Bank of America Corporation (BAC) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Bank of America Corporation (BAC): 1Y return 30.1%, Sharpe ratio 1.30, volatility 21.3%, max drawdown -17.9%. A Stock in the Equity asset class. Compare BAC with other assets and invest through your own broker with pfolio.
Bank of America Corporation (BAC) Overview
- Type: Stock
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
BAC Performance
- MTD
- Return: 4.4%, Sharpe: 5.19, Volatility: 23.9%, Max Drawdown: -2.7%
- YTD
- Return: 9.4%, Sharpe: 0.82, Volatility: 23.1%, Max Drawdown: -17.9%
- 1Y
- Return: 30.1%, Sharpe: 1.30, Volatility: 21.3%, Max Drawdown: -17.9%
- 5Y
- Return: 68.7%, Sharpe: 0.52, Volatility: 26.2%, Max Drawdown: -46.6%
- 10Y
- Return: 453.2%, Sharpe: 0.70, Volatility: 29.9%, Max Drawdown: -48.9%
Frequently Asked Questions
- What is Bank of America Corporation (BAC)?
- Bank of America Corporation (BAC) is a Stock in the Equity asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does BAC compare to other assets?
- You can compare BAC with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in BAC through pfolio?
- pfolio helps you build diversified portfolios that may include BAC. You invest through your own broker — pfolio provides the analytics.