Bank of America (BAC): analysis and statistics
Return, volatility, Sharpe ratio and risk for Bank of America, a component of the S&P 500 in the Financials sector. Data as of 2026-09-13.
| Last close price | $62.69 |
| Sector (GICS) | Financials |
| Annualized return (3.0 yr) | +32.64% |
| Total return over period | +132.07% |
| Annualized volatility | 24.46% |
| Period volatility | 42.23% |
| Sharpe ratio | 1.17 |
| Sortino ratio | 1.71 |
| Max drawdown | -27.51% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.48% |
| Correlation with the S&P 500 | 0.57 |
| Period range | $23.54 – $64.81 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Bank of America (BAC) has posted an annualized return of +32.64% with annual volatility of 24.46%, a Sharpe ratio of 1.17. Its worst stretch (max drawdown from a peak) was -27.51%. Its correlation with the S&P 500 is 0.57, which means it moves moderately in step with the index.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how BAC would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Is it part of the S&P 500?
Yes, Bank of America (BAC) is of the S&P 500.
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