PortfoliosLab logoPortfoliosLab logo
TROW vs. BAC
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

TROW vs. BAC - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, TROW achieves a 12.11% return, which is significantly lower than BAC's 13.86% return. Over the past 10 years, TROW has underperformed BAC with an annualized return of 8.92%, while BAC has yielded a comparatively higher 18.54% annualized return.


TROW

1D
-6.31%
1M
-5.74%
6M
8.61%
YTD
12.11%
1Y
14.10%
3Y*
2.18%
5Y*
-7.39%
10Y*
8.92%
ALL TIME*
14.86%

BAC

1D
0.36%
1M
5.48%
6M
17.71%
YTD
13.86%
1Y
38.63%
3Y*
28.30%
5Y*
12.79%
10Y*
18.54%
ALL TIME*
8.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$2.02B$2.04B$2.03B
$246.52M$243.50M$234.76M

TROW vs. BAC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TROW
T. Rowe Price Group, Inc.
12.11%-4.67%9.68%3.35%-42.24%34.91%28.11%35.61%-9.75%43.38%
BAC
Bank of America Corporation
13.86%28.04%33.85%4.83%-23.82%49.61%-11.63%46.19%-15.00%35.69%

Correlation

The correlation between TROW and BAC is 0.44, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.44

Correlation (3Y)
Balances recent behavior with more history.

0.52

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.56

Correlation (10Y)
Provides a long-term view across more market conditions.

0.57

Correlation (All Time)
Calculated using the full available price history since Sep 13, 1989

0.47

The correlation between TROW and BAC shifts across timeframes, from 0.44 (1 year) to 0.57 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

TROW:

$23.94B

BAC:

$439.63B

EPS

TROW:

$10.09

BAC:

$4.50

PE Ratio

TROW:

11.08

BAC:

13.75

PS Ratio

TROW:

3.24

BAC:

2.61

PB Ratio

TROW:

2.18

BAC:

1.64

Total Revenue (TTM)

TROW:

$7.59B

BAC:

$177.58B

Gross Profit (TTM)

TROW:

$5.37B

BAC:

$115.79B

EBITDA (TTM)

TROW:

$3.10B

BAC:

$45.64B

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

TROW vs. BAC — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

TROW
TROW Risk / Return Rank: 6363
Overall Rank
TROW Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
TROW Sortino Ratio Rank: 5959
Sortino Ratio Rank
TROW Omega Ratio Rank: 5959
Omega Ratio Rank
TROW Calmar Ratio Rank: 6363
Calmar Ratio Rank
TROW Martin Ratio Rank: 6565
Martin Ratio Rank

BAC
BAC Risk / Return Rank: 8181
Overall Rank
BAC Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
BAC Sortino Ratio Rank: 8181
Sortino Ratio Rank
BAC Omega Ratio Rank: 8181
Omega Ratio Rank
BAC Calmar Ratio Rank: 7878
Calmar Ratio Rank
BAC Martin Ratio Rank: 8080
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

TROW vs. BAC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Group, Inc. (TROW) 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.


TROWBACDifference
Sharpe ratioReturn per unit of total volatility

-0.93

Sortino ratioReturn per unit of downside risk

-1.08

Omega ratioGain probability vs. loss probability

1.13

1.27

-0.14

Calmar ratioReturn relative to maximum drawdown

0.81

1.90

-1.09

Martin ratioReturn relative to average drawdown

1.98

5.00

-3.02

TROW vs. BAC - Sharpe Ratio Comparison

The current TROW Sharpe Ratio is 0.63, which is lower than the BAC Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of TROW and BAC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

TROW vs. BAC - Drawdown Comparison

The maximum TROW drawdown since its inception was -67.43%, smaller than the maximum BAC drawdown of -93.10%. Use the drawdown chart below to compare losses from any high point for TROW and BAC.


Loading charts...

Drawdown Indicators


TROWBACDifference

Max Drawdown

Largest peak-to-trough decline

-67.43%

-93.10%

+25.67%

Max Drawdown (1Y)

Largest decline over 1 year

-19.76%

-17.93%

-1.83%

Max Drawdown (3Y)

Largest decline over 3 years

-34.05%

-27.51%

-6.54%

Max Drawdown (5Y)

Largest decline over 5 years

-58.16%

-46.64%

-11.52%

Max Drawdown (10Y)

Largest decline over 10 years

-58.16%

-48.95%

-9.21%

Current Drawdown

Current decline from peak

-37.87%

-1.07%

-36.80%

Average Drawdown

Average peak-to-trough decline

-16.75%

-28.21%

+11.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.05%

6.82%

+1.23%

Volatility

TROW vs. BAC - Volatility Comparison

T. Rowe Price Group, Inc. (TROW) has a higher volatility of 10.37% compared to Bank of America Corporation (BAC) at 5.89%. This indicates that TROW'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.


Loading charts...

Volatility by Period


TROWBACDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.37%

5.89%

+4.48%

Volatility (6M)

Calculated over the trailing 6-month period

19.06%

16.31%

+2.75%

Volatility (1Y)

Calculated over the trailing 1-year period

25.42%

21.85%

+3.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.67%

26.67%

+4.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.07%

30.46%

-0.39%

Dividends

TROW vs. BAC - Dividend Comparison

TROW's dividend yield for the trailing twelve months is around 4.60%, more than BAC's 1.81% yield.


PositionTTM20252024202320222021202020192018201720162015
BAC
Bank of America Corporation
1.81%1.96%2.28%2.73%2.60%1.75%2.38%1.87%2.19%1.32%1.13%1.19%
TROW
T. Rowe Price Group, Inc.
4.60%4.96%4.39%4.53%4.40%3.72%2.38%2.50%3.03%2.17%2.87%5.71%

Financials

TROW vs. BAC - Financials Comparison

This section allows you to compare key financial metrics between T. Rowe Price Group, 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


Values in USD except per share items

TROW vs. BAC - Profitability Comparison

The chart below illustrates the profitability comparison between T. Rowe Price Group, Inc. and Bank of America Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

TROW - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, T. Rowe Price Group, Inc. reported a gross profit of 1.08B and revenue of 1.91B. Therefore, the gross margin over that period was 56.8%.

BAC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Bank of America Corporation reported a gross profit of 30.19B and revenue of 49.39B. Therefore, the gross margin over that period was 61.1%.

TROW - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, T. Rowe Price Group, Inc. reported an operating income of 540.50M and revenue of 1.91B, resulting in an operating margin of 28.3%.

BAC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Bank of America Corporation reported an operating income of 11.57B and revenue of 49.39B, resulting in an operating margin of 23.4%.

TROW - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, T. Rowe Price Group, Inc. reported a net income of 632.00M and revenue of 1.91B, resulting in a net margin of 33.1%.

BAC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Bank of America Corporation reported a net income of 9.07B and revenue of 49.39B, resulting in a net margin of 18.4%.


Frequently Asked Questions


TROW and BAC have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TROW has higher volatility (10.37%) compared to BAC (5.89%). In terms of maximum drawdown, TROW dropped -67.43% vs BAC's -93.10%.

BAC currently has the higher Sharpe Ratio (1.56 vs 0.63), 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.

Portfolio Optimizer

Find the right allocation for TROW and BAC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer