Wintrust Financial Correlations

WTFC Stock

USD 134.07 0.77 0.58%

The current 90-days correlation between Wintrust Financial and UMB Financial is 0.89 (i.e., Very poor diversification). The correlation of Wintrust Financial is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.

Wintrust Financial Correlation With Market

Very good diversification

The correlation between Wintrust Financial and DJI is -0.22 (i.e., Very good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Wintrust Financial and DJI in the same portfolio, assuming nothing else is changed.

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Check out Your Current Watchlist to better understand how to build diversified portfolios, which includes a position in Wintrust Financial. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in census.

For information on how to trade Wintrust Stock refer to our How to Trade Wintrust Stock guide.

Moving together with Wintrust Stock

0.69	AX	Axos Financial Earnings Call Next Week	Pair Corr
0.61	PB	Prosperity Bancshares Earnings Call This Week	Pair Corr
0.96	RF	Regions Financial Buyout Trend	Pair Corr
0.66	WF	Woori Financial Group Earnings Call This Week	Pair Corr
0.72	VABK	Virginia National	Pair Corr
0.86	VBTX	Veritex Holdings Normal Trading	Pair Corr
0.85	TECTP	Tectonic Financial	Pair Corr
0.88	TFC-PO	Truist Financial	Pair Corr
0.77	TFC-PR	Truist Financial	Pair Corr
0.84	CFG-PE	Citizens Financial	Pair Corr
0.77	CFG-PH	Citizens Financial Group,	Pair Corr
0.65	KEY-PJ	KeyCorp Earnings Call This Week	Pair Corr
0.73	KEY-PK	KeyCorp Earnings Call This Week	Pair Corr
0.82	KEY-PL	KeyCorp Earnings Call This Week	Pair Corr
0.73	WABC	Westamerica Bancorporation	Pair Corr
0.85	WAFD	Washington Federal	Pair Corr
0.83	BANC-PF	Banc of California Earnings Call Tomorrow	Pair Corr
0.68	TFINP	Triumph Financial	Pair Corr

Moving against Wintrust Stock

0.4	TFC-PI	Truist Financial	Pair Corr
0.47	FCAP	First Capital Earnings Call This Week	Pair Corr

Related Correlations Analysis

	WABC	WTFCP	FNWD	UMBF	TCBI	WSFS
WABC		0.41	-0.27	0.82	0.69	0.64	WABC
WTFCP	0.41		-0.93	0.74	0.9	0.47	WTFCP
FNWD	-0.27	-0.93		-0.63	-0.83	-0.31	FNWD
UMBF	0.82	0.74	-0.63		0.89	0.62	UMBF
TCBI	0.69	0.9	-0.83	0.89		0.51	TCBI
WSFS	0.64	0.47	-0.31	0.62	0.51		WSFS
	WABC	WTFCP	FNWD	UMBF	TCBI	WSFS

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Correlation Matchups

Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.

High positive correlations

TCBI	+ 0.9	WTFCP
TCBI	+ 0.89	UMBF
UMBF	+ 0.82	WABC
UMBF	+ 0.74	WTFCP
TCBI	+ 0.69	WABC
WSFS	+ 0.64	WABC

High negative correlations

FNWD	- 0.93	WTFCP
TCBI	- 0.83	FNWD
UMBF	- 0.63	FNWD
WSFS	- 0.31	FNWD
FNWD	- 0.27	WABC

Risk-Adjusted Indicators

There is a big difference between Wintrust Stock performing well and Wintrust Financial Company doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Wintrust Financial's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
WABC	1.05	0.18	0.02	(0.95)	1.15	(1.17)	2.11	(2.01)	6.74
WTFCP	0.04	0.02	0.00	(12.08)	0.00	0.00	0.12	(0.04)	0.41
FNWD	0.81	(0.22)	0.00	(1.39)	0.00	0.00	1.88	(2.10)	5.91
UMBF	1.38	0.36	0.11	(0.94)	1.45	(1.56)	3.46	(2.34)	8.86
TCBI	1.27	0.55	0.28	(4.68)	0.90	(1.53)	3.65	(1.71)	8.38
WSFS	1.26	0.21	0.17	0.32	1.00	(1.57)	3.03	(2.22)	7.38

Wintrust Financial Corporate Executives

Elected by the shareholders, the Wintrust Financial's board of directors comprises two types of representatives: Wintrust Financial inside directors who are chosen from within the company, and outside directors, selected externally and held independent of Wintrust. The board's role is to monitor Wintrust Financial's management team and ensure that shareholders' interests are well served. Wintrust Financial's inside directors are responsible for reviewing and approving budgets prepared by upper management to implement core corporate initiatives and projects. On the other hand, Wintrust Financial's outside directors are responsible for providing unbiased perspectives on the board's policies.

	David Stoehr	CFO and Executive VP	Profile
	David Dykstra	COO and Sr. Executive VP	Profile

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