BAMI.MI vs. UMI.BR
BAMI.MI (Banco Bpm SpA) and UMI.BR (Umicore SA) are both stocks. BAMI.MI operates in Banks - Regional (Financial Services), while UMI.BR operates in Pollution & Treatment Controls (Industrials). Over the past 10 years, BAMI.MI returned 21.89%/yr vs 2.60%/yr for UMI.BR. At a 0.29 correlation, their price movements are largely independent.
Performance
BAMI.MI vs. UMI.BR - Performance Comparison
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Returns By Period
In the year-to-date period, BAMI.MI achieves a 9.53% return, which is significantly lower than UMI.BR's 30.90% return. Over the past 10 years, BAMI.MI has outperformed UMI.BR with an annualized return of 21.89%, while UMI.BR has yielded a comparatively lower 2.60% annualized return.
BAMI.MI
- 1D
- 2.78%
- 1M
- 6.37%
- YTD
- 9.53%
- 6M
- 16.61%
- 1Y
- 43.34%
- 3Y*
- 68.81%
- 5Y*
- 46.73%
- 10Y*
- 21.89%
UMI.BR
- 1D
- -0.95%
- 1M
- 4.67%
- YTD
- 30.90%
- 6M
- 50.01%
- 1Y
- 127.93%
- 3Y*
- -2.53%
- 5Y*
- -11.72%
- 10Y*
- 2.60%
BAMI.MI vs. UMI.BR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BAMI.MI Banco Bpm SpA | 9.53% | 83.87% | 89.87% | 51.78% | 34.49% | 49.63% | -10.84% | 3.05% | -24.81% | 14.41% |
UMI.BR Umicore SA | 30.90% | 85.26% | -58.27% | -25.60% | -1.84% | -7.70% | -8.80% | 27.60% | -10.27% | 50.96% |
Correlation
The correlation between BAMI.MI and UMI.BR is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Nov 22, 2006 | 0.29 |
The correlation between BAMI.MI and UMI.BR shifts across timeframes, from 0.13 (1 year) to 0.29 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
BAMI.MI vs. UMI.BR — Risk / Return Rank
BAMI.MI
UMI.BR
BAMI.MI vs. UMI.BR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Banco Bpm SpA (BAMI.MI) and Umicore SA (UMI.BR). 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.
| BAMI.MI | UMI.BR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.98 | ||
| Sortino ratioReturn per unit of downside risk | -1.22 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.45 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 2.89 | 4.41 | -1.52 |
| Martin ratioReturn relative to average drawdown | 8.69 | 10.61 | -1.92 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BAMI.MI | UMI.BR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.57 | 2.56 | -0.98 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.37 | -0.30 | +1.66 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.07 | +0.46 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.05 | 0.22 | -0.27 |
Drawdowns
BAMI.MI vs. UMI.BR - Drawdown Comparison
The maximum BAMI.MI drawdown since its inception was -97.29%, which is greater than UMI.BR's maximum drawdown of -86.39%. Use the drawdown chart below to compare losses from any high point for BAMI.MI and UMI.BR.
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Drawdown Indicators
| BAMI.MI | UMI.BR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.29% | -86.39% | -10.90% |
Max Drawdown (1Y)Largest decline over 1 year | -14.77% | -28.72% | +13.95% |
Max Drawdown (3Y)Largest decline over 3 years | -21.91% | -71.99% | +50.08% |
Max Drawdown (5Y)Largest decline over 5 years | -36.09% | -86.39% | +50.30% |
Max Drawdown (10Y)Largest decline over 10 years | -70.37% | -86.39% | +16.02% |
Current DrawdownCurrent decline from peak | -44.99% | -55.77% | +10.78% |
Average DrawdownAverage peak-to-trough decline | -79.87% | -26.31% | -53.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.91% | 12.00% | -7.09% |
Volatility
BAMI.MI vs. UMI.BR - Volatility Comparison
The current volatility for Banco Bpm SpA (BAMI.MI) is 5.69%, while Umicore SA (UMI.BR) has a volatility of 20.30%. This indicates that BAMI.MI experiences smaller price fluctuations and is considered to be less risky than UMI.BR 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 | UMI.BR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.69% | 20.30% | -14.61% |
Volatility (6M)Calculated over the trailing 6-month period | 19.90% | 35.91% | -16.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.15% | 49.55% | -22.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.88% | 38.73% | -4.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.19% | 36.40% | +4.79% |
Dividends
BAMI.MI vs. UMI.BR - Dividend Comparison
BAMI.MI's dividend yield for the trailing twelve months is around 7.30%, more than UMI.BR's 2.19% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BAMI.MI Banco Bpm SpA | 7.30% | 8.14% | 12.29% | 4.81% | 5.71% | 2.27% | 0.00% | 0.00% | 0.00% | 0.00% | 4.86% | 0.00% |
UMI.BR Umicore SA | 2.19% | 1.40% | 6.92% | 2.77% | 2.33% | 2.10% | 0.64% | 1.79% | 2.08% | 2.48% | 4.80% | 5.17% |
Financials
BAMI.MI vs. UMI.BR - Financials Comparison
This section allows you to compare key financial metrics between Banco Bpm SpA and Umicore SA. 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 UMI.BR have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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