Bank of America Corporation Depositary Shares Series H

10-Year Study

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

Executive Summary: Bank of America Corporation Depositary Shares Series H has compounded at 0.0% annually over the last 10 years, with a maximum drawdown of 21.3% and an annualized volatility of 7.6%.

1Y CAGR
+7.0%
3Y CAGR
+0.8%
5Y CAGR
-2.0%
10Y CAGR
+0.0%

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 →
21.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.43
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.75
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
9.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +9.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -12.0%
% 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.
20262.00.5-2.11.5————————1.8%
20250.70.9-1.6-3.4-1.84.40.11.70.6-0.6-0.3-1.4-0.8%
20241.10.0-0.5-1.92.00.4-0.60.51.0-0.30.1-1.80.0%
20238.6-0.9-4.23.9-2.01.1-1.3-0.9-3.9-6.210.13.36.6%
2022-0.2-1.4-1.7-4.12.8-1.82.6-1.2-6.6-0.86.0-5.6-12.0%
2021-0.7-3.43.30.30.9-0.5-1.30.1-0.60.0-2.0-0.4-4.3%
20202.7-2.9-3.36.11.3-2.04.7-0.6-0.2-1.61.60.86.5%
20191.71.11.71.20.0-0.53.01.41.0-1.5-0.70.59.3%
2018———————1.90.5-2.3-2.7-2.4-4.9%

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 7.6%. The dominant macroeconomic risk driver is LQD.US, accounting for 31.3% of variance. Idiosyncratic stock-specific factors contribute 26.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2018-07-0110000
2018-08-0110190.004578423575
2018-09-0110241.210631581484
2018-10-0110008.273291725907
2018-11-019739.19050258239
2018-12-019506.694940440331
2019-01-019671.718997244914
2019-02-019779.19146646104
2019-03-019948.071037856334
2019-04-0110070.885242214672
2019-05-0110074.700595195065
2019-06-0110020.964360587
2019-07-0110320.329003911742
2019-08-0110462.340458003004
2019-09-0110569.81292721913
2019-10-0110416.275090966048
2019-11-0110343.38176823538
2019-12-0110393.262488252729
2020-01-0110676.321517787577
2020-02-0110366.514855779658
2020-03-0110023.454380426838
2020-04-0110632.946978642054
2020-05-0110775.360048836517
2020-06-0110562.503514140904
2020-07-0111056.49132107601
2020-08-0110992.232744564126
2020-09-0110972.151939404162
2020-10-0110799.457015028474
2020-11-0110976.168100436154
2020-12-0111064.523643139997
2021-01-0110984.200422500142
2021-02-0110610.697446524817
2021-03-0110960.103456308183
2021-04-0110996.248905596118
2021-05-0111092.636770363944
2021-06-0111036.410515916046
2021-07-0110891.828718764307
2021-08-0110903.877201860287
2021-09-0110843.634786380393
2021-10-0110847.650947412389
2021-11-0110630.778251684778
2021-12-0110590.616641364852
2022-01-0110570.535836204888
2022-02-0110425.954039053151
2022-03-0110253.259114677461
2022-04-019831.562206318225
2022-05-0110104.66115649373
2022-06-019919.917749022065
2022-07-0110176.9520550696
2022-08-0110052.451063077826
2022-09-019385.76833176703
2022-10-019313.477433191161
2022-11-019867.70765560616
2022-12-019317.493594223153
2023-01-0110120.725800621702
2023-02-0110032.370257917863
2023-03-019614.689510590617
2023-04-019992.208647597934
2023-05-019795.416757030289
2023-06-019907.869265926087
2023-07-019783.368273934311
2023-08-019690.996570198478
2023-09-019309.46127215917
2023-10-018735.150244584207
2023-11-019614.689510590617
2023-12-019931.966232118044
2024-01-0110044.41874101384
2024-02-0110044.41874101384
2024-03-019996.224808629926
2024-04-019803.449079094275
2024-05-0110000.24096966192
2024-06-0110040.402579981846
2024-07-019984.176325533948
2024-08-0110032.370257917863
2024-09-0110132.774283717681
2024-10-0110104.66115649373
2024-11-0110116.70963958971
2024-12-019935.982393150034
2025-01-0110008.273291725907
2025-02-0110096.628834429746
2025-03-019935.982393150034
2025-04-019602.641027494637
2025-05-019429.946103118951
2025-06-019843.610689414203
2025-07-019851.643011478189
2025-08-0110016.305613789891
2025-09-0110080.564190301775
2025-10-0110020.321774821883
2025-11-019988.192486565942
2025-12-019851.643011478189
2026-01-0110044.41874101384
2026-02-0110096.628834429746
2026-03-019879.756138702138
2026-04-0110032.370257917863
Annual Return Matrix
YearAnnual Return
20190.0932571785848566
20200.06458618317837916
2021-0.042831215970961845
2022-0.12021236253318168
20230.06594827586206908
20240.0004043671653861658
2025-0.008488278092158352
20260.018344883815735846
Total Factor Risk
0.07589628360287194
VTI.US Exposure
0.2576364414830068
VEA.US Exposure
0.16875564045755242
VWO.US Exposure
-0.0318928928087685
QQQ.US Exposure
-0.11907185644225264
VTV.US Exposure
-0.10393741091932737
IJR.US Exposure
0.09233254165633119
QUAL.US Exposure
-0.08259914689921738
SHV.US Exposure
0.0013958743992996587
TLT.US Exposure
0.08849196643405749
LQD.US Exposure
0.3127338847585582
HYG.US Exposure
0.040553308768108386
GLD.US Exposure
-0.00943679045846019
USO.US Exposure
-0.004120310576480324
VNQ.US Exposure
0.1302429853086872
BTC-USD.CC Exposure
-0.005568087637342727
CPER.US Exposure
0.02118512472987119
VIX.INDX Exposure
0.004235598833111469
UUP.US Exposure
-0.007988100604436572
TIP.US Exposure
-0.01600764732249947
Idiosyncratic Exposure
0.2630588768402011
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
7.6%

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 →
+0.5%
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 →
1.4% 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 H a high-risk investment?

Bank of America Corporation Depositary Shares Series H (BAC-P-K.US) has an annualized volatility of 7.6% and experienced a maximum drawdown of 21.3% over the last 10 years. Its primary macro risk driver is LQD.US.

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

Over the past 10 years, BAC-P-K.US has generated a Compound Annual Growth Rate (CAGR) of 0.0%. 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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