BNP Paribas SA

10-Year Study

0HB5.LSE · · GB · Common Stock

Executive Summary: BNP Paribas SA has compounded at 12.4% annually over the last 10 years, with a maximum drawdown of 54.4% and an annualized volatility of 30.4%.

1Y CAGR
+23.4%
3Y CAGR
+25.9%
5Y CAGR
+17.8%
10Y CAGR
+12.4%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
54.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.46
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.67
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
34.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +49.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -33.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202612.75.2-15.211.7————————12.4%
202510.59.96.9-3.510.7-1.24.7-3.94.1-13.710.79.049.7%
2024-0.1-11.518.92.56.6-11.55.8-1.0-1.41.2-9.55.01.0%
202317.75.4-16.64.70.56.34.2-0.71.2-10.16.38.325.5%
20224.1-16.80.0-5.414.9-14.21.01.5-7.59.812.6-0.1-5.3%
2021-8.423.95.82.47.5-6.3-2.03.36.84.5-5.110.146.1%
2020-9.1-8.9-37.45.613.37.9-3.511.0-18.2-3.645.7-0.1-17.8%
20193.610.1-5.411.4-7.62.21.0-2.78.94.88.93.643.5%
20186.9-1.8-8.06.3-12.50.24.7-9.14.2-12.5-3.8-11.0-33.1%
2017-1.0-7.513.63.72.6-1.2-1.22.96.5-2.2-3.7-2.88.4%
2016———4.77.6-16.211.24.1-0.516.52.99.442.6%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 30.4%. The dominant macroeconomic risk driver is VEA.US, accounting for 74.6% of variance. Idiosyncratic stock-specific factors contribute 26.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110465.424368042904
2016-05-0111262.442214813695
2016-06-019443.233265171348
2016-07-0110499.876671891538
2016-08-0110930.848736085805
2016-09-0110873.68019032312
2016-10-0112664.006492628161
2016-11-0113030.410324551842
2016-12-0114258.28088573452
2017-01-0114112.634367963336
2017-02-0113055.195296027245
2017-03-0114836.252098567009
2017-04-0115386.653511668432
2017-05-0115783.014138970888
2017-06-0115598.38002562042
2017-07-0115410.762167710316
2017-08-0115861.307596215818
2017-09-0116899.41200340545
2017-10-0116527.83634757839
2017-11-0115908.609893301295
2017-12-0115460.65037674748
2018-01-0116530.382476269286
2018-02-0116225.085732927017
2018-03-0114934.43718620953
2018-04-0115880.085295311146
2018-05-0113900.78850422896
2018-06-0113934.84297546964
2018-07-0114584.58319077665
2018-08-0113251.088072182749
2018-09-0113809.088088096054
2018-10-0112085.23961457977
2018-11-0111625.464469569784
2018-12-0110349.61529586811
2019-01-0110719.002872351432
2019-02-0111803.613911410635
2019-03-0111163.063629347316
2019-04-0112431.075500672338
2019-05-0111492.2303291667
2019-06-0111742.467039568432
2019-07-0111859.151343480718
2019-08-0111537.225197126058
2019-09-0112559.217383693636
2019-10-0113160.899419960057
2019-11-0114330.527287338582
2019-12-0114853.478250491324
2020-01-0113508.127720180459
2020-02-0112310.412870680533
2020-03-017710.314208193761
2020-04-018140.928223040874
2020-05-019220.447004718295
2020-06-019944.502351190713
2020-07-019591.624827937398
2020-08-0110650.177831175753
2020-09-018708.794487631383
2020-10-018393.909978437472
2020-11-0112233.113994955485
2020-12-0112214.813694989696
2021-01-0111184.387457133536
2021-02-0113853.963606273026
2021-03-0114653.01039934437
2021-04-0115010.900613457881
2021-05-0116131.674636579915
2021-06-0115119.230432603177
2021-07-0114819.980744901777
2021-08-0115308.399837684297
2021-09-0116356.48984333352
2021-10-0117084.841781971816
2021-11-0116210.127226868022
2021-12-0117847.526674676363
2022-01-0118582.363284824278
2022-02-0115464.07173717587
2022-03-0115466.021116954831
2022-04-0114635.784247420057
2022-05-0116810.178149441843
2022-06-0114423.500767816935
2022-07-0114564.3335110319
2022-08-0114787.199338006543
2022-09-0113676.052863996943
2022-10-0115019.056181920896
2022-11-0116910.630882949692
2022-12-0116893.802563633326
2023-01-0119881.246966526363
2023-02-0120963.47100993786
2023-03-0117480.963709709504
2023-04-0118302.448261869336
2023-05-0118394.18846126304
2023-06-0119544.998846285438
2023-07-0120365.210334099822
2023-08-0120227.480685226885
2023-09-0120472.9036210724
2023-10-0118399.24093538403
2023-11-0119566.243107550068
2023-12-0121199.66422927889
2024-01-0121186.85401930284
2024-02-0118752.277591680526
2024-03-0122305.40017982034
2024-04-0122860.496017695597
2024-05-0124366.690271401407
2024-06-0121563.879981858834
2024-07-0122812.596971698185
2024-08-0122582.411024737234
2024-09-0122265.059953374017
2024-10-0122530.69278570349
2024-11-0120394.25211448031
2024-12-0121412.226191707578
2025-01-0123663.720053150435
2025-02-0126011.449622456857
2025-03-0127815.97854886578
2025-04-0126849.603360889872
2025-05-0129717.49906509337
2025-06-0129354.397243815692
2025-07-0130735.870974928595
2025-08-0129550.568502796763
2025-09-0130764.39557291874
2025-10-0126553.33741774811
2025-11-0129397.840564604037
2025-12-0132057.351548762344
2026-01-0136119.22247595103
2026-02-0138012.90568980196
2026-03-0132246.32203753949
2026-04-0136031.6993022016
Annual Return Matrix
YearAnnual Return
20170.08432780225391268
2018-0.33058344612502644
20190.4351720161445318
2020-0.17764623955431758
20210.46113785443957345
2022-0.05343732655103772
20230.2548781808847842
20240.010026666466496081
20250.49715173292804815
20260.12397617274757988
Total Factor Risk
0.3039180834901907
VTI.US Exposure
0.004667719256129145
VEA.US Exposure
0.745565651656618
VWO.US Exposure
-0.005975130009405326
QQQ.US Exposure
-0.018284536467342648
VTV.US Exposure
-0.02882739896861906
IJR.US Exposure
0.07617680064063555
QUAL.US Exposure
-0.0909533743715507
SHV.US Exposure
0.010372349595552055
TLT.US Exposure
-0.005255671326937553
LQD.US Exposure
-0.009129095604605616
HYG.US Exposure
0.0787562455471623
GLD.US Exposure
-0.024856313770928222
USO.US Exposure
0.0005165433636117343
VNQ.US Exposure
0.009154737832533302
BTC-USD.CC Exposure
-0.0038628541687371135
CPER.US Exposure
0.052379820414996205
VIX.INDX Exposure
-0.047822822026035175
UUP.US Exposure
-0.013830973942843282
TIP.US Exposure
0.0057054628472579414
Idiosyncratic Exposure
0.2655028395025083
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
100
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
30.4%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →11.60%
Market Cap$79.4B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+1.9%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+13.7%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
6.1% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.99
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is BNP Paribas SA a high-risk investment?

BNP Paribas SA (0HB5.LSE) has an annualized volatility of 30.4% and experienced a maximum drawdown of 54.4% over the last 10 years. Its primary macro risk driver is VEA.US.

What is the 10-year return of 0HB5.LSE?

Over the past 10 years, 0HB5.LSE has generated a Compound Annual Growth Rate (CAGR) of 12.4%. It has had a positive return in 70% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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