ratio Rank
CRS Omega Ratio Rank: 8686
Omega Ratio Rank
CRS Calmar Ratio Rank: 9292
Calmar Ratio Rank
CRS Martin Ratio Rank: 9090
Martin Ratio Rank
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.

WTFC vs. CRS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Wintrust Financial Corporation (WTFC) and Carpenter Technology Corporation (CRS). 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.


WTFCCRSDifference
Sharpe ratioReturn per unit of total volatility

-1.00

Sortino ratioReturn per unit of downside risk

-1.27

Omega ratioGain probability vs. loss probability

1.20

1.37

-0.17

Calmar ratioReturn relative to maximum drawdown

1.51

5.29

-3.77

Martin ratioReturn relative to average drawdown

4.05

12.44

-8.39

WTFC vs. CRS - Sharpe Ratio Comparison

The current WTFC Sharpe Ratio is 1.12, which is lower than the CRS Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of WTFC and CRS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


WTFCCRSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.12

2.12

-1.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

1.39

-0.90

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

0.68

-0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.34

-0.08

Drawdowns

WTFC vs. CRS - Drawdown Comparison

The maximum WTFC drawdown since its inception was -83.58%, roughly equal to the maximum CRS drawdown of -84.68%. Use the drawdown chart below to compare losses from any high point for WTFC and CRS.


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Drawdown Indicators


WTFCCRSDifference

Max Drawdown

Largest peak-to-trough decline

-83.58%

-84.68%

+1.10%

Max Drawdown (1Y)

Largest decline over 1 year

-19.30%

-19.08%

-0.22%

Max Drawdown (3Y)

Largest decline over 3 years

-31.02%

-28.74%

-2.28%

Max Drawdown (5Y)

Largest decline over 5 years

-40.71%

-44.04%

+3.33%

Max Drawdown (10Y)

Largest decline over 10 years

-74.50%

-74.70%

+0.20%

Current Drawdown

Current decline from peak

-5.14%

0.00%

-5.14%

Average Drawdown

Average peak-to-trough decline

-23.18%

-27.25%

+4.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.20%

8.09%

-0.89%

Volatility

WTFC vs. CRS - Volatility Comparison

The current volatility for Wintrust Financial Corporation (WTFC) is 6.51%, while Carpenter Technology Corporation (CRS) has a volatility of 11.84%. This indicates that WTFC experiences smaller price fluctuations and is considered to be less risky than CRS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WTFCCRSDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.51%

11.84%

-5.33%

Volatility (6M)

Calculated over the trailing 6-month period

18.27%

33.02%

-14.75%

Volatility (1Y)

Calculated over the trailing 1-year period

26.16%

47.52%

-21.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.90%

46.60%

-14.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.32%

48.81%

-11.49%

Dividends

WTFC vs. CRS - Dividend Comparison

WTFC's dividend yield for the trailing twelve months is around 1.38%, more than CRS's 0.16% yield.


PositionTTM20252024202320222021202020192018201720162015
CRS
Carpenter Technology Corporation
0.16%0.25%0.47%1.13%2.17%2.74%2.75%1.61%2.13%1.41%1.99%2.38%
WTFC
Wintrust Financial Corporation
1.38%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. CRS - Financials Comparison

This section allows you to compare key financial metrics between Wintrust Financial Corporation and Carpenter Technology 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


400.00M600.00M800.00M1.00B20222023202420252026
927.56M
811.50M
(WTFC) Total Revenue
(CRS) Total Revenue
Values in USD except per share items

WTFC vs. CRS - Profitability Comparison

The chart below illustrates the profitability comparison between Wintrust Financial Corporation and Carpenter Technology Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%202220232024202520260
31.0%
Portfolio components
WTFC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Wintrust Financial Corporation reported a gross profit of 0.00 and revenue of 927.56M. Therefore, the gross margin over that period was 0.0%.

CRS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Carpenter Technology Corporation reported a gross profit of 251.80M and revenue of 811.50M. Therefore, the gross margin over that period was 31.0%.

WTFC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Wintrust Financial Corporation reported an operating income of 19.15M and revenue of 927.56M, resulting in an operating margin of 2.1%.

CRS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Carpenter Technology Corporation reported an operating income of 186.50M and revenue of 811.50M, resulting in an operating margin of 23.0%.

WTFC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Wintrust Financial Corporation reported a net income of 227.39M and revenue of 927.56M, resulting in a net margin of 24.5%.

CRS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Carpenter Technology Corporation reported a net income of 139.60M and revenue of 811.50M, resulting in a net margin of 17.2%.


Frequently Asked Questions


WTFC and CRS have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CRS has higher volatility (11.84%) compared to WTFC (6.51%). In terms of maximum drawdown, WTFC dropped -83.58% vs CRS's -84.68%.

CRS currently has the higher Sharpe Ratio (2.12 vs 1.12), 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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