TOL vs. BAC
Compare and contrast key facts about Toll Brothers, Inc. (TOL) and Bank of America Corporation (BAC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TOL or BAC.
Performance
TOL vs. BAC - Performance Comparison
Returns By Period
In the year-to-date period, TOL achieves a 49.34% return, which is significantly higher than BAC's 40.71% return. Over the past 10 years, TOL has outperformed BAC with an annualized return of 16.87%, while BAC has yielded a comparatively lower 12.79% annualized return.
TOL
49.34%
2.93%
27.89%
79.93%
32.76%
16.87%
BAC
40.71%
9.83%
20.11%
61.18%
9.68%
12.79%
Fundamentals
TOL | BAC | |
---|---|---|
Market Cap | $15.34B | $356.48B |
EPS | $14.48 | $2.76 |
PE Ratio | 10.49 | 16.83 |
PEG Ratio | 1.05 | 2.06 |
Total Revenue (TTM) | $7.51B | $97.40B |
Gross Profit (TTM) | $2.15B | $58.68B |
EBITDA (TTM) | $1.48B | $42.54B |
Key characteristics
TOL | BAC | |
---|---|---|
Sharpe Ratio | 2.33 | 2.59 |
Sortino Ratio | 2.98 | 3.82 |
Omega Ratio | 1.38 | 1.46 |
Calmar Ratio | 4.26 | 1.63 |
Martin Ratio | 12.08 | 11.14 |
Ulcer Index | 6.67% | 5.47% |
Daily Std Dev | 34.53% | 23.53% |
Max Drawdown | -76.39% | -93.45% |
Current Drawdown | -4.52% | -0.62% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Correlation
The correlation between TOL and BAC is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
TOL vs. BAC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Toll Brothers, Inc. (TOL) 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
TOL vs. BAC - Dividend Comparison
TOL's dividend yield for the trailing twelve months is around 0.59%, less than BAC's 2.11% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Toll Brothers, Inc. | 0.59% | 0.81% | 1.54% | 0.86% | 1.01% | 1.11% | 1.25% | 0.50% | 0.00% | 0.00% | 0.00% | 0.00% |
Bank of America Corporation | 2.11% | 2.73% | 2.60% | 1.75% | 2.38% | 1.87% | 2.19% | 1.32% | 1.13% | 1.19% | 0.67% | 0.26% |
Drawdowns
TOL vs. BAC - Drawdown Comparison
The maximum TOL drawdown since its inception was -76.39%, smaller than the maximum BAC drawdown of -93.45%. Use the drawdown chart below to compare losses from any high point for TOL and BAC. For additional features, visit the drawdowns tool.
Volatility
TOL vs. BAC - Volatility Comparison
The current volatility for Toll Brothers, Inc. (TOL) is 7.69%, while Bank of America Corporation (BAC) has a volatility of 9.45%. This indicates that TOL 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
TOL vs. BAC - Financials Comparison
This section allows you to compare key financial metrics between Toll Brothers, Inc. 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