WTFC vs. SPY
Compare and contrast key facts about Wintrust Financial Corporation (WTFC) and SPDR S&P 500 ETF (SPY).
SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WTFC or SPY.
Key characteristics
| WTFC | SPY | |
|---|---|---|
| YTD Return | 43.67% | 26.01% |
| 1Y Return | 58.38% | 33.73% |
| 3Y Return (Ann) | 14.21% | 9.91% |
| 5Y Return (Ann) | 16.87% | 15.54% |
| 10Y Return (Ann) | 12.66% | 13.25% |
| Sharpe Ratio | 2.04 | 2.82 |
| Sortino Ratio | 3.04 | 3.76 |
| Omega Ratio | 1.37 | 1.53 |
| Calmar Ratio | 3.48 | 4.05 |
| Martin Ratio | 11.48 | 18.33 |
| Ulcer Index | 5.27% | 1.86% |
| Daily Std Dev | 29.72% | 12.07% |
| Max Drawdown | -83.58% | -55.19% |
| Current Drawdown | -2.03% | -0.90% |
Correlation
The correlation between WTFC and SPY is 0.49, 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. SPY - Performance Comparison
In the year-to-date period, WTFC achieves a 43.67% return, which is significantly higher than SPY's 26.01% return. Both investments have delivered pretty close results over the past 10 years, with WTFC having a 12.66% annualized return and SPY not far ahead at 13.25%. 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. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Wintrust Financial Corporation (WTFC) and SPDR S&P 500 ETF (SPY). 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. SPY - Dividend Comparison
WTFC's dividend yield for the trailing twelve months is around 1.37%, more than SPY's 1.18% 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% |
SPY SPDR S&P 500 ETF | 1.18% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
WTFC vs. SPY - Drawdown Comparison
The maximum WTFC drawdown since its inception was -83.58%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for WTFC and SPY. For additional features, visit the drawdowns tool.
Volatility
WTFC vs. SPY - Volatility Comparison
Wintrust Financial Corporation (WTFC) has a higher volatility of 15.42% compared to SPDR S&P 500 ETF (SPY) at 3.84%. This indicates that WTFC's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.