RY vs. BMO
Compare and contrast key facts about Royal Bank of Canada (RY) and Bank of Montreal (BMO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RY or BMO.
Key characteristics
| RY | BMO | |
|---|---|---|
| YTD Return | 28.43% | -1.37% |
| 1Y Return | 59.54% | 25.17% |
| 3Y Return (Ann) | 10.10% | -0.07% |
| 5Y Return (Ann) | 13.64% | 9.81% |
| 10Y Return (Ann) | 10.16% | 7.13% |
| Sharpe Ratio | 3.57 | 1.10 |
| Sortino Ratio | 5.16 | 1.44 |
| Omega Ratio | 1.64 | 1.22 |
| Calmar Ratio | 2.05 | 0.70 |
| Martin Ratio | 25.63 | 3.11 |
| Ulcer Index | 2.29% | 7.72% |
| Daily Std Dev | 16.41% | 21.88% |
| Max Drawdown | -63.03% | -68.43% |
| Current Drawdown | -0.33% | -13.62% |
Fundamentals
| RY | BMO | |
|---|---|---|
| Market Cap | $178.89B | $68.26B |
| EPS | $8.18 | $6.30 |
| PE Ratio | 15.46 | 14.85 |
| PEG Ratio | 3.41 | 0.71 |
| Total Revenue (TTM) | $132.12B | $54.82B |
| Gross Profit (TTM) | $132.12B | $66.01B |
| EBITDA (TTM) | $2.79B | $5.85B |
Correlation
The correlation between RY and BMO is 0.77, 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 vs. BMO - Performance Comparison
In the year-to-date period, RY achieves a 28.43% return, which is significantly higher than BMO's -1.37% return. Over the past 10 years, RY has outperformed BMO with an annualized return of 10.16%, while BMO has yielded a comparatively lower 7.13% 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 vs. BMO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Royal Bank of Canada (RY) and Bank of Montreal (BMO). 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 vs. BMO - Dividend Comparison
RY's dividend yield for the trailing twelve months is around 3.22%, less than BMO's 4.70% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RY Royal Bank of Canada | 3.22% | 3.93% | 4.12% | 3.28% | 3.86% | 3.88% | 4.29% | 3.27% | 3.59% | 4.54% | 3.73% | 3.69% |
BMO Bank of Montreal | 4.70% | 4.34% | 4.64% | 3.16% | 4.11% | 3.97% | 4.52% | 3.42% | 3.56% | 4.53% | 3.94% | 4.31% |
Drawdowns
RY vs. BMO - Drawdown Comparison
The maximum RY drawdown since its inception was -63.03%, smaller than the maximum BMO drawdown of -68.43%. Use the drawdown chart below to compare losses from any high point for RY and BMO. For additional features, visit the drawdowns tool.
Volatility
RY vs. BMO - Volatility Comparison
Royal Bank of Canada (RY) and Bank of Montreal (BMO) have volatilities of 3.71% and 3.81%, 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.
Financials
RY vs. BMO - 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