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BNS.TO vs. CM.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

BNS.TO vs. CM.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in The Bank of Nova Scotia (BNS.TO) and Canadian Imperial Bank of Commerce (CM.TO). The values are adjusted to include any dividend payments, if applicable.

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BNS.TO vs. CM.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BNS.TO
The Bank of Nova Scotia
-2.74%38.75%27.51%3.68%-22.84%37.98%-0.30%11.80%-12.26%12.80%
CM.TO
Canadian Imperial Bank of Commerce
8.23%42.31%49.56%23.83%-20.79%41.53%6.99%12.03%-12.96%17.02%

Fundamentals

Market Cap

BNS.TO:

CA$128.67B

CM.TO:

CA$124.41B

EPS

BNS.TO:

CA$7.07

CM.TO:

CA$9.99

PE Ratio

BNS.TO:

13.77

CM.TO:

13.37

PS Ratio

BNS.TO:

2.27

CM.TO:

2.36

PB Ratio

BNS.TO:

1.66

CM.TO:

2.15

Total Revenue (TTM)

BNS.TO:

CA$54.25B

CM.TO:

CA$53.08B

Gross Profit (TTM)

BNS.TO:

CA$28.61B

CM.TO:

CA$27.75B

EBITDA (TTM)

BNS.TO:

CA$12.85B

CM.TO:

CA$12.73B

Returns By Period

In the year-to-date period, BNS.TO achieves a -2.74% return, which is significantly lower than CM.TO's 8.23% return. Over the past 10 years, BNS.TO has underperformed CM.TO with an annualized return of 9.93%, while CM.TO has yielded a comparatively higher 16.33% annualized return.


BNS.TO

1D
0.96%
1M
-5.78%
YTD
-2.74%
6M
10.64%
1Y
50.74%
3Y*
19.62%
5Y*
10.30%
10Y*
9.93%

CM.TO

1D
1.31%
1M
-2.88%
YTD
8.23%
6M
21.12%
1Y
69.71%
3Y*
38.99%
5Y*
22.65%
10Y*
16.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

BNS.TO vs. CM.TO — Risk / Return Rank

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

BNS.TO
BNS.TO Risk / Return Rank: 9696
Overall Rank
BNS.TO Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
BNS.TO Sortino Ratio Rank: 9898
Sortino Ratio Rank
BNS.TO Omega Ratio Rank: 9898
Omega Ratio Rank
BNS.TO Calmar Ratio Rank: 9292
Calmar Ratio Rank
BNS.TO Martin Ratio Rank: 9595
Martin Ratio Rank

CM.TO
CM.TO Risk / Return Rank: 9898
Overall Rank
CM.TO Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
CM.TO Sortino Ratio Rank: 9999
Sortino Ratio Rank
CM.TO Omega Ratio Rank: 9898
Omega Ratio Rank
CM.TO Calmar Ratio Rank: 9797
Calmar Ratio Rank
CM.TO Martin Ratio Rank: 9999
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.

BNS.TO vs. CM.TO - Risk-Adjusted Trends Comparison

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


BNS.TOCM.TODifference

Sharpe ratio

Return per unit of total volatility

3.26

4.21

-0.95

Sortino ratio

Return per unit of downside risk

4.30

5.37

-1.08

Omega ratio

Gain probability vs. loss probability

1.68

1.74

-0.06

Calmar ratio

Return relative to maximum drawdown

4.40

7.79

-3.39

Martin ratio

Return relative to average drawdown

17.10

31.42

-14.32

BNS.TO vs. CM.TO - Sharpe Ratio Comparison

The current BNS.TO Sharpe Ratio is 3.26, which is comparable to the CM.TO Sharpe Ratio of 4.21. The chart below compares the historical Sharpe Ratios of BNS.TO and CM.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


BNS.TOCM.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.26

4.21

-0.95

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

1.28

-0.64

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.83

-0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.46

+0.18

Correlation

The correlation between BNS.TO and CM.TO is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

BNS.TO vs. CM.TO - Dividend Comparison

BNS.TO's dividend yield for the trailing twelve months is around 3.39%, more than CM.TO's 3.05% yield.


TTM20252024202320222021202020192018201720162015
BNS.TO
The Bank of Nova Scotia
3.39%4.27%5.49%6.48%4.61%5.14%5.23%3.60%4.91%3.82%3.91%6.11%
CM.TO
Canadian Imperial Bank of Commerce
3.05%3.20%4.04%5.47%7.20%4.06%5.37%5.26%5.29%4.19%4.42%4.85%

Drawdowns

BNS.TO vs. CM.TO - Drawdown Comparison

The maximum BNS.TO drawdown since its inception was -52.27%, smaller than the maximum CM.TO drawdown of -62.50%. Use the drawdown chart below to compare losses from any high point for BNS.TO and CM.TO.


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Drawdown Indicators


BNS.TOCM.TODifference

Max Drawdown

Largest peak-to-trough decline

-52.27%

-62.50%

+10.23%

Max Drawdown (1Y)

Largest decline over 1 year

-11.48%

-9.11%

-2.37%

Max Drawdown (5Y)

Largest decline over 5 years

-34.87%

-35.35%

+0.48%

Max Drawdown (10Y)

Largest decline over 10 years

-38.95%

-41.37%

+2.42%

Current Drawdown

Current decline from peak

-7.90%

-5.05%

-2.85%

Average Drawdown

Average peak-to-trough decline

-8.83%

-17.66%

+8.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.96%

2.26%

+0.70%

Volatility

BNS.TO vs. CM.TO - Volatility Comparison

The current volatility for The Bank of Nova Scotia (BNS.TO) is 6.17%, while Canadian Imperial Bank of Commerce (CM.TO) has a volatility of 7.07%. This indicates that BNS.TO experiences smaller price fluctuations and is considered to be less risky than CM.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BNS.TOCM.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.17%

7.07%

-0.90%

Volatility (6M)

Calculated over the trailing 6-month period

10.64%

13.37%

-2.73%

Volatility (1Y)

Calculated over the trailing 1-year period

15.64%

16.63%

-0.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.08%

17.78%

-1.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.76%

19.65%

-0.89%

Financials

BNS.TO vs. CM.TO - Financials Comparison

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


5.00B10.00B15.00B20.00B20222023202420252026
9.65B
15.82B
(BNS.TO) Total Revenue
(CM.TO) Total Revenue
Values in CAD except per share items

BNS.TO vs. CM.TO - Profitability Comparison

The chart below illustrates the profitability comparison between The Bank of Nova Scotia and Canadian Imperial Bank of Commerce over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%20222023202420252026
43.2%
49.0%
Portfolio components
BNS.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, The Bank of Nova Scotia reported a gross profit of 4.17B and revenue of 9.65B. Therefore, the gross margin over that period was 43.2%.

CM.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Canadian Imperial Bank of Commerce reported a gross profit of 7.75B and revenue of 15.82B. Therefore, the gross margin over that period was 49.0%.

BNS.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, The Bank of Nova Scotia reported an operating income of 3.17B and revenue of 9.65B, resulting in an operating margin of 32.9%.

CM.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Canadian Imperial Bank of Commerce reported an operating income of 3.50B and revenue of 15.82B, resulting in an operating margin of 22.1%.

BNS.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, The Bank of Nova Scotia reported a net income of 2.30B and revenue of 9.65B, resulting in a net margin of 23.8%.

CM.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Canadian Imperial Bank of Commerce reported a net income of 3.09B and revenue of 15.82B, resulting in a net margin of 19.6%.