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The Bank of New York Mellon Corporation (BK)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS0640581007
CUSIP064058100
SectorFinancial Services
IndustryAsset Management

Highlights

Market Cap$42.09B
EPS$4.00
PE Ratio14.07
PEG Ratio0.76
Revenue (TTM)$17.49B
Gross Profit (TTM)$16.34B
Year Range$38.59 - $58.28
Target Price$63.96
Short %0.94%
Short Ratio1.87

Share Price Chart


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The Bank of New York Mellon Corporation

Popular comparisons: BK vs. C, BK vs. USB, BK vs. SPY, BK vs. VOO, BK vs. BAC, BK vs. XYLD, BK vs. VTSAX, BK vs. PFE, BK vs. EIX, BK vs. JPM

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in The Bank of New York Mellon Corporation, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%10.00%20.00%30.00%40.00%NovemberDecember2024FebruaryMarchApril
39.72%
21.11%
BK (The Bank of New York Mellon Corporation)
Benchmark (^GSPC)

S&P 500

Returns By Period

The Bank of New York Mellon Corporation had a return of 11.21% year-to-date (YTD) and 35.79% in the last 12 months. Over the past 10 years, The Bank of New York Mellon Corporation had an annualized return of 8.08%, while the S&P 500 had an annualized return of 10.55%, indicating that The Bank of New York Mellon Corporation did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date11.21%6.30%
1 month1.72%-3.13%
6 months39.98%19.37%
1 year35.79%22.56%
5 years (annualized)6.65%11.65%
10 years (annualized)8.08%10.55%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20247.38%1.14%2.73%
2023-4.95%0.66%13.69%7.72%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of BK is 87, placing it in the top 13% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of BK is 8787
The Bank of New York Mellon Corporation(BK)
The Sharpe Ratio Rank of BK is 9090Sharpe Ratio Rank
The Sortino Ratio Rank of BK is 8686Sortino Ratio Rank
The Omega Ratio Rank of BK is 8585Omega Ratio Rank
The Calmar Ratio Rank of BK is 8383Calmar Ratio Rank
The Martin Ratio Rank of BK is 9090Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for The Bank of New York Mellon Corporation (BK) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


BK
Sharpe ratio
The chart of Sharpe ratio for BK, currently valued at 1.71, compared to the broader market-2.00-1.000.001.002.003.001.71
Sortino ratio
The chart of Sortino ratio for BK, currently valued at 2.34, compared to the broader market-4.00-2.000.002.004.006.002.34
Omega ratio
The chart of Omega ratio for BK, currently valued at 1.30, compared to the broader market0.501.001.501.30
Calmar ratio
The chart of Calmar ratio for BK, currently valued at 1.00, compared to the broader market0.001.002.003.004.005.001.00
Martin ratio
The chart of Martin ratio for BK, currently valued at 8.52, compared to the broader market0.0010.0020.0030.008.52
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.92, compared to the broader market-2.00-1.000.001.002.003.001.92
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.78, compared to the broader market-4.00-2.000.002.004.006.002.78
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.501.001.501.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.47, compared to the broader market0.001.002.003.004.005.001.47
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.64, compared to the broader market0.0010.0020.0030.007.64

Sharpe Ratio

The current The Bank of New York Mellon Corporation Sharpe ratio is 1.71. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.71
1.92
BK (The Bank of New York Mellon Corporation)
Benchmark (^GSPC)

Dividends

Dividend History

The Bank of New York Mellon Corporation granted a 2.84% dividend yield in the last twelve months. The annual payout for that period amounted to $1.63 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.63$1.58$1.42$1.30$1.24$1.18$1.04$0.86$0.72$0.68$0.66$0.58

Dividend yield

2.84%3.04%3.12%2.24%2.92%2.34%2.21%1.60%1.52%1.65%1.63%1.66%

Monthly Dividends

The table displays the monthly dividend distributions for The Bank of New York Mellon Corporation. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.42$0.00$0.00
2023$0.37$0.00$0.00$0.37$0.00$0.00$0.42$0.00$0.00$0.42$0.00$0.00
2022$0.34$0.00$0.00$0.34$0.00$0.00$0.37$0.00$0.00$0.37$0.00$0.00
2021$0.31$0.00$0.00$0.31$0.00$0.00$0.34$0.00$0.00$0.34$0.00$0.00
2020$0.31$0.00$0.00$0.31$0.00$0.00$0.31$0.00$0.00$0.31$0.00$0.00
2019$0.28$0.00$0.00$0.28$0.00$0.00$0.31$0.00$0.00$0.31$0.00$0.00
2018$0.24$0.00$0.00$0.24$0.00$0.00$0.28$0.00$0.00$0.28$0.00$0.00
2017$0.19$0.00$0.00$0.19$0.00$0.00$0.24$0.00$0.00$0.24$0.00$0.00
2016$0.17$0.00$0.00$0.17$0.00$0.00$0.19$0.00$0.00$0.19$0.00$0.00
2015$0.17$0.00$0.00$0.17$0.00$0.00$0.17$0.00$0.00$0.17$0.00$0.00
2014$0.15$0.00$0.00$0.17$0.00$0.00$0.17$0.00$0.00$0.17$0.00$0.00
2013$0.13$0.00$0.00$0.15$0.00$0.00$0.15$0.00$0.00$0.15$0.00$0.00

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%2.8%
The Bank of New York Mellon Corporation has a dividend yield of 2.84%, which is quite average when compared to the overall market.
Payout Ratio
20.0%40.0%60.0%80.0%100.0%120.0%27.1%
The Bank of New York Mellon Corporation has a payout ratio of 27.05%, which is quite average when compared to the overall market. This suggests that The Bank of New York Mellon Corporation strikes a balance between reinvesting profits for growth and paying dividends to shareholders.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-3.33%
-3.50%
BK (The Bank of New York Mellon Corporation)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the The Bank of New York Mellon Corporation. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the The Bank of New York Mellon Corporation was 72.42%, occurring on Oct 30, 1990. Recovery took 503 trading sessions.

The current The Bank of New York Mellon Corporation drawdown is 3.33%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-72.42%Aug 2, 1989316Oct 30, 1990503Oct 26, 1992819
-63.38%Nov 8, 2000584Mar 12, 20031163Oct 23, 20071747
-62.43%Dec 26, 2007302Mar 9, 20091549May 4, 20151851
-50.49%Feb 27, 2018521Mar 23, 2020347Aug 6, 2021868
-45.39%Aug 15, 1986338Dec 15, 1987298Feb 17, 1989636

Volatility

Volatility Chart

The current The Bank of New York Mellon Corporation volatility is 5.39%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%NovemberDecember2024FebruaryMarchApril
5.39%
3.58%
BK (The Bank of New York Mellon Corporation)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of The Bank of New York Mellon Corporation over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

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Cost Of Revenue

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Gross Profit

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Operating Expenses

Selling, General & Admin Expenses

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R&D Expenses

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Total Operating Expenses

0.00
Income

Income Before Tax

0.00

Operating Income

0.00

EBIT

0.00

Earnings From Continuing Operations

0.00

Net Income

0.00

Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

0.00

Extraordinary Items

0.00

Discontinued Operations

0.00

Effect Of Accounting Charges

0.00

Non Recurring

0.00

Minority Interest

0.00

Other Items

0.00
Values in undefined except per share items