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BMO vs. BAC
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

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.

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Returns By Period

In the year-to-date period, BMO achieves a 41.60% return, which is significantly higher than BAC's 13.86% return. Over the past 10 years, BMO has underperformed BAC with an annualized return of 16.09%, while BAC has yielded a comparatively higher 18.54% annualized return.


BMO

1D
0.46%
1M
3.78%
6M
33.80%
YTD
41.60%
1Y
67.39%
3Y*
31.11%
5Y*
17.68%
10Y*
16.09%
ALL TIME*
14.80%

BAC

1D
0.36%
1M
5.48%
6M
17.71%
YTD
13.86%
1Y
38.63%
3Y*
28.30%
5Y*
12.79%
10Y*
18.54%
ALL TIME*
8.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$2.02B$2.04B$2.03B
$170.84M$155.12M$136.95M

BMO vs. BAC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BMO
Bank of Montreal
41.60%39.59%2.98%15.24%-12.41%48.15%3.34%23.51%-15.02%16.63%
BAC
Bank of America Corporation
13.86%28.04%33.85%4.83%-23.82%49.61%-11.63%46.19%-15.00%35.69%

Correlation

The correlation between BMO and BAC is 0.54, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.54

Correlation (3Y)
Balances recent behavior with more history.

0.55

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.63

Correlation (10Y)
Provides a long-term view across more market conditions.

0.61

Correlation (All Time)
Calculated using the full available price history since Oct 27, 1994

0.47

The correlation between BMO and BAC shifts across timeframes, from 0.47 (all time) to 0.63 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

BMO:

$125.69B

BAC:

$439.63B

EPS

BMO:

CA$14.96

BAC:

$4.50

PE Ratio

BMO:

16.81

BAC:

13.75

PEG Ratio

BMO:

0.77

BAC:

5.52

PS Ratio

BMO:

2.12

BAC:

2.61

PB Ratio

BMO:

1.67

BAC:

1.64

Total Revenue (TTM)

BMO:

CA$77.05B

BAC:

$177.58B

Gross Profit (TTM)

BMO:

CA$34.51B

BAC:

$115.79B

EBITDA (TTM)

BMO:

CA$14.21B

BAC:

$45.64B

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Return for Risk

BMO vs. BAC — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BMO
BMO Risk / Return Rank: 9797
Overall Rank
BMO Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
BMO Sortino Ratio Rank: 9898
Sortino Ratio Rank
BMO Omega Ratio Rank: 9797
Omega Ratio Rank
BMO Calmar Ratio Rank: 9696
Calmar Ratio Rank
BMO Martin Ratio Rank: 9898
Martin Ratio Rank

BAC
BAC Risk / Return Rank: 8181
Overall Rank
BAC Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
BAC Sortino Ratio Rank: 8181
Sortino Ratio Rank
BAC Omega Ratio Rank: 8181
Omega Ratio Rank
BAC Calmar Ratio Rank: 7878
Calmar Ratio Rank
BAC Martin Ratio Rank: 8080
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BMO vs. BAC - Risk-Adjusted Trends 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BMOBACDifference
Sharpe ratioReturn per unit of total volatility

+1.91

Sortino ratioReturn per unit of downside risk

+2.20

Omega ratioGain probability vs. loss probability

1.57

1.27

+0.30

Calmar ratioReturn relative to maximum drawdown

5.88

1.90

+3.98

Martin ratioReturn relative to average drawdown

21.70

5.00

+16.70

BMO vs. BAC - Sharpe Ratio Comparison

The current BMO Sharpe Ratio is 3.48, which is higher than the BAC Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of BMO and BAC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BMO vs. BAC - Drawdown Comparison

The maximum BMO drawdown since its inception was -68.17%, smaller than the maximum BAC drawdown of -93.10%. Use the drawdown chart below to compare losses from any high point for BMO and BAC.


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Drawdown Indicators


BMOBACDifference

Max Drawdown

Largest peak-to-trough decline

-68.17%

-93.10%

+24.93%

Max Drawdown (1Y)

Largest decline over 1 year

-11.62%

-17.93%

+6.31%

Max Drawdown (3Y)

Largest decline over 3 years

-17.58%

-27.51%

+9.93%

Max Drawdown (5Y)

Largest decline over 5 years

-33.94%

-46.64%

+12.70%

Max Drawdown (10Y)

Largest decline over 10 years

-50.97%

-48.95%

-2.02%

Current Drawdown

Current decline from peak

-1.60%

-1.07%

-0.53%

Average Drawdown

Average peak-to-trough decline

-11.38%

-28.21%

+16.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.14%

6.82%

-3.68%

Volatility

BMO vs. BAC - Volatility Comparison

Bank of Montreal (BMO) has a higher volatility of 6.73% compared to Bank of America Corporation (BAC) at 5.89%. 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.


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Volatility by Period


BMOBACDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.73%

5.89%

+0.84%

Volatility (6M)

Calculated over the trailing 6-month period

15.85%

16.31%

-0.46%

Volatility (1Y)

Calculated over the trailing 1-year period

19.67%

21.85%

-2.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.36%

26.67%

-5.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.67%

30.46%

-6.79%

Dividends

BMO vs. BAC - Dividend Comparison

BMO's dividend yield for the trailing twelve months is around 2.70%, more than BAC's 1.81% yield.


PositionTTM20252024202320222021202020192018201720162015
BAC
Bank of America Corporation
1.81%1.96%2.28%2.73%2.60%1.75%2.38%1.87%2.19%1.32%1.13%1.19%
BMO
Bank of Montreal
2.70%3.55%4.60%4.76%4.62%3.95%4.15%3.96%4.78%4.45%4.73%5.74%

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

BMO vs. BAC - Profitability Comparison

The chart below illustrates the profitability comparison between Bank of Montreal and Bank of America Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

BMO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Bank of Montreal reported a gross profit of 8.78B and revenue of 19.26B. Therefore, the gross margin over that period was 45.6%.

BAC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Bank of America Corporation reported a gross profit of 30.19B and revenue of 49.39B. Therefore, the gross margin over that period was 61.1%.

BMO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Bank of Montreal reported an operating income of 3.50B and revenue of 19.26B, resulting in an operating margin of 18.2%.

BAC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Bank of America Corporation reported an operating income of 11.57B and revenue of 49.39B, resulting in an operating margin of 23.4%.

BMO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Bank of Montreal reported a net income of 2.63B and revenue of 19.26B, resulting in a net margin of 13.6%.

BAC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Bank of America Corporation reported a net income of 9.07B and revenue of 49.39B, resulting in a net margin of 18.4%.


Frequently Asked Questions


BMO and BAC have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BMO has higher volatility (6.73%) compared to BAC (5.89%). In terms of maximum drawdown, BMO dropped -68.17% vs BAC's -93.10%.

BMO currently has the higher Sharpe Ratio (3.48 vs 1.56), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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