The Banking/Financial sector possibly consume around 130TWh a year (this is just some random article though, who knows if the numbers are accurate).
Currently Bitcoin consumes around 116TWh a year.
Before anyone runs off and goes "Ha! See, BTC is more energy efficient than Old Finance." stop and think about it a second. Actually, let me give one more data point which is some back of the napkin math.
In 2020, ~452,000 BTC were mined. We know how much each block awards. For the first part of 2020, till May 13, each block mined gave 12.5BTC and there were 240k BTC rewarded, doing the division we find that 19,200 blocks were mined. Then after the halving 212k BTC was rewarded meaning at 6.3BTC per reward, we find that 33,650 blocks were mined. The number of transactions in each block is somewhat dynamic but averages around 1700 to 1800 transactions per block over 2020. Combining our blocks and multiplying by 1800 we find that 2020 had around 95 million transactions added to the ledger. There isn't a direct comparison that can be made between transactions and energy consumption but transactions are part of the mining process and sort of get immortalized when a block is mined and accepted by the network. I had a link but lost it, but mining in 2020 consumed ~85TWh (the figure earlier is calculated on recent rises in mining). 85TWh / 95 million gives you 894KWh per transaction for 2020.
"Didn't you say transactions don't equate to [much] energy consumed?" Yep, but if the network had less transactions moving across it, then it would also have less miners because it would indicate that no one was actually interested in BTC -- irregardless of whether the activity is just gambling activity or legit exchange of goods. So the number of transactions is tied in part to how much energy is being consumed. So having 894KWh being somewhat closely related to each transaction is quite a bit, especially when some people calculate that 100,000 transactions on the Visa network only consumes ~150KWh (the 754k number per 1120KWh, half way down the page. 1120 divided by 754k * 100k gets you the ~150KWh figure).
So back to the difference between Banking and Bitcoin. BTC consumes ~100TWh annually right now, what does that get you? More bitcoin mined and your transactions added to the ledger. That's it.
Banking and Finance consume ~130TWh annually. What does that get you? Your credit swipes approved and goods exchanged, funds removed from your bank, millions of people employed to help customers with their accounts, to manage the servers that keep the system ticking, to help expand where you can use your Visa/Mastercard/AmEx cards at, and on and on.
Sure Bitcoin might have people employed to manage server farms that are mining, but the mining margins are probably not great, so you're probably looking at skeleton crews. Exchange markets? Irrelevant -- that'd be like saying the casino or a money exchanger at the airport is critically relevant to Visa and it isn't. It's only relevant to BTC at the moment because almost no one pays their workers in Bitcoin, so if you want to play in Bitcoin you have to buy in on those markets.
tl;dr: While banking and finance might consume more than Bitcoin right now, you get way more "bang for your buck" in energy consumption from using your Visa debit card than you do from buying some LSD on the dark web with BTC.