Wells Fargo & Company (WFC)

New York Stock Exchange
USD
US9497461015
1 June 1972  –  14 February 2025

Performance

Annualized Return
12.78%
Sharpe Ratio
0.53
Maximum Drawdown
-79.01%

Metrics

Metric Wells Fargo & Company
Initial Balance $10,000
Final Balance $5,692,527
Returns   [View more details]
Month-To-Date 2%
Year-To-Date 14.43%
3M 10.45%
6M 50.65%
Annual Return (3Y) 14.43%
Annual Return (5Y) 13.52%
Annual Return (All) 12.78%
Risk   [View more details]
Annual Volatility 33.01%
Max Drawdown -79.01%
Sharpe Ratio 0.53
Sortino Ratio 0.8
Adjusted Sortino (S/√2) 0.57

  • Initial balance: The amount of starting capital used to invest in the asset or portfolio. In this case, we're starting with a $10,000 investment on June 1972.
  • Final balance: The amount of capital we've accrued over time as of February 2025.
  • Annual return: Also known as annualized return, or CAGR (Compound Annual Growth Rate), measures how much an investment has increased on average each year, during a specific time period. The time period in this case is approximately 53 year(s). Even a small difference in return can have a big impact on the final balance over a long period of time.
  • Annual volatility: Basically indicates how much, in percentage points, the investment can deviate from its annual return, under most circumstances. An investment with an annual return of 5% and an annual volatility of 10% would indicate returns from approximately -5% to 15% most of the time. A lower volatility is usually preferred to ensure more steady returns over time.
  • Best year: The best performance attained over its lifetime in a given year.
  • Worst year: The worst performance undergone over its lifetime in a given year.
  • Max drawdown: The largest percentage drop from a peak to a trough of an asset or portfolio, before a new peak is attained. Maximum drawdown is an indicator of downside risk over a specified time period.
  • Sharpe Ratio: The Sharpe ratio measures the performance of an investment compared to a risk-free asset, after adjusting for its risk. A Sharpe Ratio above 1 is considered good.
  • Sortino Ratio: The Sortino Ratio is a variation of the Sharpe ratio that only penalizes the investment for negative volatility/outcomes, and not for positive volatility. A Sortino Ratio above 1 is considered good.
  • Adjusted Sortino Ratio: Sortino Ratio/√2. To allow for comparing the Sortino ratio to the Sharpe ratio, we multiply the risk measure of the Sortino ratio by the square root of 2 (which is the same as dividing the Sortino ratio by the square root of 2).
  • Ulcer Index: The Ulcer Index (UI) is a technical indicator that measures downside risk in terms of both the depth and duration of price declines.
  • Gain to Pain Ratio: The sum of all returns divided by the absolute value of the sum of all negative returns. In essence, the GPR shows the ratio of net returns to the losses incurred in getting those returns.

Annualized Returns

Annual Return 1y Annual Return 3y Annual Return 5y Annual Return 10y Annual Return 20y Annual Return
Wells Fargo & Company 68.81 14.43 13.52 6.76 8 12.78

Annual Returns

Year Wells Fargo & Company
1972 47.05%
1973 1.31%
1974 -42.33%
1975 35.05%
1976 35.58%
1977 -15.29%
1978 13.73%
1979 6.11%
1980 19.74%
1981 -12.38%
1982 12.57%
1983 44.08%
1984 -26.87%
1985 45.75%
1986 22.55%
1987 6.55%
1988 36.04%
1989 45.58%
1990 -3.41%
1991 81.96%
1992 21.53%
1993 15.98%
1994 -1.18%
1995 45.97%
1996 35.62%
1997 82.1%
1998 5.05%
1999 3.23%
2000 40.68%
2001 -20.24%
2002 10.28%
2003 29.44%
2004 8.99%
2005 4.48%
2006 16.82%
2007 -12.16%
2008 1.71%
2009 -6.19%
2010 15.62%
2011 -9.54%
2012 27.35%
2013 36.72%
2014 24.11%
2015 1.84%
2016 4.64%
2017 13.21%
2018 -21.83%
2019 21.44%
2020 -41.65%
2021 61.15%
2022 -11.92%
2023 22.94%
2024 46.48%
2025 14.43%

Wells Fargo & Company had 41 positive years and 13 negative years. That's a positive ratio of 76%.

Monthly Returns

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
1972 - - - - - 8.9% 10.3% 11.4% -4.2% 5.8% 1.3% 7% 47.1%
1973 0.6% -12.9% 5.9% 0% -1.6% 3.4% 3.1% -0.7% 4.1% 11% -9.4% 0% 1.3%
1974 7.1% -0% -6% -8% -18.3% -16.9% -8% -18.4% -10.3% 41.9% 0% -4% -42.3%
1975 18.6% -8.8% 6.6% 3.7% 6% 12.6% -10.3% -5.7% -3.8% 17.6% 2.2% -3.3% 35.1%
1976 7.8% -3.1% 7.5% 8% -0.2% 2.7% 2.8% -8.8% 0.7% 0.9% -0.7% 15.4% 35.6%
1977 -6.8% -3.6% 1% -1% -1.8% -2% -1.1% 2.1% -1% -5.7% 10.6% -6.1% -15.3%
1978 -5.8% 1.1% 2.3% 14% 1% -2% 0.2% 7.6% 1% -4% -4.9% 4.2% 13.7%
1979 1.1% -6.9% 1.1% 2.5% 0% 6.8% 10.1% 2.3% -5.7% -3.4% -0.5% -0% 6.1%
1980 -2.6% -14.8% -3.6% 13.7% 5.6% 3.1% 1.5% 2% -3% 0.5% 2.1% 17.4% 19.7%
1981 -0% 5.7% 0.8% -4.2% 3.2% 6% -8.8% -2.5% -9.6% -1.4% 8.9% -9.1% -12.4%
1982 -1.1% -5.3% -4.6% 7.8% -12.9% 4.5% -10.6% 23% -1.2% 21.4% 0.5% -3.4% 12.6%
1983 -0.2% -6.2% 24.7% 19.4% 7% -1.4% -1.4% 8.6% -2.7% -7.4% 4.9% -3.2% 44.1%
1984 -5.7% -4% 4.2% -8.6% -2.7% -7.8% -4.9% 11.9% 3.8% -11.4% -3.4% 0% -26.9%
1985 16.2% -1% 1.5% -2.4% 1.8% 5.8% 3.7% -10.1% -3.5% 3.6% 13.1% 12.6% 45.8%
1986 -2% 7.7% 13.5% 2% 1.6% -0.3% 2% 4.2% -7.6% 0.3% 7.5% -6.4% 22.6%
1987 14.8% -1.9% -2.5% -5.1% 7.6% 6.6% -0.9% 9.2% 2.5% -22.8% 0.6% 3.5% 6.6%
1988 12.8% 7.7% -5.1% -1.5% 2.7% 12.4% 1.9% 6.1% -0.4% -3.8% 0.8% -0.8% 36%
1989 13.3% -1.7% 3.9% 3.4% 3% 8.7% 1.8% 4.7% 3.4% -4.6% -0.6% 4.1% 45.6%
1990 -6.9% -6% 1.3% -7.8% 24.3% -2.8% -8.6% -9.7% -16.2% 1.7% 23.2% 12.9% -3.4%
1991 8.4% 12.9% 2.5% 2.4% 10.9% -5.2% 12.7% 3.6% 5.1% 0.8% -10.5% 21.7% 82%
1992 -5.5% 9.9% -3.3% 6.5% -2.9% 1.7% 3.3% -6% 6.5% 7.7% 1.6% 1.8% 21.5%
1993 4.4% 4% 7.3% 3% -2.8% 10.3% -4.1% 1.6% 4.2% -6.8% -10.6% 6.6% 16%
1994 9% -10.9% 1.6% 7.9% 4.6% -2.3% 0% 2.6% -7% -0.2% -11.2% 7.5% -1.2%
1995 3.6% 7.3% -1.5% 4.4% 7.9% 1.3% -1.7% 7.6% 7.9% -9.2% 12.8% -0% 46%
1996 4.9% 6.2% 0.7% -1.7% -2.7% 0% 1.8% 6.8% 8.3% 7.7% 7.2% -7% 35.6%
1997 9.5% 5.1% -7% 7.8% 7.9% 5.1% 12.1% -8.5% 6.6% 4.7% 17.4% 3.5% 82.1%
1998 -6% 13% 1.4% -4.1% -2.1% -3.5% -4.2% -16.8% 21% 3.8% -2.9% 10.6% 5.1%
1999 -12.4% 5.6% -4.6% 23.2% -7% 6.9% -8.8% 2.6% -0.5% 20.8% -2.5% -13% 3.2%
2000 -1.1% -16.9% 23.3% 0.8% 10.8% -14.4% 7.1% 4.7% 6.3% 0.8% 3% 17.4% 40.7%
2001 -7.1% -3.6% -0.3% -5.1% 0.8% -1.4% -0.8% 0.5% -3.4% -11.1% 9% 1.6% -20.2%
2002 7.3% 1.1% 5.3% 3.5% 3% -4.5% 1.6% 3.2% -7.7% 4.8% -7.9% 1.4% 10.3%
2003 1.1% -3.7% -0.8% 7.3% 0.7% 4.4% 0.3% 0.1% 2.7% 9.4% 2.6% 2.7% 29.4%
2004 -2.5% 0.7% -1.2% -0.4% 5% -2.7% 0.3% 3.2% 1.5% 0.2% 4.3% 0.6% 9%
2005 -1.4% -2.4% 0.7% 0.2% 1.6% 1.9% -0.4% -2% -1.8% 2.8% 5.3% -0% 4.5%
2006 -0.8% 3.8% -0.5% 7.6% -2.6% 1.1% 7.8% -3.2% 4.1% 0.3% -2.1% 0.9% 16.8%
2007 1.8% -3.4% -0.8% 4.2% 1.3% -2.6% -4% 9.2% -2.5% -4.5% -3.7% -6.9% -12.2%
2008 12.9% -13.4% -0.5% 2.2% -6.4% -13.9% 27.5% 1.1% 24% -9.3% -14.3% 2% 1.7%
2009 -35.9% -34.8% 17.7% 40.5% 27.7% -4.9% 0.8% 12.7% 2.4% -2.3% 2.1% -3.7% -6.2%
2010 5.3% -3.7% 13.8% 6.4% -13.2% -10.8% 8.3% -14.9% 6.7% 3.7% 4.6% 13.9% 15.6%
2011 4.6% -0.3% -1.5% -8.2% -2.1% -1.1% -0.4% -6.2% -7.6% 7.4% 0.3% 6.6% -9.5%
2012 6% 7.6% 9.4% -2.1% -3.5% 4.3% 1.1% 1.3% 1.5% -2.4% -1.4% 3.5% 27.4%
2013 2.6% 0.7% 5.4% 2.7% 7.6% 1.8% 5.4% -4.9% 0.6% 3.3% 3.9% 3.1% 36.7%
2014 -0.1% 3.1% 7.2% -0.2% 3% 3.5% -3.2% 1.8% 0.8% 2.4% 3.3% 0.6% 24.1%
2015 -5.3% 6.2% -0.7% 1.3% 2.3% 0.5% 2.9% -7.2% -3.7% 5.4% 2.5% -1.3% 1.8%
2016 -7.6% -5.9% 3.1% 3.4% 2.3% -6.7% 1.4% 6.8% -12.8% 3.9% 16% 4.1% 4.6%
2017 2.2% 3.5% -3.8% -3.3% -4.4% 8.4% -2.7% -4.6% 8% 1.8% 1.3% 7.4% 13.2%
2018 8.4% -10.7% -10.3% -0.9% 4.7% 2.7% 3.3% 2.8% -10.1% 1.3% 2.8% -15.1% -21.8%
2019 7.1% 2% -3.2% 0.2% -7.5% 6.7% 2.3% -2.7% 8.3% 2.4% 6.5% -1.2% 21.4%
2020 -12.8% -12.1% -29.7% 1.2% -7% -3.3% -5.2% -0% -2.7% -8.8% 28.1% 10.4% -41.7%
2021 -1% 21.4% 8% 15.3% 3.9% -3.1% 1.4% -0.1% 1.6% 10.2% -6.3% 0.4% 61.2%
2022 12.1% -0.4% -9.2% -10% 5.5% -14.4% 12% 0.3% -8% 14.4% 4.9% -13.9% -11.9%
2023 13.5% 0.4% -20.1% 6.3% 0.9% 7.2% 8.2% -9.9% -1% -2.7% 13.1% 10.4% 22.9%
2024 2% 11.6% 4.3% 2.4% 1.6% -0.9% -0.1% -0.7% -3.4% 14.9% 18% -7.8% 46.5%
2025 12.2% 2% - - - - - - - - - - 14.4%
Pos 57.7% 48.1% 55.8% 64.7% 62.7% 53.8% 59.6% 58.5% 49.1% 64.2% 67.3% 63.3% 75.9%
Avg 1.9% -0.9% 1.2% 3.2% 1.5% 0.4% 1.3% 0.4% 0% 2.2% 2.9% 2.2% 15.6%

Other Return Metrics

Metric Wells Fargo & Company
Cumulative Return 56825.27%
Enh Ann Return 15.4%
Best Year 82.1%
Worst Year -42.33%
Best Month 41.87%
Worst Month -35.89%
Best Day 32.76%
Worst Day -23.82%
Win Ratio (Yearly) 75.93%
Win Ratio (Quarterly) 62.26%
Win Ratio (Monthly) 58.64%
Win Ratio (Daily) 51.46%

Annual Volatility

Annual Volatility 1y Annual Volatility 3y Annual Volatility 5y Annual Volatility 10y Annual Volatility 20y Annual Volatility
Wells Fargo & Company 29.01 29.98 39.16 31.42 40.41 33.01

Sharpe Ratio

Sharpe Ratio 1y Sharpe Ratio 3y Sharpe Ratio 5y Sharpe Ratio 10y Sharpe Ratio 20y Sharpe Ratio
Wells Fargo & Company 1.96 0.6 0.52 0.37 0.39 0.53

3-Year Rolling Sharpe Ratio

The rolling Sharpe Ratio gives a clue about the continued consistency or stability of the risk-adjusted returns.

Drawdown Periods

Simply said, a drawdown is the "pain" period experienced by an investor between a peak (new highs) and subsequent valley (a low point before moving higher). In the table below are the fifth largest drawdowns encountered for the portfolio/asset in question.

Wells Fargo & Company

Start Valley End Days Drawdown
2008-09-22 2009-03-05 2013-03-07 1627 -79.01%
2018-01-29 2020-10-29 2022-02-08 1471 -64.46%
1973-10-31 1974-10-01 1978-09-11 1776 -64.19%
2007-10-08 2008-07-15 2008-09-18 346 -43.62%
1981-06-24 1982-07-14 1983-03-24 638 -41.69%

The Wells Fargo & Company took approximately 39 months on average to recover from a major drawdown. The longest drawdown lasted 59 months.

Underwater plot

The underwater plot shows you the drawdown periods on a chart. Whereas the performance chart usually gives you a positive viewpoint, the underwater plot gives you a pessimistic viewpoint. It helps you to visualize downtrends that occurred and how long it took for the portfolio's value to rebound to hit a new high after suffering a loss.

Other Risk Metrics

Metric Wells Fargo & Company
Sharpe Ratio 0.53
Sortino Ratio 0.8
Adjusted Sortino (S/√2) 0.57
Calmar Ratio 0.16
Omega Ratio 1.11
Gain to Pain Ratio 0.11
Ulcer Index 0.19
Kelly Criterion 5.1%
Skew 1.12
Kurtosis 25.29
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