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BMO vs. IXC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BMO vs. IXC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bank of Montreal (BMO) and iShares Global Energy ETF (IXC). 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 36.97% return, which is significantly higher than IXC's 20.55% return. Over the past 10 years, BMO has outperformed IXC with an annualized return of 16.19%, while IXC has yielded a comparatively lower 9.48% annualized return.


BMO

1D
1.41%
1M
8.01%
YTD
36.97%
6M
36.23%
1Y
70.04%
3Y*
31.09%
5Y*
15.97%
10Y*
16.19%

IXC

1D
0.67%
1M
-7.64%
YTD
20.55%
6M
21.59%
1Y
32.10%
3Y*
15.17%
5Y*
17.36%
10Y*
9.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BMO vs. IXC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BMO
Bank of Montreal
36.97%39.59%2.98%15.24%-12.41%48.15%3.34%23.51%-15.02%16.63%
IXC
iShares Global Energy ETF
20.55%13.98%1.95%3.92%48.51%40.88%-31.00%12.67%-14.85%5.54%

Correlation

The correlation between BMO and IXC is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.02

Correlation (3Y)
Calculated over the trailing 3-year period

0.25

Correlation (5Y)
Calculated over the trailing 5-year period

0.42

Correlation (10Y)
Calculated over the trailing 10-year period

0.52

Correlation (All Time)
Calculated using the full available price history since Nov 16, 2001

0.51

Over the past year, the correlation between BMO and IXC has dropped to 0.02 - well below their long-term average of 0.51, suggesting their price drivers have been diverging.

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Return for Risk

BMO vs. IXC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments 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: 9797
Sortino Ratio Rank
BMO Omega Ratio Rank: 9797
Omega Ratio Rank
BMO Calmar Ratio Rank: 9595
Calmar Ratio Rank
BMO Martin Ratio Rank: 9797
Martin Ratio Rank

IXC
IXC Risk / Return Rank: 5454
Overall Rank
IXC Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
IXC Sortino Ratio Rank: 5252
Sortino Ratio Rank
IXC Omega Ratio Rank: 5151
Omega Ratio Rank
IXC Calmar Ratio Rank: 5555
Calmar Ratio Rank
IXC Martin Ratio Rank: 5353
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. IXC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bank of Montreal (BMO) and iShares Global Energy ETF (IXC). 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.


BMOIXCDifference
Sharpe ratioReturn per unit of total volatility

+2.02

Sortino ratioReturn per unit of downside risk

+2.44

Omega ratioGain probability vs. loss probability

1.61

1.28

+0.33

Calmar ratioReturn relative to maximum drawdown

6.06

2.33

+3.73

Martin ratioReturn relative to average drawdown

22.62

8.08

+14.54

BMO vs. IXC - Sharpe Ratio Comparison

The current BMO Sharpe Ratio is 3.71, which is higher than the IXC Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of BMO and IXC, 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. IXC - Drawdown Comparison

The maximum BMO drawdown since its inception was -68.17%, roughly equal to the maximum IXC drawdown of -67.88%. Use the drawdown chart below to compare losses from any high point for BMO and IXC.


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Drawdown Indicators


BMOIXCDifference

Max Drawdown

Largest peak-to-trough decline

-68.17%

-67.88%

-0.29%

Max Drawdown (1Y)

Largest decline over 1 year

-11.62%

-13.81%

+2.19%

Max Drawdown (3Y)

Largest decline over 3 years

-18.56%

-19.06%

+0.50%

Max Drawdown (5Y)

Largest decline over 5 years

-33.94%

-24.93%

-9.01%

Max Drawdown (10Y)

Largest decline over 10 years

-50.97%

-64.16%

+13.19%

Current Drawdown

Current decline from peak

0.00%

-13.24%

+13.24%

Average Drawdown

Average peak-to-trough decline

-11.41%

-17.46%

+6.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.11%

3.98%

-0.87%

Volatility

BMO vs. IXC - Volatility Comparison

The current volatility for Bank of Montreal (BMO) is 4.16%, while iShares Global Energy ETF (IXC) has a volatility of 6.46%. This indicates that BMO experiences smaller price fluctuations and is considered to be less risky than IXC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BMOIXCDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.16%

6.46%

-2.30%

Volatility (6M)

Calculated over the trailing 6-month period

15.23%

15.91%

-0.68%

Volatility (1Y)

Calculated over the trailing 1-year period

18.97%

19.08%

-0.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.33%

23.50%

-2.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.62%

26.82%

-3.20%

Dividends

BMO vs. IXC - Dividend Comparison

BMO's dividend yield for the trailing twelve months is around 2.75%, less than IXC's 3.15% yield.


PositionTTM20252024202320222021202020192018201720162015
BMO
Bank of Montreal
2.75%3.55%4.60%4.76%4.62%3.95%4.15%3.96%4.78%4.45%4.73%5.74%
IXC
iShares Global Energy ETF
3.15%3.68%4.56%3.45%4.76%3.98%4.86%7.00%3.51%3.05%2.86%3.77%

Frequently Asked Questions


BMO and IXC have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IXC has higher volatility (6.46%) compared to BMO (4.16%). In terms of maximum drawdown, BMO dropped -68.17% vs IXC's -67.88%.

BMO currently has the higher Sharpe Ratio (3.71 vs 1.69), 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.

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