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BAC vs. ENFR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BAC vs. ENFR - Performance Comparison

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

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Returns By Period

In the year-to-date period, BAC achieves a 3.72% return, which is significantly lower than ENFR's 25.97% return. Over the past 10 years, BAC has outperformed ENFR with an annualized return of 18.19%, while ENFR has yielded a comparatively lower 12.28% annualized return.


BAC

1D
2.31%
1M
13.82%
YTD
3.72%
6M
3.46%
1Y
29.23%
3Y*
27.43%
5Y*
8.79%
10Y*
18.19%

ENFR

1D
0.73%
1M
0.52%
YTD
25.97%
6M
26.39%
1Y
26.50%
3Y*
28.39%
5Y*
19.43%
10Y*
12.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BAC vs. ENFR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BAC
Bank of America Corporation
3.72%28.04%33.85%4.83%-23.82%49.61%-11.63%46.19%-15.00%35.69%
ENFR
Alerian Energy Infrastructure ETF
25.97%5.88%42.17%15.63%17.48%39.97%-24.14%21.60%-18.67%-0.19%

Correlation

The correlation between BAC and ENFR is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.04

Correlation (3Y)
Calculated over the trailing 3-year period

0.34

Correlation (5Y)
Calculated over the trailing 5-year period

0.45

Correlation (10Y)
Calculated over the trailing 10-year period

0.46

Correlation (All Time)
Calculated using the full available price history since Nov 1, 2013

0.43

Over the past year, the correlation between BAC and ENFR has dropped to 0.04 - well below their long-term average of 0.43, suggesting their price drivers have been diverging.

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Return for Risk

BAC vs. ENFR — Risk / Return Rank

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

BAC
BAC Risk / Return Rank: 7575
Overall Rank
BAC Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
BAC Sortino Ratio Rank: 7474
Sortino Ratio Rank
BAC Omega Ratio Rank: 7474
Omega Ratio Rank
BAC Calmar Ratio Rank: 7373
Calmar Ratio Rank
BAC Martin Ratio Rank: 7474
Martin Ratio Rank

ENFR
ENFR Risk / Return Rank: 6262
Overall Rank
ENFR Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
ENFR Sortino Ratio Rank: 6262
Sortino Ratio Rank
ENFR Omega Ratio Rank: 5959
Omega Ratio Rank
ENFR Calmar Ratio Rank: 7070
Calmar Ratio Rank
ENFR Martin Ratio Rank: 5353
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BAC vs. ENFR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bank of America Corporation (BAC) and Alerian Energy Infrastructure ETF (ENFR). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BACENFRDifference
Sharpe ratioReturn per unit of total volatility

-0.46

Sortino ratioReturn per unit of downside risk

-0.67

Omega ratioGain probability vs. loss probability

1.24

1.31

-0.07

Calmar ratioReturn relative to maximum drawdown

1.64

3.08

-1.44

Martin ratioReturn relative to average drawdown

4.21

8.18

-3.97

BAC vs. ENFR - Sharpe Ratio Comparison

The current BAC Sharpe Ratio is 1.36, which is comparable to the ENFR Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of BAC and ENFR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BAC vs. ENFR - Drawdown Comparison

The maximum BAC drawdown since its inception was -93.10%, which is greater than ENFR's maximum drawdown of -68.28%. Use the drawdown chart below to compare losses from any high point for BAC and ENFR.


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Drawdown Indicators


BACENFRDifference

Max Drawdown

Largest peak-to-trough decline

-93.10%

-68.28%

-24.82%

Max Drawdown (1Y)

Largest decline over 1 year

-17.93%

-8.64%

-9.29%

Max Drawdown (3Y)

Largest decline over 3 years

-27.51%

-15.58%

-11.93%

Max Drawdown (5Y)

Largest decline over 5 years

-46.64%

-20.29%

-26.35%

Max Drawdown (10Y)

Largest decline over 10 years

-48.95%

-62.64%

+13.69%

Current Drawdown

Current decline from peak

-0.36%

-3.91%

+3.55%

Average Drawdown

Average peak-to-trough decline

-28.30%

-15.95%

-12.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.96%

3.25%

+3.71%

Volatility

BAC vs. ENFR - Volatility Comparison

Bank of America Corporation (BAC) and Alerian Energy Infrastructure ETF (ENFR) have volatilities of 5.49% and 5.63%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BACENFRDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.49%

5.63%

-0.14%

Volatility (6M)

Calculated over the trailing 6-month period

16.57%

11.48%

+5.09%

Volatility (1Y)

Calculated over the trailing 1-year period

21.62%

14.66%

+6.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.89%

19.30%

+7.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.68%

24.67%

+6.01%

Dividends

BAC vs. ENFR - Dividend Comparison

BAC's dividend yield for the trailing twelve months is around 2.72%, less than ENFR's 3.98% yield.


PositionTTM20252024202320222021202020192018201720162015
BAC
Bank of America Corporation
2.72%1.96%2.28%2.73%2.60%1.75%2.38%1.87%2.19%1.32%1.13%1.19%
ENFR
Alerian Energy Infrastructure ETF
3.98%4.77%4.41%5.48%5.23%7.86%7.57%5.81%3.98%2.98%3.31%3.34%

Frequently Asked Questions


BAC and ENFR have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ENFR has higher volatility (5.63%) compared to BAC (5.49%). In terms of maximum drawdown, BAC dropped -93.10% vs ENFR's -68.28%.

ENFR currently has the higher Sharpe Ratio (1.82 vs 1.36), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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