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The Bank of Nova Scotia (BNS)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINCA0641491075
CUSIP064149107
SectorFinancial Services
IndustryBanks - Diversified

Highlights

Market Cap$57.31B
EPS (TTM)$4.37
PE Ratio10.66
PEG Ratio1.40
Total Revenue (TTM)$53.35B
Gross Profit (TTM)$53.35B
EBITDA (TTM)$6.07B
Year Range$38.54 - $51.17
Target Price$47.64
Short %0.26%
Short Ratio15.51

Share Price Chart


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Compare to other instruments

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The Bank of Nova Scotia

Popular comparisons: BNS vs. TD, BNS vs. BMO, BNS vs. RY, BNS vs. BNS.TO, BNS vs. VDY.TO, BNS vs. SPY, BNS vs. XLF, BNS vs. VOO, BNS vs. SCHD, BNS vs. NVS

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in The Bank of Nova Scotia, 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%5.00%10.00%15.00%2024FebruaryMarchAprilMayJune
4.78%
15.14%
BNS (The Bank of Nova Scotia)
Benchmark (^GSPC)

S&P 500

Returns By Period

The Bank of Nova Scotia had a return of -0.24% year-to-date (YTD) and 1.08% in the last 12 months. Over the past 10 years, The Bank of Nova Scotia had an annualized return of 1.65%, while the S&P 500 had an annualized return of 10.88%, indicating that The Bank of Nova Scotia did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date-0.24%13.92%
1 month-2.02%3.57%
6 months3.09%15.13%
1 year1.08%24.27%
5 years (annualized)3.45%13.51%
10 years (annualized)1.65%10.88%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-2.39%3.68%6.83%-9.96%3.12%-0.24%
202312.25%-8.59%1.78%0.64%-3.21%3.58%2.28%-5.80%-3.90%-9.64%10.63%8.76%6.05%
20221.48%0.53%-0.86%-10.71%6.93%-12.55%4.34%-9.29%-13.96%3.21%8.03%-6.17%-28.04%
2021-0.08%9.38%7.31%3.01%5.67%-3.31%-2.94%-0.85%-0.61%7.79%-4.77%14.83%39.15%
2020-2.11%-4.16%-22.44%0.53%-0.30%3.05%1.33%5.11%-3.96%1.76%17.32%10.83%1.71%
201914.18%-2.42%-4.10%4.62%-7.92%8.53%-1.78%-0.32%8.12%0.84%-2.11%0.66%17.49%
20183.04%-6.81%-0.42%0.67%-1.84%-4.10%3.55%-2.28%2.99%-8.91%1.25%-7.15%-19.14%
20177.36%-2.66%1.63%-5.02%1.55%7.47%3.63%-0.27%3.40%1.42%-1.97%3.02%20.48%
20160.99%-2.06%22.15%8.57%-6.71%1.29%3.59%4.83%0.62%1.45%2.77%1.77%43.72%
2015-15.00%11.26%-6.02%11.03%-4.53%-1.97%-3.88%-7.07%-3.42%7.86%-3.04%-10.13%-25.12%
2014-11.49%4.36%2.40%4.76%5.63%4.68%1.95%-2.47%-6.60%0.06%1.21%-7.99%-5.21%
20131.71%0.97%-0.97%-1.08%-1.58%-4.60%5.32%-1.60%4.34%6.04%1.32%1.59%11.49%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of BNS is 45, 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 BNS is 4545
BNS (The Bank of Nova Scotia)
The Sharpe Ratio Rank of BNS is 4848Sharpe Ratio Rank
The Sortino Ratio Rank of BNS is 4040Sortino Ratio Rank
The Omega Ratio Rank of BNS is 4040Omega Ratio Rank
The Calmar Ratio Rank of BNS is 4848Calmar Ratio Rank
The Martin Ratio Rank of BNS is 4848Martin 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 Nova Scotia (BNS) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


BNS
Sharpe ratio
The chart of Sharpe ratio for BNS, currently valued at 0.04, compared to the broader market-2.00-1.000.001.002.003.000.04
Sortino ratio
The chart of Sortino ratio for BNS, currently valued at 0.19, compared to the broader market-4.00-2.000.002.004.006.000.19
Omega ratio
The chart of Omega ratio for BNS, currently valued at 1.02, compared to the broader market0.501.001.502.001.02
Calmar ratio
The chart of Calmar ratio for BNS, currently valued at 0.02, compared to the broader market0.002.004.006.000.02
Martin ratio
The chart of Martin ratio for BNS, currently valued at 0.09, compared to the broader market-10.000.0010.0020.000.09
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.15, compared to the broader market-2.00-1.000.001.002.003.002.15
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.06, compared to the broader market-4.00-2.000.002.004.006.003.06
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.501.001.502.001.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.72, compared to the broader market0.002.004.006.001.72
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.07, compared to the broader market-10.000.0010.0020.008.07

Sharpe Ratio

The current The Bank of Nova Scotia Sharpe ratio is 0.04. 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 The Bank of Nova Scotia 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 Ratio-1.000.001.002.003.002024FebruaryMarchAprilMayJune
0.04
2.15
BNS (The Bank of Nova Scotia)
Benchmark (^GSPC)

Dividends

Dividend History

The Bank of Nova Scotia granted a 6.75% dividend yield in the last twelve months. The annual payout for that period amounted to $3.18 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$3.18$3.12$3.14$2.89$2.67$2.00$2.54$2.41$2.22$2.68$2.34$1.76

Dividend yield

6.75%6.41%6.40%4.03%4.95%3.53%5.10%3.74%3.98%6.61%4.11%2.82%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.80$0.00$0.00$0.78$0.00$0.00$1.58
2023$0.76$0.00$0.00$0.77$0.00$0.00$0.80$0.00$0.00$0.80$0.00$0.00$3.12
2022$0.78$0.00$0.00$0.80$0.00$0.00$0.80$0.00$0.00$0.75$0.00$0.00$3.14
2021$0.71$0.00$0.00$0.72$0.00$0.00$0.74$0.00$0.00$0.72$0.00$0.00$2.89
2020$0.69$0.00$0.00$0.64$0.00$0.00$0.66$0.00$0.00$0.68$0.00$0.00$2.67
2019$0.00$0.00$0.00$0.65$0.00$0.66$0.00$0.00$0.68$0.00$0.00$0.00$2.00
2018$0.00$0.00$0.00$0.63$0.00$0.62$0.00$0.00$0.00$0.66$0.00$0.62$2.54
2017$0.00$0.00$0.57$0.00$0.00$0.58$0.00$0.00$0.00$0.63$0.00$0.63$2.41
2016$0.00$0.00$0.00$0.55$0.00$0.55$0.00$0.00$0.56$0.00$0.00$0.55$2.22
2015$0.56$0.00$0.00$0.54$0.00$0.00$0.54$0.00$0.00$0.53$0.00$0.50$2.68
2014$0.58$0.00$0.58$0.00$0.00$0.60$0.00$0.00$0.00$0.59$0.00$0.00$2.34
2013$0.59$0.00$0.00$0.57$0.00$0.00$0.60$0.00$0.00$0.00$1.76

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%6.8%
The Bank of Nova Scotia has a dividend yield of 6.75%, which means its dividend payment is significantly above the market average.
Payout Ratio
20.0%40.0%60.0%80.0%100.0%120.0%58.6%
The Bank of Nova Scotia has a payout ratio of 58.56%, which is quite average when compared to the overall market. This suggests that The Bank of Nova Scotia 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%2024FebruaryMarchAprilMayJune
-27.62%
0
BNS (The Bank of Nova Scotia)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the The Bank of Nova Scotia. 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 Nova Scotia was 63.79%, occurring on Feb 23, 2009. Recovery took 281 trading sessions.

The current The Bank of Nova Scotia drawdown is 27.62%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-63.79%Nov 7, 2007325Feb 23, 2009281Apr 6, 2010606
-46.86%Jan 8, 2018555Mar 23, 2020231Feb 22, 2021786
-44.1%Jul 29, 2014373Jan 20, 2016268Feb 10, 2017641
-40.5%Mar 23, 2022403Oct 27, 2023
-24.11%Apr 4, 2011165Nov 25, 2011266Dec 18, 2012431

Volatility

Volatility Chart

The current The Bank of Nova Scotia volatility is 5.29%, 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%8.00%2024FebruaryMarchAprilMayJune
5.29%
2.49%
BNS (The Bank of Nova Scotia)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of The Bank of Nova Scotia 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

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items