PortfoliosLab logoPortfoliosLab logo
WTFC vs. IAK
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WTFC vs. IAK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wintrust Financial Corporation (WTFC) and iShares U.S. Insurance ETF (IAK). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, WTFC achieves a 16.53% return, which is significantly higher than IAK's 10.11% return. Both investments have delivered pretty close results over the past 10 years, with WTFC having a 13.15% annualized return and IAK not far ahead at 13.18%.


WTFC

1D
1.39%
1M
0.35%
6M
8.83%
YTD
16.53%
1Y
32.42%
3Y*
26.29%
5Y*
19.99%
10Y*
13.15%
ALL TIME*
10.62%

IAK

1D
0.03%
1M
-0.03%
6M
12.56%
YTD
10.11%
1Y
19.67%
3Y*
19.67%
5Y*
15.99%
10Y*
13.18%
ALL TIME*
7.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$15.27M$20.59M$12.29M
$107.30M$111.20M$86.69M

WTFC vs. IAK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WTFC
Wintrust Financial Corporation
16.53%13.94%36.83%12.00%-5.54%51.10%-11.77%8.16%-18.56%14.36%
IAK
iShares U.S. Insurance ETF
10.11%9.50%28.25%11.28%11.33%26.84%-2.86%25.94%-11.48%14.18%

Correlation

The correlation between WTFC and IAK is 0.38, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.38

Correlation (3Y)
Balances recent behavior with more history.

0.47

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.58

Correlation (10Y)
Provides a long-term view across more market conditions.

0.63

Correlation (All Time)
Calculated using the full available price history since May 5, 2006

0.64

Over the past year, the correlation between WTFC and IAK has dropped to 0.38 - well below their long-term average of 0.64, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

WTFC vs. IAK — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

WTFC
WTFC Risk / Return Rank: 7777
Overall Rank
WTFC Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
WTFC Sortino Ratio Rank: 7676
Sortino Ratio Rank
WTFC Omega Ratio Rank: 7575
Omega Ratio Rank
WTFC Calmar Ratio Rank: 7575
Calmar Ratio Rank
WTFC Martin Ratio Rank: 7777
Martin Ratio Rank

IAK
IAK Risk / Return Rank: 5454
Overall Rank
IAK Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
IAK Sortino Ratio Rank: 4949
Sortino Ratio Rank
IAK Omega Ratio Rank: 4747
Omega Ratio Rank
IAK Calmar Ratio Rank: 7272
Calmar Ratio Rank
IAK Martin Ratio Rank: 5252
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

WTFC vs. IAK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Wintrust Financial Corporation (WTFC) and iShares U.S. Insurance ETF (IAK). 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.


WTFCIAKDifference
Sharpe ratioReturn per unit of total volatility

+0.05

Sortino ratioReturn per unit of downside risk

+0.03

Omega ratioGain probability vs. loss probability

1.23

1.22

+0.01

Calmar ratioReturn relative to maximum drawdown

1.69

2.59

-0.91

Martin ratioReturn relative to average drawdown

4.60

6.29

-1.70

WTFC vs. IAK - Sharpe Ratio Comparison

The current WTFC Sharpe Ratio is 1.29, which is comparable to the IAK Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of WTFC and IAK, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

WTFC vs. IAK - Drawdown Comparison

The maximum WTFC drawdown since its inception was -83.58%, which is greater than IAK's maximum drawdown of -77.38%. Use the drawdown chart below to compare losses from any high point for WTFC and IAK.


Loading charts...

Drawdown Indicators


WTFCIAKDifference

Max Drawdown

Largest peak-to-trough decline

-83.58%

-77.38%

-6.20%

Max Drawdown (1Y)

Largest decline over 1 year

-19.30%

-7.62%

-11.68%

Max Drawdown (3Y)

Largest decline over 3 years

-31.02%

-11.58%

-19.44%

Max Drawdown (5Y)

Largest decline over 5 years

-40.71%

-14.76%

-25.95%

Max Drawdown (10Y)

Largest decline over 10 years

-74.50%

-44.95%

-29.55%

Current Drawdown

Current decline from peak

-3.08%

-3.20%

+0.12%

Average Drawdown

Average peak-to-trough decline

-23.06%

-16.01%

-7.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.07%

3.13%

+3.94%

Volatility

WTFC vs. IAK - Volatility Comparison

The current volatility for Wintrust Financial Corporation (WTFC) is 5.95%, while iShares U.S. Insurance ETF (IAK) has a volatility of 6.56%. This indicates that WTFC experiences smaller price fluctuations and is considered to be less risky than IAK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


WTFCIAKDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.95%

6.56%

-0.61%

Volatility (6M)

Calculated over the trailing 6-month period

17.58%

12.42%

+5.16%

Volatility (1Y)

Calculated over the trailing 1-year period

25.33%

15.99%

+9.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.51%

18.13%

+13.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.22%

20.92%

+16.30%

Dividends

WTFC vs. IAK - Dividend Comparison

WTFC's dividend yield for the trailing twelve months is around 1.30%, less than IAK's 2.42% yield.


PositionTTM20252024202320222021202020192018201720162015
IAK
iShares U.S. Insurance ETF
2.42%1.69%1.49%1.44%1.69%2.26%2.07%1.84%2.33%1.62%1.68%1.62%
WTFC
Wintrust Financial Corporation
1.30%1.43%1.44%1.73%1.61%1.37%1.83%1.41%1.14%0.68%0.66%0.91%

Frequently Asked Questions


WTFC and IAK have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IAK has higher volatility (6.56%) compared to WTFC (5.95%). In terms of maximum drawdown, WTFC dropped -83.58% vs IAK's -77.38%.

WTFC currently has the higher Sharpe Ratio (1.29 vs 1.24), 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.

Portfolio Optimizer

Find the right allocation for WTFC and IAK

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer