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

Correlation

The correlation between BMO and BAC is 0.47, 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.


-0.50.00.51.00.5

Performance

BMO vs. BAC - Performance Comparison

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

500.00%1,000.00%1,500.00%2,000.00%2,500.00%3,000.00%3,500.00%4,000.00%JulyAugustSeptemberOctoberNovemberDecember
3,471.67%
684.76%
BMO
BAC

Key characteristics

Sharpe Ratio

BMO:

0.32

BAC:

1.47

Sortino Ratio

BMO:

0.54

BAC:

2.27

Omega Ratio

BMO:

1.08

BAC:

1.27

Calmar Ratio

BMO:

0.25

BAC:

1.04

Martin Ratio

BMO:

0.89

BAC:

6.04

Ulcer Index

BMO:

7.76%

BAC:

5.54%

Daily Std Dev

BMO:

21.44%

BAC:

22.71%

Max Drawdown

BMO:

-68.43%

BAC:

-93.45%

Current Drawdown

BMO:

-11.04%

BAC:

-8.43%

Fundamentals

Market Cap

BMO:

$71.82B

BAC:

$345.66B

EPS

BMO:

$6.69

BAC:

$2.76

PE Ratio

BMO:

14.67

BAC:

16.32

PEG Ratio

BMO:

0.71

BAC:

2.00

Total Revenue (TTM)

BMO:

$54.59B

BAC:

$97.40B

Gross Profit (TTM)

BMO:

$55.49B

BAC:

$58.68B

EBITDA (TTM)

BMO:

$5.29B

BAC:

$42.54B

Returns By Period

In the year-to-date period, BMO achieves a 1.58% return, which is significantly lower than BAC's 32.48% return. Over the past 10 years, BMO has underperformed BAC with an annualized return of 7.76%, while BAC has yielded a comparatively higher 11.79% annualized return.


BMO

YTD

1.58%

1M

2.86%

6M

16.62%

1Y

4.57%

5Y*

9.12%

10Y*

7.76%

BAC

YTD

32.48%

1M

-6.37%

6M

10.10%

1Y

33.12%

5Y*

7.12%

10Y*

11.79%

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Risk-Adjusted Performance

BMO vs. BAC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Bank of Montreal (BMO) 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 BMO, currently valued at 0.32, compared to the broader market-4.00-2.000.002.000.321.47
The chart of Sortino ratio for BMO, currently valued at 0.54, compared to the broader market-4.00-2.000.002.004.000.542.27
The chart of Omega ratio for BMO, currently valued at 1.08, compared to the broader market0.501.001.502.001.081.27
The chart of Calmar ratio for BMO, currently valued at 0.25, compared to the broader market0.002.004.006.000.251.04
The chart of Martin ratio for BMO, currently valued at 0.89, compared to the broader market0.0010.0020.000.896.04
BMO
BAC

The current BMO Sharpe Ratio is 0.32, which is lower than the BAC Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of BMO 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 Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.32
1.47
BMO
BAC

Dividends

BMO vs. BAC - Dividend Comparison

BMO's dividend yield for the trailing twelve months is around 4.68%, more than BAC's 2.30% yield.


TTM20232022202120202019201820172016201520142013
BMO
Bank of Montreal
4.68%4.34%4.64%3.16%4.12%3.96%4.52%3.42%3.56%4.53%3.94%4.31%
BAC
Bank of America Corporation
2.30%2.73%2.60%1.75%2.38%1.87%2.19%1.32%1.13%1.19%0.67%0.26%

Drawdowns

BMO vs. BAC - Drawdown Comparison

The maximum BMO drawdown since its inception was -68.43%, smaller than the maximum BAC drawdown of -93.45%. Use the drawdown chart below to compare losses from any high point for BMO and BAC. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.04%
-8.43%
BMO
BAC

Volatility

BMO vs. BAC - Volatility Comparison

Bank of Montreal (BMO) has a higher volatility of 7.45% compared to Bank of America Corporation (BAC) at 5.10%. This indicates that BMO'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%JulyAugustSeptemberOctoberNovemberDecember
7.45%
5.10%
BMO
BAC

Financials

BMO vs. BAC - Financials Comparison

This section allows you to compare key financial metrics between Bank of Montreal 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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