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

Correlation

The correlation between BBD and BAC is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

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.

0.00%1,000.00%2,000.00%3,000.00%4,000.00%SeptemberOctoberNovemberDecember2025February
3,181.73%
158.25%
BBD
BAC

Key characteristics

Sharpe Ratio

BBD:

-0.90

BAC:

2.10

Sortino Ratio

BBD:

-1.16

BAC:

3.06

Omega Ratio

BBD:

0.85

BAC:

1.38

Calmar Ratio

BBD:

-0.44

BAC:

1.57

Martin Ratio

BBD:

-1.85

BAC:

8.49

Ulcer Index

BBD:

16.63%

BAC:

5.55%

Daily Std Dev

BBD:

30.84%

BAC:

22.52%

Max Drawdown

BBD:

-70.66%

BAC:

-93.45%

Current Drawdown

BBD:

-64.47%

BAC:

-0.71%

Fundamentals

Market Cap

BBD:

$21.64B

BAC:

$363.34B

EPS

BBD:

$0.23

BAC:

$3.19

PE Ratio

BBD:

9.22

BAC:

14.86

PEG Ratio

BBD:

0.41

BAC:

1.79

Total Revenue (TTM)

BBD:

$117.15B

BAC:

$123.51B

Gross Profit (TTM)

BBD:

$170.99B

BAC:

$37.82B

EBITDA (TTM)

BBD:

$1.94B

BAC:

$46.02B

Returns By Period

In the year-to-date period, BBD achieves a 14.13% return, which is significantly higher than BAC's 7.85% return. Over the past 10 years, BBD has underperformed BAC with an annualized return of -3.19%, while BAC has yielded a comparatively higher 13.56% annualized return.


BBD

YTD

14.13%

1M

11.16%

6M

-17.16%

1Y

-15.15%

5Y*

-14.98%

10Y*

-3.19%

BAC

YTD

7.85%

1M

2.58%

6M

25.32%

1Y

46.76%

5Y*

9.20%

10Y*

13.56%

*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 88
Overall Rank
The Sharpe Ratio Rank of BBD is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of BBD is 88
Sortino Ratio Rank
The Omega Ratio Rank of BBD is 88
Omega Ratio Rank
The Calmar Ratio Rank of BBD is 1919
Calmar Ratio Rank
The Martin Ratio Rank of BBD is 11
Martin Ratio Rank

BAC
The Risk-Adjusted Performance Rank of BAC is 9090
Overall Rank
The Sharpe Ratio Rank of BAC is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of BAC is 9292
Sortino Ratio Rank
The Omega Ratio Rank of BAC is 8989
Omega Ratio Rank
The Calmar Ratio Rank of BAC is 8686
Calmar Ratio Rank
The Martin Ratio Rank of BAC is 8989
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.


Sharpe ratio
The chart of Sharpe ratio for BBD, currently valued at -0.90, compared to the broader market-2.000.002.004.00-0.902.10
The chart of Sortino ratio for BBD, currently valued at -1.16, compared to the broader market-4.00-2.000.002.004.00-1.163.06
The chart of Omega ratio for BBD, currently valued at 0.85, compared to the broader market0.501.001.502.000.851.38
The chart of Calmar ratio for BBD, currently valued at -0.44, compared to the broader market0.002.004.006.00-0.441.57
The chart of Martin ratio for BBD, currently valued at -1.85, compared to the broader market-30.00-20.00-10.000.0010.0020.0030.00-1.858.49
BBD
BAC

The current BBD Sharpe Ratio is -0.90, which is lower than the BAC Sharpe Ratio of 2.10. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
-0.90
2.10
BBD
BAC

Dividends

BBD vs. BAC - Dividend Comparison

BBD's dividend yield for the trailing twelve months is around 9.44%, more than BAC's 2.11% yield.


TTM20242023202220212020201920182017201620152014
BBD
Banco Bradesco S.A.
9.44%8.07%9.66%2.98%6.37%2.99%6.74%3.73%4.89%6.09%11.53%6.18%
BAC
Bank of America Corporation
2.11%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 -70.66%, 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.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-64.47%
-0.71%
BBD
BAC

Volatility

BBD vs. BAC - Volatility Comparison

Banco Bradesco S.A. (BBD) has a higher volatility of 10.73% compared to Bank of America Corporation (BAC) at 5.55%. 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.


4.00%6.00%8.00%10.00%12.00%14.00%SeptemberOctoberNovemberDecember2025February
10.73%
5.55%
BBD
BAC

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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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