SIG vs. BAC
SIG (Signet Jewelers Limited) and BAC (Bank of America Corporation) are both stocks. SIG operates in Luxury Goods (Consumer Cyclical), while BAC operates in Banks - Diversified (Financial Services). Over the past 10 years, SIG returned 2.83%/yr vs 18.19%/yr for BAC. At a 0.28 correlation, their price movements are largely independent.
Performance
SIG vs. BAC - Performance Comparison
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Returns By Period
In the year-to-date period, SIG achieves a 9.70% return, which is significantly higher than BAC's 3.72% return. Over the past 10 years, SIG has underperformed BAC with an annualized return of 2.83%, while BAC has yielded a comparatively higher 18.19% annualized return.
SIG
- 1D
- -1.63%
- 1M
- 18.77%
- YTD
- 9.70%
- 6M
- 3.75%
- 1Y
- 19.68%
- 3Y*
- 17.13%
- 5Y*
- 5.20%
- 10Y*
- 2.83%
BAC
- 1D
- 2.31%
- 1M
- 13.98%
- YTD
- 3.72%
- 6M
- 3.46%
- 1Y
- 30.78%
- 3Y*
- 27.43%
- 5Y*
- 8.79%
- 10Y*
- 18.19%
SIG vs. BAC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SIG Signet Jewelers Limited | 9.70% | 4.46% | -23.85% | 59.64% | -20.96% | 220.69% | 27.22% | -26.28% | -42.19% | -38.94% |
BAC Bank of America Corporation | 3.72% | 28.04% | 33.85% | 4.83% | -23.82% | 49.61% | -11.63% | 46.19% | -15.00% | 35.69% |
Correlation
The correlation between SIG and BAC is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Oct 31, 1994 | 0.28 |
The correlation between SIG and BAC shifts across timeframes, from 0.28 (all time) to 0.43 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
SIG:
$3.65B
BAC:
$415.53B
SIG:
$7.11
BAC:
$4.19
SIG:
12.70
BAC:
13.36
SIG:
0.05
BAC:
5.36
SIG:
0.54
BAC:
2.42
SIG:
1.92
BAC:
1.51
SIG:
$6.83B
BAC:
$174.85B
SIG:
$2.66B
BAC:
$110.47B
SIG:
$601.70M
BAC:
$41.74B
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Return for Risk
SIG vs. BAC — Risk / Return Rank
SIG
BAC
SIG vs. BAC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Signet Jewelers Limited (SIG) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SIG | BAC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.02 | ||
| Sortino ratioReturn per unit of downside risk | -1.00 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.24 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 0.54 | 1.64 | -1.10 |
| Martin ratioReturn relative to average drawdown | 1.24 | 4.21 | -2.98 |
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Drawdowns
SIG vs. BAC - Drawdown Comparison
The maximum SIG drawdown since its inception was -95.53%, roughly equal to the maximum BAC drawdown of -93.10%. Use the drawdown chart below to compare losses from any high point for SIG and BAC.
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Drawdown Indicators
| SIG | BAC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.53% | -93.10% | -2.43% |
Max Drawdown (1Y)Largest decline over 1 year | -29.73% | -17.93% | -11.80% |
Max Drawdown (3Y)Largest decline over 3 years | -57.12% | -27.51% | -29.61% |
Max Drawdown (5Y)Largest decline over 5 years | -57.12% | -46.64% | -10.48% |
Max Drawdown (10Y)Largest decline over 10 years | -93.23% | -48.95% | -44.28% |
Current DrawdownCurrent decline from peak | -26.24% | -0.36% | -25.88% |
Average DrawdownAverage peak-to-trough decline | -31.47% | -28.30% | -3.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.86% | 6.96% | +5.90% |
Volatility
SIG vs. BAC - Volatility Comparison
Signet Jewelers Limited (SIG) has a higher volatility of 14.22% compared to Bank of America Corporation (BAC) at 5.49%. This indicates that SIG's price experiences larger fluctuations and is considered to be riskier than BAC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SIG | BAC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.22% | 5.49% | +8.73% |
Volatility (6M)Calculated over the trailing 6-month period | 35.06% | 16.57% | +18.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 46.81% | 21.62% | +25.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 53.06% | 26.89% | +26.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 65.30% | 30.68% | +34.62% |
Dividends
SIG vs. BAC - Dividend Comparison
SIG's dividend yield for the trailing twelve months is around 1.45%, less than BAC's 2.72% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BAC Bank of America Corporation | 2.72% | 1.96% | 2.28% | 2.73% | 2.60% | 1.75% | 2.38% | 1.87% | 2.19% | 1.32% | 1.13% | 1.19% |
SIG Signet Jewelers Limited | 1.45% | 1.51% | 1.36% | 0.83% | 1.15% | 0.41% | 1.36% | 6.81% | 4.47% | 2.10% | 1.06% | 0.68% |
Financials
SIG vs. BAC - Financials Comparison
This section allows you to compare key financial metrics between Signet Jewelers Limited 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
SIG vs. BAC - Profitability Comparison
SIG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Signet Jewelers Limited reported a gross profit of 556.50M and revenue of 1.55B. Therefore, the gross margin over that period was 35.8%.
BAC - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Bank of America Corporation reported a gross profit of 28.94B and revenue of 30.27B. Therefore, the gross margin over that period was 95.6%.
SIG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Signet Jewelers Limited reported an operating income of 36.90M and revenue of 1.55B, resulting in an operating margin of 2.4%.
BAC - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Bank of America Corporation reported an operating income of 10.40B and revenue of 30.27B, resulting in an operating margin of 34.4%.
SIG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Signet Jewelers Limited reported a net income of 31.70M and revenue of 1.55B, resulting in a net margin of 2.0%.
BAC - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Bank of America Corporation reported a net income of 8.58B and revenue of 30.27B, resulting in a net margin of 28.4%.
Frequently Asked Questions
SIG and BAC have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SIG has higher volatility (14.22%) compared to BAC (5.49%). In terms of maximum drawdown, SIG dropped -95.53% vs BAC's -93.10%.
BAC currently has the higher Sharpe Ratio (1.36 vs 0.34), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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