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RY vs. BMO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

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.


-0.50.00.51.00.8

Performance

RY vs. BMO - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
17.98%
18.11%
RY
BMO

Key characteristics

Sharpe Ratio

RY:

1.67

BMO:

0.26

Sortino Ratio

RY:

2.46

BMO:

0.46

Omega Ratio

RY:

1.30

BMO:

1.07

Calmar Ratio

RY:

2.04

BMO:

0.20

Martin Ratio

RY:

10.84

BMO:

0.72

Ulcer Index

RY:

2.39%

BMO:

7.77%

Daily Std Dev

RY:

15.52%

BMO:

21.35%

Max Drawdown

RY:

-63.03%

BMO:

-68.43%

Current Drawdown

RY:

-6.39%

BMO:

-10.19%

Fundamentals

Market Cap

RY:

$175.36B

BMO:

$71.82B

EPS

RY:

$7.91

BMO:

$6.69

PE Ratio

RY:

15.64

BMO:

14.67

PEG Ratio

RY:

3.41

BMO:

0.71

Total Revenue (TTM)

RY:

$94.50B

BMO:

$54.59B

Gross Profit (TTM)

RY:

$114.69B

BMO:

$55.49B

EBITDA (TTM)

RY:

$7.60B

BMO:

$5.29B

Returns By Period

In the year-to-date period, RY achieves a 23.10% return, which is significantly higher than BMO's 2.55% return. Over the past 10 years, RY has outperformed BMO with an annualized return of 9.99%, while BMO has yielded a comparatively lower 7.85% annualized return.


RY

YTD

23.10%

1M

-2.12%

6M

17.49%

1Y

24.45%

5Y*

13.11%

10Y*

9.99%

BMO

YTD

2.55%

1M

2.69%

6M

18.11%

1Y

6.51%

5Y*

9.32%

10Y*

7.85%

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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.


Sharpe ratio
The chart of Sharpe ratio for RY, currently valued at 1.58, compared to the broader market-4.00-2.000.002.001.580.26
The chart of Sortino ratio for RY, currently valued at 2.34, compared to the broader market-4.00-2.000.002.004.002.340.46
The chart of Omega ratio for RY, currently valued at 1.28, compared to the broader market0.501.001.502.001.281.07
The chart of Calmar ratio for RY, currently valued at 1.93, compared to the broader market0.002.004.006.001.930.20
The chart of Martin ratio for RY, currently valued at 10.08, compared to the broader market0.0010.0020.0010.080.72
RY
BMO

The current RY Sharpe Ratio is 1.67, which is higher than the BMO Sharpe Ratio of 0.26. The chart below compares the historical Sharpe Ratios of RY and BMO, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.58
0.26
RY
BMO

Dividends

RY vs. BMO - Dividend Comparison

RY's dividend yield for the trailing twelve months is around 3.41%, less than BMO's 4.64% yield.


TTM20232022202120202019201820172016201520142013
RY
Royal Bank of Canada
3.41%3.93%4.12%3.28%3.86%3.88%4.29%3.28%3.59%4.54%3.73%3.69%
BMO
Bank of Montreal
4.64%4.34%4.64%3.16%4.12%3.96%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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.39%
-10.19%
RY
BMO

Volatility

RY vs. BMO - Volatility Comparison

The current volatility for Royal Bank of Canada (RY) is 5.41%, while Bank of Montreal (BMO) has a volatility of 7.43%. This indicates that RY experiences smaller price fluctuations and is considered to be less risky than BMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.41%
7.43%
RY
BMO

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.


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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