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BAC vs. C
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BAC and C is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

BAC vs. C - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bank of America Corporation (BAC) and Citigroup Inc. (C). The values are adjusted to include any dividend payments, if applicable.

1,000.00%1,500.00%2,000.00%2,500.00%NovemberDecember2025FebruaryMarchApril
2,046.68%
929.29%
BAC
C

Key characteristics

Sharpe Ratio

BAC:

0.21

C:

0.38

Sortino Ratio

BAC:

0.48

C:

0.73

Omega Ratio

BAC:

1.07

C:

1.10

Calmar Ratio

BAC:

0.22

C:

0.15

Martin Ratio

BAC:

0.69

C:

1.33

Ulcer Index

BAC:

8.69%

C:

9.71%

Daily Std Dev

BAC:

28.65%

C:

33.83%

Max Drawdown

BAC:

-93.45%

C:

-98.00%

Current Drawdown

BAC:

-16.34%

C:

-82.29%

Fundamentals

Market Cap

BAC:

$299.23B

C:

$127.30B

EPS

BAC:

$3.35

C:

$6.33

PE Ratio

BAC:

11.81

C:

10.77

PEG Ratio

BAC:

1.47

C:

0.97

PS Ratio

BAC:

3.07

C:

1.77

PB Ratio

BAC:

1.07

C:

0.64

Total Revenue (TTM)

BAC:

$123.06B

C:

$57.03B

Gross Profit (TTM)

BAC:

$78.30B

C:

$57.03B

EBITDA (TTM)

BAC:

$65.96B

C:

$19.96B

Returns By Period

In the year-to-date period, BAC achieves a -9.12% return, which is significantly lower than C's -2.11% return. Over the past 10 years, BAC has outperformed C with an annualized return of 12.13%, while C has yielded a comparatively lower 5.45% annualized return.


BAC

YTD

-9.12%

1M

-7.31%

6M

-4.12%

1Y

7.28%

5Y*

15.21%

10Y*

12.13%

C

YTD

-2.11%

1M

-6.57%

6M

12.56%

1Y

14.57%

5Y*

13.99%

10Y*

5.45%

*Annualized

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Risk-Adjusted Performance

BAC vs. C — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BAC
The Risk-Adjusted Performance Rank of BAC is 5858
Overall Rank
The Sharpe Ratio Rank of BAC is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of BAC is 5151
Sortino Ratio Rank
The Omega Ratio Rank of BAC is 5252
Omega Ratio Rank
The Calmar Ratio Rank of BAC is 6363
Calmar Ratio Rank
The Martin Ratio Rank of BAC is 6161
Martin Ratio Rank

C
The Risk-Adjusted Performance Rank of C is 6262
Overall Rank
The Sharpe Ratio Rank of C is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of C is 5959
Sortino Ratio Rank
The Omega Ratio Rank of C is 5959
Omega Ratio Rank
The Calmar Ratio Rank of C is 5959
Calmar Ratio Rank
The Martin Ratio Rank of C is 6868
Martin 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.

BAC vs. C - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Bank of America Corporation (BAC) and Citigroup Inc. (C). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The chart of Sharpe ratio for BAC, currently valued at 0.21, compared to the broader market-2.00-1.000.001.002.003.00
BAC: 0.21
C: 0.38
The chart of Sortino ratio for BAC, currently valued at 0.48, compared to the broader market-6.00-4.00-2.000.002.004.00
BAC: 0.48
C: 0.73
The chart of Omega ratio for BAC, currently valued at 1.07, compared to the broader market0.501.001.502.00
BAC: 1.07
C: 1.10
The chart of Calmar ratio for BAC, currently valued at 0.22, compared to the broader market0.001.002.003.004.005.00
BAC: 0.22
C: 0.15
The chart of Martin ratio for BAC, currently valued at 0.69, compared to the broader market-5.000.005.0010.0015.0020.00
BAC: 0.69
C: 1.33

The current BAC Sharpe Ratio is 0.21, which is lower than the C Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of BAC and C, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.21
0.38
BAC
C

Dividends

BAC vs. C - Dividend Comparison

BAC's dividend yield for the trailing twelve months is around 2.57%, less than C's 3.23% yield.


TTM20242023202220212020201920182017201620152014
BAC
Bank of America Corporation
2.57%2.28%2.73%2.60%1.75%2.38%1.87%2.19%1.32%1.13%1.19%0.67%
C
Citigroup Inc.
3.23%3.10%4.04%4.51%3.38%3.31%2.40%2.96%1.29%0.71%0.31%0.07%

Drawdowns

BAC vs. C - Drawdown Comparison

The maximum BAC drawdown since its inception was -93.45%, roughly equal to the maximum C drawdown of -98.00%. Use the drawdown chart below to compare losses from any high point for BAC and C. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-16.34%
-82.29%
BAC
C

Volatility

BAC vs. C - Volatility Comparison

The current volatility for Bank of America Corporation (BAC) is 18.10%, while Citigroup Inc. (C) has a volatility of 20.19%. This indicates that BAC experiences smaller price fluctuations and is considered to be less risky than C based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
18.10%
20.19%
BAC
C

Financials

BAC vs. C - Financials Comparison

This section allows you to compare key financial metrics between Bank of America Corporation and Citigroup Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items