Bank of America Corporation Depositary Shares Series G

10-Year Study

BAC-P-B.US · Other · US · Preferred Stock

Executive Summary: Bank of America Corporation Depositary Shares Series G has compounded at 0.3% annually over the last 10 years, with a maximum drawdown of 19.6% and an annualized volatility of 7.9%.

1Y CAGR
+5.4%
3Y CAGR
+0.9%
5Y CAGR
-1.7%
10Y CAGR
+0.3%

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 →
19.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.49
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.80
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
7.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +9.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -10.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
63%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.30.4-2.12.5————————1.0%
2025-0.61.2-1.7-0.4-2.73.01.40.10.10.4-0.7-0.3-0.3%
20241.8-1.00.4-2.01.9-0.50.60.3-0.11.5-1.2-0.31.5%
20235.10.0-2.11.2-0.91.2-0.5-1.4-1.8-7.110.50.53.8%
2022-1.8-0.20.0-3.92.8-2.00.2-0.9-4.5-0.44.2-3.6-10.0%
2021-2.0-2.82.71.20.3-0.9-1.4-0.50.4-1.3-1.31.2-4.3%
20202.0-3.7-1.86.51.1-0.10.11.5-1.4-1.81.62.05.8%
20193.51.30.80.6-0.60.80.6-0.20.90.6-0.31.19.5%
2018—————2.80.31.7-1.0-1.9-0.7-3.8-2.8%

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 7.9%. The dominant macroeconomic risk driver is LQD.US, accounting for 40.3% of variance. Idiosyncratic stock-specific factors contribute 16.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2018-05-0110000
2018-06-0110275.379872720865
2018-07-0110305.640061735647
2018-08-0110477.27650197076
2018-09-0110377.50294702644
2018-10-0110179.90026695401
2018-11-0110106.9841488461
2018-12-019719.799561693113
2019-01-0110060.560886984067
2019-02-0110188.366638445428
2019-03-0110273.556969768168
2019-04-0110331.646810527465
2019-05-0110273.556969768168
2019-06-0110354.89895041299
2019-07-0110416.837141850207
2019-08-0110393.585001964684
2019-09-0110486.553052552268
2019-10-0110552.380103621905
2019-11-0110525.279613058467
2019-12-0110645.307645254985
2020-01-0110857.250495221968
2020-02-0110454.591487448299
2020-03-0110264.239910232158
2020-04-0110935.392268460944
2020-05-0111050.842788798465
2020-06-0111038.690102447146
2020-07-0111054.893684248904
2020-08-0111225.031293167356
2020-09-0111062.99547514978
2020-10-0110868.552493528694
2020-11-0111038.690102447146
2020-12-0111257.43845677087
2021-01-0111034.639206996706
2021-02-0110726.77115276332
2021-03-0111018.435625194948
2021-04-0111152.115175059447
2021-05-0111188.5732341134
2021-06-0111091.351743302857
2021-07-0110937.417716186163
2021-08-0110880.705179880013
2021-09-0110929.315925285284
2021-10-0110783.483689069468
2021-11-0110641.702348304092
2021-12-0110771.33100271815
2022-01-0110572.837125646623
2022-02-0110548.531752943989
2022-03-0110548.531752943989
2022-04-0110135.340416999177
2022-05-0110418.90309852993
2022-06-0110212.307430557526
2022-07-0110236.612803260161
2022-08-0110139.391312449618
2022-09-019681.640126549974
2022-10-019641.13117204558
2022-11-0110050.271612539951
2022-12-019689.741917450854
2023-01-0110183.95116240445
2023-02-0110188.002057854888
2023-03-019969.253703531165
2023-04-0110086.729671593906
2023-05-019997.60997168424
2023-06-0110119.13683519742
2023-07-0110070.526089792149
2023-08-019932.795644477212
2023-09-019750.505349207442
2023-10-019053.751331731879
2023-11-0110001.66086713468
2023-12-0110054.322507990391
2024-01-0110236.612803260161
2024-02-0110135.340416999177
2024-03-0110175.849371503571
2024-04-019977.355494432044
2024-05-0110163.696685152252
2024-06-0110111.035044296541
2024-07-0110175.849371503571
2024-08-0110204.205639656648
2024-09-0110196.103848755769
2024-10-0110354.0887713229
2024-11-0110232.561907809722
2024-12-0110200.154744206207
2025-01-0110139.391312449618
2025-02-0110260.918175962797
2025-03-0110090.780567044347
2025-04-0110054.322507990391
2025-05-019782.912512810955
2025-06-0110078.627880693028
2025-07-0110216.358326007963
2025-08-0110224.460116908842
2025-09-0110232.561907809722
2025-10-0110277.121757764553
2025-11-0110200.154744206207
2025-12-0110167.747580602692
2026-01-0110196.103848755769
2026-02-0110236.612803260161
2026-03-0110017.864448936438
2026-04-0110264.969071413234
Annual Return Matrix
YearAnnual Return
20190.09521884455410068
20200.0575024068739558
2021-0.043181000359841626
2022-0.10041368935690098
20230.0376254180602007
20240.01450443190975026
2025-0.003177124702144485
20260.009561752988047845
Total Factor Risk
0.0793409054886325
VTI.US Exposure
-0.026263018484427813
VEA.US Exposure
0.09715743871493032
VWO.US Exposure
-0.0017855401740537085
QQQ.US Exposure
0.007105008209712533
VTV.US Exposure
-0.014775578799874905
IJR.US Exposure
0.036477924435607975
QUAL.US Exposure
-0.07501564273097423
SHV.US Exposure
0.21768758366484567
TLT.US Exposure
-0.034441996250053244
LQD.US Exposure
0.4031754680324683
HYG.US Exposure
0.06350669104198682
GLD.US Exposure
0.004696651144537572
USO.US Exposure
-0.0004681195376653074
VNQ.US Exposure
0.10584888036443792
BTC-USD.CC Exposure
0.013610655637954494
CPER.US Exposure
0.022417861851023756
VIX.INDX Exposure
0.0028313799943658884
UUP.US Exposure
0.016194845722803122
TIP.US Exposure
-0.005660039454831943
Idiosyncratic Exposure
0.16769954661720665
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
7.9%

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 →0.00%
Market Cap$0
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 →
+1.1%
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 →
+0.5%
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 →
1.1% 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 →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Bank of America Corporation Depositary Shares Series G a high-risk investment?

Bank of America Corporation Depositary Shares Series G (BAC-P-B.US) has an annualized volatility of 7.9% and experienced a maximum drawdown of 19.6% over the last 10 years. Its primary macro risk driver is LQD.US.

What is the 10-year return of BAC-P-B.US?

Over the past 10 years, BAC-P-B.US has generated a Compound Annual Growth Rate (CAGR) of 0.3%. It has had a positive return in 63% 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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