PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FITBI vs. BAC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between FITBI and BAC is 0.13, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.1

Performance

FITBI vs. BAC - Performance Comparison

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

0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
6.62%
15.29%
FITBI
BAC

Key characteristics

Sharpe Ratio

FITBI:

2.17

BAC:

1.62

Sortino Ratio

FITBI:

3.41

BAC:

2.48

Omega Ratio

FITBI:

1.41

BAC:

1.30

Calmar Ratio

FITBI:

4.24

BAC:

1.29

Martin Ratio

FITBI:

14.05

BAC:

6.50

Ulcer Index

FITBI:

0.91%

BAC:

5.58%

Daily Std Dev

FITBI:

5.89%

BAC:

22.37%

Max Drawdown

FITBI:

-34.39%

BAC:

-93.45%

Current Drawdown

FITBI:

-0.19%

BAC:

-5.11%

Fundamentals

Market Cap

FITBI:

$18.31B

BAC:

$350.18B

EPS

FITBI:

$3.48

BAC:

$3.21

PE Ratio

FITBI:

7.51

BAC:

14.33

PEG Ratio

FITBI:

0.00

BAC:

1.73

Total Revenue (TTM)

FITBI:

$8.71B

BAC:

$101.89B

Gross Profit (TTM)

FITBI:

$10.01B

BAC:

$63.17B

EBITDA (TTM)

FITBI:

$2.60B

BAC:

$46.02B

Returns By Period

In the year-to-date period, FITBI achieves a 3.48% return, which is significantly higher than BAC's 3.07% return. Over the past 10 years, FITBI has underperformed BAC with an annualized return of 6.07%, while BAC has yielded a comparatively higher 13.20% annualized return.


FITBI

YTD

3.48%

1M

1.63%

6M

6.91%

1Y

12.54%

5Y*

5.19%

10Y*

6.07%

BAC

YTD

3.07%

1M

-2.91%

6M

16.84%

1Y

37.84%

5Y*

8.37%

10Y*

13.20%

*Annualized

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

FITBI vs. BAC — Risk-Adjusted Performance Rank

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

FITBI
The Risk-Adjusted Performance Rank of FITBI is 9494
Overall Rank
The Sharpe Ratio Rank of FITBI is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of FITBI is 9494
Sortino Ratio Rank
The Omega Ratio Rank of FITBI is 9191
Omega Ratio Rank
The Calmar Ratio Rank of FITBI is 9797
Calmar Ratio Rank
The Martin Ratio Rank of FITBI is 9595
Martin Ratio Rank

BAC
The Risk-Adjusted Performance Rank of BAC is 8585
Overall Rank
The Sharpe Ratio Rank of BAC is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of BAC is 8686
Sortino Ratio Rank
The Omega Ratio Rank of BAC is 8383
Omega Ratio Rank
The Calmar Ratio Rank of BAC is 8383
Calmar Ratio Rank
The Martin Ratio Rank of BAC is 8585
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.

FITBI vs. BAC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fifth Third Bancorp (FITBI) 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.


Sharpe ratio
The chart of Sharpe ratio for FITBI, currently valued at 2.17, compared to the broader market-2.000.002.002.171.62
The chart of Sortino ratio for FITBI, currently valued at 3.41, compared to the broader market-4.00-2.000.002.004.006.003.412.48
The chart of Omega ratio for FITBI, currently valued at 1.41, compared to the broader market0.501.001.502.001.411.30
The chart of Calmar ratio for FITBI, currently valued at 4.24, compared to the broader market0.002.004.006.004.241.29
The chart of Martin ratio for FITBI, currently valued at 14.05, compared to the broader market-10.000.0010.0020.0030.0014.056.50
FITBI
BAC

The current FITBI Sharpe Ratio is 2.17, which is higher than the BAC Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of FITBI 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 Ratio1.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
2.17
1.62
FITBI
BAC

Dividends

FITBI vs. BAC - Dividend Comparison

FITBI's dividend yield for the trailing twelve months is around 8.84%, more than BAC's 2.21% yield.


TTM20242023202220212020201920182017201620152014
FITBI
Fifth Third Bancorp
8.84%9.15%6.50%6.75%5.95%5.69%5.77%6.40%5.81%6.08%5.73%6.43%
BAC
Bank of America Corporation
2.21%2.28%2.73%2.60%1.75%2.38%1.87%2.19%1.32%1.13%1.19%0.67%

Drawdowns

FITBI vs. BAC - Drawdown Comparison

The maximum FITBI drawdown since its inception was -34.39%, smaller than the maximum BAC drawdown of -93.45%. Use the drawdown chart below to compare losses from any high point for FITBI and BAC. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.19%
-5.11%
FITBI
BAC

Volatility

FITBI vs. BAC - Volatility Comparison

The current volatility for Fifth Third Bancorp (FITBI) is 1.70%, while Bank of America Corporation (BAC) has a volatility of 4.82%. This indicates that FITBI experiences smaller price fluctuations and is considered to be less risky than BAC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
1.70%
4.82%
FITBI
BAC

Financials

FITBI vs. BAC - Financials Comparison

This section allows you to compare key financial metrics between Fifth Third Bancorp 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab