CM.TO vs. BMO.TO
Compare and contrast key facts about Canadian Imperial Bank of Commerce (CM.TO) and Bank of Montreal (BMO.TO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CM.TO or BMO.TO.
Key characteristics
CM.TO | BMO.TO | |
---|---|---|
YTD Return | 43.10% | 0.26% |
1Y Return | 78.70% | 20.06% |
3Y Return (Ann) | 10.89% | 1.45% |
5Y Return (Ann) | 12.10% | 9.59% |
10Y Return (Ann) | 7.02% | 10.36% |
Sharpe Ratio | 4.74 | 1.16 |
Sortino Ratio | 7.22 | 1.44 |
Omega Ratio | 1.92 | 1.24 |
Calmar Ratio | 2.50 | 0.88 |
Martin Ratio | 30.12 | 3.10 |
Ulcer Index | 2.67% | 7.03% |
Daily Std Dev | 16.97% | 18.79% |
Max Drawdown | -65.25% | -62.39% |
Current Drawdown | -0.14% | -7.38% |
Fundamentals
CM.TO | BMO.TO | |
---|---|---|
Market Cap | CA$83.08B | CA$92.38B |
EPS | CA$6.91 | CA$8.59 |
PE Ratio | 12.72 | 14.58 |
PEG Ratio | 2.58 | 0.62 |
Total Revenue (TTM) | CA$37.71B | CA$46.52B |
Gross Profit (TTM) | CA$37.71B | CA$46.52B |
EBITDA (TTM) | CA$3.33B | CA$1.14B |
Correlation
The correlation between CM.TO and BMO.TO is 0.74, 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
CM.TO vs. BMO.TO - Performance Comparison
In the year-to-date period, CM.TO achieves a 43.10% return, which is significantly higher than BMO.TO's 0.26% return. Over the past 10 years, CM.TO has underperformed BMO.TO with an annualized return of 7.02%, while BMO.TO has yielded a comparatively higher 10.36% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
CM.TO vs. BMO.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Canadian Imperial Bank of Commerce (CM.TO) and Bank of Montreal (BMO.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.
Dividends
CM.TO vs. BMO.TO - Dividend Comparison
CM.TO's dividend yield for the trailing twelve months is around 4.09%, less than BMO.TO's 4.89% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Canadian Imperial Bank of Commerce | 4.09% | 5.47% | 4.58% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Bank of Montreal | 4.89% | 4.42% | 4.44% | 3.11% | 4.38% | 4.03% | 4.24% | 3.54% | 3.84% | 14.65% | 4.16% | 4.15% |
Drawdowns
CM.TO vs. BMO.TO - Drawdown Comparison
The maximum CM.TO drawdown since its inception was -65.25%, roughly equal to the maximum BMO.TO drawdown of -62.39%. Use the drawdown chart below to compare losses from any high point for CM.TO and BMO.TO. For additional features, visit the drawdowns tool.
Volatility
CM.TO vs. BMO.TO - Volatility Comparison
Canadian Imperial Bank of Commerce (CM.TO) and Bank of Montreal (BMO.TO) have volatilities of 3.60% and 3.67%, 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.
Financials
CM.TO vs. BMO.TO - Financials Comparison
This section allows you to compare key financial metrics between Canadian Imperial Bank of Commerce and Bank of Montreal. 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