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TOL vs. BAC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between TOL and BAC is 0.44, 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.


Performance

TOL vs. BAC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Toll Brothers, Inc. (TOL) and Bank of America Corporation (BAC). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

TOL:

-0.35

BAC:

0.59

Sortino Ratio

TOL:

-0.24

BAC:

0.88

Omega Ratio

TOL:

0.97

BAC:

1.13

Calmar Ratio

TOL:

-0.27

BAC:

0.55

Martin Ratio

TOL:

-0.55

BAC:

1.62

Ulcer Index

TOL:

22.54%

BAC:

9.28%

Daily Std Dev

TOL:

37.40%

BAC:

29.00%

Max Drawdown

TOL:

-76.39%

BAC:

-93.45%

Current Drawdown

TOL:

-37.59%

BAC:

-6.98%

Fundamentals

Market Cap

TOL:

$10.24B

BAC:

$332.38B

EPS

TOL:

$13.45

BAC:

$3.35

PE Ratio

TOL:

7.75

BAC:

13.17

PEG Ratio

TOL:

0.82

BAC:

1.66

PS Ratio

TOL:

0.96

BAC:

3.41

PB Ratio

TOL:

1.29

BAC:

1.21

Total Revenue (TTM)

TOL:

$7.92B

BAC:

$123.06B

Gross Profit (TTM)

TOL:

$2.05B

BAC:

$78.30B

EBITDA (TTM)

TOL:

$1.37B

BAC:

$65.96B

Returns By Period

In the year-to-date period, TOL achieves a -16.85% return, which is significantly lower than BAC's 1.04% return. Both investments have delivered pretty close results over the past 10 years, with TOL having a 12.17% annualized return and BAC not far ahead at 12.55%.


TOL

YTD

-16.85%

1M

-0.08%

6M

-36.59%

1Y

-13.59%

3Y*

28.80%

5Y*

27.86%

10Y*

12.17%

BAC

YTD

1.04%

1M

7.45%

6M

-6.01%

1Y

13.08%

3Y*

8.73%

5Y*

15.68%

10Y*

12.55%

*Annualized

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Toll Brothers, Inc.

Bank of America Corporation

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

TOL vs. BAC — Risk-Adjusted Performance Rank

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

TOL
The Risk-Adjusted Performance Rank of TOL is 3232
Overall Rank
The Sharpe Ratio Rank of TOL is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of TOL is 2929
Sortino Ratio Rank
The Omega Ratio Rank of TOL is 3030
Omega Ratio Rank
The Calmar Ratio Rank of TOL is 3333
Calmar Ratio Rank
The Martin Ratio Rank of TOL is 3939
Martin Ratio Rank

BAC
The Risk-Adjusted Performance Rank of BAC is 6868
Overall Rank
The Sharpe Ratio Rank of BAC is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of BAC is 6262
Sortino Ratio Rank
The Omega Ratio Rank of BAC is 6464
Omega Ratio Rank
The Calmar Ratio Rank of BAC is 7474
Calmar Ratio Rank
The Martin Ratio Rank of BAC is 7070
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.

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.


The current TOL Sharpe Ratio is -0.35, which is lower than the BAC Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of TOL and BAC, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

TOL vs. BAC - Dividend Comparison

TOL's dividend yield for the trailing twelve months is around 0.90%, less than BAC's 2.31% yield.


TTM20242023202220212020201920182017201620152014
TOL
Toll Brothers, Inc.
0.90%0.71%0.81%1.54%0.86%1.01%1.11%1.25%0.50%0.00%0.00%0.00%
BAC
Bank of America Corporation
2.31%2.28%2.73%2.60%1.75%2.38%1.87%2.19%1.32%1.13%1.19%0.67%

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.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

TOL vs. BAC - Volatility Comparison

Toll Brothers, Inc. (TOL) has a higher volatility of 9.61% compared to Bank of America Corporation (BAC) at 6.55%. This indicates that TOL'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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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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.0010.00B20.00B30.00B40.00B50.00B20212022202320242025
1.86B
46.99B
(TOL) Total Revenue
(BAC) Total Revenue
Values in USD except per share items