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PRI vs WTFC: Correlation

Measured on weekly returns over the past three years, Primerica, Inc. (PRI) and Wintrust Financial Corporation (WTFC) carry a correlation of 0.61, a strong link.

Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology

Correlation (3Y)
0.61
strong
Correlation (1Y)
0.53
last 12 months
Correlation (5Y)
0.62
long-run
Ann. covariance
368.2
%² · weekly, annualized

How correlated are PRI and WTFC?

On 3 years of weekly data the PRI/WTFC correlation comes out at 0.61, strong. Little has changed lately, as the 1-year reading of 0.53 lands near the 3-year figure. The 5-year figure is 0.62, and annualized covariance runs at 368.2 %².

Among the 14 assets we track against PRI, WTFC ranks #5 by 3-year correlation. Neither side won the trailing year by much: +9.9% against +12.7%.

How is this computed?

Pearson correlation on weekly returns: ρ(A,B) = cov(rA, rB) / (σA · σB), over windows of 52, 156 and 260 weeks. Covariance is annualized (×52) and expressed in %². Full definitions on the methodology page.

PRI vs WTFC: side by side

PRI (Primerica, Inc.)WTFC (Wintrust Financial Corporation)
1-year return+9.9%+12.7%
5-year return+105.4%+127.7%
Volatility (ann.)21.7%27.6%
Beta vs S&P 5000.771.06
Max drawdown (3Y)-19.6%-31.0%
Market cap$9.0B$10.3B
P/E (trailing)11.712.3
Dividend yield1.54%1.37%
Sector / categoryUS ListedUS Listed
Lower P/E: PRI 11.7 vs 12.3Higher yield: PRI 1.54% vs 1.37%Smaller drawdown: PRI -19.6% vs -31.0%Higher 5y return: WTFC +127.7% vs +105.4%
-12%0%+19%2025-09-052026-08-27
Both assets over the last year, indexed to 100 at the starting week. PRI · WTFC

Year-by-year returns

YearPRIWTFC
2022-5.9%-5.5%
2023+47.1%+12.0%
2024+33.6%+36.8%
2025-3.3%+13.9%
2026+14.3%+10.6%

Calendar-year price returns; the current year is year-to-date as of the data date above.

Are PRI and WTFC good diversifiers for each other?

Only partially. A correlation of 0.61 means PRI and WTFC share most of their swings. Pairing them dampens volatility somewhat, but it will not protect against a common drawdown.

FAQ

What is the correlation between PRI and WTFC?

Using weekly returns as of 2026-08-27: 0.61 over 3 years, with 0.53 over the last year and 0.62 over 5 years.

Is WTFC a good diversifier for PRI?

Only partially. A correlation of 0.61 means PRI and WTFC share most of their swings. Pairing them dampens volatility somewhat, but it will not protect against a common drawdown.

What does a correlation of 0.61 mean?

Correlation ranges from −1 to +1. Values near +1 mean two assets move together, near 0 that they move independently, and negative values that they tend to move in opposite directions. It measures co-movement, not performance.

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PRI vs WTFC: 3-year weekly correlation 0.61PRI vs WTFC0.61

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Related comparisons

Hubs: PRI correlations · WTFC correlations