BMO vs. RY
Compare and contrast key facts about Bank of Montreal (BMO) and Royal Bank of Canada (RY).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BMO or RY.
Performance
BMO vs. RY - Performance Comparison
Returns By Period
In the year-to-date period, BMO achieves a 0.43% return, which is significantly lower than RY's 28.50% return. Over the past 10 years, BMO has underperformed RY with an annualized return of 6.99%, while RY has yielded a comparatively higher 9.80% annualized return.
BMO
0.43%
2.94%
2.64%
23.24%
9.32%
6.99%
RY
28.50%
0.83%
21.70%
49.56%
13.24%
9.80%
Fundamentals
| BMO | RY | |
|---|---|---|
| Market Cap | $69.15B | $172.58B |
| EPS | $6.23 | $8.05 |
| PE Ratio | 15.19 | 15.13 |
| PEG Ratio | 0.71 | 3.41 |
| Total Revenue (TTM) | $46.27B | $80.16B |
| Gross Profit (TTM) | $47.17B | $99.63B |
| EBITDA (TTM) | $5.29B | $2.11B |
Key characteristics
| BMO | RY | |
|---|---|---|
| Sharpe Ratio | 1.09 | 3.07 |
| Sortino Ratio | 1.40 | 4.45 |
| Omega Ratio | 1.22 | 1.54 |
| Calmar Ratio | 0.78 | 2.30 |
| Martin Ratio | 2.97 | 20.94 |
| Ulcer Index | 7.73% | 2.32% |
| Daily Std Dev | 21.04% | 15.84% |
| Max Drawdown | -68.43% | -63.03% |
| Current Drawdown | -12.04% | -0.27% |
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Correlation
The correlation between BMO and RY is 0.77, 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. RY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Bank of Montreal (BMO) and Royal Bank of Canada (RY). 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. RY - Dividend Comparison
BMO's dividend yield for the trailing twelve months is around 4.74%, more than RY's 3.27% 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% |
RY Royal Bank of Canada | 3.27% | 3.93% | 4.12% | 3.28% | 3.86% | 3.88% | 4.29% | 3.28% | 3.59% | 4.54% | 3.73% | 3.69% |
Drawdowns
BMO vs. RY - Drawdown Comparison
The maximum BMO drawdown since its inception was -68.43%, which is greater than RY's maximum drawdown of -63.03%. Use the drawdown chart below to compare losses from any high point for BMO and RY. For additional features, visit the drawdowns tool.
Volatility
BMO vs. RY - Volatility Comparison
The current volatility for Bank of Montreal (BMO) is 3.60%, while Royal Bank of Canada (RY) has a volatility of 4.80%. This indicates that BMO experiences smaller price fluctuations and is considered to be less risky than RY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
BMO vs. RY - Financials Comparison
This section allows you to compare key financial metrics between Bank of Montreal and Royal Bank of Canada. 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