RY.TO vs. BMO.TO
Compare and contrast key facts about Royal Bank of Canada (RY.TO) and Bank of Montreal (BMO.TO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RY.TO or BMO.TO.
Key characteristics
| RY.TO | BMO.TO | |
|---|---|---|
| YTD Return | 31.82% | 0.26% |
| 1Y Return | 52.21% | 20.06% |
| 3Y Return (Ann) | 13.25% | 1.45% |
| 5Y Return (Ann) | 14.03% | 9.59% |
| 10Y Return (Ann) | 12.09% | 10.36% |
| Sharpe Ratio | 4.06 | 1.16 |
| Sortino Ratio | 6.16 | 1.44 |
| Omega Ratio | 1.79 | 1.24 |
| Calmar Ratio | 3.39 | 0.88 |
| Martin Ratio | 31.59 | 3.10 |
| Ulcer Index | 1.71% | 7.03% |
| Daily Std Dev | 13.27% | 18.79% |
| Max Drawdown | -54.05% | -62.39% |
| Current Drawdown | -1.79% | -7.38% |
Fundamentals
| RY.TO | BMO.TO | |
|---|---|---|
| Market Cap | CA$240.63B | CA$92.38B |
| EPS | CA$11.29 | CA$8.59 |
| PE Ratio | 15.06 | 14.58 |
| PEG Ratio | 3.28 | 0.62 |
| Total Revenue (TTM) | CA$99.63B | CA$46.52B |
| Gross Profit (TTM) | CA$99.63B | CA$46.52B |
| EBITDA (TTM) | CA$2.11B | CA$1.14B |
Correlation
The correlation between RY.TO and BMO.TO is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
RY.TO vs. BMO.TO - Performance Comparison
In the year-to-date period, RY.TO achieves a 31.82% return, which is significantly higher than BMO.TO's 0.26% return. Over the past 10 years, RY.TO has outperformed BMO.TO with an annualized return of 12.09%, while BMO.TO has yielded a comparatively lower 10.36% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
RY.TO vs. BMO.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Royal Bank of Canada (RY.TO) and Bank of Montreal (BMO.TO). 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.
Dividends
RY.TO vs. BMO.TO - Dividend Comparison
RY.TO's dividend yield for the trailing twelve months is around 3.29%, less than BMO.TO's 4.89% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RY.TO Royal Bank of Canada | 3.29% | 3.99% | 3.90% | 3.22% | 4.10% | 3.96% | 4.03% | 3.39% | 3.57% | 4.15% | 3.54% | 3.54% |
BMO.TO Bank of Montreal | 4.89% | 4.42% | 4.44% | 3.11% | 4.38% | 4.03% | 4.24% | 3.54% | 3.84% | 14.65% | 4.16% | 4.15% |
Drawdowns
RY.TO vs. BMO.TO - Drawdown Comparison
The maximum RY.TO drawdown since its inception was -54.05%, smaller than the maximum BMO.TO drawdown of -62.39%. Use the drawdown chart below to compare losses from any high point for RY.TO and BMO.TO. For additional features, visit the drawdowns tool.
Volatility
RY.TO vs. BMO.TO - Volatility Comparison
Royal Bank of Canada (RY.TO) has a higher volatility of 4.11% compared to Bank of Montreal (BMO.TO) at 3.67%. This indicates that RY.TO's price experiences larger fluctuations and is considered to be riskier than BMO.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
RY.TO vs. BMO.TO - Financials Comparison
This section allows you to compare key financial metrics between Royal Bank of Canada and Bank of Montreal. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities