BBD vs. WFC

In the year-to-date period, BBD achieves a 51.34% return, which is significantly higher than WFC's 9.73% return. Over the past 10 years, BBD has underperformed WFC with an annualized return of -0.75%, while WFC has yielded a comparatively higher 6.22% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Banco Bradesco S.A. (BBD) and Wells Fargo & Company (WFC). 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 WFC Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of BBD and WFC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

BBD's dividend yield for the trailing twelve months is around 8.45%, more than WFC's 2.10% yield.

The maximum BBD drawdown since its inception was -70.81%, smaller than the maximum WFC drawdown of -79.01%. Use the drawdown chart below to compare losses from any high point for BBD and WFC. For additional features, visit the drawdowns tool.

Banco Bradesco S.A. (BBD) has a higher volatility of 19.02% compared to Wells Fargo & Company (WFC) at 6.68%. This indicates that BBD's price experiences larger fluctuations and is considered to be riskier than WFC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Banco Bradesco S.A. and Wells Fargo & Company. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.