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

Performance

KNOP vs. BAC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in KNOT Offshore Partners LP (KNOP) 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, KNOP achieves a 0.92% return, which is significantly lower than BAC's 7.22% return. Over the past 10 years, KNOP has underperformed BAC with an annualized return of 2.36%, while BAC has yielded a comparatively higher 18.82% annualized return.


KNOP

1D
-0.19%
1M
-9.51%
YTD
0.92%
6M
0.53%
1Y
57.40%
3Y*
28.27%
5Y*
-8.06%
10Y*
2.36%

BAC

1D
0.94%
1M
13.20%
YTD
7.22%
6M
5.36%
1Y
28.74%
3Y*
31.35%
5Y*
10.06%
10Y*
18.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KNOP vs. BAC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KNOP
KNOT Offshore Partners LP
0.92%92.80%-3.71%-39.03%-18.18%-0.92%-12.78%22.90%-4.60%-3.78%
BAC
Bank of America Corporation
7.22%28.04%33.85%4.83%-23.82%49.61%-11.63%46.19%-15.00%35.69%

Correlation

The correlation between KNOP and BAC is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.14

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

0.19

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

0.25

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

0.29

Correlation (All Time)
Calculated using the full available price history since Apr 10, 2013

0.25

The correlation between KNOP and BAC shifts across timeframes, from 0.14 (1 year) to 0.29 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

KNOP:

$351.67M

BAC:

$429.55B

EPS

KNOP:

$0.54

BAC:

$4.19

PE Ratio

KNOP:

19.27

BAC:

13.81

PEG Ratio

KNOP:

0.60

BAC:

5.55

PS Ratio

KNOP:

0.95

BAC:

2.50

PB Ratio

KNOP:

0.67

BAC:

1.56

Total Revenue (TTM)

KNOP:

$372.42M

BAC:

$174.85B

Gross Profit (TTM)

KNOP:

$104.27M

BAC:

$110.47B

EBITDA (TTM)

KNOP:

$227.94M

BAC:

$41.74B

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Return for Risk

KNOP vs. BAC — Risk / Return Rank

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

KNOP
KNOP Risk / Return Rank: 8585
Overall Rank
KNOP Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
KNOP Sortino Ratio Rank: 8484
Sortino Ratio Rank
KNOP Omega Ratio Rank: 8181
Omega Ratio Rank
KNOP Calmar Ratio Rank: 8686
Calmar Ratio Rank
KNOP Martin Ratio Rank: 9090
Martin Ratio Rank

BAC
BAC Risk / Return Rank: 7474
Overall Rank
BAC Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
BAC Sortino Ratio Rank: 7373
Sortino Ratio Rank
BAC Omega Ratio Rank: 7373
Omega Ratio Rank
BAC Calmar Ratio Rank: 7171
Calmar Ratio Rank
BAC Martin Ratio Rank: 7373
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.

KNOP vs. BAC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for KNOT Offshore Partners LP (KNOP) 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.


KNOPBACDifference
Sharpe ratioReturn per unit of total volatility

+0.23

Sortino ratioReturn per unit of downside risk

+0.69

Omega ratioGain probability vs. loss probability

1.30

1.24

+0.07

Calmar ratioReturn relative to maximum drawdown

3.49

1.61

+1.88

Martin ratioReturn relative to average drawdown

11.20

4.14

+7.06

KNOP vs. BAC - Sharpe Ratio Comparison

The current KNOP Sharpe Ratio is 1.56, which is comparable to the BAC Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of KNOP 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

KNOP vs. BAC - Drawdown Comparison

The maximum KNOP drawdown since its inception was -74.53%, smaller than the maximum BAC drawdown of -93.10%. Use the drawdown chart below to compare losses from any high point for KNOP and BAC.


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Drawdown Indicators


KNOPBACDifference

Max Drawdown

Largest peak-to-trough decline

-74.53%

-93.10%

+18.57%

Max Drawdown (1Y)

Largest decline over 1 year

-16.51%

-17.93%

+1.42%

Max Drawdown (3Y)

Largest decline over 3 years

-38.64%

-27.51%

-11.13%

Max Drawdown (5Y)

Largest decline over 5 years

-74.53%

-46.64%

-27.89%

Max Drawdown (10Y)

Largest decline over 10 years

-74.53%

-48.95%

-25.58%

Current Drawdown

Current decline from peak

-36.40%

0.00%

-36.40%

Average Drawdown

Average peak-to-trough decline

-25.34%

-28.28%

+2.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.16%

6.96%

-1.80%

Volatility

KNOP vs. BAC - Volatility Comparison

KNOT Offshore Partners LP (KNOP) and Bank of America Corporation (BAC) have volatilities of 5.73% and 5.86%, 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.


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Volatility by Period


KNOPBACDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.73%

5.86%

-0.13%

Volatility (6M)

Calculated over the trailing 6-month period

23.19%

16.72%

+6.47%

Volatility (1Y)

Calculated over the trailing 1-year period

36.93%

21.67%

+15.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.62%

26.81%

+16.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.17%

30.60%

+7.57%

Dividends

KNOP vs. BAC - Dividend Comparison

KNOP's dividend yield for the trailing twelve months is around 1.23%, less than BAC's 2.63% yield.


PositionTTM20252024202320222021202020192018201720162015
BAC
Bank of America Corporation
2.63%1.96%2.28%2.73%2.60%1.75%2.38%1.87%2.19%1.32%1.13%1.19%
KNOP
KNOT Offshore Partners LP
1.23%1.00%1.91%1.81%21.60%15.57%13.81%10.50%11.60%10.02%8.81%15.05%

Financials

KNOP vs. BAC - Financials Comparison

This section allows you to compare key financial metrics between KNOT Offshore Partners LP 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
92.01M
30.27B
(KNOP) Total Revenue
(BAC) Total Revenue
Values in USD except per share items

KNOP vs. BAC - Profitability Comparison

The chart below illustrates the profitability comparison between KNOT Offshore Partners LP 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

20.0%40.0%60.0%80.0%100.0%20222023202420252026
18.7%
95.6%
Portfolio components
KNOP - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, KNOT Offshore Partners LP reported a gross profit of 17.20M and revenue of 92.01M. Therefore, the gross margin over that period was 18.7%.

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%.

KNOP - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, KNOT Offshore Partners LP reported an operating income of 14.70M and revenue of 92.01M, resulting in an operating margin of 16.0%.

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%.

KNOP - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, KNOT Offshore Partners LP reported a net income of 2.63M and revenue of 92.01M, resulting in a net margin of 2.9%.

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


KNOP and BAC have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BAC has higher volatility (5.86%) compared to KNOP (5.73%). In terms of maximum drawdown, KNOP dropped -74.53% vs BAC's -93.10%.

KNOP currently has the higher Sharpe Ratio (1.56 vs 1.34), 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.

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