WTFC vs. JPM
WTFC (Wintrust Financial Corporation) and JPM (JPMorgan Chase & Co.) are both stocks. Both are in the Financial Services sector — WTFC in Banks - Regional, JPM in Banks - Diversified. Over the past 10 years, WTFC returned 14.00%/yr vs 22.02%/yr for JPM. A 0.52 correlation means they provide meaningful diversification when combined.
Performance
WTFC vs. JPM - Performance Comparison
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Returns By Period
In the year-to-date period, WTFC achieves a 13.44% return, which is significantly higher than JPM's 4.70% return. Over the past 10 years, WTFC has underperformed JPM with an annualized return of 14.00%, while JPM has yielded a comparatively higher 22.02% annualized return.
WTFC
- 1D
- 1.09%
- 1M
- 5.06%
- YTD
- 13.44%
- 6M
- 11.04%
- 1Y
- 30.58%
- 3Y*
- 34.05%
- 5Y*
- 17.12%
- 10Y*
- 14.00%
JPM
- 1D
- 0.80%
- 1M
- 9.06%
- YTD
- 4.70%
- 6M
- 3.51%
- 1Y
- 22.41%
- 3Y*
- 37.10%
- 5Y*
- 19.98%
- 10Y*
- 22.02%
WTFC vs. JPM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WTFC Wintrust Financial Corporation | 13.44% | 13.94% | 36.83% | 12.00% | -5.54% | 51.10% | -11.77% | 8.16% | -18.56% | 14.36% |
JPM JPMorgan Chase & Co. | 4.70% | 37.27% | 44.29% | 30.63% | -12.64% | 27.75% | -5.53% | 47.26% | -6.62% | 26.76% |
Correlation
The correlation between WTFC and JPM is 0.52, 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 | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.59 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.63 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.68 |
Correlation (All Time) Calculated using the full available price history since Apr 16, 1998 | 0.52 |
The correlation between WTFC and JPM shifts across timeframes, from 0.52 (1 year) to 0.68 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
WTFC:
$134.01M
JPM:
$933.49B
WTFC:
$16.92
JPM:
$21.08
WTFC:
9.31
JPM:
15.85
WTFC:
0.85
JPM:
1.75
WTFC:
1.93
JPM:
3.27
WTFC:
0.02
JPM:
2.71
WTFC:
$4.15B
JPM:
$285.09B
WTFC:
$2.01B
JPM:
$173.52B
WTFC:
$943.92M
JPM:
$81.46B
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Return for Risk
WTFC vs. JPM — Risk / Return Rank
WTFC
JPM
WTFC vs. JPM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wintrust Financial Corporation (WTFC) and JPMorgan Chase & Co. (JPM). 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 | JPM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.16 | ||
| Sortino ratioReturn per unit of downside risk | +0.26 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.19 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.59 | 1.46 | +0.14 |
| Martin ratioReturn relative to average drawdown | 4.25 | 3.43 | +0.81 |
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Drawdowns
WTFC vs. JPM - Drawdown Comparison
The maximum WTFC drawdown since its inception was -83.58%, which is greater than JPM's maximum drawdown of -76.16%. Use the drawdown chart below to compare losses from any high point for WTFC and JPM.
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Drawdown Indicators
| WTFC | JPM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.58% | -76.16% | -7.42% |
Max Drawdown (1Y)Largest decline over 1 year | -19.30% | -15.47% | -3.83% |
Max Drawdown (3Y)Largest decline over 3 years | -31.02% | -24.42% | -6.60% |
Max Drawdown (5Y)Largest decline over 5 years | -40.71% | -38.77% | -1.94% |
Max Drawdown (10Y)Largest decline over 10 years | -74.50% | -43.63% | -30.87% |
Current DrawdownCurrent decline from peak | -2.04% | 0.00% | -2.04% |
Average DrawdownAverage peak-to-trough decline | -23.14% | -17.61% | -5.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.22% | 6.55% | +0.67% |
Volatility
WTFC vs. JPM - Volatility Comparison
The current volatility for Wintrust Financial Corporation (WTFC) is 6.54%, while JPMorgan Chase & Co. (JPM) has a volatility of 7.34%. This indicates that WTFC experiences smaller price fluctuations and is considered to be less risky than JPM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WTFC | JPM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.54% | 7.34% | -0.80% |
Volatility (6M)Calculated over the trailing 6-month period | 18.39% | 17.14% | +1.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.13% | 22.12% | +4.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.72% | 24.47% | +7.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.27% | 27.35% | +9.92% |
Dividends
WTFC vs. JPM - Dividend Comparison
WTFC's dividend yield for the trailing twelve months is around 1.33%, less than JPM's 1.77% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JPM JPMorgan Chase & Co. | 1.77% | 1.72% | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% |
WTFC Wintrust Financial Corporation | 1.33% | 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. JPM - Financials Comparison
This section allows you to compare key financial metrics between Wintrust Financial Corporation and JPMorgan Chase & Co.. 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
WTFC vs. JPM - Profitability Comparison
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%.
JPM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, JPMorgan Chase & Co. reported a gross profit of 47.33B and revenue of 73.66B. Therefore, the gross margin over that period was 64.3%.
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%.
JPM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, JPMorgan Chase & Co. reported an operating income of 20.48B and revenue of 73.66B, resulting in an operating margin of 27.8%.
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%.
JPM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, JPMorgan Chase & Co. reported a net income of 16.49B and revenue of 73.66B, resulting in a net margin of 22.4%.
Frequently Asked Questions
WTFC and JPM have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JPM has higher volatility (7.34%) compared to WTFC (6.54%). In terms of maximum drawdown, WTFC dropped -83.58% vs JPM's -76.16%.
WTFC currently has the higher Sharpe Ratio (1.18 vs 1.02), 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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