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BMO vs. CEW.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BMO vs. CEW.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bank of Montreal (BMO) and iShares Equal Weight Banc & Lifeco ETF (CEW.TO). The values are adjusted to include any dividend payments, if applicable.

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BMO vs. CEW.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BMO
Bank of Montreal
5.20%39.59%2.98%15.24%-12.41%48.15%3.34%23.51%-15.02%16.63%
CEW.TO
iShares Equal Weight Banc & Lifeco ETF
-1.80%38.93%19.25%19.71%-13.09%30.22%1.35%31.65%-19.62%19.60%
Different Trading Currencies

BMO is traded in USD, while CEW.TO is traded in CAD. To make them comparable, the CEW.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, BMO achieves a 5.20% return, which is significantly higher than CEW.TO's -1.80% return. Both investments have delivered pretty close results over the past 10 years, with BMO having a 13.45% annualized return and CEW.TO not far behind at 12.99%.


BMO

1D
2.87%
1M
-5.97%
YTD
5.20%
6M
5.81%
1Y
47.58%
3Y*
20.58%
5Y*
13.56%
10Y*
13.45%

CEW.TO

1D
2.48%
1M
-4.75%
YTD
-1.80%
6M
9.36%
1Y
36.56%
3Y*
23.07%
5Y*
13.17%
10Y*
12.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

BMO vs. CEW.TO — Risk / Return Rank

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

BMO
BMO Risk / Return Rank: 9393
Overall Rank
BMO Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
BMO Sortino Ratio Rank: 9292
Sortino Ratio Rank
BMO Omega Ratio Rank: 9393
Omega Ratio Rank
BMO Calmar Ratio Rank: 9191
Calmar Ratio Rank
BMO Martin Ratio Rank: 9494
Martin Ratio Rank

CEW.TO
CEW.TO Risk / Return Rank: 9494
Overall Rank
CEW.TO Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
CEW.TO Sortino Ratio Rank: 9595
Sortino Ratio Rank
CEW.TO Omega Ratio Rank: 9595
Omega Ratio Rank
CEW.TO Calmar Ratio Rank: 9393
Calmar Ratio Rank
CEW.TO Martin Ratio Rank: 9393
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BMO vs. CEW.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bank of Montreal (BMO) and iShares Equal Weight Banc & Lifeco ETF (CEW.TO). 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.


BMOCEW.TODifference

Sharpe ratio

Return per unit of total volatility

2.36

2.47

-0.11

Sortino ratio

Return per unit of downside risk

2.97

3.21

-0.24

Omega ratio

Gain probability vs. loss probability

1.43

1.47

-0.03

Calmar ratio

Return relative to maximum drawdown

4.13

3.86

+0.27

Martin ratio

Return relative to average drawdown

14.63

15.29

-0.67

BMO vs. CEW.TO - Sharpe Ratio Comparison

The current BMO Sharpe Ratio is 2.36, which is comparable to the CEW.TO Sharpe Ratio of 2.47. The chart below compares the historical Sharpe Ratios of BMO and CEW.TO, 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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Sharpe Ratios by Period


BMOCEW.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.36

2.47

-0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

0.79

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.64

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.64

-0.09

Correlation

The correlation between BMO and CEW.TO is 0.81, 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.


Dividends

BMO vs. CEW.TO - Dividend Comparison

BMO's dividend yield for the trailing twelve months is around 3.50%, more than CEW.TO's 2.81% yield.


TTM20252024202320222021202020192018201720162015
BMO
Bank of Montreal
3.50%3.55%4.60%4.76%4.62%3.95%4.15%3.96%4.78%4.45%4.73%5.74%
CEW.TO
iShares Equal Weight Banc & Lifeco ETF
2.81%2.75%3.32%3.87%3.84%2.93%3.61%3.20%2.95%2.47%2.54%2.74%

Drawdowns

BMO vs. CEW.TO - Drawdown Comparison

The maximum BMO drawdown since its inception was -68.17%, which is greater than CEW.TO's maximum drawdown of -48.88%. Use the drawdown chart below to compare losses from any high point for BMO and CEW.TO.


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Drawdown Indicators


BMOCEW.TODifference

Max Drawdown

Largest peak-to-trough decline

-68.17%

-53.58%

-14.59%

Max Drawdown (1Y)

Largest decline over 1 year

-11.62%

-9.67%

-1.95%

Max Drawdown (5Y)

Largest decline over 5 years

-33.94%

-22.46%

-11.48%

Max Drawdown (10Y)

Largest decline over 10 years

-50.97%

-43.66%

-7.31%

Current Drawdown

Current decline from peak

-9.08%

-4.35%

-4.73%

Average Drawdown

Average peak-to-trough decline

-11.49%

-7.08%

-4.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.28%

2.52%

+0.76%

Volatility

BMO vs. CEW.TO - Volatility Comparison

Bank of Montreal (BMO) has a higher volatility of 8.03% compared to iShares Equal Weight Banc & Lifeco ETF (CEW.TO) at 5.72%. This indicates that BMO's price experiences larger fluctuations and is considered to be riskier than CEW.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BMOCEW.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

8.03%

5.72%

+2.31%

Volatility (6M)

Calculated over the trailing 6-month period

15.00%

10.21%

+4.79%

Volatility (1Y)

Calculated over the trailing 1-year period

20.30%

14.87%

+5.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.23%

16.82%

+4.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.62%

20.31%

+3.31%