ITUB vs. BBD

In the year-to-date period, ITUB achieves a 54.67% return, which is significantly higher than BBD's 50.24% return. Over the past 10 years, ITUB has outperformed BBD with an annualized return of 7.50%, while BBD has yielded a comparatively lower -0.51% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Itaú Unibanco Holding S.A. (ITUB) and Banco Bradesco S.A. (BBD). 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 current ITUB Sharpe Ratio is 0.77, which is higher than the BBD Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of ITUB and BBD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

ITUB's dividend yield for the trailing twelve months is around 6.24%, less than BBD's 8.35% yield.

The maximum ITUB drawdown since its inception was -69.36%, roughly equal to the maximum BBD drawdown of -70.81%. Use the drawdown chart below to compare losses from any high point for ITUB and BBD. For additional features, visit the drawdowns tool.

The current volatility for Itaú Unibanco Holding S.A. (ITUB) is 8.44%, while Banco Bradesco S.A. (BBD) has a volatility of 19.04%. This indicates that ITUB experiences smaller price fluctuations and is considered to be less risky than BBD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Itaú Unibanco Holding S.A. and Banco Bradesco S.A.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.