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BMO vs. RY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

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.


-0.50.00.51.00.8

Performance

BMO vs. RY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bank of Montreal (BMO) and Royal Bank of Canada (RY). The values are adjusted to include any dividend payments, if applicable.

2,000.00%3,000.00%4,000.00%5,000.00%6,000.00%JulyAugustSeptemberOctoberNovemberDecember
2,660.34%
5,820.26%
BMO
RY

Key characteristics

Sharpe Ratio

BMO:

0.30

RY:

1.73

Sortino Ratio

BMO:

0.51

RY:

2.54

Omega Ratio

BMO:

1.08

RY:

1.31

Calmar Ratio

BMO:

0.23

RY:

2.11

Martin Ratio

BMO:

0.82

RY:

10.89

Ulcer Index

BMO:

7.79%

RY:

2.45%

Daily Std Dev

BMO:

21.33%

RY:

15.46%

Max Drawdown

BMO:

-68.43%

RY:

-63.03%

Current Drawdown

BMO:

-10.27%

RY:

-5.70%

Fundamentals

Market Cap

BMO:

$71.82B

RY:

$175.36B

EPS

BMO:

$6.69

RY:

$7.91

PE Ratio

BMO:

14.67

RY:

15.64

PEG Ratio

BMO:

0.71

RY:

3.41

Total Revenue (TTM)

BMO:

$54.59B

RY:

$94.50B

Gross Profit (TTM)

BMO:

$55.49B

RY:

$114.69B

EBITDA (TTM)

BMO:

$5.29B

RY:

$7.60B

Returns By Period

In the year-to-date period, BMO achieves a 2.46% return, which is significantly lower than RY's 24.00% return. Over the past 10 years, BMO has underperformed RY with an annualized return of 7.73%, while RY has yielded a comparatively higher 10.05% annualized return.


BMO

YTD

2.46%

1M

2.66%

6M

18.18%

1Y

4.22%

5Y*

9.30%

10Y*

7.73%

RY

YTD

24.00%

1M

-0.88%

6M

18.56%

1Y

25.18%

5Y*

13.25%

10Y*

10.05%

Compare stocks, funds, or ETFs

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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.


Sharpe ratio
The chart of Sharpe ratio for BMO, currently valued at 0.30, compared to the broader market-4.00-2.000.002.000.301.73
The chart of Sortino ratio for BMO, currently valued at 0.51, compared to the broader market-4.00-2.000.002.004.000.512.54
The chart of Omega ratio for BMO, currently valued at 1.08, compared to the broader market0.501.001.502.001.081.31
The chart of Calmar ratio for BMO, currently valued at 0.23, compared to the broader market0.002.004.006.000.232.11
The chart of Martin ratio for BMO, currently valued at 0.82, compared to the broader market-5.000.005.0010.0015.0020.0025.000.8210.89
BMO
RY

The current BMO Sharpe Ratio is 0.30, which is lower than the RY Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of BMO and RY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.30
1.73
BMO
RY

Dividends

BMO vs. RY - Dividend Comparison

BMO's dividend yield for the trailing twelve months is around 4.64%, more than RY's 3.39% yield.


TTM20232022202120202019201820172016201520142013
BMO
Bank of Montreal
4.64%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
3.39%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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.27%
-5.70%
BMO
RY

Volatility

BMO vs. RY - Volatility Comparison

Bank of Montreal (BMO) has a higher volatility of 7.43% compared to Royal Bank of Canada (RY) at 5.43%. This indicates that BMO's price experiences larger fluctuations and is considered to be riskier than RY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
7.43%
5.43%
BMO
RY

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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