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RY.TO vs. CM.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

RY.TO vs. CM.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Royal Bank of Canada (RY.TO) and Canadian Imperial Bank of Commerce (CM.TO). The values are adjusted to include any dividend payments, if applicable.

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RY.TO vs. CM.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RY.TO
Royal Bank of Canada
-3.21%39.60%34.37%9.80%-1.52%33.09%6.52%14.33%-5.50%17.12%
CM.TO
Canadian Imperial Bank of Commerce
6.83%42.31%49.56%23.83%-20.79%41.53%6.99%12.03%-12.96%17.02%

Fundamentals

Market Cap

RY.TO:

CA$315.26B

CM.TO:

CA$122.80B

EPS

RY.TO:

CA$14.92

CM.TO:

CA$9.99

PE Ratio

RY.TO:

15.07

CM.TO:

13.20

PEG Ratio

RY.TO:

2.21

CM.TO:

1.62

PS Ratio

RY.TO:

3.15

CM.TO:

2.33

PB Ratio

RY.TO:

2.45

CM.TO:

2.12

Total Revenue (TTM)

RY.TO:

CA$100.64B

CM.TO:

CA$53.08B

Gross Profit (TTM)

RY.TO:

CA$63.37B

CM.TO:

CA$27.75B

EBITDA (TTM)

RY.TO:

CA$7.69B

CM.TO:

CA$12.73B

Returns By Period

In the year-to-date period, RY.TO achieves a -3.21% return, which is significantly lower than CM.TO's 6.83% return. Both investments have delivered pretty close results over the past 10 years, with RY.TO having a 15.95% annualized return and CM.TO not far ahead at 16.18%.


RY.TO

1D
2.32%
1M
-1.40%
YTD
-3.21%
6M
11.24%
1Y
43.26%
3Y*
24.81%
5Y*
18.45%
10Y*
15.95%

CM.TO

1D
3.10%
1M
-3.53%
YTD
6.83%
6M
20.55%
1Y
68.75%
3Y*
38.39%
5Y*
22.33%
10Y*
16.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

RY.TO vs. CM.TO — Risk / Return Rank

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

RY.TO
RY.TO Risk / Return Rank: 9696
Overall Rank
RY.TO Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
RY.TO Sortino Ratio Rank: 9696
Sortino Ratio Rank
RY.TO Omega Ratio Rank: 9696
Omega Ratio Rank
RY.TO Calmar Ratio Rank: 9595
Calmar Ratio Rank
RY.TO Martin Ratio Rank: 9797
Martin Ratio Rank

CM.TO
CM.TO Risk / Return Rank: 9898
Overall Rank
CM.TO Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
CM.TO Sortino Ratio Rank: 9999
Sortino Ratio Rank
CM.TO Omega Ratio Rank: 9898
Omega Ratio Rank
CM.TO Calmar Ratio Rank: 9797
Calmar Ratio Rank
CM.TO Martin Ratio Rank: 9999
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.

RY.TO vs. CM.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Royal Bank of Canada (RY.TO) and Canadian Imperial Bank of Commerce (CM.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.


RY.TOCM.TODifference

Sharpe ratio

Return per unit of total volatility

2.84

4.16

-1.32

Sortino ratio

Return per unit of downside risk

3.83

5.32

-1.49

Omega ratio

Gain probability vs. loss probability

1.54

1.73

-0.19

Calmar ratio

Return relative to maximum drawdown

5.49

7.68

-2.19

Martin ratio

Return relative to average drawdown

19.00

31.26

-12.26

RY.TO vs. CM.TO - Sharpe Ratio Comparison

The current RY.TO Sharpe Ratio is 2.84, which is lower than the CM.TO Sharpe Ratio of 4.16. The chart below compares the historical Sharpe Ratios of RY.TO and CM.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


RY.TOCM.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.84

4.16

-1.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.26

1.26

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.93

0.83

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.46

-0.02

Correlation

The correlation between RY.TO and CM.TO 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.


Dividends

RY.TO vs. CM.TO - Dividend Comparison

RY.TO's dividend yield for the trailing twelve months is around 2.76%, less than CM.TO's 3.09% yield.


TTM20252024202320222021202020192018201720162015
RY.TO
Royal Bank of Canada
2.76%2.58%3.23%3.99%3.90%3.22%4.10%3.96%4.03%3.39%3.57%4.15%
CM.TO
Canadian Imperial Bank of Commerce
3.09%3.20%4.04%5.47%7.20%4.06%5.37%5.26%5.29%4.19%4.42%4.85%

Drawdowns

RY.TO vs. CM.TO - Drawdown Comparison

The maximum RY.TO drawdown since its inception was -70.56%, which is greater than CM.TO's maximum drawdown of -62.50%. Use the drawdown chart below to compare losses from any high point for RY.TO and CM.TO.


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Drawdown Indicators


RY.TOCM.TODifference

Max Drawdown

Largest peak-to-trough decline

-70.56%

-62.50%

-8.06%

Max Drawdown (1Y)

Largest decline over 1 year

-8.12%

-9.11%

+0.99%

Max Drawdown (5Y)

Largest decline over 5 years

-21.21%

-35.35%

+14.14%

Max Drawdown (10Y)

Largest decline over 10 years

-33.84%

-41.37%

+7.53%

Current Drawdown

Current decline from peak

-5.44%

-6.28%

+0.84%

Average Drawdown

Average peak-to-trough decline

-21.01%

-17.66%

-3.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.35%

2.24%

+0.11%

Volatility

RY.TO vs. CM.TO - Volatility Comparison

The current volatility for Royal Bank of Canada (RY.TO) is 4.78%, while Canadian Imperial Bank of Commerce (CM.TO) has a volatility of 6.96%. This indicates that RY.TO experiences smaller price fluctuations and is considered to be less risky than CM.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RY.TOCM.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.78%

6.96%

-2.18%

Volatility (6M)

Calculated over the trailing 6-month period

9.93%

13.32%

-3.39%

Volatility (1Y)

Calculated over the trailing 1-year period

15.32%

16.60%

-1.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.73%

17.77%

-3.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.22%

19.65%

-2.43%

Financials

RY.TO vs. CM.TO - Financials Comparison

This section allows you to compare key financial metrics between Royal Bank of Canada and Canadian Imperial Bank of Commerce. 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


0.0010.00B20.00B30.00B40.00B20222023202420252026
35.44B
15.82B
(RY.TO) Total Revenue
(CM.TO) Total Revenue
Values in CAD except per share items

RY.TO vs. CM.TO - Profitability Comparison

The chart below illustrates the profitability comparison between Royal Bank of Canada and Canadian Imperial Bank of Commerce over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

40.0%50.0%60.0%70.0%80.0%90.0%100.0%20222023202420252026
47.5%
49.0%
Portfolio components
RY.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Royal Bank of Canada reported a gross profit of 16.83B and revenue of 35.44B. Therefore, the gross margin over that period was 47.5%.

CM.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Canadian Imperial Bank of Commerce reported a gross profit of 7.75B and revenue of 15.82B. Therefore, the gross margin over that period was 49.0%.

RY.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Royal Bank of Canada reported an operating income of 7.41B and revenue of 35.44B, resulting in an operating margin of 20.9%.

CM.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Canadian Imperial Bank of Commerce reported an operating income of 3.50B and revenue of 15.82B, resulting in an operating margin of 22.1%.

RY.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Royal Bank of Canada reported a net income of 5.78B and revenue of 35.44B, resulting in a net margin of 16.3%.

CM.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Canadian Imperial Bank of Commerce reported a net income of 3.09B and revenue of 15.82B, resulting in a net margin of 19.6%.