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Bank of Montreal (BMO.TO)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINCA0636711016
CUSIP063671101
SectorFinancial Services
IndustryBanks—Diversified

Highlights

Market CapCA$95.94B
EPSCA$7.27
PE Ratio18.19
PEG Ratio0.54
Revenue (TTM)CA$31.18B
Gross Profit (TTM)CA$33.38B
Year RangeCA$101.48 - CA$132.68
Target PriceCA$132.92
Short %1.90%
Short Ratio4.13

Share Price Chart


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Compare to other instruments

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Bank of Montreal

Popular comparisons: BMO.TO vs. RY.TO, BMO.TO vs. BNS.TO, BMO.TO vs. RY, BMO.TO vs. TLT, BMO.TO vs. TD, BMO.TO vs. MS, BMO.TO vs. ^TNX, BMO.TO vs. NA.TO, BMO.TO vs. VDY.TO, BMO.TO vs. CM.TO

Performance

Performance Chart

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


-10.00%0.00%10.00%20.00%30.00%NovemberDecember2024FebruaryMarchApril
18.05%
18.04%
BMO.TO (Bank of Montreal)
Benchmark (^GSPC)

S&P 500

Returns By Period

Bank of Montreal had a return of -2.82% year-to-date (YTD) and 7.66% in the last 12 months. Over the past 10 years, Bank of Montreal had an annualized return of 9.68%, while the S&P 500 had an annualized return of 10.50%, indicating that Bank of Montreal did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date-2.82%5.90%
1 month-0.93%-1.28%
6 months15.36%15.51%
1 year7.66%21.68%
5 years (annualized)8.30%11.74%
10 years (annualized)9.68%10.50%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-2.28%-3.00%7.66%
2023-1.54%-7.26%6.29%17.71%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of BMO.TO is 65, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of BMO.TO is 6565
Bank of Montreal(BMO.TO)
The Sharpe Ratio Rank of BMO.TO is 6969Sharpe Ratio Rank
The Sortino Ratio Rank of BMO.TO is 6060Sortino Ratio Rank
The Omega Ratio Rank of BMO.TO is 6060Omega Ratio Rank
The Calmar Ratio Rank of BMO.TO is 6666Calmar Ratio Rank
The Martin Ratio Rank of BMO.TO is 6868Martin 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 Bank of Montreal (BMO.TO) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


BMO.TO
Sharpe ratio
The chart of Sharpe ratio for BMO.TO, currently valued at 0.52, compared to the broader market-2.00-1.000.001.002.003.000.52
Sortino ratio
The chart of Sortino ratio for BMO.TO, currently valued at 0.81, compared to the broader market-4.00-2.000.002.004.006.000.81
Omega ratio
The chart of Omega ratio for BMO.TO, currently valued at 1.10, compared to the broader market0.501.001.501.10
Calmar ratio
The chart of Calmar ratio for BMO.TO, currently valued at 0.32, compared to the broader market0.001.002.003.004.005.000.32
Martin ratio
The chart of Martin ratio for BMO.TO, currently valued at 1.58, compared to the broader market-10.000.0010.0020.0030.001.58
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market-2.00-1.000.001.002.003.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-4.00-2.000.002.004.006.002.74
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 1.43, compared to the broader market0.001.002.003.004.005.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.62, compared to the broader market-10.000.0010.0020.0030.007.62

Sharpe Ratio

The current Bank of Montreal Sharpe ratio is 0.52. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
0.52
2.60
BMO.TO (Bank of Montreal)
Benchmark (^GSPC)

Dividends

Dividend History

Bank of Montreal granted a 4.67% dividend yield in the last twelve months. The annual payout for that period amounted to CA$5.88 per share.


PeriodTTM20232022202120202019201820172016201520142013
DividendCA$5.88CA$5.80CA$5.44CA$4.24CA$4.24CA$4.06CA$3.78CA$3.56CA$3.43CA$3.24CA$3.11CA$2.94

Dividend yield

4.67%4.42%4.44%3.11%4.38%4.03%4.24%3.54%3.55%4.15%3.79%4.15%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDec
2024CA$1.51CA$0.00CA$0.00
2023CA$1.43CA$0.00CA$0.00CA$1.43CA$0.00CA$0.00CA$1.47CA$0.00CA$0.00CA$1.47CA$0.00CA$0.00
2022CA$1.33CA$0.00CA$0.00CA$1.33CA$0.00CA$0.00CA$1.39CA$0.00CA$0.00CA$1.39CA$0.00CA$0.00
2021CA$1.06CA$0.00CA$0.00CA$1.06CA$0.00CA$0.00CA$1.06CA$0.00CA$0.00CA$1.06CA$0.00CA$0.00
2020CA$1.06CA$0.00CA$0.00CA$1.06CA$0.00CA$0.00CA$1.06CA$0.00CA$0.00CA$1.06CA$0.00CA$0.00
2019CA$1.00CA$0.00CA$0.00CA$1.00CA$0.00CA$0.00CA$1.03CA$0.00CA$0.00CA$1.03CA$0.00CA$0.00
2018CA$0.93CA$0.00CA$0.00CA$0.93CA$0.00CA$0.00CA$0.96CA$0.00CA$0.00CA$0.96CA$0.00CA$0.00
2017CA$0.88CA$0.00CA$0.00CA$0.88CA$0.00CA$0.00CA$0.90CA$0.00CA$0.00CA$0.90CA$0.00CA$0.00
2016CA$0.84CA$0.00CA$0.00CA$0.84CA$0.00CA$0.00CA$0.86CA$0.00CA$0.03CA$0.86CA$0.00CA$0.00
2015CA$0.80CA$0.00CA$0.00CA$0.80CA$0.00CA$0.00CA$0.82CA$0.00CA$0.00CA$0.82CA$0.00CA$0.00
2014CA$0.76CA$0.00CA$0.00CA$0.76CA$0.00CA$0.03CA$0.78CA$0.00CA$0.00CA$0.78CA$0.00CA$0.00
2013CA$0.72CA$0.00CA$0.00CA$0.74CA$0.00CA$0.00CA$0.74CA$0.00CA$0.00CA$0.74CA$0.00CA$0.00

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%20.0%4.7%
Bank of Montreal has a dividend yield of 4.67%, which is quite average when compared to the overall market.
Payout Ratio
200.0%400.0%600.0%800.0%53.1%
Bank of Montreal has a payout ratio of 53.07%, which is quite average when compared to the overall market. This suggests that Bank of Montreal 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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-10.23%
-1.92%
BMO.TO (Bank of Montreal)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Bank of Montreal. 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 Bank of Montreal was 62.39%, occurring on Feb 23, 2009. Recovery took 270 trading sessions.

The current Bank of Montreal drawdown is 10.23%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-62.39%Apr 19, 2007464Feb 23, 2009270Mar 22, 2010734
-47.46%Apr 15, 1998447Jan 24, 2000233Dec 22, 2000680
-45.59%Jan 23, 202042Mar 23, 2020199Jan 7, 2021241
-44.96%Dec 1, 1980405Jul 8, 1982180Mar 25, 1983585
-32.73%Feb 9, 1987196Nov 17, 1987422Jul 18, 1989618

Volatility

Volatility Chart

The current Bank of Montreal volatility is 4.16%, 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%NovemberDecember2024FebruaryMarchApril
4.16%
3.10%
BMO.TO (Bank of Montreal)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Bank of Montreal 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

0.00

Gross Profit

0.00
Operating Expenses

Selling, General & Admin Expenses

0.00

R&D Expenses

0.00

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