BMO vs. BNS
Compare and contrast key facts about Bank of Montreal (BMO) and The Bank of Nova Scotia (BNS).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BMO or BNS.
Performance
BMO vs. BNS - Performance Comparison
Returns By Period
In the year-to-date period, BMO achieves a 0.43% return, which is significantly lower than BNS's 23.07% return. Over the past 10 years, BMO has outperformed BNS with an annualized return of 6.99%, while BNS has yielded a comparatively lower 4.17% annualized return.
BMO
0.43%
2.94%
2.64%
23.24%
9.32%
6.99%
BNS
23.07%
6.90%
22.75%
36.34%
5.73%
4.17%
Fundamentals
| BMO | BNS | |
|---|---|---|
| Market Cap | $69.15B | $69.56B |
| EPS | $6.23 | $4.09 |
| PE Ratio | 15.19 | 13.75 |
| PEG Ratio | 0.71 | 1.51 |
| Total Revenue (TTM) | $46.27B | $44.70B |
| Gross Profit (TTM) | $47.17B | $45.84B |
| EBITDA (TTM) | $5.29B | $3.64B |
Key characteristics
| BMO | BNS | |
|---|---|---|
| Sharpe Ratio | 1.09 | 2.03 |
| Sortino Ratio | 1.40 | 2.73 |
| Omega Ratio | 1.22 | 1.34 |
| Calmar Ratio | 0.78 | 0.98 |
| Martin Ratio | 2.97 | 7.03 |
| Ulcer Index | 7.73% | 5.11% |
| Daily Std Dev | 21.04% | 17.75% |
| Max Drawdown | -68.43% | -63.79% |
| Current Drawdown | -12.04% | -10.72% |
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Correlation
The correlation between BMO and BNS is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
BMO vs. BNS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Bank of Montreal (BMO) and The Bank of Nova Scotia (BNS). 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.
Dividends
BMO vs. BNS - Dividend Comparison
BMO's dividend yield for the trailing twelve months is around 4.74%, less than BNS's 5.58% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BMO Bank of Montreal | 4.74% | 4.34% | 4.64% | 3.16% | 4.12% | 3.96% | 4.52% | 3.42% | 3.56% | 4.53% | 3.94% | 4.31% |
BNS The Bank of Nova Scotia | 5.58% | 6.40% | 6.40% | 4.02% | 4.94% | 3.54% | 5.10% | 3.75% | 3.98% | 6.63% | 4.11% | 2.82% |
Drawdowns
BMO vs. BNS - Drawdown Comparison
The maximum BMO drawdown since its inception was -68.43%, which is greater than BNS's maximum drawdown of -63.79%. Use the drawdown chart below to compare losses from any high point for BMO and BNS. For additional features, visit the drawdowns tool.
Volatility
BMO vs. BNS - Volatility Comparison
The current volatility for Bank of Montreal (BMO) is 3.60%, while The Bank of Nova Scotia (BNS) has a volatility of 4.49%. This indicates that BMO experiences smaller price fluctuations and is considered to be less risky than BNS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
BMO vs. BNS - Financials Comparison
This section allows you to compare key financial metrics between Bank of Montreal and The Bank of Nova Scotia. 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