BAC Bank of Amer...

Fundamental Data

Get detailed Fundamental insights of Bank of America and compare it to the S&P500.
1-Day Range
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1-Year Range
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Company Stats

Mkt Cap $0 Volume 0
Price $undefined Prev. Close $undefined
Alpha -0.01 Beta -
EPS undefined PE undefined

Worst 10 Drawdowns of BAC

Started Recovered Drawdown Days
Jan 3, 2020 Feb 23, 2021 -49.27% 418
Feb 9, 2022 Jul 19, 2024 -49.03% 892
Jul 23, 2015 Nov 9, 2016 -39.51% 476
Mar 13, 2018 Nov 6, 2019 -30.79% 604
Jun 7, 2021 Oct 1, 2021 -14.65% 117
Jan 6, 2015 Jun 9, 2015 -12.83% 155
Mar 2, 2017 Sep 29, 2017 -12.82% 212
Nov 4, 2021 Jan 6, 2022 -10.77% 64
Jan 12, 2022 Feb 7, 2022 -9.47% 27
Feb 2, 2018 Mar 8, 2018 -8.49% 35

BAC vs. S&P500

Comparison of company stats against the S&P500 Index.

Time Period between January 5, 2015 - July 19, 2024

Annual Return (%)

BAC
S&P500
Metric BAC S&P500
Cumulative Return +139.66% +167.24%
Compound Annual Growth Rate (CAGR) +6.53% +7.37%
Sharpe 0.45 0.67
Sortino 0.66 0.93
Max Drawdown -49.27% -34.1%
Longest Drawdown Days 892 745
Volatility (ann.) 31.42% 17.83%
Correlation 71.01% -
R^2 0.5 -
Calmar 0.13 0.22
Skew 0.29 -0.55
Kurtosis 9.87 12.70
Expected Daily +0.04% +0.04%
Expected Monthly +0.76% +0.86%
Expected Yearly +9.13% +10.33%
Kelly Criterion -0.33% 6.02%
Risk of Ruin 0% 0%
Daily Value-at-Risk -3.20% -1.80%
Expected Shortfall (cVaR) -3.20% -1.80%
Max Consecutive Wins 11 10
Max Consecutive Losses 9 8
Gain/Pain Ratio 0.09 0.14
Gain/Pain (1M) 0.41 0.76
Payoff Ratio 0.96 0.95
Profit Factor 1.09 1.14
Outlier Win Ratio 3.07 5.85
Outlier Loss Ratio 3.16 5.61
MTD +7.87% +0.88%
3M +19.93% +9.90%
6M +35.20% +15.22%
YTD +27.41% +15.50%
1Y +39.74% +20.87%
3Y (ann.) +1.20% +5.42%
Best Day +17.80% +9.06%
Worst Day -15.40% -10.94%
Best Month -15.40% -10.94%
Worst Month -25.51% -13.00%
Best Year +46.78% +28.79%
Worst Year -25.56% -19.48%
Avg. Drawdown -5.08% -1.80%
Avg. Drawdown Days 51 21
Recovery Factor 2.73 3.33
Ulcer Index 0.21 0.08
Avg. Up Month +7.44% +3.90%
Avg. Down Month -8.30% -4.09%
Win Days 50.86% 54.28%
Win Month 57.39% 66.96%
Win Quarter 69.23% 76.92%
Win Year 60.00% 70.00%