Bank of America (BAC) Volatility

    Financials
    Market data as of 2026-09-04 · Autonium metric computed 2026-09-04 · model v1

    BAC volatility — the short answer

    BAC's realised volatility is 17.3% annualised over 20 days and 18.2% over 60 days, placing it in the 22th percentile of its own last year.

    Volatility and drawdown

    Realised volatility (20d, annualised)+17.3%
    Realised volatility (60d, annualised)+18.2%
    1-year volatility percentile22
    Current drawdown from peak-3.3%
    Deepest 1-year drawdown-18.4%
    SPY volatility (20d)+8.1%

    Signal drivers

    MomentumNeutral
    Technical trendNeutral
    VolatilityNeutral
    SentimentNeutral

    Sector peers — 20-day volatility

    JPM — JPMorgan Chase14.1
    COIN — Coinbase Global82.3
    SOFI — SoFi Technologies52.5
    BRK.B — Berkshire Hathaway15.1
    V — Visa Inc.19.2

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    Continue analysing BAC

    BAC overviewBAC technical analysisBAC rsiBAC moving averagesBAC momentumBAC relative strengthBAC drawdownBAC volumeBAC trendBAC algo score historyBAC vs JPMBAC vs COINFinancials sector strengthAlgo Score rankings

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