I live in a place where it can get really rainy and windy at the same time. I’ve tried many different umbrellas over the years, and nothing compares to my stick umbrellas made by this company:
If you want a super compact, luxury one, I had a good experience with a Burberry umbrella I got at their outlet. The British know their rain. 
Good thing it only cost me $50 because kid borrowed it, and it was stolen, but it lasted me close to 5 years and never flipped on our Seattle “wind tunnel” streets.