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WTFC vs. ONB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


WTFCONB
YTD Return14.90%13.81%
1Y Return37.07%27.08%
3Y Return (Ann)14.87%9.71%
5Y Return (Ann)11.61%4.31%
10Y Return (Ann)9.88%6.91%
Sharpe Ratio1.451.00
Daily Std Dev27.01%28.32%
Max Drawdown-83.58%-62.96%
Current Drawdown-5.65%-6.54%

Fundamentals


WTFCONB
Market Cap$6.99B$5.98B
EPS$9.61$1.70
PE Ratio10.9311.04
PEG Ratio4.572.45
Total Revenue (TTM)$3.39B$2.30B
Gross Profit (TTM)$3.22B$2.30B
EBITDA (TTM)-$12.51M$364.40M

Correlation

-0.50.00.51.00.6

The correlation between WTFC and ONB is 0.58, 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. ONB - Performance Comparison

In the year-to-date period, WTFC achieves a 14.90% return, which is significantly higher than ONB's 13.81% return. Over the past 10 years, WTFC has outperformed ONB with an annualized return of 9.88%, while ONB has yielded a comparatively lower 6.91% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%AprilMayJuneJulyAugustSeptember
9.85%
17.79%
WTFC
ONB

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Risk-Adjusted Performance

WTFC vs. ONB - Risk-Adjusted Performance 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.


WTFC
Sharpe ratio
The chart of Sharpe ratio for WTFC, currently valued at 1.45, compared to the broader market-4.00-2.000.002.001.45
Sortino ratio
The chart of Sortino ratio for WTFC, currently valued at 2.13, compared to the broader market-6.00-4.00-2.000.002.004.002.13
Omega ratio
The chart of Omega ratio for WTFC, currently valued at 1.26, compared to the broader market0.501.001.502.001.26
Calmar ratio
The chart of Calmar ratio for WTFC, currently valued at 1.36, compared to the broader market0.001.002.003.004.005.001.36
Martin ratio
The chart of Martin ratio for WTFC, currently valued at 7.27, compared to the broader market-10.00-5.000.005.0010.0015.0020.007.27
ONB
Sharpe ratio
The chart of Sharpe ratio for ONB, currently valued at 1.00, compared to the broader market-4.00-2.000.002.001.00
Sortino ratio
The chart of Sortino ratio for ONB, currently valued at 1.62, compared to the broader market-6.00-4.00-2.000.002.004.001.62
Omega ratio
The chart of Omega ratio for ONB, currently valued at 1.18, compared to the broader market0.501.001.502.001.18
Calmar ratio
The chart of Calmar ratio for ONB, currently valued at 0.92, compared to the broader market0.001.002.003.004.005.000.92
Martin ratio
The chart of Martin ratio for ONB, currently valued at 4.95, compared to the broader market-10.00-5.000.005.0010.0015.0020.004.95

WTFC vs. ONB - Sharpe Ratio Comparison

The current WTFC Sharpe Ratio is 1.45, which is higher than the ONB Sharpe Ratio of 1.00. The chart below compares the 12-month rolling Sharpe Ratio of WTFC and ONB.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50AprilMayJuneJulyAugustSeptember
1.45
1.00
WTFC
ONB

Dividends

WTFC vs. ONB - Dividend Comparison

WTFC's dividend yield for the trailing twelve months is around 1.67%, less than ONB's 2.99% yield.


TTM20232022202120202019201820172016201520142013
WTFC
Wintrust Financial Corporation
1.67%1.73%1.61%1.37%1.83%1.41%1.14%0.68%0.66%0.91%0.86%0.39%
ONB
Old National Bancorp
2.99%3.32%3.11%3.09%3.38%2.84%3.38%2.98%2.87%3.54%2.96%2.60%

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 -62.96%. Use the drawdown chart below to compare losses from any high point for WTFC and ONB. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-5.65%
-6.54%
WTFC
ONB

Volatility

WTFC vs. ONB - Volatility Comparison

Wintrust Financial Corporation (WTFC) has a higher volatility of 8.49% compared to Old National Bancorp (ONB) at 7.91%. This indicates that WTFC's price experiences larger fluctuations and is considered to be riskier than ONB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%AprilMayJuneJulyAugustSeptember
8.49%
7.91%
WTFC
ONB

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.


Quarterly
Annual

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



Values in USD except per share items