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RY vs. BNS
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

RY vs. BNS - Performance Comparison

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

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RY vs. BNS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RY
Royal Bank of Canada
-4.43%46.29%23.80%12.72%-8.00%34.11%8.42%20.17%-12.88%24.95%
BNS
The Bank of Nova Scotia
-4.93%45.11%17.55%8.53%-28.05%40.62%1.70%17.49%-18.28%21.83%

Fundamentals

Market Cap

RY:

$166.45B

BNS:

$86.29B

EPS

RY:

$15.98

BNS:

$7.17

PE Ratio

RY:

10.12

BNS:

9.66

PS Ratio

RY:

1.55

BNS:

1.21

PB Ratio

RY:

1.29

BNS:

1.11

Total Revenue (TTM)

RY:

$137.63B

BNS:

$71.33B

Gross Profit (TTM)

RY:

$63.36B

BNS:

$32.57B

EBITDA (TTM)

RY:

$29.23B

BNS:

$13.36B

Returns By Period

In the year-to-date period, RY achieves a -4.43% return, which is significantly higher than BNS's -4.93% return. Over the past 10 years, RY has outperformed BNS with an annualized return of 15.24%, while BNS has yielded a comparatively lower 9.82% annualized return.


RY

1D
2.49%
1M
-3.26%
YTD
-4.43%
6M
11.43%
1Y
48.21%
3Y*
23.86%
5Y*
16.15%
10Y*
15.24%

BNS

1D
2.85%
1M
-8.50%
YTD
-4.93%
6M
9.69%
1Y
54.11%
3Y*
19.00%
5Y*
8.57%
10Y*
9.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

RY vs. BNS — Risk / Return Rank

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

RY
RY Risk / Return Rank: 9696
Overall Rank
RY Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
RY Sortino Ratio Rank: 9797
Sortino Ratio Rank
RY Omega Ratio Rank: 9696
Omega Ratio Rank
RY Calmar Ratio Rank: 9494
Calmar Ratio Rank
RY Martin Ratio Rank: 9696
Martin Ratio Rank

BNS
BNS Risk / Return Rank: 9696
Overall Rank
BNS Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
BNS Sortino Ratio Rank: 9797
Sortino Ratio Rank
BNS Omega Ratio Rank: 9797
Omega Ratio Rank
BNS Calmar Ratio Rank: 9191
Calmar Ratio Rank
BNS Martin Ratio Rank: 9696
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 vs. BNS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Royal Bank of Canada (RY) and The Bank of Nova Scotia (BNS). 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.


RYBNSDifference

Sharpe ratio

Return per unit of total volatility

2.91

3.15

-0.24

Sortino ratio

Return per unit of downside risk

4.05

4.17

-0.12

Omega ratio

Gain probability vs. loss probability

1.53

1.61

-0.08

Calmar ratio

Return relative to maximum drawdown

4.88

3.98

+0.90

Martin ratio

Return relative to average drawdown

18.67

16.60

+2.06

RY vs. BNS - Sharpe Ratio Comparison

The current RY Sharpe Ratio is 2.91, which is comparable to the BNS Sharpe Ratio of 3.15. The chart below compares the historical Sharpe Ratios of RY and BNS, 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


RYBNSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.91

3.15

-0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.91

0.45

+0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

0.45

+0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.50

+0.13

Correlation

The correlation between RY and BNS is 0.69, 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 vs. BNS - Dividend Comparison

RY's dividend yield for the trailing twelve months is around 2.78%, less than BNS's 4.52% yield.


TTM20252024202320222021202020192018201720162015
RY
Royal Bank of Canada
2.78%2.54%3.39%4.29%4.07%3.24%3.88%3.88%4.27%3.22%3.95%5.41%
BNS
The Bank of Nova Scotia
4.52%4.17%5.85%8.56%6.39%5.09%4.93%3.53%6.34%4.80%5.24%8.13%

Drawdowns

RY vs. BNS - Drawdown Comparison

The maximum RY drawdown since its inception was -62.90%, roughly equal to the maximum BNS drawdown of -63.65%. Use the drawdown chart below to compare losses from any high point for RY and BNS.


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Drawdown Indicators


RYBNSDifference

Max Drawdown

Largest peak-to-trough decline

-62.90%

-63.65%

+0.75%

Max Drawdown (1Y)

Largest decline over 1 year

-10.04%

-13.36%

+3.32%

Max Drawdown (5Y)

Largest decline over 5 years

-28.36%

-39.12%

+10.76%

Max Drawdown (10Y)

Largest decline over 10 years

-39.95%

-46.29%

+6.34%

Current Drawdown

Current decline from peak

-7.80%

-10.89%

+3.09%

Average Drawdown

Average peak-to-trough decline

-9.37%

-11.08%

+1.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.62%

3.20%

-0.58%

Volatility

RY vs. BNS - Volatility Comparison

The current volatility for Royal Bank of Canada (RY) is 5.19%, while The Bank of Nova Scotia (BNS) has a volatility of 6.94%. This indicates that RY experiences smaller price fluctuations and is considered to be less risky than BNS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RYBNSDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.19%

6.94%

-1.75%

Volatility (6M)

Calculated over the trailing 6-month period

10.79%

11.75%

-0.96%

Volatility (1Y)

Calculated over the trailing 1-year period

16.65%

17.29%

-0.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.85%

19.36%

-1.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.81%

21.97%

-2.16%

Financials

RY vs. BNS - Financials Comparison

This section allows you to compare key financial metrics between Royal Bank of Canada and The Bank of Nova Scotia. 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


10.00B15.00B20.00B25.00B30.00B35.00B20222023202420252026
35.50B
17.22B
(RY) Total Revenue
(BNS) Total Revenue
Values in USD except per share items

RY vs. BNS - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%20222023202420252026
47.5%
48.1%
Portfolio components
RY - 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 16.86B and revenue of 35.50B. Therefore, the gross margin over that period was 47.5%.

BNS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, The Bank of Nova Scotia reported a gross profit of 8.28B and revenue of 17.22B. Therefore, the gross margin over that period was 48.1%.

RY - 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 7.42B and revenue of 35.50B, resulting in an operating margin of 20.9%.

BNS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, The Bank of Nova Scotia reported an operating income of 3.18B and revenue of 17.22B, resulting in an operating margin of 18.4%.

RY - 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 5.79B and revenue of 35.50B, resulting in a net margin of 16.3%.

BNS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, The Bank of Nova Scotia reported a net income of 2.29B and revenue of 17.22B, resulting in a net margin of 13.3%.