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

Performance

BNS.TO vs. NEO.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 Neo Performance Materials Inc. (NEO.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BNS.TO achieves a 14.13% return, which is significantly lower than NEO.TO's 106.26% return.


BNS.TO

1D
0.58%
1M
6.52%
YTD
14.13%
6M
16.24%
1Y
60.74%
3Y*
26.75%
5Y*
13.06%
10Y*
11.26%

NEO.TO

1D
3.43%
1M
9.90%
YTD
106.26%
6M
93.76%
1Y
195.65%
3Y*
63.99%
5Y*
16.08%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
BNS.TO
The Bank of Nova Scotia
14.13%38.75%27.51%3.68%-22.84%37.98%-0.30%11.80%-12.26%-1.05%
NEO.TO
Neo Performance Materials Inc.
106.26%101.35%10.42%-16.66%-51.09%50.37%16.30%-17.14%-12.01%2.46%

Correlation

The correlation between BNS.TO and NEO.TO is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.20

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

0.24

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

0.28

Correlation (All Time)
Calculated using the full available price history since Dec 8, 2017

0.24

Fundamentals

Market Cap

BNS.TO:

CA$139.23B

NEO.TO:

CA$1.33B

EPS

BNS.TO:

CA$7.57

NEO.TO:

-CA$0.24

PS Ratio

BNS.TO:

2.33

NEO.TO:

2.66

PB Ratio

BNS.TO:

1.80

NEO.TO:

3.48

Total Revenue (TTM)

BNS.TO:

CA$61.04B

NEO.TO:

CA$511.45M

Gross Profit (TTM)

BNS.TO:

CA$33.58B

NEO.TO:

CA$147.42M

EBITDA (TTM)

BNS.TO:

CA$13.09B

NEO.TO:

CA$61.97M

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Return for Risk

BNS.TO vs. NEO.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: 9797
Overall Rank
BNS.TO Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
BNS.TO Sortino Ratio Rank: 9999
Sortino Ratio Rank
BNS.TO Omega Ratio Rank: 9898
Omega Ratio Rank
BNS.TO Calmar Ratio Rank: 9393
Calmar Ratio Rank
BNS.TO Martin Ratio Rank: 9696
Martin Ratio Rank

NEO.TO
NEO.TO Risk / Return Rank: 9292
Overall Rank
NEO.TO Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
NEO.TO Sortino Ratio Rank: 9090
Sortino Ratio Rank
NEO.TO Omega Ratio Rank: 9090
Omega Ratio Rank
NEO.TO Calmar Ratio Rank: 9494
Calmar Ratio Rank
NEO.TO Martin Ratio Rank: 9191
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. NEO.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Bank of Nova Scotia (BNS.TO) and Neo Performance Materials Inc. (NEO.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.TONEO.TODifference
Sharpe ratioReturn per unit of total volatility

+0.98

Sortino ratioReturn per unit of downside risk

+2.60

Omega ratioGain probability vs. loss probability

1.80

1.42

+0.39

Calmar ratioReturn relative to maximum drawdown

5.32

6.00

-0.68

Martin ratioReturn relative to average drawdown

20.64

12.49

+8.15

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

The current BNS.TO Sharpe Ratio is 4.07, which is higher than the NEO.TO Sharpe Ratio of 3.09. The chart below compares the historical Sharpe Ratios of BNS.TO and NEO.TO, 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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Sharpe Ratios by Period


BNS.TONEO.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.07

3.09

+0.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.81

0.30

+0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.21

+0.24

Drawdowns

BNS.TO vs. NEO.TO - Drawdown Comparison

The maximum BNS.TO drawdown since its inception was -52.27%, smaller than the maximum NEO.TO drawdown of -72.44%. Use the drawdown chart below to compare losses from any high point for BNS.TO and NEO.TO.


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Drawdown Indicators


BNS.TONEO.TODifference

Max Drawdown

Largest peak-to-trough decline

-52.27%

-72.44%

+20.17%

Max Drawdown (1Y)

Largest decline over 1 year

-11.48%

-32.83%

+21.35%

Max Drawdown (3Y)

Largest decline over 3 years

-18.12%

-37.56%

+19.44%

Max Drawdown (5Y)

Largest decline over 5 years

-34.87%

-72.44%

+37.57%

Max Drawdown (10Y)

Largest decline over 10 years

-38.95%

Current Drawdown

Current decline from peak

-0.09%

-10.53%

+10.44%

Average Drawdown

Average peak-to-trough decline

-9.24%

-34.93%

+25.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.95%

15.74%

-12.79%

Volatility

BNS.TO vs. NEO.TO - Volatility Comparison

The current volatility for The Bank of Nova Scotia (BNS.TO) is 4.80%, while Neo Performance Materials Inc. (NEO.TO) has a volatility of 24.69%. This indicates that BNS.TO experiences smaller price fluctuations and is considered to be less risky than NEO.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.TONEO.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.80%

24.69%

-19.89%

Volatility (6M)

Calculated over the trailing 6-month period

11.60%

44.28%

-32.68%

Volatility (1Y)

Calculated over the trailing 1-year period

15.04%

63.94%

-48.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.32%

53.45%

-37.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.80%

52.37%

-33.57%

Dividends

BNS.TO vs. NEO.TO - Dividend Comparison

BNS.TO's dividend yield for the trailing twelve months is around 3.89%, more than NEO.TO's 1.25% yield.


PositionTTM20252024202320222021202020192018201720162015
BNS.TO
The Bank of Nova Scotia
3.89%4.27%5.49%6.48%4.61%5.14%5.23%3.60%4.91%3.82%3.91%6.11%
NEO.TO
Neo Performance Materials Inc.
1.25%2.57%5.01%5.24%4.17%1.97%2.90%3.20%2.47%0.00%0.00%0.00%

Financials

BNS.TO vs. NEO.TO - Financials Comparison

This section allows you to compare key financial metrics between The Bank of Nova Scotia and Neo Performance Materials Inc.. 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


0.005.00B10.00B15.00B20.00B20222023202420252026
17.19B
152.42M
(BNS.TO) Total Revenue
(NEO.TO) Total Revenue
Values in CAD except per share items

BNS.TO vs. NEO.TO - Profitability Comparison

The chart below illustrates the profitability comparison between The Bank of Nova Scotia and Neo Performance Materials Inc. 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
48.9%
31.4%
Portfolio components
BNS.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Bank of Nova Scotia reported a gross profit of 8.40B and revenue of 17.19B. Therefore, the gross margin over that period was 48.9%.

NEO.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Neo Performance Materials Inc. reported a gross profit of 47.82M and revenue of 152.42M. Therefore, the gross margin over that period was 31.4%.

BNS.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Bank of Nova Scotia reported an operating income of 3.43B and revenue of 17.19B, resulting in an operating margin of 20.0%.

NEO.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Neo Performance Materials Inc. reported an operating income of 26.12M and revenue of 152.42M, resulting in an operating margin of 17.1%.

BNS.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Bank of Nova Scotia reported a net income of 2.60B and revenue of 17.19B, resulting in a net margin of 15.1%.

NEO.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Neo Performance Materials Inc. reported a net income of -1.62M and revenue of 152.42M, resulting in a net margin of -1.1%.


Frequently Asked Questions


BNS.TO and NEO.TO have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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