Bank of America Corporation

10-Year Study

BAC-PB.US · Financial Services · US · Preferred Stock

Executive Summary: Bank of America Corporation has compounded at 6.8% annually over the last 10 years, with a maximum drawdown of 8.6% and an annualized volatility of 7.0%.

1Y CAGR
+10.3%
3Y CAGR
+9.4%
5Y CAGR
+5.6%
10Y CAGR
+6.8%

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 →
8.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.31
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.56
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
8.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +18.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -4.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
88%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20261.80.4-2.12.2————————2.2%
20250.91.2-1.7-0.4-1.23.01.41.60.11.9-0.7-0.35.8%
20243.3-1.00.4-0.51.9-0.50.61.8-0.11.50.3-0.37.7%
20236.70.0-2.12.7-0.91.28.6-1.4-1.8-5.610.50.518.7%
2022-0.3-0.20.0-2.52.8-2.01.7-0.9-4.51.14.2-3.6-4.4%
2021-0.6-2.82.72.60.3-0.9-0.0-0.50.40.0-1.31.11.0%
20202.3-4.8-2.97.20.6-0.11.51.5-1.4-0.41.62.06.8%
20195.01.30.82.0-0.60.82.0-0.20.92.0-0.31.115.8%
2018—————2.80.31.7-1.0-1.9-0.70.61.7%

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 7.0%. The dominant macroeconomic risk driver is LQD.US, accounting for 37.8% of variance. Idiosyncratic stock-specific factors contribute 31.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2018-05-0110000
2018-06-0110275.346922515106
2018-07-0110305.690193214263
2018-08-0110477.259146139035
2018-09-0110377.53137241883
2018-10-0110179.868534625853
2018-11-0110106.965008963549
2018-12-0110167.71794701547
2019-01-0110677.179470154706
2019-02-0110812.761436823583
2019-03-0110903.193679038577
2019-04-0111120.709116260541
2019-05-0111058.163468561184
2019-06-0111145.674258017396
2019-07-0111369.829360600226
2019-08-0111344.465838921718
2019-09-0111445.919925635748
2019-10-0111675.984330389749
2019-11-0111646.039439612243
2019-12-0111778.832746829561
2020-01-0112051.52380320032
2020-02-0111469.55713432043
2020-03-0111139.499369231791
2020-04-0111943.363654471814
2020-05-0112013.87690060421
2020-06-0112000.663966536087
2020-07-0112183.321160613505
2020-08-0112370.825310404354
2020-09-0112192.218312197065
2020-10-0112145.807051324613
2020-11-0112335.96706725981
2020-12-0112580.439545846888
2021-01-0112501.095544784543
2021-02-0112152.313923378264
2021-03-0112482.770068388554
2021-04-0112805.723391541067
2021-05-0112847.553283314519
2021-06-0112735.940508598367
2021-07-0112734.745368833412
2021-08-0112668.680698492795
2021-09-0112725.317044020983
2021-10-0112731.027156231325
2021-11-0112563.6411924839
2021-12-0112702.343801872386
2022-01-0112663.03698293606
2022-02-0112633.888852001857
2022-03-0112633.888852001857
2022-04-0112321.227010158686
2022-05-0112665.958435694842
2022-06-0112414.779895093288
2022-07-0112629.705862824514
2022-08-0112509.793506407279
2022-09-0111945.023570812033
2022-10-0112081.867073899475
2022-11-0112594.582033065533
2022-12-0112142.752805258615
2023-01-0112954.119912356418
2023-02-0112959.232454684285
2023-03-0112681.030476064007
2023-04-0113025.031538410465
2023-05-0112909.966137706659
2023-06-0113066.861430183919
2023-07-0114197.065267910499
2023-08-0114002.855056105172
2023-09-0113745.900006639666
2023-10-0112975.765221432841
2023-11-0114334.307150919594
2023-12-0114409.800146072637
2024-01-0114890.578314852932
2024-02-0114743.310537148926
2024-03-0114802.20436889981
2024-04-0114732.089502689063
2024-05-0115007.237235243343
2024-06-0114929.486753867604
2024-07-0115025.164331717682
2024-08-0115295.39871190492
2024-09-0115283.248124294536
2024-10-0115520.08498771662
2024-11-0115566.297058628246
2024-12-0115516.964344997014
2025-01-0115654.737401234977
2025-02-0115842.374344333046
2025-03-0115579.709182657196
2025-04-0115523.40482039705
2025-05-0115336.099860567027
2025-06-0115799.681296062678
2025-07-0116015.536816944425
2025-08-0116270.167983533629
2025-09-0116283.115330987319
2025-10-0116597.10510590266
2025-11-0116472.810570347254
2025-12-0116420.490007303633
2026-01-0116712.03771329925
2026-02-0116778.43436690791
2026-03-0116419.892437421157
2026-04-0116778.43436690791
Annual Return Matrix
YearAnnual Return
20190.15845392330999908
20200.06805485876629769
20210.009689983850027062
2022-0.044054152945481206
20230.1866996205203355
20240.07683411204187518
20250.05822824891635037
20260.02179864056706382
Total Factor Risk
0.07037804356443463
VTI.US Exposure
-0.06110255298054744
VEA.US Exposure
0.12593761190351985
VWO.US Exposure
0.06268484450413471
QQQ.US Exposure
-0.05421423920717801
VTV.US Exposure
-0.037074389847836904
IJR.US Exposure
0.12211928584788115
QUAL.US Exposure
-0.002029679930972127
SHV.US Exposure
0.012862389191174592
TLT.US Exposure
-0.0028955244211728063
LQD.US Exposure
0.3779709957239518
HYG.US Exposure
0.09516878232692236
GLD.US Exposure
-0.00007114487877962633
USO.US Exposure
-0.002889082365057734
VNQ.US Exposure
0.061911545271029884
BTC-USD.CC Exposure
0.0011135656451445302
CPER.US Exposure
0.0018664275789645275
VIX.INDX Exposure
-0.0060635036470929144
UUP.US Exposure
0.004511713135904929
TIP.US Exposure
-0.018873432649505965
Idiosyncratic Exposure
0.3190663887995152
Value Score
47.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
52.1
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
7.0%

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 →7.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.34%
Market Cap$249.6B
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 →
+0.8%
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 →
+2.1%
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 →
0.3% 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 →
1.24
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Bank of America Corporation a high-risk investment?

Bank of America Corporation (BAC-PB.US) has an annualized volatility of 7.0% and experienced a maximum drawdown of 8.6% over the last 10 years. Its primary macro risk driver is LQD.US.

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

Over the past 10 years, BAC-PB.US has generated a Compound Annual Growth Rate (CAGR) of 6.8%. It has had a positive return in 88% 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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