Big Banc Split (TSX:BNK) Volatility: 11.93% (As of Jul. 03, 2026)


TSX:BNK Big Banc Split Corp TSX:BNK
40 GF Score
Price C$17.97
! 5 Warning Signs
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What is Big Banc Split Volatility?

Big Banc Split TSX:BNK -1.16% 40 Volatility is 11.93% as of Jul. 03, 2026. GuruFocus rates TSX:BNK with a GF Score™ of 40/100. The stock has 5 warning signs investors should review.

Volatility is a statistical measure of the dispersion of returns for a given security or market index, it shows how the price swings around its mean. The volatility here is measured as the annualized standard deviation between monthly returns from the security over the past year. In most cases, the higher the volatility, the riskier the security.

As of today (2026-07-03), Big Banc Split's Volatility is 11.93%.

Big Banc Split  (TSX:BNK) Volatility Explanation

Volatility is a statistical measure of the dispersion of returns for a given security or market index. It’s often measured as standard deviation or variance of historical returns over a certain period. The volatility here is measured as the annualized standard deviation between monthly returns from the security over the past year.

Volatility reflects the uncertainty or risk of a security’s value. Generally speaking, a higher volatility suggests a higher risk, because it implies a wider fluctuation around average price. This means the price of the security can change dramatically in either direction within a short period. Conversely, a lower volatility means that the security's price is more steady, which suggests a lower risk.

Another measurement of relative volatility is Beta. Beta is a measure of systematic risk of a security or a portfolio in comparison to the market as a whole. Beta is usually compared to 1. A beta of greater than 1 indicates that the security's price will be more volatile than the market.

Big Banc Split Volatility Related Terms

TSX:BNK vs BLK, BX, KKR: Volatility Comparison

For the Asset Management subindustry, Big Banc Split's Volatility, along with its competitors' market caps and Volatility data, can be viewed below:

* Competitive companies are chosen from companies within the same industry, with headquarter located in same country, with closest market capitalization; x-axis shows the market cap, and y-axis shows the term value; the bigger the dot, the larger the market cap. Note that "N/A" values will not show up in the chart.

Big Banc Split Volatility vs Asset Management Industry

For the Asset Management industry and Financial Services sector, Big Banc Split's Volatility distribution charts can be found below:

* The bar in red indicates where Big Banc Split's Volatility falls into.


TSX:BNK
40GF Score
Big Banc Split Corp TSX:BNK
Volatility is just one metric. See GF Score™, valuation, warning signs, and more.
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Big Banc Split  (TSX:BNK) Volatility Calculation

The annualized volatility is calculated as following:

σA=σM * √12
=√ 1/(n-1) ∑(Ri - R')^2 * √12

Where: σM is the monthly volatility, n is the number of months in the period, Ri is the security's historical monthly returns and R' is the arithmetic mean of monthly returns.

* For Operating Data section: All numbers are indicated by the unit behind each term and all currency related amount are in USD.
* For other sections: All numbers are in millions except for per share data, ratio, and percentage. All currency related amount are indicated in the company's associated stock exchange currency.

Frequently Asked Questions Learn more about Volatility →
What does a Volatility of 11.93% mean?
Big Banc Split (TSX:BNK) has a Volatility of 11.93% as of Jul. 03, 2026. Volatility is measured as the annualized standard deviation between monthly returns from the security over the past year. View historical data on Big Banc Split and its competitors.
Is Big Banc Split's Volatility too high?
Big Banc Split's current Volatility is 11.93%. Overall, Big Banc Split has a GF Score™ of 40/100, reflecting its overall financial health beyond just this single metric.
How does Big Banc Split's Volatility compare to BLK and BX?
Big Banc Split's Volatility of 11.93% can be compared against companies in the Asset Management industry. See the competitive comparison table and distribution chart on this page for a detailed peer-by-peer breakdown.
What is a good Volatility for an Asset Management company?
A good Volatility depends on the Asset Management industry context. However, Volatility should not be evaluated in isolation — investors should consider it alongside profitability, growth, and financial strength metrics. Use the industry distribution chart on this page to see where any company falls relative to its peers.
What does a high Volatility mean?
A high Volatility can signal that a stock is expensive relative to its fundamentals. Volatility is measured as the annualized standard deviation between monthly returns from the security over the past year. View historical data on Big Banc Split and its competitors. Big Banc Split's current Volatility is 11.93%. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Big Banc Split stock overvalued right now?
Big Banc Split (TSX:BNK) has a current Volatility of 11.93%. The current Volatility is 11.93%. Big Banc Split's overall GF Score™ is 40/100 with 5 warning signs to review. Investors should evaluate multiple metrics — including profitability, growth, and financial strength — before making a decision.
How is Volatility calculated?
Volatility is calculated from a company's financial statements. For Big Banc Split (TSX:BNK), the current Volatility is 11.93% as of Jul. 03, 2026. GuruFocus calculates this using data sourced from SEC filings and annual reports. See the calculation section and 30-year financial data on this page for the full breakdown.

Big Banc Split Business Description

Other Exchanges BNK.PR.A.PFD:Canada
Address 130 Adelaide Street West, Suite 3100, P.O. Box 109, Toronto, ON, CAN, M5H 3P5
Big Banc Split Corp is a mutual fund corporation. Its investment objectives include providing its holders with regular monthly non-cumulative and cumulative cash distributions to its Class A and preference shareholders. The fund invests on an approximately equally-weighted basis in a portfolio of equity securities of the following publicly traded Canadian banks: Bank of Montreal; Canadian Imperial Bank of Commerce; National Bank of Canada; Royal Bank of Canada; The Bank of Nova Scotia; and The Toronto-Dominion Bank.
40GF Score

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Volatility is just one metric. See GF Value™, 30-year financials, guru trades, warning signs, and more.

C$17.97
Price