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CMA vs. BAC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CMA and BAC 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.


-0.50.00.51.0
Correlation: 0.6

Performance

CMA vs. BAC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Comerica Incorporated (CMA) and Bank of America Corporation (BAC). The values are adjusted to include any dividend payments, if applicable.

800.00%1,000.00%1,200.00%1,400.00%1,600.00%1,800.00%2,000.00%2,200.00%NovemberDecember2025FebruaryMarchApril
1,637.06%
961.91%
CMA
BAC

Key characteristics

Sharpe Ratio

CMA:

0.24

BAC:

0.28

Sortino Ratio

CMA:

0.58

BAC:

0.57

Omega Ratio

CMA:

1.08

BAC:

1.08

Calmar Ratio

CMA:

0.18

BAC:

0.29

Martin Ratio

CMA:

0.76

BAC:

0.91

Ulcer Index

CMA:

11.35%

BAC:

8.85%

Daily Std Dev

CMA:

36.33%

BAC:

28.62%

Max Drawdown

CMA:

-78.35%

BAC:

-93.45%

Current Drawdown

CMA:

-37.51%

BAC:

-15.94%

Fundamentals

Market Cap

CMA:

$7.10B

BAC:

$300.74B

EPS

CMA:

$5.29

BAC:

$3.35

PE Ratio

CMA:

10.18

BAC:

11.87

PEG Ratio

CMA:

3.68

BAC:

1.50

PS Ratio

CMA:

2.20

BAC:

3.09

PB Ratio

CMA:

1.05

BAC:

1.09

Total Revenue (TTM)

CMA:

$3.75B

BAC:

$123.06B

Gross Profit (TTM)

CMA:

$3.48B

BAC:

$78.30B

EBITDA (TTM)

CMA:

$233.00M

BAC:

$65.96B

Returns By Period

In the year-to-date period, CMA achieves a -12.00% return, which is significantly lower than BAC's -8.69% return. Over the past 10 years, CMA has underperformed BAC with an annualized return of 5.14%, while BAC has yielded a comparatively higher 11.86% annualized return.


CMA

YTD

-12.00%

1M

-8.99%

6M

-14.67%

1Y

12.71%

5Y*

16.04%

10Y*

5.14%

BAC

YTD

-8.69%

1M

-4.43%

6M

-4.62%

1Y

10.42%

5Y*

14.43%

10Y*

11.86%

*Annualized

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Risk-Adjusted Performance

CMA vs. BAC — Risk-Adjusted Performance Rank

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

CMA
The Risk-Adjusted Performance Rank of CMA is 5858
Overall Rank
The Sharpe Ratio Rank of CMA is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of CMA is 5454
Sortino Ratio Rank
The Omega Ratio Rank of CMA is 5454
Omega Ratio Rank
The Calmar Ratio Rank of CMA is 6060
Calmar Ratio Rank
The Martin Ratio Rank of CMA is 6262
Martin Ratio Rank

BAC
The Risk-Adjusted Performance Rank of BAC is 6060
Overall Rank
The Sharpe Ratio Rank of BAC is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of BAC is 5454
Sortino Ratio Rank
The Omega Ratio Rank of BAC is 5555
Omega Ratio Rank
The Calmar Ratio Rank of BAC is 6565
Calmar Ratio Rank
The Martin Ratio Rank of BAC is 6363
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CMA vs. BAC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Comerica Incorporated (CMA) and Bank of America Corporation (BAC). 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.


The chart of Sharpe ratio for CMA, currently valued at 0.24, compared to the broader market-2.00-1.000.001.002.003.00
CMA: 0.24
BAC: 0.28
The chart of Sortino ratio for CMA, currently valued at 0.58, compared to the broader market-6.00-4.00-2.000.002.004.00
CMA: 0.58
BAC: 0.57
The chart of Omega ratio for CMA, currently valued at 1.08, compared to the broader market0.501.001.502.00
CMA: 1.08
BAC: 1.08
The chart of Calmar ratio for CMA, currently valued at 0.18, compared to the broader market0.001.002.003.004.005.00
CMA: 0.18
BAC: 0.29
The chart of Martin ratio for CMA, currently valued at 0.76, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
CMA: 0.76
BAC: 0.91

The current CMA Sharpe Ratio is 0.24, which is comparable to the BAC Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of CMA and BAC, 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 Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.24
0.28
CMA
BAC

Dividends

CMA vs. BAC - Dividend Comparison

CMA's dividend yield for the trailing twelve months is around 5.28%, more than BAC's 2.56% yield.


TTM20242023202220212020201920182017201620152014
CMA
Comerica Incorporated
5.28%4.59%5.09%4.07%3.13%4.87%3.74%2.68%1.26%1.31%1.98%1.69%
BAC
Bank of America Corporation
2.56%2.28%2.73%2.60%1.75%2.38%1.87%2.19%1.32%1.13%1.19%0.67%

Drawdowns

CMA vs. BAC - Drawdown Comparison

The maximum CMA drawdown since its inception was -78.35%, smaller than the maximum BAC drawdown of -93.45%. Use the drawdown chart below to compare losses from any high point for CMA and BAC. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-37.51%
-15.94%
CMA
BAC

Volatility

CMA vs. BAC - Volatility Comparison

Comerica Incorporated (CMA) and Bank of America Corporation (BAC) have volatilities of 17.73% and 17.83%, 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.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
17.73%
17.83%
CMA
BAC

Financials

CMA vs. BAC - Financials Comparison

This section allows you to compare key financial metrics between Comerica Incorporated and Bank of America Corporation. 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


0.0010.00B20.00B30.00B40.00B50.00B20212022202320242025
924.00M
46.99B
(CMA) Total Revenue
(BAC) Total Revenue
Values in USD except per share items

CMA vs. BAC - Profitability Comparison

The chart below illustrates the profitability comparison between Comerica Incorporated and Bank of America Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

40.0%50.0%60.0%70.0%80.0%90.0%100.0%20212022202320242025
100.0%
58.2%
(CMA) Gross Margin
(BAC) Gross Margin
CMA - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Comerica Incorporated reported a gross profit of 924.00M and revenue of 924.00M. Therefore, the gross margin over that period was 100.0%.
BAC - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Bank of America Corporation reported a gross profit of 27.37B and revenue of 46.99B. Therefore, the gross margin over that period was 58.2%.
CMA - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Comerica Incorporated reported an operating income of 225.00M and revenue of 924.00M, resulting in an operating margin of 24.4%.
BAC - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Bank of America Corporation reported an operating income of 9.60B and revenue of 46.99B, resulting in an operating margin of 20.4%.
CMA - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Comerica Incorporated reported a net income of 172.00M and revenue of 924.00M, resulting in a net margin of 18.6%.
BAC - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Bank of America Corporation reported a net income of 7.40B and revenue of 46.99B, resulting in a net margin of 15.7%.