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BAMI.MI vs. ENB.TO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BAMI.MI and ENB.TO is 0.46, 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.


Performance

BAMI.MI vs. ENB.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Banco Bpm SpA (BAMI.MI) and Enbridge Inc. (ENB.TO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

BAMI.MI:

2.50

ENB.TO:

2.50

Sortino Ratio

BAMI.MI:

3.12

ENB.TO:

3.07

Omega Ratio

BAMI.MI:

1.42

ENB.TO:

1.43

Calmar Ratio

BAMI.MI:

0.85

ENB.TO:

3.81

Martin Ratio

BAMI.MI:

12.04

ENB.TO:

13.79

Ulcer Index

BAMI.MI:

6.41%

ENB.TO:

2.65%

Daily Std Dev

BAMI.MI:

30.88%

ENB.TO:

15.14%

Max Drawdown

BAMI.MI:

-98.73%

ENB.TO:

-48.20%

Current Drawdown

BAMI.MI:

-82.03%

ENB.TO:

-0.70%

Fundamentals

Market Cap

BAMI.MI:

€15.22B

ENB.TO:

CA$138.74B

EPS

BAMI.MI:

€1.27

ENB.TO:

CA$2.70

PE Ratio

BAMI.MI:

7.97

ENB.TO:

23.36

PS Ratio

BAMI.MI:

2.77

ENB.TO:

2.28

PB Ratio

BAMI.MI:

1.02

ENB.TO:

2.26

Total Revenue (TTM)

BAMI.MI:

€1.38B

ENB.TO:

CA$60.90B

Returns By Period

In the year-to-date period, BAMI.MI achieves a 37.62% return, which is significantly higher than ENB.TO's 6.93% return. Over the past 10 years, BAMI.MI has underperformed ENB.TO with an annualized return of 3.61%, while ENB.TO has yielded a comparatively higher 6.68% annualized return.


BAMI.MI

YTD

37.62%

1M

7.72%

6M

50.40%

1Y

77.21%

3Y*

59.76%

5Y*

65.99%

10Y*

3.61%

ENB.TO

YTD

6.93%

1M

-0.36%

6M

8.30%

1Y

37.70%

3Y*

9.29%

5Y*

14.72%

10Y*

6.68%

*Annualized

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Banco Bpm SpA

Enbridge Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

BAMI.MI vs. ENB.TO — Risk-Adjusted Performance Rank

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

BAMI.MI
The Risk-Adjusted Performance Rank of BAMI.MI is 9393
Overall Rank
The Sharpe Ratio Rank of BAMI.MI is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of BAMI.MI is 9595
Sortino Ratio Rank
The Omega Ratio Rank of BAMI.MI is 9494
Omega Ratio Rank
The Calmar Ratio Rank of BAMI.MI is 8080
Calmar Ratio Rank
The Martin Ratio Rank of BAMI.MI is 9696
Martin Ratio Rank

ENB.TO
The Risk-Adjusted Performance Rank of ENB.TO is 9696
Overall Rank
The Sharpe Ratio Rank of ENB.TO is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of ENB.TO is 9595
Sortino Ratio Rank
The Omega Ratio Rank of ENB.TO is 9494
Omega Ratio Rank
The Calmar Ratio Rank of ENB.TO is 9898
Calmar Ratio Rank
The Martin Ratio Rank of ENB.TO is 9797
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.

BAMI.MI vs. ENB.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Banco Bpm SpA (BAMI.MI) and Enbridge Inc. (ENB.TO). 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 current BAMI.MI Sharpe Ratio is 2.50, which is comparable to the ENB.TO Sharpe Ratio of 2.50. The chart below compares the historical Sharpe Ratios of BAMI.MI and ENB.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

BAMI.MI vs. ENB.TO - Dividend Comparison

BAMI.MI's dividend yield for the trailing twelve months is around 9.88%, more than ENB.TO's 5.87% yield.


TTM20242023202220212020201920182017201620152014
BAMI.MI
Banco Bpm SpA
9.88%12.29%4.81%5.70%2.27%4.42%0.00%0.00%0.00%4.86%0.00%0.00%
ENB.TO
Enbridge Inc.
5.87%6.00%7.45%6.50%6.76%7.96%5.72%6.33%4.91%3.75%4.04%2.34%

Drawdowns

BAMI.MI vs. ENB.TO - Drawdown Comparison

The maximum BAMI.MI drawdown since its inception was -98.73%, which is greater than ENB.TO's maximum drawdown of -48.20%. Use the drawdown chart below to compare losses from any high point for BAMI.MI and ENB.TO.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

BAMI.MI vs. ENB.TO - Volatility Comparison

Banco Bpm SpA (BAMI.MI) has a higher volatility of 6.75% compared to Enbridge Inc. (ENB.TO) at 5.23%. This indicates that BAMI.MI's price experiences larger fluctuations and is considered to be riskier than ENB.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

BAMI.MI vs. ENB.TO - Financials Comparison

This section allows you to compare key financial metrics between Banco Bpm SpA and Enbridge 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


0.005.00B10.00B15.00B20.00B20212022202320242025
1.38B
18.50B
(BAMI.MI) Total Revenue
(ENB.TO) Total Revenue
Please note, different currencies. BAMI.MI values in EUR, ENB.TO values in CAD