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

Performance

FATE vs. BAC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fate Therapeutics, Inc. (FATE) 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, FATE achieves a 149.34% return, which is significantly higher than BAC's 13.86% return. Over the past 10 years, FATE has underperformed BAC with an annualized return of 1.80%, while BAC has yielded a comparatively higher 18.54% annualized return.


FATE

1D
-2.39%
1M
-16.10%
6M
105.88%
YTD
149.34%
1Y
128.97%
3Y*
-14.86%
5Y*
-50.54%
10Y*
1.80%
ALL TIME*
-7.39%

BAC

1D
0.36%
1M
5.48%
6M
17.71%
YTD
13.86%
1Y
38.63%
3Y*
28.30%
5Y*
12.79%
10Y*
18.54%
ALL TIME*
8.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$2.02B$2.04B$2.03B
$3.39M$7.02M$9.69M

FATE vs. BAC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FATE
Fate Therapeutics, Inc.
149.34%-40.45%-55.88%-62.93%-82.76%-35.65%364.64%52.53%109.98%143.43%
BAC
Bank of America Corporation
13.86%28.04%33.85%4.83%-23.82%49.61%-11.63%46.19%-15.00%35.69%

Correlation

The correlation between FATE and BAC is 0.15, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.15

Correlation (3Y)
Balances recent behavior with more history.

0.26

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.28

Correlation (10Y)
Provides a long-term view across more market conditions.

0.25

Correlation (All Time)
Calculated using the full available price history since Oct 1, 2013

0.23

The correlation between FATE and BAC shifts across timeframes, from 0.15 (1 year) to 0.28 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

FATE:

$285.57M

BAC:

$439.63B

EPS

FATE:

-$1.09

BAC:

$4.50

PS Ratio

FATE:

46.27

BAC:

2.61

PB Ratio

FATE:

1.64

BAC:

1.64

Total Revenue (TTM)

FATE:

$6.32M

BAC:

$177.58B

Gross Profit (TTM)

FATE:

-$7.88M

BAC:

$115.79B

EBITDA (TTM)

FATE:

-$135.03M

BAC:

$45.64B

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Return for Risk

FATE vs. BAC — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FATE
FATE Risk / Return Rank: 8282
Overall Rank
FATE Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
FATE Sortino Ratio Rank: 8484
Sortino Ratio Rank
FATE Omega Ratio Rank: 7979
Omega Ratio Rank
FATE Calmar Ratio Rank: 8787
Calmar Ratio Rank
FATE Martin Ratio Rank: 8080
Martin Ratio Rank

BAC
BAC Risk / Return Rank: 8181
Overall Rank
BAC Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
BAC Sortino Ratio Rank: 8181
Sortino Ratio Rank
BAC Omega Ratio Rank: 8181
Omega Ratio Rank
BAC Calmar Ratio Rank: 7878
Calmar Ratio Rank
BAC Martin Ratio Rank: 8080
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FATE vs. BAC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fate Therapeutics, Inc. (FATE) 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.


FATEBACDifference
Sharpe ratioReturn per unit of total volatility

-0.30

Sortino ratioReturn per unit of downside risk

+0.21

Omega ratioGain probability vs. loss probability

1.25

1.27

-0.02

Calmar ratioReturn relative to maximum drawdown

2.97

1.90

+1.07

Martin ratioReturn relative to average drawdown

5.17

5.00

+0.17

FATE vs. BAC - Sharpe Ratio Comparison

The current FATE Sharpe Ratio is 1.26, which is comparable to the BAC Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of FATE 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

FATE vs. BAC - Drawdown Comparison

The maximum FATE drawdown since its inception was -99.42%, which is greater than BAC's maximum drawdown of -93.10%. Use the drawdown chart below to compare losses from any high point for FATE and BAC.


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Drawdown Indicators


FATEBACDifference

Max Drawdown

Largest peak-to-trough decline

-99.42%

-93.10%

-6.32%

Max Drawdown (1Y)

Largest decline over 1 year

-41.58%

-17.93%

-23.65%

Max Drawdown (3Y)

Largest decline over 3 years

-91.86%

-27.51%

-64.35%

Max Drawdown (5Y)

Largest decline over 5 years

-99.29%

-46.64%

-52.65%

Max Drawdown (10Y)

Largest decline over 10 years

-99.42%

-48.95%

-50.47%

Current Drawdown

Current decline from peak

-97.91%

-1.07%

-96.84%

Average Drawdown

Average peak-to-trough decline

-58.96%

-28.21%

-30.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.83%

6.82%

+17.01%

Volatility

FATE vs. BAC - Volatility Comparison

Fate Therapeutics, Inc. (FATE) has a higher volatility of 18.26% compared to Bank of America Corporation (BAC) at 5.89%. This indicates that FATE'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


FATEBACDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.26%

5.89%

+12.37%

Volatility (6M)

Calculated over the trailing 6-month period

71.86%

16.31%

+55.55%

Volatility (1Y)

Calculated over the trailing 1-year period

97.73%

21.85%

+75.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

94.20%

26.67%

+67.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

86.69%

30.46%

+56.23%

Dividends

FATE vs. BAC - Dividend Comparison

FATE has not paid dividends to shareholders, while BAC's dividend yield for the trailing twelve months is around 1.81%.


PositionTTM20252024202320222021202020192018201720162015
BAC
Bank of America Corporation
1.81%1.96%2.28%2.73%2.60%1.75%2.38%1.87%2.19%1.32%1.13%1.19%
FATE
Fate Therapeutics, 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

FATE vs. BAC - Financials Comparison

This section allows you to compare key financial metrics between Fate Therapeutics, 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


Values in USD except per share items

Frequently Asked Questions


FATE and BAC have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FATE has higher volatility (18.26%) compared to BAC (5.89%). In terms of maximum drawdown, FATE dropped -99.42% vs BAC's -93.10%.

BAC currently has the higher Sharpe Ratio (1.56 vs 1.26), 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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