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BK vs. PFE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BK and PFE is 0.44, 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

BK vs. PFE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Bank of New York Mellon Corporation (BK) and Pfizer Inc. (PFE). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

BK:

2.35

PFE:

-0.65

Sortino Ratio

BK:

3.05

PFE:

-0.69

Omega Ratio

BK:

1.45

PFE:

0.92

Calmar Ratio

BK:

3.32

PFE:

-0.24

Martin Ratio

BK:

12.38

PFE:

-1.03

Ulcer Index

BK:

4.71%

PFE:

13.71%

Daily Std Dev

BK:

24.58%

PFE:

24.45%

Max Drawdown

BK:

-72.42%

PFE:

-58.96%

Current Drawdown

BK:

0.00%

PFE:

-55.78%

Fundamentals

Market Cap

BK:

$63.95B

PFE:

$128.49B

EPS

BK:

$6.13

PFE:

$1.42

PE Ratio

BK:

14.58

PFE:

15.92

PEG Ratio

BK:

1.17

PFE:

0.57

PS Ratio

BK:

3.40

PFE:

2.06

PB Ratio

BK:

1.69

PFE:

1.42

Total Revenue (TTM)

BK:

$18.60B

PFE:

$62.46B

Gross Profit (TTM)

BK:

$18.53B

PFE:

$42.09B

EBITDA (TTM)

BK:

$7.22B

PFE:

$16.71B

Returns By Period

In the year-to-date period, BK achieves a 18.63% return, which is significantly higher than PFE's -10.86% return. Over the past 10 years, BK has outperformed PFE with an annualized return of 10.33%, while PFE has yielded a comparatively lower 0.61% annualized return.


BK

YTD

18.63%

1M

19.70%

6M

16.42%

1Y

57.22%

5Y*

26.80%

10Y*

10.33%

PFE

YTD

-10.86%

1M

5.56%

6M

-4.64%

1Y

-15.78%

5Y*

-4.34%

10Y*

0.61%

*Annualized

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Risk-Adjusted Performance

BK vs. PFE — Risk-Adjusted Performance Rank

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

BK
The Risk-Adjusted Performance Rank of BK is 9696
Overall Rank
The Sharpe Ratio Rank of BK is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of BK is 9595
Sortino Ratio Rank
The Omega Ratio Rank of BK is 9595
Omega Ratio Rank
The Calmar Ratio Rank of BK is 9797
Calmar Ratio Rank
The Martin Ratio Rank of BK is 9797
Martin Ratio Rank

PFE
The Risk-Adjusted Performance Rank of PFE is 2323
Overall Rank
The Sharpe Ratio Rank of PFE is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of PFE is 1818
Sortino Ratio Rank
The Omega Ratio Rank of PFE is 2020
Omega Ratio Rank
The Calmar Ratio Rank of PFE is 3535
Calmar Ratio Rank
The Martin Ratio Rank of PFE is 2424
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.

BK vs. PFE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Bank of New York Mellon Corporation (BK) and Pfizer Inc. (PFE). 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 BK Sharpe Ratio is 2.35, which is higher than the PFE Sharpe Ratio of -0.65. The chart below compares the historical Sharpe Ratios of BK and PFE, 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

BK vs. PFE - Dividend Comparison

BK's dividend yield for the trailing twelve months is around 2.09%, less than PFE's 7.45% yield.


TTM20242023202220212020201920182017201620152014
BK
The Bank of New York Mellon Corporation
2.09%2.32%3.04%3.12%2.24%2.92%2.34%2.21%1.60%1.52%1.65%1.63%
PFE
Pfizer Inc.
7.45%6.33%5.70%3.12%2.64%3.91%3.67%3.11%3.53%3.69%3.46%3.33%

Drawdowns

BK vs. PFE - Drawdown Comparison

The maximum BK drawdown since its inception was -72.42%, which is greater than PFE's maximum drawdown of -58.96%. Use the drawdown chart below to compare losses from any high point for BK and PFE. For additional features, visit the drawdowns tool.


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Volatility

BK vs. PFE - Volatility Comparison

The current volatility for The Bank of New York Mellon Corporation (BK) is 4.83%, while Pfizer Inc. (PFE) has a volatility of 9.58%. This indicates that BK experiences smaller price fluctuations and is considered to be less risky than PFE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

BK vs. PFE - Financials Comparison

This section allows you to compare key financial metrics between The Bank of New York Mellon Corporation and Pfizer Inc.. 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


5.00B10.00B15.00B20.00B25.00B20212022202320242025
4.69B
13.72B
(BK) Total Revenue
(PFE) Total Revenue
Values in USD except per share items

BK vs. PFE - Profitability Comparison

The chart below illustrates the profitability comparison between The Bank of New York Mellon Corporation and Pfizer Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%40.0%60.0%80.0%100.0%20212022202320242025
99.8%
79.3%
(BK) Gross Margin
(PFE) Gross Margin
BK - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, The Bank of New York Mellon Corporation reported a gross profit of 4.68B and revenue of 4.69B. Therefore, the gross margin over that period was 99.8%.

PFE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Pfizer Inc. reported a gross profit of 10.87B and revenue of 13.72B. Therefore, the gross margin over that period was 79.3%.

BK - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, The Bank of New York Mellon Corporation reported an operating income of 1.49B and revenue of 4.69B, resulting in an operating margin of 31.8%.

PFE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Pfizer Inc. reported an operating income of 2.79B and revenue of 13.72B, resulting in an operating margin of 20.3%.

BK - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, The Bank of New York Mellon Corporation reported a net income of 1.22B and revenue of 4.69B, resulting in a net margin of 26.0%.

PFE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Pfizer Inc. reported a net income of 2.97B and revenue of 13.72B, resulting in a net margin of 21.6%.