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Royal Bank of Canada (RY.TO)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Royal Bank of Canada (RY.TO)

Equity · Currency in CAD · Last updated Nov 4, 2024

Company Info

ISINCA7800871021
CUSIP780087102
SectorFinancial Services
IndustryBanks - Diversified

Highlights

Market CapCA$240.63B
EPS (TTM)CA$11.40
PE Ratio14.92
PEG Ratio3.28
Total Revenue (TTM)CA$99.63B
Gross Profit (TTM)CA$99.63B
EBITDA (TTM)CA$2.11B
Year RangeCA$110.97 - CA$173.61
Target PriceCA$152.01
Short %0.84%
Short Ratio6.49

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: RY.TO vs. TD.TO, RY.TO vs. BMO.TO, RY.TO vs. VDY.TO, RY.TO vs. BNS.TO, RY.TO vs. CP.TO, RY.TO vs. CNR.TO, RY.TO vs. USB, RY.TO vs. BAC, RY.TO vs. AAPL, RY.TO vs. SCHD

Performance

Performance Chart

The chart shows the growth of an initial investment of CA$10,000 in Royal 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%10,000.00%12,000.00%14,000.00%JuneJulyAugustSeptemberOctoberNovember
13,718.54%
1,882.02%
RY.TO (Royal Bank of Canada)
Benchmark (^GSPC)

Returns By Period

Royal Bank of Canada had a return of 31.89% year-to-date (YTD) and 52.29% in the last 12 months. Over the past 10 years, Royal Bank of Canada had an annualized return of 12.09%, outperforming the S&P 500 benchmark which had an annualized return of 10.96%.

PeriodReturnBenchmark
Year-To-Date31.89%20.10%
1 month3.20%-0.39%
6 months25.12%11.72%
1 year52.29%31.44%
5 years (annualized)14.08%13.30%
10 years (annualized)12.09%10.96%

Monthly Returns

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

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.06%0.45%3.66%-1.51%11.86%-2.24%6.92%5.64%3.57%0.58%31.89%
20238.02%1.75%-6.71%5.09%-9.72%4.19%4.39%-6.88%-2.50%-5.53%10.71%9.28%9.80%
20228.87%-3.26%-1.83%-4.91%1.87%-5.70%1.22%-2.19%1.83%2.40%6.13%-4.84%-1.52%
2021-0.04%4.70%6.93%2.19%5.88%1.11%1.34%2.71%-2.75%3.05%-1.96%6.29%33.09%
20202.79%-4.55%-12.67%-0.48%4.32%3.11%1.47%7.50%-5.88%0.76%13.85%-1.39%6.52%
20198.10%2.83%-1.97%6.91%-4.86%2.45%1.12%-4.45%7.92%-0.17%2.34%-5.50%14.33%
20183.48%-4.02%-1.55%-0.94%0.37%1.01%3.54%2.08%-0.12%-6.43%1.56%-4.09%-5.50%
20173.88%3.12%0.42%-2.65%-0.11%0.85%-0.31%-0.35%4.16%5.42%-0.02%1.78%17.12%
2016-0.99%-4.80%8.34%5.21%1.17%-3.16%5.32%2.44%-0.33%4.15%3.91%4.35%27.84%
2015-9.71%9.16%-2.64%6.08%-1.30%-3.40%0.86%-3.83%0.61%2.41%1.75%-2.54%-3.81%
2014-2.58%4.38%1.31%1.33%2.04%2.20%6.44%0.37%-0.89%0.90%3.94%-3.51%16.64%
20134.76%3.06%-4.40%0.35%1.23%-0.41%5.71%1.15%1.70%7.12%0.60%1.38%24.05%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of RY.TO is 98, placing it in the top 2% of stocks on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of RY.TO is 9898
Combined Rank
The Sharpe Ratio Rank of RY.TO is 9999Sharpe Ratio Rank
The Sortino Ratio Rank of RY.TO is 9999Sortino Ratio Rank
The Omega Ratio Rank of RY.TO is 9898Omega Ratio Rank
The Calmar Ratio Rank of RY.TO is 9595Calmar Ratio Rank
The Martin Ratio Rank of RY.TO is 9999Martin 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 Royal Bank of Canada (RY.TO) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.

RY.TO
Sharpe ratio
The chart of Sharpe ratio for RY.TO, currently valued at 4.33, compared to the broader market-4.00-2.000.002.004.004.33
Sortino ratio
The chart of Sortino ratio for RY.TO, currently valued at 6.61, compared to the broader market-4.00-2.000.002.004.006.61
Omega ratio
The chart of Omega ratio for RY.TO, currently valued at 1.84, compared to the broader market0.501.001.502.001.84
Calmar ratio
The chart of Calmar ratio for RY.TO, currently valued at 3.54, compared to the broader market0.002.004.006.003.54
Martin ratio
The chart of Martin ratio for RY.TO, currently valued at 34.56, compared to the broader market0.0010.0020.0030.0034.56
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.88, compared to the broader market-4.00-2.000.002.004.002.88
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.82, compared to the broader market-4.00-2.000.002.004.003.82
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.54, compared to the broader market0.501.001.502.001.54
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.52, compared to the broader market0.002.004.006.003.52
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.62, compared to the broader market0.0010.0020.0030.0018.62

Sharpe Ratio

The current Royal Bank of Canada Sharpe ratio is 4.33. 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 Royal 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 Ratio1.002.003.004.005.00JuneJulyAugustSeptemberOctoberNovember
4.33
3.26
RY.TO (Royal Bank of Canada)
Benchmark (^GSPC)

Dividends

Dividend History

Royal Bank of Canada provided a 3.29% dividend yield over the last twelve months, with an annual payout of CA$5.60 per share. The company has been increasing its dividends for 27 consecutive years, earning it the status of a dividend aristocrat.

3.20%3.40%3.60%3.80%4.00%4.20%CA$0.00CA$1.00CA$2.00CA$3.00CA$4.00CA$5.0020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
DividendCA$5.60CA$5.34CA$4.96CA$4.32CA$4.29CA$4.07CA$3.77CA$3.48CA$3.24CA$3.08CA$2.84CA$2.53

Dividend yield

3.29%3.99%3.90%3.22%4.10%3.96%4.03%3.39%3.57%4.15%3.54%3.54%

Monthly Dividends

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

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024CA$1.38CA$0.00CA$0.00CA$1.38CA$0.00CA$0.00CA$1.42CA$0.00CA$0.00CA$1.42CA$0.00CA$5.60
2023CA$1.32CA$0.00CA$0.00CA$1.32CA$0.00CA$0.00CA$1.35CA$0.00CA$0.00CA$1.35CA$0.00CA$0.00CA$5.34
2022CA$1.20CA$0.00CA$0.00CA$1.20CA$0.00CA$0.00CA$1.28CA$0.00CA$0.00CA$1.28CA$0.00CA$0.00CA$4.96
2021CA$1.08CA$0.00CA$0.00CA$1.08CA$0.00CA$0.00CA$1.08CA$0.00CA$0.00CA$1.08CA$0.00CA$0.00CA$4.32
2020CA$1.05CA$0.00CA$0.00CA$1.08CA$0.00CA$0.00CA$1.08CA$0.00CA$0.00CA$1.08CA$0.00CA$0.00CA$4.29
2019CA$0.98CA$0.00CA$0.00CA$1.02CA$0.00CA$0.00CA$1.02CA$0.00CA$0.00CA$1.05CA$0.00CA$0.00CA$4.07
2018CA$0.91CA$0.00CA$0.00CA$0.94CA$0.00CA$0.00CA$0.94CA$0.00CA$0.00CA$0.98CA$0.00CA$0.00CA$3.77
2017CA$0.83CA$0.00CA$0.00CA$0.87CA$0.00CA$0.00CA$0.87CA$0.00CA$0.00CA$0.91CA$0.00CA$0.00CA$3.48
2016CA$0.79CA$0.00CA$0.00CA$0.81CA$0.00CA$0.00CA$0.81CA$0.00CA$0.00CA$0.83CA$0.00CA$0.00CA$3.24
2015CA$0.75CA$0.00CA$0.00CA$0.77CA$0.00CA$0.00CA$0.77CA$0.00CA$0.00CA$0.79CA$0.00CA$0.00CA$3.08
2014CA$0.67CA$0.00CA$0.00CA$0.71CA$0.00CA$0.00CA$0.71CA$0.00CA$0.00CA$0.75CA$0.00CA$0.00CA$2.84
2013CA$0.60CA$0.00CA$0.00CA$0.63CA$0.00CA$0.00CA$0.63CA$0.00CA$0.00CA$0.67CA$0.00CA$0.00CA$2.53

Dividend Yield & Payout

Dividend Yield
5.0%10.0%15.0%3.3%
Royal Bank of Canada has a dividend yield of 3.29%, which is quite average when compared to the overall market.
Payout Ratio
200.0%400.0%600.0%800.0%47.4%
Royal Bank of Canada has a payout ratio of 47.42%, which is quite average when compared to the overall market. This suggests that Royal 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. Drawdowns are calculated considering price movements and all distributions paid, if any.

-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.74%
-1.52%
RY.TO (Royal Bank of Canada)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Royal 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 Royal Bank of Canada was 54.05%, occurring on Feb 23, 2009. Recovery took 129 trading sessions.

The current Royal Bank of Canada drawdown is 1.74%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-54.05%May 25, 2007439Feb 23, 2009129Aug 27, 2009568
-36.01%Jul 15, 1998376Jan 24, 2000138Aug 14, 2000514
-33.84%Feb 24, 202021Mar 23, 2020169Nov 23, 2020190
-31.27%Feb 9, 1987252Feb 16, 1988234Jan 30, 1989486
-26.46%Mar 10, 2011181Nov 25, 201182Mar 26, 2012263

Volatility

Volatility Chart

The current Royal Bank of Canada volatility is 4.07%, 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%JuneJulyAugustSeptemberOctoberNovember
4.07%
3.36%
RY.TO (Royal Bank of Canada)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Royal Bank of Canada 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 Royal Bank of Canada compared to its peers in the Banks - Diversified industry.

PE Ratio
10.020.030.040.050.014.9
The chart displays the price to earnings (P/E) ratio for RY.TO in comparison to other companies of the Banks - Diversified industry. Currently, RY.TO has a PE value of 14.9. 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
2.04.06.08.010.012.03.3
The chart displays the price to earnings to growth (PEG) ratio for RY.TO in comparison to other companies of the Banks - Diversified industry. Currently, RY.TO has a PEG value of 3.3. This PEG ratio is much higher than those of other companies of the industry. This might be an indicator of the company being overvalued.

Historical P/E Ratio Chart

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

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Income Statement

Income Statement
Balance Sheet
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EBITDA

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Values in undefined except per share items