Royal Bank of Canada (RY-PM.TO) Sharpe Ratio

Sharpe ratio is not yet available for RY-PM.TO. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.

How it compares to other similar stocks

The table compares Royal Bank of Canada's Sharpe Ratio with other stocks in the Banks - Diversified industry across multiple time periods, showing how RY-PM.TO's risk-adjusted performance compares to industry peers.

Data shows 1-, 5-, and 10-year periods, plus each stock's all-time average, as of Apr 3, 2026.

Symbol	Name	1Y Sharpe Ratio
CM.TO	Canadian Imperial Bank of Commerce	4.09
TD.TO	The Toronto-Dominion Bank	3.95
BNS.TO	The Bank of Nova Scotia	3.15
NA.TO	National Bank of Canada	3.15
RY.TO	Royal Bank of Canada	2.82
BMO.TO	Bank of Montreal	2.17
NA-PS.TO	National Bank of Canada	1.79
RY-PS.TO	Royal Bank of Canada	1.33
NA-PC.TO	National Bank of Canada	1.10
RY-PM.TO	Royal Bank of Canada	—

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Historical Sharpe Ratio

The chart shows RY-PM.TO's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when RY-PM.TO consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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