PortfoliosLab logoPortfoliosLab logo
BAC vs. PG
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

BAC vs. PG - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, BAC achieves a -1.43% return, which is significantly lower than PG's 2.74% return. Over the past 10 years, BAC has outperformed PG with an annualized return of 17.09%, while PG has yielded a comparatively lower 8.64% annualized return.


BAC

1D
-0.37%
1M
5.06%
YTD
-1.43%
6M
0.58%
1Y
21.86%
3Y*
25.47%
5Y*
7.45%
10Y*
17.09%

PG

1D
-0.98%
1M
-0.90%
YTD
2.74%
6M
6.43%
1Y
-8.99%
3Y*
2.29%
5Y*
4.10%
10Y*
8.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BAC vs. PG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BAC
Bank of America Corporation
-1.43%28.04%33.85%4.83%-23.82%49.61%-11.63%46.19%-15.00%35.69%
PG
The Procter & Gamble Company
2.74%-12.26%17.25%-0.86%-5.05%20.52%14.15%39.70%3.57%12.69%

Correlation

The correlation between BAC and PG is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.15

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

0.12

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

0.17

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

0.16

Correlation (All Time)
Calculated using the full available price history since May 29, 1986

0.28

The correlation between BAC and PG shifts across timeframes, from 0.12 (3 years) to 0.28 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

BAC:

$397.80B

PG:

$350.63B

EPS

BAC:

$4.19

PG:

$5.23

PE Ratio

BAC:

12.79

PG:

27.76

PEG Ratio

BAC:

5.14

PG:

6.79

PS Ratio

BAC:

2.32

PG:

4.07

PB Ratio

BAC:

1.44

PG:

6.50

Total Revenue (TTM)

BAC:

$174.85B

PG:

$86.72B

Gross Profit (TTM)

BAC:

$110.47B

PG:

$43.64B

EBITDA (TTM)

BAC:

$41.74B

PG:

$22.63B

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

BAC vs. PG — Risk / Return Rank

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

BAC
BAC Risk / Return Rank: 6868
Overall Rank
BAC Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
BAC Sortino Ratio Rank: 6666
Sortino Ratio Rank
BAC Omega Ratio Rank: 6565
Omega Ratio Rank
BAC Calmar Ratio Rank: 6666
Calmar Ratio Rank
BAC Martin Ratio Rank: 6868
Martin Ratio Rank

PG
PG Risk / Return Rank: 2020
Overall Rank
PG Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
PG Sortino Ratio Rank: 1919
Sortino Ratio Rank
PG Omega Ratio Rank: 2020
Omega Ratio Rank
PG Calmar Ratio Rank: 2121
Calmar Ratio Rank
PG Martin Ratio Rank: 2121
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. PG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bank of America Corporation (BAC) and The Procter & Gamble Company (PG). 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.


BACPGDifference
Sharpe ratioReturn per unit of total volatility

+1.51

Sortino ratioReturn per unit of downside risk

+2.03

Omega ratioGain probability vs. loss probability

1.19

0.94

+0.25

Calmar ratioReturn relative to maximum drawdown

1.22

-0.58

+1.81

Martin ratioReturn relative to average drawdown

3.15

-1.04

+4.19

BAC vs. PG - Sharpe Ratio Comparison

The current BAC Sharpe Ratio is 1.02, which is higher than the PG Sharpe Ratio of -0.48. The chart below compares the historical Sharpe Ratios of BAC and PG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


BACPGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

-0.48

+1.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

0.23

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.46

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.46

-0.26

Drawdowns

BAC vs. PG - Drawdown Comparison

The maximum BAC drawdown since its inception was -93.10%, which is greater than PG's maximum drawdown of -54.25%. Use the drawdown chart below to compare losses from any high point for BAC and PG.


Loading charts...

Drawdown Indicators


BACPGDifference

Max Drawdown

Largest peak-to-trough decline

-93.10%

-54.25%

-38.85%

Max Drawdown (1Y)

Largest decline over 1 year

-17.93%

-15.52%

-2.41%

Max Drawdown (3Y)

Largest decline over 3 years

-27.51%

-21.15%

-6.36%

Max Drawdown (5Y)

Largest decline over 5 years

-46.64%

-23.77%

-22.87%

Max Drawdown (10Y)

Largest decline over 10 years

-48.95%

-23.77%

-25.18%

Current Drawdown

Current decline from peak

-5.30%

-15.91%

+10.61%

Average Drawdown

Average peak-to-trough decline

-28.31%

-12.16%

-16.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.95%

8.93%

-1.98%

Volatility

BAC vs. PG - Volatility Comparison

The current volatility for Bank of America Corporation (BAC) is 6.59%, while The Procter & Gamble Company (PG) has a volatility of 7.01%. This indicates that BAC experiences smaller price fluctuations and is considered to be less risky than PG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


BACPGDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.59%

7.01%

-0.42%

Volatility (6M)

Calculated over the trailing 6-month period

16.36%

15.32%

+1.04%

Volatility (1Y)

Calculated over the trailing 1-year period

21.50%

18.65%

+2.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.89%

17.79%

+9.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.70%

19.05%

+11.65%

Dividends

BAC vs. PG - Dividend Comparison

BAC's dividend yield for the trailing twelve months is around 2.09%, less than PG's 2.94% yield.


PositionTTM20252024202320222021202020192018201720162015
BAC
Bank of America Corporation
2.09%1.96%2.28%2.73%2.60%1.75%2.38%1.87%2.19%1.32%1.13%1.19%
PG
The Procter & Gamble Company
2.94%2.91%2.36%2.55%2.38%2.08%2.24%2.37%3.09%2.98%3.18%3.31%

Financials

BAC vs. PG - Financials Comparison

This section allows you to compare key financial metrics between Bank of America Corporation and The Procter & Gamble Company. 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


15.00B20.00B25.00B30.00B35.00B40.00B45.00B50.00B20222023202420252026
30.27B
21.24B
(BAC) Total Revenue
(PG) Total Revenue
Values in USD except per share items

BAC vs. PG - Profitability Comparison

The chart below illustrates the profitability comparison between Bank of America Corporation and The Procter & Gamble Company over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

40.0%50.0%60.0%70.0%80.0%90.0%100.0%20222023202420252026
95.6%
49.5%
Portfolio components
BAC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Bank of America Corporation reported a gross profit of 28.94B and revenue of 30.27B. Therefore, the gross margin over that period was 95.6%.

PG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Procter & Gamble Company reported a gross profit of 10.51B and revenue of 21.24B. Therefore, the gross margin over that period was 49.5%.

BAC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Bank of America Corporation reported an operating income of 10.40B and revenue of 30.27B, resulting in an operating margin of 34.4%.

PG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Procter & Gamble Company reported an operating income of 4.58B and revenue of 21.24B, resulting in an operating margin of 21.6%.

BAC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Bank of America Corporation reported a net income of 8.58B and revenue of 30.27B, resulting in a net margin of 28.4%.

PG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Procter & Gamble Company reported a net income of 18.50M and revenue of 21.24B, resulting in a net margin of 0.1%.


Frequently Asked Questions


BAC and PG have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PG has higher volatility (7.01%) compared to BAC (6.59%). In terms of maximum drawdown, BAC dropped -93.10% vs PG's -54.25%.

BAC currently has the higher Sharpe Ratio (1.02 vs -0.48), 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.

Portfolio Optimizer

Find the right allocation for BAC and PG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer