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

Correlation

The correlation between WFC and BAC is 0.60, 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: 0.6

Performance

WFC vs. BAC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wells Fargo & Company (WFC) and Bank of America Corporation (BAC). The values are adjusted to include any dividend payments, if applicable.

5,000.00%10,000.00%15,000.00%20,000.00%25,000.00%NovemberDecember2025FebruaryMarchApril
22,951.24%
2,739.06%
WFC
BAC

Key characteristics

Sharpe Ratio

WFC:

0.51

BAC:

0.21

Sortino Ratio

WFC:

0.94

BAC:

0.48

Omega Ratio

WFC:

1.13

BAC:

1.07

Calmar Ratio

WFC:

0.70

BAC:

0.22

Martin Ratio

WFC:

1.95

BAC:

0.69

Ulcer Index

WFC:

8.84%

BAC:

8.69%

Daily Std Dev

WFC:

33.56%

BAC:

28.65%

Max Drawdown

WFC:

-79.01%

BAC:

-93.45%

Current Drawdown

WFC:

-13.93%

BAC:

-16.34%

Fundamentals

Market Cap

WFC:

$227.44B

BAC:

$300.06B

EPS

WFC:

$5.56

BAC:

$3.35

PE Ratio

WFC:

12.54

BAC:

11.85

PEG Ratio

WFC:

1.73

BAC:

1.50

PS Ratio

WFC:

2.94

BAC:

3.08

PB Ratio

WFC:

1.40

BAC:

1.09

Total Revenue (TTM)

WFC:

$59.27B

BAC:

$123.06B

Gross Profit (TTM)

WFC:

$60.34B

BAC:

$78.30B

EBITDA (TTM)

WFC:

$30.94B

BAC:

$65.96B

Returns By Period

In the year-to-date period, WFC achieves a -0.24% return, which is significantly higher than BAC's -9.12% return. Over the past 10 years, WFC has underperformed BAC with an annualized return of 5.30%, while BAC has yielded a comparatively higher 11.90% annualized return.


WFC

YTD

-0.24%

1M

-3.53%

6M

9.22%

1Y

19.22%

5Y*

22.84%

10Y*

5.30%

BAC

YTD

-9.12%

1M

-6.74%

6M

-4.12%

1Y

7.51%

5Y*

13.92%

10Y*

11.90%

*Annualized

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Risk-Adjusted Performance

WFC vs. BAC — Risk-Adjusted Performance Rank

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

WFC
The Risk-Adjusted Performance Rank of WFC is 7171
Overall Rank
The Sharpe Ratio Rank of WFC is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of WFC is 6565
Sortino Ratio Rank
The Omega Ratio Rank of WFC is 6565
Omega Ratio Rank
The Calmar Ratio Rank of WFC is 7979
Calmar Ratio Rank
The Martin Ratio Rank of WFC is 7373
Martin Ratio Rank

BAC
The Risk-Adjusted Performance Rank of BAC is 5858
Overall Rank
The Sharpe Ratio Rank of BAC is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of BAC is 5252
Sortino Ratio Rank
The Omega Ratio Rank of BAC is 5252
Omega Ratio Rank
The Calmar Ratio Rank of BAC is 6464
Calmar Ratio Rank
The Martin Ratio Rank of BAC is 6262
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.

WFC vs. BAC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Wells Fargo & Company (WFC) 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 chart of Sharpe ratio for WFC, currently valued at 0.51, compared to the broader market-2.00-1.000.001.002.003.00
WFC: 0.51
BAC: 0.21
The chart of Sortino ratio for WFC, currently valued at 0.94, compared to the broader market-6.00-4.00-2.000.002.004.00
WFC: 0.94
BAC: 0.48
The chart of Omega ratio for WFC, currently valued at 1.13, compared to the broader market0.501.001.502.00
WFC: 1.13
BAC: 1.07
The chart of Calmar ratio for WFC, currently valued at 0.70, compared to the broader market0.001.002.003.004.005.00
WFC: 0.70
BAC: 0.22
The chart of Martin ratio for WFC, currently valued at 1.95, compared to the broader market-5.000.005.0010.0015.0020.00
WFC: 1.95
BAC: 0.69

The current WFC Sharpe Ratio is 0.51, which is higher than the BAC Sharpe Ratio of 0.21. The chart below compares the historical Sharpe Ratios of WFC 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.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.51
0.21
WFC
BAC

Dividends

WFC vs. BAC - Dividend Comparison

WFC's dividend yield for the trailing twelve months is around 2.22%, less than BAC's 2.57% yield.


TTM20242023202220212020201920182017201620152014
WFC
Wells Fargo & Company
2.22%2.14%2.64%2.66%1.25%4.04%3.57%3.56%2.54%2.75%2.71%2.46%
BAC
Bank of America Corporation
2.57%2.28%2.73%2.60%1.75%2.38%1.87%2.19%1.32%1.13%1.19%0.67%

Drawdowns

WFC vs. BAC - Drawdown Comparison

The maximum WFC drawdown since its inception was -79.01%, smaller than the maximum BAC drawdown of -93.45%. Use the drawdown chart below to compare losses from any high point for WFC and BAC. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-13.93%
-16.34%
WFC
BAC

Volatility

WFC vs. BAC - Volatility Comparison

The current volatility for Wells Fargo & Company (WFC) is 16.63%, while Bank of America Corporation (BAC) has a volatility of 18.10%. This indicates that WFC 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.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
16.63%
18.10%
WFC
BAC

Financials

WFC vs. BAC - Financials Comparison

This section allows you to compare key financial metrics between Wells Fargo & Company 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