SHEL vs. BAC
Compare and contrast key facts about Shell plc (SHEL) and Bank of America Corporation (BAC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SHEL or BAC.
Performance
SHEL vs. BAC - Performance Comparison
Returns By Period
In the year-to-date period, SHEL achieves a 3.59% return, which is significantly lower than BAC's 41.59% return. Over the past 10 years, SHEL has underperformed BAC with an annualized return of 4.29%, while BAC has yielded a comparatively higher 12.99% annualized return.
SHEL
3.59%
-0.72%
-7.13%
5.51%
6.15%
4.29%
BAC
41.59%
10.47%
20.49%
60.29%
9.99%
12.99%
Fundamentals
| SHEL | BAC | |
|---|---|---|
| Market Cap | $202.21B | $351.88B |
| EPS | $4.92 | $2.76 |
| PE Ratio | 13.33 | 16.62 |
| PEG Ratio | 2.49 | 2.06 |
| Total Revenue (TTM) | $290.55B | $95.85B |
| Gross Profit (TTM) | $42.07B | $94.17B |
| EBITDA (TTM) | $50.96B | $18.44B |
Key characteristics
| SHEL | BAC | |
|---|---|---|
| Sharpe Ratio | 0.26 | 2.64 |
| Sortino Ratio | 0.45 | 3.87 |
| Omega Ratio | 1.06 | 1.47 |
| Calmar Ratio | 0.41 | 1.66 |
| Martin Ratio | 0.94 | 11.36 |
| Ulcer Index | 4.70% | 5.48% |
| Daily Std Dev | 17.07% | 23.56% |
| Max Drawdown | -67.46% | -93.45% |
| Current Drawdown | -9.45% | 0.00% |
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Correlation
The correlation between SHEL and BAC is 0.40, 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.
Risk-Adjusted Performance
SHEL vs. BAC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Shell plc (SHEL) and Bank of America Corporation (BAC). 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
SHEL vs. BAC - Dividend Comparison
SHEL's dividend yield for the trailing twelve months is around 4.20%, more than BAC's 2.10% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHEL Shell plc | 4.20% | 3.76% | 3.48% | 3.78% | 5.44% | 6.14% | 5.48% | 4.79% | 5.88% | 6.98% | 4.72% | 4.25% |
BAC Bank of America Corporation | 2.10% | 2.73% | 2.60% | 1.75% | 2.38% | 1.87% | 2.19% | 1.32% | 1.13% | 1.19% | 0.67% | 0.26% |
Drawdowns
SHEL vs. BAC - Drawdown Comparison
The maximum SHEL drawdown since its inception was -67.46%, smaller than the maximum BAC drawdown of -93.45%. Use the drawdown chart below to compare losses from any high point for SHEL and BAC. For additional features, visit the drawdowns tool.
Volatility
SHEL vs. BAC - Volatility Comparison
The current volatility for Shell plc (SHEL) is 4.94%, while Bank of America Corporation (BAC) has a volatility of 9.56%. This indicates that SHEL experiences smaller price fluctuations and is considered to be less risky than BAC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
SHEL vs. BAC - Financials Comparison
This section allows you to compare key financial metrics between Shell plc and Bank of America Corporation. 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