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CM.TO vs. BMO.TO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


CM.TOBMO.TO
YTD Return43.10%0.26%
1Y Return78.70%20.06%
3Y Return (Ann)10.89%1.45%
5Y Return (Ann)12.10%9.59%
10Y Return (Ann)7.02%10.36%
Sharpe Ratio4.741.16
Sortino Ratio7.221.44
Omega Ratio1.921.24
Calmar Ratio2.500.88
Martin Ratio30.123.10
Ulcer Index2.67%7.03%
Daily Std Dev16.97%18.79%
Max Drawdown-65.25%-62.39%
Current Drawdown-0.14%-7.38%

Fundamentals


CM.TOBMO.TO
Market CapCA$83.08BCA$92.38B
EPSCA$6.91CA$8.59
PE Ratio12.7214.58
PEG Ratio2.580.62
Total Revenue (TTM)CA$37.71BCA$46.52B
Gross Profit (TTM)CA$37.71BCA$46.52B
EBITDA (TTM)CA$3.33BCA$1.14B

Correlation

-0.50.00.51.00.7

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.


-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
33.97%
-0.76%
CM.TO
BMO.TO

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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.


CM.TO
Sharpe ratio
The chart of Sharpe ratio for CM.TO, currently valued at 4.16, compared to the broader market-4.00-2.000.002.004.16
Sortino ratio
The chart of Sortino ratio for CM.TO, currently valued at 6.09, compared to the broader market-4.00-2.000.002.004.006.09
Omega ratio
The chart of Omega ratio for CM.TO, currently valued at 1.75, compared to the broader market0.501.001.502.001.75
Calmar ratio
The chart of Calmar ratio for CM.TO, currently valued at 2.05, compared to the broader market0.002.004.006.002.05
Martin ratio
The chart of Martin ratio for CM.TO, currently valued at 23.98, compared to the broader market-10.000.0010.0020.0030.0023.98
BMO.TO
Sharpe ratio
The chart of Sharpe ratio for BMO.TO, currently valued at 0.97, compared to the broader market-4.00-2.000.002.000.97
Sortino ratio
The chart of Sortino ratio for BMO.TO, currently valued at 1.28, compared to the broader market-4.00-2.000.002.004.001.28
Omega ratio
The chart of Omega ratio for BMO.TO, currently valued at 1.20, compared to the broader market0.501.001.502.001.20
Calmar ratio
The chart of Calmar ratio for BMO.TO, currently valued at 0.65, compared to the broader market0.002.004.006.000.65
Martin ratio
The chart of Martin ratio for BMO.TO, currently valued at 2.65, compared to the broader market-10.000.0010.0020.0030.002.65

CM.TO vs. BMO.TO - Sharpe Ratio Comparison

The current CM.TO Sharpe Ratio is 4.74, which is higher than the BMO.TO Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of CM.TO and BMO.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.00JuneJulyAugustSeptemberOctoberNovember
4.16
0.97
CM.TO
BMO.TO

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.


TTM20232022202120202019201820172016201520142013
CM.TO
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%
BMO.TO
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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.12%
-16.25%
CM.TO
BMO.TO

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.


4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
3.60%
3.67%
CM.TO
BMO.TO

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities



Values in CAD except per share items