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

Correlation

The correlation between TD and BMO is 0.55, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

TD vs. BMO - Performance Comparison

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

2,000.00%2,500.00%3,000.00%3,500.00%4,000.00%4,500.00%5,000.00%NovemberDecember2025FebruaryMarchApril
4,985.10%
2,363.33%
TD
BMO

Key characteristics

Sharpe Ratio

TD:

0.63

BMO:

0.37

Sortino Ratio

TD:

0.93

BMO:

0.62

Omega Ratio

TD:

1.14

BMO:

1.10

Calmar Ratio

TD:

0.40

BMO:

0.31

Martin Ratio

TD:

1.49

BMO:

1.11

Ulcer Index

TD:

8.47%

BMO:

7.70%

Daily Std Dev

TD:

19.96%

BMO:

22.94%

Max Drawdown

TD:

-64.16%

BMO:

-68.43%

Current Drawdown

TD:

-14.01%

BMO:

-9.88%

Fundamentals

Market Cap

TD:

$108.91B

BMO:

$69.38B

EPS

TD:

$3.40

BMO:

$7.65

PE Ratio

TD:

18.29

BMO:

12.42

PEG Ratio

TD:

0.67

BMO:

1.23

PS Ratio

TD:

2.04

BMO:

2.29

PB Ratio

TD:

1.40

BMO:

1.12

Total Revenue (TTM)

TD:

$57.21B

BMO:

$32.74B

Gross Profit (TTM)

TD:

$57.21B

BMO:

$33.61B

EBITDA (TTM)

TD:

$16.92B

BMO:

$2.91B

Returns By Period

In the year-to-date period, TD achieves a 20.97% return, which is significantly higher than BMO's -0.09% return. Over the past 10 years, TD has underperformed BMO with an annualized return of 7.56%, while BMO has yielded a comparatively higher 8.39% annualized return.


TD

YTD

20.97%

1M

5.40%

6M

14.44%

1Y

11.24%

5Y*

12.65%

10Y*

7.56%

BMO

YTD

-0.09%

1M

0.64%

6M

4.96%

1Y

9.38%

5Y*

17.53%

10Y*

8.39%

*Annualized

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Risk-Adjusted Performance

TD vs. BMO — Risk-Adjusted Performance Rank

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

TD
The Risk-Adjusted Performance Rank of TD is 7070
Overall Rank
The Sharpe Ratio Rank of TD is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of TD is 6565
Sortino Ratio Rank
The Omega Ratio Rank of TD is 6767
Omega Ratio Rank
The Calmar Ratio Rank of TD is 7070
Calmar Ratio Rank
The Martin Ratio Rank of TD is 7070
Martin Ratio Rank

BMO
The Risk-Adjusted Performance Rank of BMO is 6363
Overall Rank
The Sharpe Ratio Rank of BMO is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of BMO is 5656
Sortino Ratio Rank
The Omega Ratio Rank of BMO is 5959
Omega Ratio Rank
The Calmar Ratio Rank of BMO is 6767
Calmar Ratio Rank
The Martin Ratio Rank of BMO is 6666
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TD vs. BMO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Toronto-Dominion Bank (TD) 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.


The chart of Sharpe ratio for TD, currently valued at 0.59, compared to the broader market-2.00-1.000.001.002.003.00
TD: 0.59
BMO: 0.37
The chart of Sortino ratio for TD, currently valued at 0.88, compared to the broader market-6.00-4.00-2.000.002.004.00
TD: 0.88
BMO: 0.62
The chart of Omega ratio for TD, currently valued at 1.13, compared to the broader market0.501.001.502.00
TD: 1.13
BMO: 1.10
The chart of Calmar ratio for TD, currently valued at 0.38, compared to the broader market0.001.002.003.004.005.00
TD: 0.38
BMO: 0.31
The chart of Martin ratio for TD, currently valued at 1.39, compared to the broader market-5.000.005.0010.0015.0020.00
TD: 1.39
BMO: 1.11

The current TD Sharpe Ratio is 0.63, which is higher than the BMO Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of TD 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 Ratio-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
0.59
0.37
TD
BMO

Dividends

TD vs. BMO - Dividend Comparison

TD's dividend yield for the trailing twelve months is around 4.69%, which matches BMO's 4.68% yield.


TTM20242023202220212020201920182017201620152014
TD
The Toronto-Dominion Bank
4.69%5.65%4.40%4.24%3.27%4.10%3.89%4.09%3.08%3.29%4.07%3.54%
BMO
Bank of Montreal
4.68%4.62%4.34%4.64%3.16%4.12%3.96%4.52%3.42%3.56%4.53%3.94%

Drawdowns

TD vs. BMO - Drawdown Comparison

The maximum TD drawdown since its inception was -64.16%, smaller than the maximum BMO drawdown of -68.43%. Use the drawdown chart below to compare losses from any high point for TD and BMO. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%NovemberDecember2025FebruaryMarchApril
-14.01%
-9.88%
TD
BMO

Volatility

TD vs. BMO - Volatility Comparison

The current volatility for The Toronto-Dominion Bank (TD) is 7.24%, while Bank of Montreal (BMO) has a volatility of 10.65%. This indicates that TD 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.


4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
7.24%
10.65%
TD
BMO

Financials

TD vs. BMO - Financials Comparison

This section allows you to compare key financial metrics between The Toronto-Dominion Bank 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