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National Bank of Canada (NA.TO)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINCA6330671034
CUSIP633067103
SectorFinancial Services
IndustryBanks—Diversified

Highlights

Market CapCA$38.04B
EPSCA$9.50
PE Ratio11.78
PEG Ratio6.72
Revenue (TTM)CA$9.89B
Gross Profit (TTM)CA$9.51B
EBITDA (TTM)CA$77.69M
Year RangeCA$81.83 - CA$114.05
Target PriceCA$112.42
Short %3.61%
Short Ratio1.65

Share Price Chart


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Compare to other instruments

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National Bank of Canada

Popular comparisons: NA.TO vs. ING, NA.TO vs. NPI.TO, NA.TO vs. MUFG, NA.TO vs. BTO.TO, NA.TO vs. AEM.TO, NA.TO vs. GOLD.TO, NA.TO vs. EQX, NA.TO vs. PSLV, NA.TO vs. SCHD, NA.TO vs. TD

Performance

Performance Chart

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


2,000.00%4,000.00%6,000.00%8,000.00%December2024FebruaryMarchAprilMay
8,629.38%
1,628.35%
NA.TO (National Bank of Canada)
Benchmark (^GSPC)

S&P 500

Returns By Period

National Bank of Canada had a return of 12.63% year-to-date (YTD) and 16.82% in the last 12 months. Over the past 10 years, National Bank of Canada had an annualized return of 14.18%, outperforming the S&P 500 benchmark which had an annualized return of 10.33%.


PeriodReturnBenchmark
Year-To-Date12.63%5.21%
1 month-0.83%-4.30%
6 months32.91%18.42%
1 year16.82%21.82%
5 years (annualized)16.71%11.27%
10 years (annualized)14.18%10.33%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.81%3.01%8.68%-2.16%
2023-4.44%4.29%13.52%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of NA.TO is 75, 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 NA.TO is 7575
National Bank of Canada(NA.TO)
The Sharpe Ratio Rank of NA.TO is 7878Sharpe Ratio Rank
The Sortino Ratio Rank of NA.TO is 7272Sortino Ratio Rank
The Omega Ratio Rank of NA.TO is 7171Omega Ratio Rank
The Calmar Ratio Rank of NA.TO is 8181Calmar Ratio Rank
The Martin Ratio Rank of NA.TO is 7272Martin 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 National Bank of Canada (NA.TO) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


NA.TO
Sharpe ratio
The chart of Sharpe ratio for NA.TO, currently valued at 0.95, compared to the broader market-2.00-1.000.001.002.003.004.000.95
Sortino ratio
The chart of Sortino ratio for NA.TO, currently valued at 1.42, compared to the broader market-4.00-2.000.002.004.006.001.42
Omega ratio
The chart of Omega ratio for NA.TO, currently valued at 1.18, compared to the broader market0.501.001.501.18
Calmar ratio
The chart of Calmar ratio for NA.TO, currently valued at 0.94, compared to the broader market0.002.004.006.000.94
Martin ratio
The chart of Martin ratio for NA.TO, currently valued at 2.31, compared to the broader market-10.000.0010.0020.0030.002.31
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.74, compared to the broader market-2.00-1.000.001.002.003.004.001.74
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.53, compared to the broader market-4.00-2.000.002.004.006.002.53
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.30, compared to the broader market0.501.001.501.30
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.002.004.006.001.33
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.79, compared to the broader market-10.000.0010.0020.0030.006.79

Sharpe Ratio

The current National Bank of Canada Sharpe ratio is 0.95. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of National Bank of Canada 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 Ratio0.001.002.003.00December2024FebruaryMarchAprilMay
0.95
2.17
NA.TO (National Bank of Canada)
Benchmark (^GSPC)

Dividends

Dividend History

National Bank of Canada granted a 4.68% dividend yield in the last twelve months. The annual payout for that period amounted to CA$5.22 per share.


PeriodTTM20232022202120202019201820172016201520142013
DividendCA$5.22CA$4.07CA$3.68CA$3.00CA$2.84CA$2.72CA$2.49CA$2.32CA$2.20CA$2.08CA$1.92CA$1.75

Dividend yield

4.68%4.03%4.03%3.11%3.96%3.77%4.44%3.70%4.03%5.16%3.88%3.95%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDec
2024CA$0.00CA$0.00CA$1.06CA$1.06
2023CA$0.00CA$0.00CA$0.97CA$0.00CA$0.00CA$1.02CA$0.00CA$0.00CA$1.02CA$0.00CA$0.00CA$1.06
2022CA$0.00CA$0.00CA$0.87CA$0.00CA$0.00CA$0.92CA$0.00CA$0.00CA$0.92CA$0.00CA$0.00CA$0.97
2021CA$0.00CA$0.00CA$0.71CA$0.00CA$0.00CA$0.71CA$0.00CA$0.00CA$0.71CA$0.00CA$0.00CA$0.87
2020CA$0.00CA$0.00CA$0.71CA$0.00CA$0.00CA$0.71CA$0.00CA$0.00CA$0.71CA$0.00CA$0.00CA$0.71
2019CA$0.00CA$0.00CA$0.65CA$0.00CA$0.00CA$0.68CA$0.00CA$0.00CA$0.68CA$0.00CA$0.00CA$0.71
2018CA$0.00CA$0.00CA$0.60CA$0.00CA$0.00CA$0.62CA$0.00CA$0.00CA$0.62CA$0.00CA$0.00CA$0.65
2017CA$0.00CA$0.00CA$0.56CA$0.00CA$0.00CA$0.58CA$0.00CA$0.00CA$0.58CA$0.00CA$0.00CA$0.60
2016CA$0.00CA$0.00CA$0.54CA$0.00CA$0.00CA$0.55CA$0.00CA$0.00CA$0.55CA$0.00CA$0.00CA$0.56
2015CA$0.00CA$0.00CA$0.50CA$0.00CA$0.00CA$0.52CA$0.00CA$0.00CA$0.52CA$0.00CA$0.00CA$0.54
2014CA$0.00CA$0.00CA$0.46CA$0.00CA$0.00CA$0.48CA$0.00CA$0.00CA$0.48CA$0.00CA$0.00CA$0.50
2013CA$0.42CA$0.00CA$0.00CA$0.44CA$0.00CA$0.00CA$0.44CA$0.00CA$0.00CA$0.46

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%4.7%
National Bank of Canada has a dividend yield of 4.68%, which is quite average when compared to the overall market.
Payout Ratio
20.0%40.0%60.0%80.0%100.0%120.0%43.7%
National Bank of Canada has a payout ratio of 43.66%, which is quite average when compared to the overall market. This suggests that National Bank of Canada 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.


-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-1.89%
-3.20%
NA.TO (National Bank of Canada)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the National Bank of Canada. 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 National Bank of Canada was 58.47%, occurring on Dec 18, 2008. Recovery took 155 trading sessions.

The current National Bank of Canada drawdown is 1.89%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-58.47%May 30, 2007393Dec 18, 2008155Aug 4, 2009548
-48.22%Feb 24, 202021Mar 23, 2020170Nov 24, 2020191
-42.55%Apr 17, 1998437Jan 24, 2000249Jan 24, 2001686
-40.92%Jan 4, 1990208Nov 1, 1990148Jun 7, 1991356
-38.43%Feb 5, 1992166Oct 6, 1992310Jan 10, 1994476

Volatility

Volatility Chart

The current National Bank of Canada volatility is 2.92%, 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%December2024FebruaryMarchAprilMay
2.92%
3.53%
NA.TO (National Bank of Canada)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of National Bank of Canada 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

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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