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BPE.MI vs. BAMI.MI
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

BPE.MI vs. BAMI.MI - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in BPER Banca SpA (BPE.MI) and Banco Bpm SpA (BAMI.MI). The values are adjusted to include any dividend payments, if applicable.

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BPE.MI vs. BAMI.MI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BPE.MI
BPER Banca SpA
-0.34%106.79%114.89%65.06%8.98%25.27%-49.58%37.79%-18.17%-15.72%
BAMI.MI
Banco Bpm SpA
-5.88%83.83%89.87%51.64%34.65%49.80%-3.93%3.05%-24.89%14.31%

Returns By Period

In the year-to-date period, BPE.MI achieves a -0.34% return, which is significantly higher than BAMI.MI's -5.88% return. Over the past 10 years, BPE.MI has outperformed BAMI.MI with an annualized return of 19.45%, while BAMI.MI has yielded a comparatively lower 16.80% annualized return.


BPE.MI

1D
3.82%
1M
0.39%
YTD
-0.34%
6M
21.43%
1Y
71.37%
3Y*
83.41%
5Y*
50.78%
10Y*
19.45%

BAMI.MI

1D
3.33%
1M
0.62%
YTD
-5.88%
6M
-1.37%
1Y
41.63%
3Y*
66.40%
5Y*
49.39%
10Y*
16.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

BPE.MI vs. BAMI.MI — Risk / Return Rank

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

BPE.MI
BPE.MI Risk / Return Rank: 8989
Overall Rank
BPE.MI Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
BPE.MI Sortino Ratio Rank: 8787
Sortino Ratio Rank
BPE.MI Omega Ratio Rank: 8787
Omega Ratio Rank
BPE.MI Calmar Ratio Rank: 8888
Calmar Ratio Rank
BPE.MI Martin Ratio Rank: 9191
Martin Ratio Rank

BAMI.MI
BAMI.MI Risk / Return Rank: 7979
Overall Rank
BAMI.MI Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
BAMI.MI Sortino Ratio Rank: 7676
Sortino Ratio Rank
BAMI.MI Omega Ratio Rank: 7373
Omega Ratio Rank
BAMI.MI Calmar Ratio Rank: 8282
Calmar Ratio Rank
BAMI.MI Martin Ratio Rank: 8585
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.

BPE.MI vs. BAMI.MI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BPER Banca SpA (BPE.MI) and Banco Bpm SpA (BAMI.MI). 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.


BPE.MIBAMI.MIDifference

Sharpe ratio

Return per unit of total volatility

2.18

1.38

+0.80

Sortino ratio

Return per unit of downside risk

2.64

1.93

+0.71

Omega ratio

Gain probability vs. loss probability

1.36

1.24

+0.12

Calmar ratio

Return relative to maximum drawdown

3.69

2.58

+1.11

Martin ratio

Return relative to average drawdown

12.25

7.90

+4.35

BPE.MI vs. BAMI.MI - Sharpe Ratio Comparison

The current BPE.MI Sharpe Ratio is 2.18, which is higher than the BAMI.MI Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of BPE.MI and BAMI.MI, 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


BPE.MIBAMI.MIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.18

1.38

+0.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.39

1.45

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.39

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.54

-0.06

-0.48

Correlation

The correlation between BPE.MI and BAMI.MI is 0.58, 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

BPE.MI vs. BAMI.MI - Dividend Comparison

BPE.MI's dividend yield for the trailing twelve months is around 6.06%, less than BAMI.MI's 8.65% yield.


TTM20252024202320222021202020192018201720162015
BPE.MI
BPER Banca SpA
6.06%6.03%4.89%3.97%3.13%2.19%2.69%2.90%3.27%1.43%1.98%0.28%
BAMI.MI
Banco Bpm SpA
8.65%8.14%12.29%4.81%5.70%2.27%4.42%0.00%0.00%0.00%4.86%0.00%

Drawdowns

BPE.MI vs. BAMI.MI - Drawdown Comparison

The maximum BPE.MI drawdown since its inception was -100.00%, roughly equal to the maximum BAMI.MI drawdown of -98.73%. Use the drawdown chart below to compare losses from any high point for BPE.MI and BAMI.MI.


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Drawdown Indicators


BPE.MIBAMI.MIDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-98.73%

-1.27%

Max Drawdown (1Y)

Largest decline over 1 year

-19.33%

-16.13%

-3.20%

Max Drawdown (5Y)

Largest decline over 5 years

-38.40%

-36.17%

-2.23%

Max Drawdown (10Y)

Largest decline over 10 years

-71.10%

-76.62%

+5.52%

Current Drawdown

Current decline from peak

-99.95%

-77.48%

-22.47%

Average Drawdown

Average peak-to-trough decline

-98.28%

-62.93%

-35.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.83%

5.27%

+0.56%

Volatility

BPE.MI vs. BAMI.MI - Volatility Comparison

BPER Banca SpA (BPE.MI) has a higher volatility of 11.53% compared to Banco Bpm SpA (BAMI.MI) at 9.89%. This indicates that BPE.MI's price experiences larger fluctuations and is considered to be riskier than BAMI.MI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BPE.MIBAMI.MIDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.53%

9.89%

+1.64%

Volatility (6M)

Calculated over the trailing 6-month period

22.12%

19.82%

+2.30%

Volatility (1Y)

Calculated over the trailing 1-year period

32.86%

30.26%

+2.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.05%

33.77%

+2.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.58%

42.55%

+0.03%

Financials

BPE.MI vs. BAMI.MI - Financials Comparison

This section allows you to compare key financial metrics between BPER Banca SpA and Banco Bpm SpA. 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


Values in EUR except per share items