Wintrust Financial Correlations

WTFCM Preferred Stock

USD 25.35 0.15 0.60%

The current 90-days correlation between Wintrust Financial Corp and Capital One Financial is 0.37 (i.e., Weak diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Wintrust Financial moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Wintrust Financial Corp moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

Wintrust Financial Correlation With Market

Significant diversification

The correlation between Wintrust Financial Corp and DJI is 0.06 (i.e., Significant diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Wintrust Financial Corp and DJI in the same portfolio, assuming nothing else is changed.

The ability to find closely correlated positions to Wintrust Financial could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Wintrust Financial when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Wintrust Financial - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Wintrust Financial Corp to buy it.

Moving together with Wintrust Preferred Stock

0.68	RF	Regions Financial Fiscal Year End 17th of January 2025	Pair Corr
0.62	VBFC	Village Bank	Pair Corr
0.75	VBNK	VersaBank Normal Trading	Pair Corr
0.77	VBTX	Veritex Holdings Fiscal Year End 28th of January 2025	Pair Corr
0.77	TECTP	Tectonic Financial	Pair Corr
0.88	EBMT	Eagle Bancorp Montana Normal Trading	Pair Corr
0.71	EBTC	Enterprise Bancorp	Pair Corr
0.84	ECBK	ECB Bancorp	Pair Corr
0.85	CFG-PH	Citizens Financial Group,	Pair Corr
0.79	EGBN	Eagle Bancorp Fiscal Year End 22nd of January 2025	Pair Corr
0.76	KEY-PJ	KeyCorp	Pair Corr
0.87	KEY-PK	KeyCorp	Pair Corr
0.91	KEY-PL	KeyCorp	Pair Corr
0.68	WASH	Washington Trust Bancorp Fiscal Year End 22nd of January 2025	Pair Corr
0.69	EQBK	Equity Bancshares, Fiscal Year End 22nd of January 2025	Pair Corr
0.76	ESSA	ESSA Bancorp	Pair Corr
0.67	TFINP	Triumph Financial	Pair Corr
0.81	EVBN	Evans Bancorp	Pair Corr
0.75	EWBC	East West Bancorp Fiscal Year End 28th of January 2025	Pair Corr
0.9	WSBCP	WesBanco	Pair Corr

Moving against Wintrust Preferred Stock

0.41	TFC-PO	Truist Financial	Pair Corr
0.4	WF	Woori Financial Group	Pair Corr
0.31	TFC-PR	Truist Financial	Pair Corr
0.82	FRCIL	First Republic Bank	Pair Corr
0.79	FRCCL	First Republic Bank	Pair Corr
0.79	FRCHL	First Republic Bank	Pair Corr
0.79	FRCML	First Republic Bank	Pair Corr
0.78	FRCKL	First Republic Bank	Pair Corr
0.78	FRCLL	First Republic Bank	Pair Corr
0.71	SBNYL	Signature Bank	Pair Corr
0.68	WBBW	Westbury Bancorp	Pair Corr

Related Correlations Analysis

	COF-PI	BAC-PN	KEY-PJ	444859BR2	AQUI	BRRAY	MSTSX	ABHYX	LBHIX	SCAXF
COF-PI		0.91	0.02	0.29	0.0	-0.23	0.18	0.47	0.13	0.54	COF-PI
BAC-PN	0.91		-0.13	0.3	0.0	-0.36	0.17	0.44	0.03	0.67	BAC-PN
KEY-PJ	0.02	-0.13		-0.56	0.0	-0.1	0.63	0.03	0.67	-0.26	KEY-PJ
444859BR2	0.29	0.3	-0.56		0.0	0.3	-0.5	-0.06	-0.55	0.5	444859BR2
AQUI	0.0	0.0	0.0	0.0		0.0	0.0	0.0	0.0	0.0	AQUI
BRRAY	-0.23	-0.36	-0.1	0.3	0.0		-0.44	-0.34	-0.33	-0.07	BRRAY
MSTSX	0.18	0.17	0.63	-0.5	0.0	-0.44		0.27	0.69	-0.06	MSTSX
ABHYX	0.47	0.44	0.03	-0.06	0.0	-0.34	0.27		0.56	-0.14	ABHYX
LBHIX	0.13	0.03	0.67	-0.55	0.0	-0.33	0.69	0.56		-0.38	LBHIX
SCAXF	0.54	0.67	-0.26	0.5	0.0	-0.07	-0.06	-0.14	-0.38		SCAXF
	COF-PI	BAC-PN	KEY-PJ	444859BR2	AQUI	BRRAY	MSTSX	ABHYX	LBHIX	SCAXF

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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

BAC-PN	+ 0.91	COF-PI
LBHIX	+ 0.69	MSTSX
SCAXF	+ 0.67	BAC-PN
LBHIX	+ 0.67	KEY-PJ
MSTSX	+ 0.63	KEY-PJ
LBHIX	+ 0.56	ABHYX

High negative correlations

444859BR2	- 0.56	KEY-PJ
LBHIX	- 0.55	444859BR2
MSTSX	- 0.5	444859BR2
MSTSX	- 0.44	BRRAY
SCAXF	- 0.38	LBHIX
BRRAY	- 0.36	BAC-PN

Risk-Adjusted Indicators

There is a big difference between Wintrust Preferred 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
COF-PI	0.69	0.00	(0.10)	0.15	0.93	(0.71)	1.67	(1.63)	4.54
BAC-PN	0.60	(0.07)	0.00	(0.28)	0.00	0.00	1.14	(1.51)	3.51
KEY-PJ	0.66	0.07	(0.02)	0.40	0.73	(0.70)	1.19	(1.29)	3.35
444859BR2	1.36	(0.01)	0.00	0.16	0.00	0.00	5.93	(5.79)	16.62
AQUI	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
BRRAY	1.27	(0.11)	0.00	0.01	0.00	0.00	0.00	(2.98)	34.02
MSTSX	0.49	(0.03)	(0.13)	0.07	0.50	(0.61)	1.21	(1.02)	2.80
ABHYX	0.18	0.03	(0.23)	(0.15)	0.24	(0.24)	0.34	(0.33)	1.91
LBHIX	0.12	0.01	(0.44)	0.51	0.00	(0.28)	0.24	(0.24)	0.96
SCAXF	0.70	(0.37)	0.00	(19.66)	0.00	0.00	0.00	0.00	23.47

Be your own money manager

Our tools can tell you how much better you can do entering a position in Wintrust Financial without increasing your portfolio risk or giving up the expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate risk-adjusted returns of your individual positions relative to your overall portfolio.

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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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