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BNS.TO vs. BNS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


BNS.TOBNS
YTD Return1.35%-1.81%
1Y Return2.20%1.82%
3Y Return (Ann)-1.43%-4.93%
5Y Return (Ann)2.71%2.35%
10Y Return (Ann)4.57%2.27%
Sharpe Ratio0.150.11
Daily Std Dev17.02%19.80%
Max Drawdown-52.27%-63.79%
Current Drawdown-23.13%-28.76%

Fundamentals


BNS.TOBNS
Market CapCA$77.75B$56.92B
EPSCA$6.11$4.46
PE Ratio10.4110.44
PEG Ratio1.411.40
Revenue (TTM)CA$29.40B$29.40B
Gross Profit (TTM)CA$29.80B$29.25B

Correlation

-0.50.00.51.00.9

The correlation between BNS.TO and BNS is 0.95, 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.

Performance

BNS.TO vs. BNS - Performance Comparison

In the year-to-date period, BNS.TO achieves a 1.35% return, which is significantly higher than BNS's -1.81% return. Over the past 10 years, BNS.TO has outperformed BNS with an annualized return of 4.57%, while BNS has yielded a comparatively lower 2.27% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


500.00%550.00%600.00%650.00%December2024FebruaryMarchAprilMay
594.33%
608.31%
BNS.TO
BNS

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


The Bank of Nova Scotia

The Bank of Nova Scotia

Risk-Adjusted Performance

BNS.TO vs. BNS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Bank of Nova Scotia (BNS.TO) 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.


BNS.TO
Sharpe ratio
The chart of Sharpe ratio for BNS.TO, currently valued at 0.03, compared to the broader market-2.00-1.000.001.002.003.004.000.03
Sortino ratio
The chart of Sortino ratio for BNS.TO, currently valued at 0.17, compared to the broader market-4.00-2.000.002.004.006.000.17
Omega ratio
The chart of Omega ratio for BNS.TO, currently valued at 1.02, compared to the broader market0.501.001.501.02
Calmar ratio
The chart of Calmar ratio for BNS.TO, currently valued at 0.01, compared to the broader market0.002.004.006.000.01
Martin ratio
The chart of Martin ratio for BNS.TO, currently valued at 0.06, compared to the broader market-10.000.0010.0020.0030.000.06
BNS
Sharpe ratio
The chart of Sharpe ratio for BNS, currently valued at 0.02, compared to the broader market-2.00-1.000.001.002.003.004.000.02
Sortino ratio
The chart of Sortino ratio for BNS, currently valued at 0.17, compared to the broader market-4.00-2.000.002.004.006.000.17
Omega ratio
The chart of Omega ratio for BNS, currently valued at 1.02, compared to the broader market0.501.001.501.02
Calmar ratio
The chart of Calmar ratio for BNS, currently valued at 0.01, compared to the broader market0.002.004.006.000.01
Martin ratio
The chart of Martin ratio for BNS, currently valued at 0.06, compared to the broader market-10.000.0010.0020.0030.000.06

BNS.TO vs. BNS - Sharpe Ratio Comparison

The current BNS.TO Sharpe Ratio is 0.15, which is higher than the BNS Sharpe Ratio of 0.11. The chart below compares the 12-month rolling Sharpe Ratio of BNS.TO and BNS.


Rolling 12-month Sharpe Ratio-0.60-0.40-0.200.000.200.400.60December2024FebruaryMarchAprilMay
0.03
0.02
BNS.TO
BNS

Dividends

BNS.TO vs. BNS - Dividend Comparison

BNS.TO's dividend yield for the trailing twelve months is around 6.70%, less than BNS's 6.86% yield.


TTM20232022202120202019201820172016201520142013
BNS.TO
The Bank of Nova Scotia
6.70%6.48%4.61%5.14%5.23%3.60%4.91%3.82%3.91%6.11%3.86%2.74%
BNS
The Bank of Nova Scotia
6.86%6.41%6.40%4.03%4.95%3.53%5.10%3.74%3.98%6.61%4.11%2.82%

Drawdowns

BNS.TO vs. BNS - Drawdown Comparison

The maximum BNS.TO drawdown since its inception was -52.27%, smaller than the maximum BNS drawdown of -63.79%. Use the drawdown chart below to compare losses from any high point for BNS.TO and BNS. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%December2024FebruaryMarchAprilMay
-28.76%
-28.76%
BNS.TO
BNS

Volatility

BNS.TO vs. BNS - Volatility Comparison

The Bank of Nova Scotia (BNS.TO) and The Bank of Nova Scotia (BNS) have volatilities of 5.06% and 4.92%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%December2024FebruaryMarchAprilMay
5.06%
4.92%
BNS.TO
BNS

Financials

BNS.TO vs. BNS - Financials Comparison

This section allows you to compare key financial metrics between The Bank of Nova Scotia 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.


Quarterly
Annual

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



Please note, different currencies. BNS.TO values in CAD, BNS values in USD