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NTB vs. BAC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between NTB and BAC is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

NTB vs. BAC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Bank of N.T. Butterfield & Son Limited (NTB) 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%25.00%SeptemberOctoberNovemberDecember2025February
13.13%
21.72%
NTB
BAC

Key characteristics

Sharpe Ratio

NTB:

1.66

BAC:

1.97

Sortino Ratio

NTB:

2.43

BAC:

2.92

Omega Ratio

NTB:

1.31

BAC:

1.36

Calmar Ratio

NTB:

1.64

BAC:

1.56

Martin Ratio

NTB:

7.68

BAC:

7.91

Ulcer Index

NTB:

5.50%

BAC:

5.56%

Daily Std Dev

NTB:

25.27%

BAC:

22.32%

Max Drawdown

NTB:

-69.74%

BAC:

-93.45%

Current Drawdown

NTB:

-1.48%

BAC:

-2.53%

Fundamentals

Market Cap

NTB:

$1.80B

BAC:

$354.13B

EPS

NTB:

$4.71

BAC:

$3.21

PE Ratio

NTB:

8.64

BAC:

14.50

PEG Ratio

NTB:

1.96

BAC:

1.76

Total Revenue (TTM)

NTB:

$547.10M

BAC:

$101.89B

Gross Profit (TTM)

NTB:

$547.10M

BAC:

$63.17B

EBITDA (TTM)

NTB:

$114.46M

BAC:

$46.02B

Returns By Period

In the year-to-date period, NTB achieves a 11.35% return, which is significantly higher than BAC's 5.87% return.


NTB

YTD

11.35%

1M

9.94%

6M

13.13%

1Y

41.11%

5Y*

9.67%

10Y*

N/A

BAC

YTD

5.87%

1M

-0.00%

6M

21.72%

1Y

39.97%

5Y*

8.65%

10Y*

13.38%

*Annualized

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Risk-Adjusted Performance

NTB vs. BAC — Risk-Adjusted Performance Rank

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

NTB
The Risk-Adjusted Performance Rank of NTB is 8686
Overall Rank
The Sharpe Ratio Rank of NTB is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of NTB is 8585
Sortino Ratio Rank
The Omega Ratio Rank of NTB is 8383
Omega Ratio Rank
The Calmar Ratio Rank of NTB is 8787
Calmar Ratio Rank
The Martin Ratio Rank of NTB is 8787
Martin Ratio Rank

BAC
The Risk-Adjusted Performance Rank of BAC is 8888
Overall Rank
The Sharpe Ratio Rank of BAC is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of BAC is 9090
Sortino Ratio Rank
The Omega Ratio Rank of BAC is 8787
Omega Ratio Rank
The Calmar Ratio Rank of BAC is 8686
Calmar Ratio Rank
The Martin Ratio Rank of BAC is 8787
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.

NTB vs. BAC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Bank of N.T. Butterfield & Son Limited (NTB) 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 NTB, currently valued at 1.66, compared to the broader market-2.000.002.004.001.661.97
The chart of Sortino ratio for NTB, currently valued at 2.43, compared to the broader market-6.00-4.00-2.000.002.004.006.002.432.92
The chart of Omega ratio for NTB, currently valued at 1.31, compared to the broader market0.501.001.502.001.311.36
The chart of Calmar ratio for NTB, currently valued at 1.64, compared to the broader market0.002.004.006.001.641.56
The chart of Martin ratio for NTB, currently valued at 7.68, compared to the broader market0.0010.0020.0030.007.687.91
NTB
BAC

The current NTB Sharpe Ratio is 1.66, which is comparable to the BAC Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of NTB 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
1.66
1.97
NTB
BAC

Dividends

NTB vs. BAC - Dividend Comparison

NTB's dividend yield for the trailing twelve months is around 4.32%, more than BAC's 2.15% yield.


TTM20242023202220212020201920182017201620152014
NTB
The Bank of N.T. Butterfield & Son Limited
4.32%4.82%5.50%5.90%4.62%5.65%4.75%4.85%3.53%0.32%0.00%0.00%
BAC
Bank of America Corporation
2.15%2.28%2.73%2.60%1.75%2.38%1.87%2.19%1.32%1.13%1.19%0.67%

Drawdowns

NTB vs. BAC - Drawdown Comparison

The maximum NTB drawdown since its inception was -69.74%, smaller than the maximum BAC drawdown of -93.45%. Use the drawdown chart below to compare losses from any high point for NTB and BAC. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-1.48%
-2.53%
NTB
BAC

Volatility

NTB vs. BAC - Volatility Comparison

The Bank of N.T. Butterfield & Son Limited (NTB) has a higher volatility of 10.37% compared to Bank of America Corporation (BAC) at 4.47%. This indicates that NTB'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.


4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
10.37%
4.47%
NTB
BAC

Financials

NTB vs. BAC - Financials Comparison

This section allows you to compare key financial metrics between The Bank of N.T. Butterfield & Son Limited 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
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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.

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