WTFC vs. JPM
Compare and contrast key facts about Wintrust Financial Corporation (WTFC) and JPMorgan Chase & Co. (JPM).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WTFC or JPM.
Key characteristics
| WTFC | JPM | |
|---|---|---|
| YTD Return | 43.67% | 45.59% |
| 1Y Return | 58.38% | 65.38% |
| 3Y Return (Ann) | 14.21% | 16.51% |
| 5Y Return (Ann) | 16.87% | 16.67% |
| 10Y Return (Ann) | 12.66% | 18.14% |
| Sharpe Ratio | 2.04 | 2.91 |
| Sortino Ratio | 3.04 | 3.71 |
| Omega Ratio | 1.37 | 1.59 |
| Calmar Ratio | 3.48 | 6.60 |
| Martin Ratio | 11.48 | 20.08 |
| Ulcer Index | 5.27% | 3.33% |
| Daily Std Dev | 29.72% | 22.95% |
| Max Drawdown | -83.58% | -74.02% |
| Current Drawdown | -2.03% | -2.10% |
Fundamentals
| WTFC | JPM | |
|---|---|---|
| Market Cap | $8.89B | $674.44B |
| EPS | $9.55 | $17.99 |
| PE Ratio | 14.00 | 13.32 |
| PEG Ratio | 4.57 | 4.76 |
| Total Revenue (TTM) | $3.46B | $173.22B |
| Gross Profit (TTM) | $2.84B | $173.22B |
| EBITDA (TTM) | $545.70M | $86.50B |
Correlation
The correlation between WTFC and JPM is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
WTFC vs. JPM - Performance Comparison
The year-to-date returns for both investments are quite close, with WTFC having a 43.67% return and JPM slightly higher at 45.59%. Over the past 10 years, WTFC has underperformed JPM with an annualized return of 12.66%, while JPM has yielded a comparatively higher 18.14% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
WTFC vs. JPM - Risk-Adjusted Performance 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.
Dividends
WTFC vs. JPM - Dividend Comparison
WTFC's dividend yield for the trailing twelve months is around 1.37%, less than JPM's 1.90% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WTFC Wintrust Financial Corporation | 1.37% | 1.73% | 1.61% | 1.37% | 1.83% | 1.41% | 1.14% | 0.68% | 0.66% | 0.91% | 0.86% | 0.39% |
JPM JPMorgan Chase & Co. | 1.90% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% | 2.33% |
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 -74.02%. Use the drawdown chart below to compare losses from any high point for WTFC and JPM. For additional features, visit the drawdowns tool.
Volatility
WTFC vs. JPM - Volatility Comparison
Wintrust Financial Corporation (WTFC) has a higher volatility of 15.42% compared to JPMorgan Chase & Co. (JPM) at 12.51%. This indicates that WTFC's price experiences larger fluctuations and is considered to be riskier than JPM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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