BGN.MI vs. BMPS.MI
Compare and contrast key facts about Banca Generali S.p.A. (BGN.MI) and Banca Monte dei Paschi di Siena SpA (BMPS.MI).
Performance
BGN.MI vs. BMPS.MI - Performance Comparison
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BGN.MI vs. BMPS.MI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BGN.MI Banca Generali S.p.A. | -7.32% | 34.18% | 41.37% | 11.06% | -12.77% | 52.19% | 0.97% | 68.31% | -31.17% | 27.21% |
BMPS.MI Banca Monte dei Paschi di Siena SpA | -19.00% | 50.14% | 134.52% | 58.27% | -89.65% | -14.45% | -25.40% | -6.51% | -61.79% | -74.04% |
Returns By Period
In the year-to-date period, BGN.MI achieves a -7.32% return, which is significantly higher than BMPS.MI's -19.00% return. Over the past 10 years, BGN.MI has outperformed BMPS.MI with an annualized return of 13.62%, while BMPS.MI has yielded a comparatively lower -37.79% annualized return.
BGN.MI
- 1D
- -0.66%
- 1M
- 1.16%
- YTD
- -7.32%
- 6M
- 11.52%
- 1Y
- 6.34%
- 3Y*
- 27.72%
- 5Y*
- 18.62%
- 10Y*
- 13.62%
BMPS.MI
- 1D
- -2.77%
- 1M
- -4.96%
- YTD
- -19.00%
- 6M
- -2.79%
- 1Y
- 11.93%
- 3Y*
- 64.01%
- 5Y*
- -18.85%
- 10Y*
- -37.79%
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Return for Risk
BGN.MI vs. BMPS.MI — Risk / Return Rank
BGN.MI
BMPS.MI
BGN.MI vs. BMPS.MI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Banca Generali S.p.A. (BGN.MI) and Banca Monte dei Paschi di Siena SpA (BMPS.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.
| BGN.MI | BMPS.MI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.24 | 0.33 | -0.09 |
Sortino ratioReturn per unit of downside risk | 0.50 | 0.71 | -0.20 |
Omega ratioGain probability vs. loss probability | 1.07 | 1.09 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.39 | 0.47 | -0.07 |
Martin ratioReturn relative to average drawdown | 0.70 | 1.25 | -0.55 |
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
| BGN.MI | BMPS.MI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.24 | 0.33 | -0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | -0.37 | +1.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | -0.64 | +1.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | -0.51 | +0.96 |
Correlation
The correlation between BGN.MI and BMPS.MI is 0.36, 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.
Dividends
BGN.MI vs. BMPS.MI - Dividend Comparison
BGN.MI's dividend yield for the trailing twelve months is around 5.34%, less than BMPS.MI's 11.63% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BGN.MI Banca Generali S.p.A. | 5.34% | 4.81% | 4.90% | 5.35% | 5.46% | 6.97% | 5.69% | 4.32% | 6.89% | 3.86% | 5.30% | 3.36% |
BMPS.MI Banca Monte dei Paschi di Siena SpA | 11.63% | 9.42% | 3.67% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
BGN.MI vs. BMPS.MI - Drawdown Comparison
The maximum BGN.MI drawdown since its inception was -82.74%, smaller than the maximum BMPS.MI drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for BGN.MI and BMPS.MI.
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Drawdown Indicators
| BGN.MI | BMPS.MI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.74% | -100.00% | +17.26% |
Max Drawdown (1Y)Largest decline over 1 year | -16.07% | -25.49% | +9.42% |
Max Drawdown (5Y)Largest decline over 5 years | -37.31% | -93.88% | +56.57% |
Max Drawdown (10Y)Largest decline over 10 years | -48.91% | -99.89% | +50.98% |
Current DrawdownCurrent decline from peak | -10.45% | -100.00% | +89.55% |
Average DrawdownAverage peak-to-trough decline | -18.26% | -72.19% | +53.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.05% | 9.57% | -0.52% |
Volatility
BGN.MI vs. BMPS.MI - Volatility Comparison
The current volatility for Banca Generali S.p.A. (BGN.MI) is 6.84%, while Banca Monte dei Paschi di Siena SpA (BMPS.MI) has a volatility of 11.66%. This indicates that BGN.MI experiences smaller price fluctuations and is considered to be less risky than BMPS.MI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BGN.MI | BMPS.MI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.84% | 11.66% | -4.82% |
Volatility (6M)Calculated over the trailing 6-month period | 16.08% | 24.64% | -8.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.23% | 36.45% | -10.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.64% | 50.35% | -24.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.95% | 58.26% | -29.31% |
Financials
BGN.MI vs. BMPS.MI - Financials Comparison
This section allows you to compare key financial metrics between Banca Generali S.p.A. and Banca Monte dei Paschi di Siena 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.
Total Revenue: Total amount of money received from sales and other business activities