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. Data as of 2026-10-29.
| Last close price | $50.85 |
| Sector (GICS) | Financials |
| Annualized return (3.0 yr) | +29.44% |
| Total return over period | +115.98% |
| Annualized volatility | 24.53% |
| Period volatility | 42.37% |
| Period T-bill | 12.40% |
| Sharpe ratio | 2.44 |
| Sortino ratio | 3.52 |
| Max drawdown | -27.51% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.57% |
| Correlation with the S&P 500 | 0.56 |
| Period range | $24.03 – $64.81 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Bank of America (BAC) has posted an annualized return of +29.44% with annual volatility of 24.53%, a Sharpe ratio of 2.44. Its worst stretch (max drawdown from a peak) was -27.51%. Its correlation with the S&P 500 is 0.56, 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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