BAMI.MI vs. CCH.L
BAMI.MI (Banco Bpm SpA) and CCH.L (Coca Cola HBC AG) are both stocks. BAMI.MI operates in Banks - Regional (Financial Services), while CCH.L operates in Beverages - Non-Alcoholic (Consumer Defensive). Over the past 10 years, BAMI.MI returned 24.71%/yr vs 15.38%/yr for CCH.L. At a 0.20 correlation, their price movements are largely independent.
Performance
BAMI.MI vs. CCH.L - Performance Comparison
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Different Trading Currencies
BAMI.MI is traded in EUR, while CCH.L is traded in GBp. To make them comparable, the CCH.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, BAMI.MI achieves a 15.53% return, which is significantly lower than CCH.L's 23.65% return. Over the past 10 years, BAMI.MI has outperformed CCH.L with an annualized return of 24.71%, while CCH.L has yielded a comparatively lower 15.38% annualized return.
BAMI.MI
- 1D
- 2.56%
- 1M
- 8.33%
- YTD
- 15.53%
- 6M
- 21.51%
- 1Y
- 57.44%
- 3Y*
- 71.53%
- 5Y*
- 48.30%
- 10Y*
- 24.71%
CCH.L
- 1D
- 1.20%
- 1M
- 10.84%
- YTD
- 23.65%
- 6M
- 29.34%
- 1Y
- 17.48%
- 3Y*
- 27.91%
- 5Y*
- 15.42%
- 10Y*
- 15.38%
BAMI.MI vs. CCH.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BAMI.MI Banco Bpm SpA | 15.53% | 83.87% | 89.87% | 51.78% | 34.49% | 49.63% | -10.84% | 3.05% | -24.81% | 14.41% |
CCH.L Coca Cola HBC AG | 23.65% | 36.40% | 28.04% | 22.63% | -23.82% | 17.32% | -9.87% | 18.15% | 1.99% | 33.55% |
Correlation
The correlation between BAMI.MI and CCH.L is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Apr 29, 2013 | 0.20 |
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Return for Risk
BAMI.MI vs. CCH.L — Risk / Return Rank
BAMI.MI
CCH.L
BAMI.MI vs. CCH.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Banco Bpm SpA (BAMI.MI) and Coca Cola HBC AG (CCH.L). 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.
| BAMI.MI | CCH.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.30 | ||
| Sortino ratioReturn per unit of downside risk | +1.52 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.15 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 3.74 | 0.90 | +2.84 |
| Martin ratioReturn relative to average drawdown | 11.26 | 1.90 | +9.36 |
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Drawdowns
BAMI.MI vs. CCH.L - Drawdown Comparison
The maximum BAMI.MI drawdown since its inception was -97.29%, which is greater than CCH.L's maximum drawdown of -52.83%. Use the drawdown chart below to compare losses from any high point for BAMI.MI and CCH.L.
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Drawdown Indicators
| BAMI.MI | CCH.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.29% | -52.83% | -44.46% |
Max Drawdown (1Y)Largest decline over 1 year | -14.77% | -18.78% | +4.01% |
Max Drawdown (3Y)Largest decline over 3 years | -21.91% | -18.78% | -3.13% |
Max Drawdown (5Y)Largest decline over 5 years | -36.09% | -46.29% | +10.20% |
Max Drawdown (10Y)Largest decline over 10 years | -70.37% | -52.83% | -17.54% |
Current DrawdownCurrent decline from peak | -41.98% | -1.99% | -39.99% |
Average DrawdownAverage peak-to-trough decline | -79.90% | -14.18% | -65.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.91% | 8.95% | -4.04% |
Volatility
BAMI.MI vs. CCH.L - Volatility Comparison
Banco Bpm SpA (BAMI.MI) has a higher volatility of 6.41% compared to Coca Cola HBC AG (CCH.L) at 5.47%. This indicates that BAMI.MI's price experiences larger fluctuations and is considered to be riskier than CCH.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BAMI.MI | CCH.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.41% | 5.47% | +0.94% |
Volatility (6M)Calculated over the trailing 6-month period | 20.10% | 16.73% | +3.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.24% | 23.27% | +3.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.91% | 24.49% | +9.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.06% | 27.16% | +13.90% |
Dividends
BAMI.MI vs. CCH.L - Dividend Comparison
BAMI.MI's dividend yield for the trailing twelve months is around 6.93%, more than CCH.L's 2.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BAMI.MI Banco Bpm SpA | 6.93% | 8.14% | 12.29% | 4.81% | 5.71% | 2.27% | 0.00% | 0.00% | 0.00% | 0.00% | 4.86% | 0.00% |
CCH.L Coca Cola HBC AG | 2.26% | 2.33% | 2.96% | 2.94% | 3.60% | 2.50% | 2.35% | 6.99% | 1.95% | 1.60% | 1.88% | 1.76% |
Financials
BAMI.MI vs. CCH.L - Financials Comparison
This section allows you to compare key financial metrics between Banco Bpm SpA and Coca Cola HBC AG. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
BAMI.MI and CCH.L have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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