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

Correlation

The correlation between BBD and BAC is 0.48, 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

BBD vs. BAC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Banco Bradesco S.A. (BBD) and Bank of America Corporation (BAC). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

BBD:

0.45

BAC:

0.66

Sortino Ratio

BBD:

1.06

BAC:

1.06

Omega Ratio

BBD:

1.12

BAC:

1.15

Calmar Ratio

BBD:

0.27

BAC:

0.70

Martin Ratio

BBD:

1.03

BAC:

2.10

Ulcer Index

BBD:

18.11%

BAC:

9.16%

Daily Std Dev

BBD:

39.06%

BAC:

28.96%

Max Drawdown

BBD:

-70.81%

BAC:

-93.45%

Current Drawdown

BBD:

-52.93%

BAC:

-5.69%

Fundamentals

Market Cap

BBD:

$26.23B

BAC:

$333.51B

EPS

BBD:

$0.30

BAC:

$3.35

PE Ratio

BBD:

9.17

BAC:

13.22

PEG Ratio

BBD:

0.58

BAC:

1.67

PS Ratio

BBD:

0.31

BAC:

3.42

PB Ratio

BBD:

0.96

BAC:

1.21

Total Revenue (TTM)

BBD:

$95.02B

BAC:

$123.06B

Gross Profit (TTM)

BBD:

$114.81B

BAC:

$78.30B

EBITDA (TTM)

BBD:

$36.99M

BAC:

$65.96B

Returns By Period

In the year-to-date period, BBD achieves a 51.34% return, which is significantly higher than BAC's 2.44% return. Over the past 10 years, BBD has underperformed BAC with an annualized return of -0.75%, while BAC has yielded a comparatively higher 12.99% annualized return.


BBD

YTD

51.34%

1M

25.16%

6M

24.78%

1Y

17.27%

5Y*

7.21%

10Y*

-0.75%

BAC

YTD

2.44%

1M

22.01%

6M

-1.30%

1Y

19.11%

5Y*

18.85%

10Y*

12.99%

*Annualized

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Risk-Adjusted Performance

BBD vs. BAC — Risk-Adjusted Performance Rank

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

BBD
The Risk-Adjusted Performance Rank of BBD is 6565
Overall Rank
The Sharpe Ratio Rank of BBD is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of BBD is 6767
Sortino Ratio Rank
The Omega Ratio Rank of BBD is 6363
Omega Ratio Rank
The Calmar Ratio Rank of BBD is 6464
Calmar Ratio Rank
The Martin Ratio Rank of BBD is 6464
Martin Ratio Rank

BAC
The Risk-Adjusted Performance Rank of BAC is 7272
Overall Rank
The Sharpe Ratio Rank of BAC is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of BAC is 6767
Sortino Ratio Rank
The Omega Ratio Rank of BAC is 6969
Omega Ratio Rank
The Calmar Ratio Rank of BAC is 7878
Calmar Ratio Rank
The Martin Ratio Rank of BAC is 7373
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.

BBD vs. BAC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Banco Bradesco S.A. (BBD) and Bank of America Corporation (BAC). 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 BBD Sharpe Ratio is 0.45, which is lower than the BAC Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of BBD and BAC, 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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Dividends

BBD vs. BAC - Dividend Comparison

BBD's dividend yield for the trailing twelve months is around 8.45%, more than BAC's 2.28% yield.


TTM20242023202220212020201920182017201620152014
BBD
Banco Bradesco S.A.
8.45%7.80%9.66%2.99%6.11%3.01%6.74%3.73%4.89%6.09%11.19%5.38%
BAC
Bank of America Corporation
2.28%2.28%2.73%2.60%1.75%2.38%1.87%2.19%1.32%1.13%1.19%0.67%

Drawdowns

BBD vs. BAC - Drawdown Comparison

The maximum BBD drawdown since its inception was -70.81%, smaller than the maximum BAC drawdown of -93.45%. Use the drawdown chart below to compare losses from any high point for BBD and BAC. For additional features, visit the drawdowns tool.


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Volatility

BBD vs. BAC - Volatility Comparison

Banco Bradesco S.A. (BBD) has a higher volatility of 19.02% compared to Bank of America Corporation (BAC) at 6.99%. This indicates that BBD's price experiences larger fluctuations and is considered to be riskier than BAC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

BBD vs. BAC - Financials Comparison

This section allows you to compare key financial metrics between Banco Bradesco S.A. and Bank of America Corporation. 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


0.0020.00B40.00B60.00B80.00B20212022202320242025
30.16B
46.99B
(BBD) Total Revenue
(BAC) Total Revenue
Values in USD except per share items