PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
BNS vs. BNS.TO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


BNSBNS.TO
YTD Return-0.07%3.58%
1Y Return0.02%2.69%
3Y Return (Ann)-5.11%-1.13%
5Y Return (Ann)3.13%3.55%
10Y Return (Ann)2.36%4.76%
Sharpe Ratio0.030.19
Daily Std Dev19.62%16.97%
Max Drawdown-63.79%-52.27%
Current Drawdown-27.49%-21.44%

Fundamentals


BNSBNS.TO
Market Cap$57.34BCA$78.38B
EPS$4.45CA$6.11
PE Ratio10.5310.50
PEG Ratio1.401.41
Revenue (TTM)$29.40BCA$29.40B
Gross Profit (TTM)$29.25BCA$29.80B

Correlation

-0.50.00.51.00.9

The correlation between BNS and BNS.TO 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 vs. BNS.TO - Performance Comparison

In the year-to-date period, BNS achieves a -0.07% return, which is significantly lower than BNS.TO's 3.58% return. Over the past 10 years, BNS has underperformed BNS.TO with an annualized return of 2.36%, while BNS.TO has yielded a comparatively higher 4.76% 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
620.85%
606.77%
BNS
BNS.TO

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 vs. BNS.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Bank of Nova Scotia (BNS) and The Bank of Nova Scotia (BNS.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
Sharpe ratio
The chart of Sharpe ratio for BNS, currently valued at 0.13, compared to the broader market-2.00-1.000.001.002.003.000.13
Sortino ratio
The chart of Sortino ratio for BNS, currently valued at 0.33, compared to the broader market-4.00-2.000.002.004.006.000.33
Omega ratio
The chart of Omega ratio for BNS, currently valued at 1.04, compared to the broader market0.501.001.502.001.04
Calmar ratio
The chart of Calmar ratio for BNS, currently valued at 0.06, compared to the broader market0.002.004.006.000.06
Martin ratio
The chart of Martin ratio for BNS, currently valued at 0.32, compared to the broader market-10.000.0010.0020.0030.000.32
BNS.TO
Sharpe ratio
The chart of Sharpe ratio for BNS.TO, currently valued at 0.13, compared to the broader market-2.00-1.000.001.002.003.000.13
Sortino ratio
The chart of Sortino ratio for BNS.TO, currently valued at 0.32, compared to the broader market-4.00-2.000.002.004.006.000.32
Omega ratio
The chart of Omega ratio for BNS.TO, currently valued at 1.04, compared to the broader market0.501.001.502.001.04
Calmar ratio
The chart of Calmar ratio for BNS.TO, currently valued at 0.06, compared to the broader market0.002.004.006.000.06
Martin ratio
The chart of Martin ratio for BNS.TO, currently valued at 0.32, compared to the broader market-10.000.0010.0020.0030.000.32

BNS vs. BNS.TO - Sharpe Ratio Comparison

The current BNS Sharpe Ratio is 0.03, which is lower than the BNS.TO Sharpe Ratio of 0.19. The chart below compares the 12-month rolling Sharpe Ratio of BNS and BNS.TO.


Rolling 12-month Sharpe Ratio-0.60-0.40-0.200.000.200.400.60December2024FebruaryMarchAprilMay
0.13
0.13
BNS
BNS.TO

Dividends

BNS vs. BNS.TO - Dividend Comparison

BNS's dividend yield for the trailing twelve months is around 6.74%, more than BNS.TO's 6.55% yield.


TTM20232022202120202019201820172016201520142013
BNS
The Bank of Nova Scotia
6.74%6.41%6.40%4.03%4.95%3.53%5.10%3.74%3.98%6.61%4.11%2.82%
BNS.TO
The Bank of Nova Scotia
6.55%6.48%4.61%5.14%5.23%3.60%4.91%3.82%3.91%6.11%3.86%2.74%

Drawdowns

BNS vs. BNS.TO - Drawdown Comparison

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


-35.00%-30.00%-25.00%-20.00%December2024FebruaryMarchAprilMay
-27.49%
-27.48%
BNS
BNS.TO

Volatility

BNS vs. BNS.TO - Volatility Comparison

The Bank of Nova Scotia (BNS) and The Bank of Nova Scotia (BNS.TO) have volatilities of 5.24% and 5.39%, 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
5.24%
5.39%
BNS
BNS.TO

Financials

BNS vs. BNS.TO - 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 values in USD, BNS.TO values in CAD