WTFC vs. ONB
WTFC (Wintrust Financial Corporation) and ONB (Old National Bancorp) are both stocks. Both operate in the Banks - Regional industry within the Financial Services sector. Over the past 10 years, WTFC returned 14.00%/yr vs 11.05%/yr for ONB. A 0.62 correlation means they provide meaningful diversification when combined.
Performance
WTFC vs. ONB - Performance Comparison
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Returns By Period
In the year-to-date period, WTFC achieves a 13.44% return, which is significantly lower than ONB's 15.59% return. Over the past 10 years, WTFC has outperformed ONB with an annualized return of 14.00%, while ONB has yielded a comparatively lower 11.05% 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%
ONB
- 1D
- 1.24%
- 1M
- 6.41%
- YTD
- 15.59%
- 6M
- 11.93%
- 1Y
- 24.09%
- 3Y*
- 27.54%
- 5Y*
- 10.38%
- 10Y*
- 11.05%
WTFC vs. ONB - 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% |
ONB Old National Bancorp | 15.59% | 5.43% | 32.47% | -2.47% | 2.51% | 12.89% | -6.07% | 22.41% | -9.23% | -0.92% |
Correlation
The correlation between WTFC and ONB is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.83 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Apr 16, 1998 | 0.62 |
The correlation between WTFC and ONB shifts across timeframes, from 0.62 (all time) to 0.83 (3 years), reflecting how their relationship changes across market environments.
Fundamentals
WTFC:
$134.01M
ONB:
$9.83B
WTFC:
$16.92
ONB:
$2.06
WTFC:
9.31
ONB:
12.31
WTFC:
0.85
ONB:
4.04
WTFC:
1.93
ONB:
2.34
WTFC:
0.02
ONB:
1.15
WTFC:
$4.15B
ONB:
$3.99B
WTFC:
$2.01B
ONB:
$2.57B
WTFC:
$943.92M
ONB:
$1.08B
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Return for Risk
WTFC vs. ONB — Risk / Return Rank
WTFC
ONB
WTFC vs. ONB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wintrust Financial Corporation (WTFC) and Old National Bancorp (ONB). 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 | ONB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.30 | ||
| Sortino ratioReturn per unit of downside risk | +0.39 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.17 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.59 | 1.36 | +0.23 |
| Martin ratioReturn relative to average drawdown | 4.25 | 3.04 | +1.21 |
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Drawdowns
WTFC vs. ONB - Drawdown Comparison
The maximum WTFC drawdown since its inception was -83.58%, which is greater than ONB's maximum drawdown of -60.83%. Use the drawdown chart below to compare losses from any high point for WTFC and ONB.
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Drawdown Indicators
| WTFC | ONB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.58% | -60.83% | -22.75% |
Max Drawdown (1Y)Largest decline over 1 year | -19.30% | -17.73% | -1.57% |
Max Drawdown (3Y)Largest decline over 3 years | -31.02% | -26.12% | -4.90% |
Max Drawdown (5Y)Largest decline over 5 years | -40.71% | -37.91% | -2.80% |
Max Drawdown (10Y)Largest decline over 10 years | -74.50% | -40.79% | -33.71% |
Current DrawdownCurrent decline from peak | -2.04% | -0.35% | -1.69% |
Average DrawdownAverage peak-to-trough decline | -23.14% | -19.91% | -3.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.22% | 7.96% | -0.74% |
Volatility
WTFC vs. ONB - Volatility Comparison
Wintrust Financial Corporation (WTFC) and Old National Bancorp (ONB) have volatilities of 6.54% and 6.76%, 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 | ONB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.54% | 6.76% | -0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 18.39% | 17.95% | +0.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.13% | 27.65% | -1.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.72% | 30.06% | +1.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.27% | 30.63% | +6.64% |
Dividends
WTFC vs. ONB - Dividend Comparison
WTFC's dividend yield for the trailing twelve months is around 1.33%, less than ONB's 2.82% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ONB Old National Bancorp | 2.82% | 2.51% | 2.58% | 3.32% | 3.11% | 3.09% | 3.38% | 2.84% | 3.38% | 2.98% | 2.87% | 3.54% |
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. ONB - Financials Comparison
This section allows you to compare key financial metrics between Wintrust Financial Corporation and Old National Bancorp. 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. ONB - 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%.
ONB - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Old National Bancorp reported a gross profit of 659.97M and revenue of 999.74M. Therefore, the gross margin over that period was 66.0%.
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%.
ONB - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Old National Bancorp reported an operating income of 295.27M and revenue of 999.74M, resulting in an operating margin of 29.5%.
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%.
ONB - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Old National Bancorp reported a net income of 233.67M and revenue of 999.74M, resulting in a net margin of 23.4%.
Frequently Asked Questions
WTFC and ONB have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ONB has higher volatility (6.76%) compared to WTFC (6.54%). In terms of maximum drawdown, WTFC dropped -83.58% vs ONB's -60.83%.
WTFC currently has the higher Sharpe Ratio (1.18 vs 0.88), 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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