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DVA vs. BAC
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

DVA vs. BAC - Performance Comparison

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

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Returns By Period

In the year-to-date period, DVA achieves a 84.56% return, which is significantly higher than BAC's 6.22% return. Over the past 10 years, DVA has underperformed BAC with an annualized return of 10.73%, while BAC has yielded a comparatively higher 18.70% annualized return.


DVA

1D
0.85%
1M
5.62%
YTD
84.56%
6M
79.97%
1Y
53.12%
3Y*
28.98%
5Y*
11.74%
10Y*
10.73%

BAC

1D
2.08%
1M
12.15%
YTD
6.22%
6M
4.55%
1Y
29.78%
3Y*
30.94%
5Y*
10.20%
10Y*
18.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DVA vs. BAC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DVA
DaVita Inc.
84.56%-24.03%42.75%40.30%-34.36%-3.10%56.47%45.80%-28.78%12.54%
BAC
Bank of America Corporation
6.22%28.04%33.85%4.83%-23.82%49.61%-11.63%46.19%-15.00%35.69%

Correlation

The correlation between DVA and BAC is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.17

Correlation (3Y)
Calculated over the trailing 3-year period

0.22

Correlation (5Y)
Calculated over the trailing 5-year period

0.30

Correlation (10Y)
Calculated over the trailing 10-year period

0.30

Correlation (All Time)
Calculated using the full available price history since Oct 31, 1995

0.26

The correlation between DVA and BAC shifts across timeframes, from 0.17 (1 year) to 0.30 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS

DVA:

$13.07

BAC:

$4.19

PE Ratio

DVA:

16.05

BAC:

13.68

PEG Ratio

DVA:

2.50

BAC:

5.49

PS Ratio

DVA:

0.91

BAC:

2.48

Total Revenue (TTM)

DVA:

$13.84B

BAC:

$174.85B

Gross Profit (TTM)

DVA:

$3.23B

BAC:

$110.47B

EBITDA (TTM)

DVA:

$2.49B

BAC:

$41.74B

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Return for Risk

DVA vs. BAC — Risk / Return Rank

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

DVA
DVA Risk / Return Rank: 7777
Overall Rank
DVA Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
DVA Sortino Ratio Rank: 8383
Sortino Ratio Rank
DVA Omega Ratio Rank: 8181
Omega Ratio Rank
DVA Calmar Ratio Rank: 7272
Calmar Ratio Rank
DVA Martin Ratio Rank: 7171
Martin Ratio Rank

BAC
BAC Risk / Return Rank: 7575
Overall Rank
BAC Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
BAC Sortino Ratio Rank: 7474
Sortino Ratio Rank
BAC Omega Ratio Rank: 7474
Omega Ratio Rank
BAC Calmar Ratio Rank: 7272
Calmar Ratio Rank
BAC Martin Ratio Rank: 7474
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.

DVA vs. BAC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DaVita Inc. (DVA) 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.

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.


DVABACDifference
Sharpe ratioReturn per unit of total volatility

-0.14

Sortino ratioReturn per unit of downside risk

+0.54

Omega ratioGain probability vs. loss probability

1.30

1.24

+0.06

Calmar ratioReturn relative to maximum drawdown

1.70

1.67

+0.03

Martin ratioReturn relative to average drawdown

3.80

4.29

-0.49

DVA vs. BAC - Sharpe Ratio Comparison

The current DVA Sharpe Ratio is 1.24, which is comparable to the BAC Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of DVA and BAC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DVA vs. BAC - Drawdown Comparison

The maximum DVA drawdown since its inception was -92.91%, roughly equal to the maximum BAC drawdown of -93.10%. Use the drawdown chart below to compare losses from any high point for DVA and BAC.


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Drawdown Indicators


DVABACDifference

Max Drawdown

Largest peak-to-trough decline

-92.91%

-93.10%

+0.19%

Max Drawdown (1Y)

Largest decline over 1 year

-31.36%

-17.93%

-13.43%

Max Drawdown (3Y)

Largest decline over 3 years

-41.43%

-27.51%

-13.92%

Max Drawdown (5Y)

Largest decline over 5 years

-51.10%

-46.64%

-4.46%

Max Drawdown (10Y)

Largest decline over 10 years

-51.10%

-48.95%

-2.15%

Current Drawdown

Current decline from peak

-0.43%

0.00%

-0.43%

Average Drawdown

Average peak-to-trough decline

-20.04%

-28.28%

+8.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.01%

6.96%

+7.05%

Volatility

DVA vs. BAC - Volatility Comparison

DaVita Inc. (DVA) has a higher volatility of 7.45% compared to Bank of America Corporation (BAC) at 5.85%. This indicates that DVA's price experiences larger fluctuations and is considered to be riskier than BAC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DVABACDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.45%

5.85%

+1.60%

Volatility (6M)

Calculated over the trailing 6-month period

35.07%

16.71%

+18.36%

Volatility (1Y)

Calculated over the trailing 1-year period

43.08%

21.69%

+21.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.30%

26.81%

+10.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.76%

30.69%

+4.07%

Dividends

DVA vs. BAC - Dividend Comparison

DVA has not paid dividends to shareholders, while BAC's dividend yield for the trailing twelve months is around 2.65%.


PositionTTM20252024202320222021202020192018201720162015
BAC
Bank of America Corporation
2.65%1.96%2.28%2.73%2.60%1.75%2.38%1.87%2.19%1.32%1.13%1.19%
DVA
DaVita Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

DVA vs. BAC - Financials Comparison

This section allows you to compare key financial metrics between DaVita Inc. 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


0.0010.00B20.00B30.00B40.00B50.00B20222023202420252026
3.42B
30.27B
(DVA) Total Revenue
(BAC) Total Revenue
Values in USD except per share items

DVA vs. BAC - Profitability Comparison

The chart below illustrates the profitability comparison between DaVita Inc. 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

0.0%20.0%40.0%60.0%80.0%100.0%202220232024202520260
95.6%
Portfolio components
DVA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, DaVita Inc. reported a gross profit of 0.00 and revenue of 3.42B. Therefore, the gross margin over that period was 0.0%.

BAC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Bank of America Corporation reported a gross profit of 28.94B and revenue of 30.27B. Therefore, the gross margin over that period was 95.6%.

DVA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, DaVita Inc. reported an operating income of 481.89M and revenue of 3.42B, resulting in an operating margin of 14.1%.

BAC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Bank of America Corporation reported an operating income of 10.40B and revenue of 30.27B, resulting in an operating margin of 34.4%.

DVA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, DaVita Inc. reported a net income of 197.53M and revenue of 3.42B, resulting in a net margin of 5.8%.

BAC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Bank of America Corporation reported a net income of 8.58B and revenue of 30.27B, resulting in a net margin of 28.4%.


Frequently Asked Questions


DVA and BAC have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DVA has higher volatility (7.45%) compared to BAC (5.85%). In terms of maximum drawdown, DVA dropped -92.91% vs BAC's -93.10%.

BAC currently has the higher Sharpe Ratio (1.38 vs 1.24), 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.

Portfolio Optimizer

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