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

Bank of Montreal (BMO.TO)

Equity · Currency in CAD · Last updated Nov 5, 2024

Company Info

ISINCA0636711016
CUSIP063671101
SectorFinancial Services
IndustryBanks - Diversified

Highlights

Market CapCA$92.38B
EPS (TTM)CA$8.59
PE Ratio14.58
PEG Ratio0.62
Total Revenue (TTM)CA$46.52B
Gross Profit (TTM)CA$46.52B
EBITDA (TTM)CA$1.14B
Year RangeCA$101.35 - CA$129.09
Target PriceCA$121.53
Short %1.90%
Short Ratio6.04

Share Price Chart

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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Popular comparisons: BMO.TO vs. RY.TO, BMO.TO vs. BNS.TO, BMO.TO vs. CM.TO, BMO.TO vs. ^TNX, BMO.TO vs. TLT, BMO.TO vs. RY, BMO.TO vs. TD, BMO.TO vs. MS, BMO.TO vs. NA.TO, BMO.TO vs. VDY.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%-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
0.95%
12.17%
BMO.TO (Bank of Montreal)
Benchmark (^GSPC)

Returns By Period

Bank of Montreal had a return of 0.26% year-to-date (YTD) and 20.06% in the last 12 months. Over the past 10 years, Bank of Montreal had an annualized return of 10.36%, while the S&P 500 had an annualized return of 10.92%, indicating that Bank of Montreal did not perform as well as the benchmark.

PeriodReturnBenchmark
Year-To-Date0.26%19.77%
1 month1.96%-0.67%
6 months0.95%10.27%
1 year20.06%31.07%
5 years (annualized)9.59%13.22%
10 years (annualized)10.36%10.92%

Monthly Returns

The table below presents the monthly returns of BMO.TO, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-2.28%-3.00%7.66%-5.90%-1.15%-5.53%2.73%-3.21%8.28%5.23%0.26%
202310.33%-3.42%-6.91%2.66%-7.30%5.67%3.66%-5.04%-1.54%-7.26%6.29%17.71%12.19%
20226.63%0.59%1.64%-6.52%1.01%-10.04%4.27%-5.02%-0.15%4.79%4.69%-6.64%-6.19%
2021-0.64%9.31%7.73%4.51%8.78%0.69%-1.95%1.64%0.71%7.08%-0.99%2.37%45.89%
20201.33%-9.63%-22.09%1.02%-4.03%6.39%2.86%12.96%-5.97%3.26%17.65%3.70%1.29%
20198.95%6.70%-2.56%6.83%-7.28%0.82%0.92%-7.63%6.93%0.97%4.84%-1.55%17.51%
20181.66%-3.84%-0.12%1.15%3.00%1.17%2.41%3.74%-0.40%-6.71%0.71%-10.03%-7.94%
20172.82%2.40%-1.45%-1.82%-6.20%5.02%0.25%-5.23%5.38%5.61%0.45%1.33%7.99%
2016-2.56%-0.76%5.65%4.71%0.69%-0.43%3.17%3.92%-0.81%0.28%3.71%9.08%29.41%
2015-10.33%6.21%-2.01%4.89%-3.69%-2.50%12.49%-2.71%2.51%5.58%1.41%1.26%11.78%
2014-2.83%7.17%1.40%3.18%0.97%3.47%4.41%2.94%-1.47%0.10%2.61%-2.00%21.33%
20134.67%1.94%-0.42%0.00%-2.88%-0.60%5.90%3.51%3.99%6.70%1.36%-3.80%21.63%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of BMO.TO is 68, suggesting that the investment has average results relative to other stocks 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 6868
Combined Rank
The Sharpe Ratio Rank of BMO.TO is 7373Sharpe Ratio Rank
The Sortino Ratio Rank of BMO.TO is 6262Sortino Ratio Rank
The Omega Ratio Rank of BMO.TO is 6868Omega Ratio Rank
The Calmar Ratio Rank of BMO.TO is 7272Calmar Ratio Rank
The Martin Ratio Rank of BMO.TO is 6565Martin 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 1.16, compared to the broader market-4.00-2.000.002.001.16
Sortino ratio
The chart of Sortino ratio for BMO.TO, currently valued at 1.44, compared to the broader market-4.00-2.000.002.004.001.44
Omega ratio
The chart of Omega ratio for BMO.TO, currently valued at 1.24, compared to the broader market0.501.001.502.001.24
Calmar ratio
The chart of Calmar ratio for BMO.TO, currently valued at 0.88, compared to the broader market0.002.004.006.000.88
Martin ratio
The chart of Martin ratio for BMO.TO, currently valued at 3.10, compared to the broader market-10.000.0010.0020.0030.003.10
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.67, compared to the broader market-4.00-2.000.002.002.67
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.55, compared to the broader market-4.00-2.000.002.004.003.55
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.50, compared to the broader market0.501.001.502.001.50
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.45, compared to the broader market0.002.004.006.003.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 17.04, compared to the broader market-10.000.0010.0020.0030.0017.04

Sharpe Ratio

The current Bank of Montreal Sharpe ratio is 1.16. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Bank of Montreal with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.16
3.06
BMO.TO (Bank of Montreal)
Benchmark (^GSPC)

Dividends

Dividend History

Bank of Montreal provided a 4.89% dividend yield over the last twelve months, with an annual payout of CA$6.12 per share. The company has been increasing its dividends for 6 consecutive years.

4.00%6.00%8.00%10.00%12.00%14.00%CA$0.00CA$2.00CA$4.00CA$6.00CA$8.00CA$10.00CA$12.0020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
DividendCA$6.12CA$5.80CA$5.44CA$4.24CA$4.24CA$4.06CA$3.78CA$3.56CA$3.71CA$11.44CA$3.42CA$2.94

Dividend yield

4.89%4.42%4.44%3.11%4.38%4.03%4.24%3.54%3.84%14.65%4.16%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.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024CA$1.51CA$0.00CA$0.00CA$1.51CA$0.00CA$0.00CA$1.55CA$0.00CA$0.00CA$1.55CA$0.00CA$6.12
2023CA$1.43CA$0.00CA$0.00CA$1.43CA$0.00CA$0.00CA$1.47CA$0.00CA$0.00CA$1.47CA$0.00CA$0.00CA$5.80
2022CA$1.33CA$0.00CA$0.00CA$1.33CA$0.00CA$0.00CA$1.39CA$0.00CA$0.00CA$1.39CA$0.00CA$0.00CA$5.44
2021CA$1.06CA$0.00CA$0.00CA$1.06CA$0.00CA$0.00CA$1.06CA$0.00CA$0.00CA$1.06CA$0.00CA$0.00CA$4.24
2020CA$1.06CA$0.00CA$0.00CA$1.06CA$0.00CA$0.00CA$1.06CA$0.00CA$0.00CA$1.06CA$0.00CA$0.00CA$4.24
2019CA$1.00CA$0.00CA$0.00CA$1.00CA$0.00CA$0.00CA$1.03CA$0.00CA$0.00CA$1.03CA$0.00CA$0.00CA$4.06
2018CA$0.93CA$0.00CA$0.00CA$0.93CA$0.00CA$0.00CA$0.96CA$0.00CA$0.00CA$0.96CA$0.00CA$0.00CA$3.78
2017CA$0.88CA$0.00CA$0.00CA$0.88CA$0.00CA$0.00CA$0.90CA$0.00CA$0.00CA$0.90CA$0.00CA$0.00CA$3.56
2016CA$0.84CA$0.00CA$0.00CA$0.84CA$0.00CA$0.00CA$0.86CA$0.00CA$0.31CA$0.86CA$0.00CA$0.00CA$3.71
2015CA$0.80CA$0.00CA$0.00CA$0.80CA$0.00CA$0.00CA$9.02CA$0.00CA$0.00CA$0.82CA$0.00CA$0.00CA$11.44
2014CA$0.76CA$0.00CA$0.00CA$0.76CA$0.00CA$0.34CA$0.78CA$0.00CA$0.00CA$0.78CA$0.00CA$0.00CA$3.42
2013CA$0.72CA$0.00CA$0.00CA$0.74CA$0.00CA$0.00CA$0.74CA$0.00CA$0.00CA$0.74CA$0.00CA$0.00CA$2.94

Dividend Yield & Payout

Dividend Yield
5.0%10.0%15.0%4.9%
Bank of Montreal has a dividend yield of 4.89%, which is quite average when compared to the overall market.
Payout Ratio
200.0%400.0%600.0%800.0%57.7%
Bank of Montreal has a payout ratio of 57.74%, 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. Drawdowns are calculated considering price movements and all distributions paid, if any.

-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-7.38%
-2.15%
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 7.38%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-62.39%Apr 19, 2007464Feb 23, 2009270Mar 22, 2010734
-50.06%Apr 15, 1998437Jan 24, 2000257Feb 5, 2001694
-45.59%Jan 23, 202042Mar 23, 2020199Jan 7, 2021241
-36.86%Feb 9, 1987317May 24, 1988857Nov 8, 19911174
-27.75%Feb 2, 199498Jun 24, 1994322Oct 13, 1995420

Volatility

Volatility Chart

The current Bank of Montreal volatility is 3.59%, 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%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
3.59%
3.32%
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

Valuation

The Valuation section provides an assessment of the market value of Bank of Montreal compared to its peers in the Banks - Diversified industry.

PE Ratio
10.020.030.040.050.014.6
The chart displays the price to earnings (P/E) ratio for BMO.TO in comparison to other companies of the Banks - Diversified industry. Currently, BMO.TO has a PE value of 14.6. This PE ratio is much higher than those of other companies of the industry. This might be an indicator of the company being overvalued.
PEG Ratio
2.04.06.08.010.012.00.6
The chart displays the price to earnings to growth (PEG) ratio for BMO.TO in comparison to other companies of the Banks - Diversified industry. Currently, BMO.TO has a PEG value of 0.6. This PEG value is considered to be low compared to the rest of the industry.

Historical P/E Ratio Chart

The chart below displays the historical trend of the price-to-earnings (P/E) ratio for Bank of Montreal.

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Income Statement

Income Statement
Balance Sheet
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TTM
Revenue

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EBITDA

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EBIT

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Earnings From Continuing Operations

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Net Income

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Discontinued Operations

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Effect Of Accounting Charges

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Values in undefined except per share items