BAMI.MI vs. ISP.MI

In the year-to-date period, BAMI.MI achieves a 37.62% return, which is significantly higher than ISP.MI's 30.04% return. Over the past 10 years, BAMI.MI has underperformed ISP.MI with an annualized return of 3.61%, while ISP.MI has yielded a comparatively higher 12.84% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Banco Bpm SpA (BAMI.MI) and Intesa Sanpaolo SpA (ISP.MI). 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 higher than the ISP.MI Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of BAMI.MI and ISP.MI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

BAMI.MI's dividend yield for the trailing twelve months is around 9.88%, more than ISP.MI's 7.03% yield.

The maximum BAMI.MI drawdown since its inception was -98.73%, which is greater than ISP.MI's maximum drawdown of -81.20%. Use the drawdown chart below to compare losses from any high point for BAMI.MI and ISP.MI.

Banco Bpm SpA (BAMI.MI) and Intesa Sanpaolo SpA (ISP.MI) have volatilities of 6.75% and 6.53%, 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.

This section allows you to compare key financial metrics between Banco Bpm SpA and Intesa Sanpaolo SpA. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.