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

Correlation

The correlation between BAC and TROW is 0.47, 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.


-0.50.00.51.00.5

Performance

BAC vs. TROW - Performance Comparison

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

-15.00%-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
5.35%
-2.98%
BAC
TROW

Key characteristics

Sharpe Ratio

BAC:

1.83

TROW:

0.31

Sortino Ratio

BAC:

2.72

TROW:

0.58

Omega Ratio

BAC:

1.33

TROW:

1.07

Calmar Ratio

BAC:

1.29

TROW:

0.15

Martin Ratio

BAC:

7.39

TROW:

1.07

Ulcer Index

BAC:

5.63%

TROW:

6.71%

Daily Std Dev

BAC:

22.79%

TROW:

23.37%

Max Drawdown

BAC:

-93.45%

TROW:

-67.43%

Current Drawdown

BAC:

-3.63%

TROW:

-42.37%

Fundamentals

Market Cap

BAC:

$351.26B

TROW:

$24.91B

EPS

BAC:

$2.76

TROW:

$9.13

PE Ratio

BAC:

16.59

TROW:

12.28

PEG Ratio

BAC:

2.00

TROW:

2.39

Total Revenue (TTM)

BAC:

$76.54B

TROW:

$5.27B

Gross Profit (TTM)

BAC:

$37.82B

TROW:

$2.74B

EBITDA (TTM)

BAC:

$38.91B

TROW:

$2.26B

Returns By Period

In the year-to-date period, BAC achieves a 4.16% return, which is significantly higher than TROW's -0.87% return. Over the past 10 years, BAC has outperformed TROW with an annualized return of 13.92%, while TROW has yielded a comparatively lower 7.06% annualized return.


BAC

YTD

4.16%

1M

0.24%

6M

5.00%

1Y

43.13%

5Y*

8.38%

10Y*

13.92%

TROW

YTD

-0.87%

1M

-6.22%

6M

-5.07%

1Y

5.98%

5Y*

0.70%

10Y*

7.06%

*Annualized

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Risk-Adjusted Performance

BAC vs. TROW — 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 8989
Overall Rank
The Sharpe Ratio Rank of BAC is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of BAC is 9090
Sortino Ratio Rank
The Omega Ratio Rank of BAC is 8888
Omega Ratio Rank
The Calmar Ratio Rank of BAC is 8585
Calmar Ratio Rank
The Martin Ratio Rank of BAC is 8888
Martin Ratio Rank

TROW
The Risk-Adjusted Performance Rank of TROW is 5656
Overall Rank
The Sharpe Ratio Rank of TROW is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of TROW is 5151
Sortino Ratio Rank
The Omega Ratio Rank of TROW is 5050
Omega Ratio Rank
The Calmar Ratio Rank of TROW is 5656
Calmar Ratio Rank
The Martin Ratio Rank of TROW is 6161
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. TROW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Bank of America Corporation (BAC) and T. Rowe Price Group, Inc. (TROW). 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.


Sharpe ratio
The chart of Sharpe ratio for BAC, currently valued at 1.83, compared to the broader market-2.000.002.001.830.31
The chart of Sortino ratio for BAC, currently valued at 2.72, compared to the broader market-4.00-2.000.002.004.002.720.58
The chart of Omega ratio for BAC, currently valued at 1.33, compared to the broader market0.501.001.502.001.331.07
The chart of Calmar ratio for BAC, currently valued at 1.29, compared to the broader market0.002.004.006.001.290.15
The chart of Martin ratio for BAC, currently valued at 7.39, compared to the broader market0.0010.0020.007.391.07
BAC
TROW

The current BAC Sharpe Ratio is 1.83, which is higher than the TROW Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of BAC and TROW, 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 Ratio0.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
1.83
0.31
BAC
TROW

Dividends

BAC vs. TROW - Dividend Comparison

BAC's dividend yield for the trailing twelve months is around 2.18%, less than TROW's 4.42% yield.


TTM20242023202220212020201920182017201620152014
BAC
Bank of America Corporation
2.18%2.28%2.73%2.60%1.75%2.38%1.87%2.19%1.32%1.13%1.19%0.67%
TROW
T. Rowe Price Group, Inc.
4.42%4.39%4.53%4.40%3.72%2.38%2.50%3.03%2.17%2.87%5.71%2.05%

Drawdowns

BAC vs. TROW - Drawdown Comparison

The maximum BAC drawdown since its inception was -93.45%, which is greater than TROW's maximum drawdown of -67.43%. Use the drawdown chart below to compare losses from any high point for BAC and TROW. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-3.63%
-42.37%
BAC
TROW

Volatility

BAC vs. TROW - Volatility Comparison

The current volatility for Bank of America Corporation (BAC) is 6.03%, while T. Rowe Price Group, Inc. (TROW) has a volatility of 7.65%. This indicates that BAC experiences smaller price fluctuations and is considered to be less risky than TROW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%9.00%10.00%AugustSeptemberOctoberNovemberDecember2025
6.03%
7.65%
BAC
TROW

Financials

BAC vs. TROW - Financials Comparison

This section allows you to compare key financial metrics between Bank of America Corporation and T. Rowe Price Group, 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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