PortfoliosLab logoPortfoliosLab logo
BNS vs. AAPL
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

BNS vs. AAPL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Bank of Nova Scotia (BNS) and Apple Inc (AAPL). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, BNS achieves a 16.52% return, which is significantly higher than AAPL's 7.29% return. Over the past 10 years, BNS has underperformed AAPL with an annualized return of 11.61%, while AAPL has yielded a comparatively higher 29.36% annualized return.


BNS

1D
1.57%
1M
9.86%
YTD
16.52%
6M
17.99%
1Y
62.38%
3Y*
27.10%
5Y*
11.56%
10Y*
11.61%

AAPL

1D
-1.52%
1M
-2.59%
YTD
7.29%
6M
4.81%
1Y
46.73%
3Y*
17.21%
5Y*
18.59%
10Y*
29.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BNS vs. AAPL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BNS
The Bank of Nova Scotia
16.52%45.11%17.55%8.53%-28.05%40.62%1.70%17.49%-18.28%21.83%
AAPL
Apple Inc
7.29%9.05%30.71%49.01%-26.40%34.65%82.31%88.96%-5.39%48.46%

Correlation

The correlation between BNS and AAPL is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.32

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

0.26

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

0.36

Correlation (10Y)
Calculated over the trailing 10-year period

0.33

Correlation (All Time)
Calculated using the full available price history since Sep 13, 1999

0.28

The correlation between BNS and AAPL shifts across timeframes, from 0.26 (3 years) to 0.36 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

BNS:

$76.13B

AAPL:

$4.30T

EPS

BNS:

CA$8.23

AAPL:

$8.24

PE Ratio

BNS:

14.26

AAPL:

35.35

PS Ratio

BNS:

1.93

AAPL:

9.60

PB Ratio

BNS:

1.38

AAPL:

40.37

Total Revenue (TTM)

BNS:

CA$70.57B

AAPL:

$451.44B

Gross Profit (TTM)

BNS:

CA$33.43B

AAPL:

$216.07B

EBITDA (TTM)

BNS:

CA$13.61B

AAPL:

$153.63B

Compare stocks, funds, or ETFs

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


Return for Risk

BNS vs. AAPL — Risk / Return Rank

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

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

AAPL
AAPL Risk / Return Rank: 8888
Overall Rank
AAPL Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
AAPL Sortino Ratio Rank: 8989
Sortino Ratio Rank
AAPL Omega Ratio Rank: 8888
Omega Ratio Rank
AAPL Calmar Ratio Rank: 8686
Calmar Ratio Rank
AAPL Martin Ratio Rank: 8686
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 vs. AAPL - Risk-Adjusted Trends Comparison

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

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BNSAAPLDifference
Sharpe ratioReturn per unit of total volatility

+1.66

Sortino ratioReturn per unit of downside risk

+2.29

Omega ratioGain probability vs. loss probability

1.68

1.38

+0.30

Calmar ratioReturn relative to maximum drawdown

4.69

3.40

+1.29

Martin ratioReturn relative to average drawdown

18.38

8.47

+9.91

BNS vs. AAPL - Sharpe Ratio Comparison

The current BNS Sharpe Ratio is 3.73, which is higher than the AAPL Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of BNS and AAPL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

BNS vs. AAPL - Drawdown Comparison

The maximum BNS drawdown since its inception was -63.65%, smaller than the maximum AAPL drawdown of -81.80%. Use the drawdown chart below to compare losses from any high point for BNS and AAPL.


Loading charts...

Drawdown Indicators


BNSAAPLDifference

Max Drawdown

Largest peak-to-trough decline

-63.65%

-81.80%

+18.15%

Max Drawdown (1Y)

Largest decline over 1 year

-13.36%

-13.80%

+0.44%

Max Drawdown (3Y)

Largest decline over 3 years

-19.51%

-33.36%

+13.85%

Max Drawdown (5Y)

Largest decline over 5 years

-39.12%

-33.36%

-5.76%

Max Drawdown (10Y)

Largest decline over 10 years

-46.29%

-38.52%

-7.77%

Current Drawdown

Current decline from peak

0.00%

-7.64%

+7.64%

Average Drawdown

Average peak-to-trough decline

-11.01%

-29.59%

+18.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.40%

5.53%

-2.13%

Volatility

BNS vs. AAPL - Volatility Comparison

The current volatility for The Bank of Nova Scotia (BNS) is 4.91%, while Apple Inc (AAPL) has a volatility of 6.73%. This indicates that BNS experiences smaller price fluctuations and is considered to be less risky than AAPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


BNSAAPLDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.91%

6.73%

-1.82%

Volatility (6M)

Calculated over the trailing 6-month period

12.97%

16.53%

-3.56%

Volatility (1Y)

Calculated over the trailing 1-year period

16.80%

22.64%

-5.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.57%

27.52%

-7.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.92%

28.92%

-7.00%

Dividends

BNS vs. AAPL - Dividend Comparison

BNS's dividend yield for the trailing twelve months is around 3.79%, more than AAPL's 0.36% yield.


PositionTTM20252024202320222021202020192018201720162015
AAPL
Apple Inc
0.36%0.38%0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%
BNS
The Bank of Nova Scotia
3.79%4.17%5.85%8.56%6.39%5.09%4.93%3.53%6.34%4.80%5.24%8.13%

Financials

BNS vs. AAPL - Financials Comparison

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


0.0050.00B100.00B150.00B20222023202420252026
17.18B
111.18B
(BNS) Total Revenue
(AAPL) Total Revenue
Please note, different currencies. BNS values in CAD, AAPL values in USD

BNS vs. AAPL - Profitability Comparison

The chart below illustrates the profitability comparison between The Bank of Nova Scotia and Apple 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%
49.3%
Portfolio components
BNS - 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 17.18B. Therefore, the gross margin over that period was 48.9%.

AAPL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Apple Inc reported a gross profit of 54.78B and revenue of 111.18B. Therefore, the gross margin over that period was 49.3%.

BNS - 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 17.18B, resulting in an operating margin of 20.0%.

AAPL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Apple Inc reported an operating income of 35.89B and revenue of 111.18B, resulting in an operating margin of 32.3%.

BNS - 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 2.59B and revenue of 17.18B, resulting in a net margin of 15.1%.

AAPL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Apple Inc reported a net income of 29.58B and revenue of 111.18B, resulting in a net margin of 26.6%.


Frequently Asked Questions


BNS and AAPL have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AAPL has higher volatility (6.73%) compared to BNS (4.91%). In terms of maximum drawdown, BNS dropped -63.65% vs AAPL's -81.80%.

BNS currently has the higher Sharpe Ratio (3.73 vs 2.07), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for BNS and AAPL

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer