Wintrust Financial Correlations

WTFC Stock

USD 135.35 1.28 0.95%

The current 90-days correlation between Wintrust Financial and Kasikornbank Public Co is -0.16 (i.e., Good 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

Good diversification

The correlation between Wintrust Financial and DJI is -0.1 (i.e., 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

0.95	AX	Axos Financial Earnings Call This Week	Pair Corr
0.9	BY	Byline Bancorp Earnings Call This Week	Pair Corr
0.94	DB	Deutsche Bank AG Earnings Call This Week	Pair Corr
0.89	KB	KB Financial Group	Pair Corr
0.83	NU	Nu Holdings	Pair Corr
0.91	PB	Prosperity Bancshares Earnings Call Tomorrow	Pair Corr
0.96	RF	Regions Financial Normal Trading	Pair Corr
0.87	WF	Woori Financial Group Earnings Call Tomorrow	Pair Corr
0.82	VABK	Virginia National	Pair Corr
0.68	VBNK	VersaBank	Pair Corr
0.86	VBTX	Veritex Holdings	Pair Corr
0.85	TECTP	Tectonic Financial	Pair Corr
0.88	TFC-PO	Truist Financial	Pair Corr
0.76	TFC-PR	Truist Financial	Pair Corr
0.85	CFG-PE	Citizens Financial	Pair Corr
0.8	CFG-PH	Citizens Financial Group,	Pair Corr
0.96	EFSC	Enterprise Financial	Pair Corr
0.63	KEY-PI	KeyCorp	Pair Corr
0.7	KEY-PJ	KeyCorp	Pair Corr
0.74	KEY-PK	KeyCorp	Pair Corr
0.87	KEY-PL	KeyCorp	Pair Corr
0.81	WABC	Westamerica Bancorporation	Pair Corr
0.88	WAFD	Washington Federal	Pair Corr
0.76	WASH	Washington Trust Bancorp	Pair Corr
0.86	BANC-PF	Banc of California	Pair Corr
0.89	EQBK	Equity Bancshares,	Pair Corr
0.88	ESSA	ESSA Bancorp Earnings Call Tomorrow	Pair Corr
0.72	TFINP	Triumph Financial	Pair Corr
0.94	WSBCP	WesBanco Earnings Call Tomorrow	Pair Corr
0.77	WNEB	Western New England	Pair Corr
0.96	WSBC	WesBanco Earnings Call This Week	Pair Corr

Related Correlations Analysis

	NFBK	FCCO	LNKB	FIDS	MIFF	CEFC	APLO	KPCPY
NFBK		0.54	0.71	-0.13	0.51	0.75	0.22	0.71	NFBK
FCCO	0.54		0.8	-0.11	0.68	0.57	0.39	0.58	FCCO
LNKB	0.71	0.8		-0.23	0.8	0.64	0.43	0.6	LNKB
FIDS	-0.13	-0.11	-0.23		-0.27	-0.2	-0.15	0.04	FIDS
MIFF	0.51	0.68	0.8	-0.27		0.59	0.64	0.38	MIFF
CEFC	0.75	0.57	0.64	-0.2	0.59		0.31	0.56	CEFC
APLO	0.22	0.39	0.43	-0.15	0.64	0.31		0.0	APLO
KPCPY	0.71	0.58	0.6	0.04	0.38	0.56	0.0		KPCPY
	NFBK	FCCO	LNKB	FIDS	MIFF	CEFC	APLO	KPCPY

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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

LNKB	+ 0.8	FCCO
MIFF	+ 0.8	LNKB
CEFC	+ 0.75	NFBK
LNKB	+ 0.71	NFBK
KPCPY	+ 0.71	NFBK
MIFF	+ 0.68	FCCO

High negative correlations

MIFF	- 0.27	FIDS
FIDS	- 0.23	LNKB
CEFC	- 0.2	FIDS
APLO	- 0.15	FIDS
FIDS	- 0.13	NFBK
FIDS	- 0.11	FCCO

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
NFBK	1.47	0.08	0.08	0.19	1.44	(1.79)	4.12	(3.27)	12.65
FCCO	1.15	0.14	0.12	0.28	0.81	(1.49)	2.96	(1.58)	9.17
LNKB	1.59	0.11	0.06	0.23	1.68	(1.76)	3.84	(3.17)	8.54
FIDS	0.67	(0.02)	0.00	(2.83)	0.00	0.00	3.48	(2.16)	10.84
MIFF	1.07	0.04	0.00	0.19	1.50	(3.09)	3.12	(2.97)	7.88
CEFC	0.99	0.22	0.03	(0.78)	0.92	(1.44)	2.37	(1.99)	8.18
APLO	0.30	(0.03)	0.00	(16.75)	0.00	0.00	1.42	(1.40)	5.29
KPCPY	2.62	0.34	0.09	0.99	2.54	(3.07)	7.11	(4.56)	19.00

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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