BOTJ vs. CBL
BOTJ (Bank of the James Financial Group, Inc.) and CBL (CBL & Associates Properties, Inc.) are both stocks. Over the past 3 years, BOTJ returned 40.54%/yr vs 45.37%/yr for CBL. At a 0.07 correlation, their price movements are largely independent.
Performance
BOTJ vs. CBL - Performance Comparison
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Returns By Period
In the year-to-date period, BOTJ achieves a 45.09% return, which is significantly lower than CBL's 54.51% return.
BOTJ
- 1D
- 0.04%
- 1M
- 8.80%
- 6M
- 46.91%
- YTD
- 45.09%
- 1Y
- 93.17%
- 3Y*
- 40.54%
- 5Y*
- 13.72%
- 10Y*
- 10.96%
- ALL TIME*
- 8.77%
CBL
- 1D
- 0.51%
- 1M
- 17.19%
- 6M
- 58.14%
- YTD
- 54.51%
- 1Y
- 122.26%
- 3Y*
- 45.37%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 26.27%
BOTJ vs. CBL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
BOTJ Bank of the James Financial Group, Inc. | 45.09% | 20.31% | 34.15% | 5.77% | -21.22% | -2.89% |
CBL CBL & Associates Properties, Inc. | 54.51% | 37.21% | 28.52% | 12.96% | -17.96% | 18.86% |
Correlation
The correlation between BOTJ and CBL is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Nov 2, 2021 | 0.07 |
The correlation between BOTJ and CBL shifts across timeframes, from 0.07 (all time) to 0.21 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
BOTJ:
$121.35M
CBL:
$1.72B
BOTJ:
$2.41
CBL:
$5.56
BOTJ:
11.08
CBL:
9.99
BOTJ:
1.79
CBL:
0.04
BOTJ:
2.55
CBL:
2.96
BOTJ:
1.49
CBL:
4.28
BOTJ:
$47.51M
CBL:
$582.57M
BOTJ:
$37.35M
CBL:
$139.43M
BOTJ:
$10.97M
CBL:
$413.31M
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Return for Risk
BOTJ vs. CBL — Risk / Return Rank
BOTJ
CBL
BOTJ vs. CBL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bank of the James Financial Group, Inc. (BOTJ) and CBL & Associates Properties, Inc. (CBL). 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.
| BOTJ | CBL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.64 | ||
| Sortino ratioReturn per unit of downside risk | -0.18 | ||
| Omega ratioGain probability vs. loss probability | 1.70 | 1.66 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 10.62 | 9.93 | +0.69 |
| Martin ratioReturn relative to average drawdown | 46.60 | 32.42 | +14.18 |
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Drawdowns
BOTJ vs. CBL - Drawdown Comparison
The maximum BOTJ drawdown since its inception was -76.96%, which is greater than CBL's maximum drawdown of -34.02%. Use the drawdown chart below to compare losses from any high point for BOTJ and CBL.
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Drawdown Indicators
| BOTJ | CBL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.96% | -34.02% | -42.94% |
Max Drawdown (1Y)Largest decline over 1 year | -8.82% | -12.31% | +3.49% |
Max Drawdown (3Y)Largest decline over 3 years | -27.84% | -29.14% | +1.30% |
Max Drawdown (5Y)Largest decline over 5 years | -46.25% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -50.28% | — | — |
Current DrawdownCurrent decline from peak | -0.56% | 0.00% | -0.56% |
Average DrawdownAverage peak-to-trough decline | -26.57% | -12.21% | -14.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.07% | 3.77% | -1.70% |
Volatility
BOTJ vs. CBL - Volatility Comparison
The current volatility for Bank of the James Financial Group, Inc. (BOTJ) is 5.43%, while CBL & Associates Properties, Inc. (CBL) has a volatility of 9.84%. This indicates that BOTJ experiences smaller price fluctuations and is considered to be less risky than CBL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BOTJ | CBL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.43% | 9.84% | -4.41% |
Volatility (6M)Calculated over the trailing 6-month period | 18.08% | 21.24% | -3.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.83% | 27.72% | -2.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.50% | 32.37% | +0.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.83% | 32.37% | +0.46% |
Dividends
BOTJ vs. CBL - Dividend Comparison
BOTJ's dividend yield for the trailing twelve months is around 1.50%, less than CBL's 3.87% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BOTJ Bank of the James Financial Group, Inc. | 1.50% | 2.15% | 2.52% | 2.62% | 2.43% | 1.73% | 2.31% | 1.83% | 1.85% | 1.61% | 1.58% | 1.70% |
CBL CBL & Associates Properties, Inc. | 3.87% | 6.76% | 5.44% | 6.14% | 12.78% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
BOTJ vs. CBL - Financials Comparison
This section allows you to compare key financial metrics between Bank of the James Financial Group, Inc. and CBL & Associates Properties, 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
BOTJ and CBL have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CBL has higher volatility (9.84%) compared to BOTJ (5.43%). In terms of maximum drawdown, BOTJ dropped -76.96% vs CBL's -34.02%.
CBL currently has the higher Sharpe Ratio (4.42 vs 3.78), 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.
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