Bank of America Corporation

10-Year Study

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

Executive Summary: Bank of America Corporation has compounded at 5.5% annually over the last 10 years, with a maximum drawdown of 10.4% and an annualized volatility of 7.8%.

1Y CAGR
+11.8%
3Y CAGR
+6.5%
5Y CAGR
+3.6%
10Y CAGR
+5.5%

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 →
10.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.16
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.29
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
9.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +15.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -6.4%
% 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.
20262.00.5-3.62.7————————1.4%
20250.70.9-1.6-1.9-1.84.41.61.70.60.9-0.30.15.2%
20241.10.01.0-1.92.00.40.90.51.01.20.1-0.36.1%
20238.6-0.9-2.73.9-2.02.7-1.3-0.9-2.4-6.210.14.813.3%
2022-0.0-1.4-0.2-4.12.8-0.42.6-1.2-5.2-0.86.0-4.1-6.4%
2021-0.7-3.44.70.30.90.8-1.30.10.80.0-2.00.90.9%
20201.7-4.0-2.95.30.9-0.64.7-0.61.2-1.61.62.17.5%
20191.71.13.11.20.00.93.01.42.4-1.5-0.71.815.4%
2018———————1.90.5-2.3-2.73.71.0%

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 7.8%. The dominant macroeconomic risk driver is LQD.US, accounting for 38.7% of variance. Idiosyncratic stock-specific factors contribute 25.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2018-07-0110000
2018-08-0110190.0136072686
2018-09-0110241.208667158888
2018-10-0110008.298603271845
2018-11-019739.204188353886
2018-12-0110100.376488104319
2019-01-0110275.684482222072
2019-02-0110389.851296351664
2019-03-0110716.059627905275
2019-04-0110848.349127121177
2019-05-0110852.4984287571
2019-06-0110945.18650500662
2019-07-0111272.127066260684
2019-08-0111427.237724474166
2019-09-0111699.383096477364
2019-10-0111529.444786829628
2019-11-0111448.716462354241
2019-12-0111660.086769219502
2020-01-0111853.8835632738
2020-02-0111375.92062630047
2020-03-0111041.352672333309
2020-04-0111622.43795878767
2020-05-0111722.9364851754
2020-06-0111651.788165947659
2020-07-0112196.750120512803
2020-08-0112125.845877851882
2020-09-0112267.471305748611
2020-10-0112074.406741394774
2020-11-0112271.986722234764
2020-12-0112535.345337832478
2021-01-0112444.304778408989
2021-02-0112021.19804982823
2021-03-0112586.357340297649
2021-04-0112627.911375798589
2021-05-0112738.60009885101
2021-06-0112843.675060866593
2021-07-0112675.384268044885
2021-08-0112689.418670636978
2021-09-0112791.01554157539
2021-10-0112795.775034628361
2021-11-0112539.921773460333
2021-12-0112647.681577710928
2022-01-0112642.86106551625
2022-02-0112469.932817924982
2022-03-0112440.826687331817
2022-04-0111929.120164995758
2022-05-0112260.51512359427
2022-06-0112216.642360708554
2022-07-0112533.20966787281
2022-08-0112379.868564768765
2022-09-0111737.0929260509
2022-10-0111646.662558044458
2022-11-0112339.71796952704
2022-12-0111834.662533636802
2023-01-0112854.902582940269
2023-02-0112742.688381345226
2023-03-0112398.662460413829
2023-04-0112885.47317293435
2023-05-0112631.694562584282
2023-06-0112969.130416211565
2023-07-0112806.148288718172
2023-08-0112685.269369001055
2023-09-0112378.282067084445
2023-10-0111614.627508649464
2023-11-0112784.120378562755
2023-12-0113403.098552015766
2024-01-0113554.853157435484
2024-02-0113554.853157435484
2024-03-0113688.424058627192
2024-04-0113424.455251612431
2024-05-0113693.976800522323
2024-06-0113748.955047198306
2024-07-0113875.752823660781
2024-08-0113942.751841252599
2024-09-0114082.302618331369
2024-10-0114250.593411153077
2024-11-0114267.617751688704
2024-12-0114222.52460596889
2025-01-0114326.013070300154
2025-02-0114452.505751054103
2025-03-0114222.52460596889
2025-04-0113952.453884783656
2025-05-0113701.543174093711
2025-06-0114302.581719885527
2025-07-0114531.952673553695
2025-08-0114774.869876680314
2025-09-0114869.632603747796
2025-10-0115000.213566995966
2025-11-0114952.130483332621
2025-12-0114967.995460175858
2026-01-0115260.887340358671
2026-02-0115340.212224574849
2026-03-0114786.646571029332
2026-04-0115181.56245614249
Annual Return Matrix
YearAnnual Return
20190.15442100430138694
20200.07506449874142418
20210.008961559243159556
2022-0.06428206142593862
20230.1325290023201855
20240.061137061014140404
20250.052414805026535616
20260.014268242967794498
Total Factor Risk
0.07816924371754867
VTI.US Exposure
0.050973424733745214
VEA.US Exposure
0.11997171973983632
VWO.US Exposure
0.0038267384880458786
QQQ.US Exposure
-0.07252471371336237
VTV.US Exposure
-0.04511020274281789
IJR.US Exposure
0.0844805102797869
QUAL.US Exposure
-0.04932820506936127
SHV.US Exposure
0.05936419489050795
TLT.US Exposure
0.000903006676573175
LQD.US Exposure
0.387269514697297
HYG.US Exposure
0.10621783838115206
GLD.US Exposure
-0.0037297253940933904
USO.US Exposure
-0.0013728561128343968
VNQ.US Exposure
0.11232878671585635
BTC-USD.CC Exposure
0.015159312413971997
CPER.US Exposure
0.011881592534778888
VIX.INDX Exposure
-0.01810601960752484
UUP.US Exposure
0.0043682407561322825
TIP.US Exposure
-0.02137459242573205
Idiosyncratic Exposure
0.2548014347580424
Value Score
47.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
51.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
7.8%

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 →4.30%
Market Cap$251.9B
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
$224
Avg Yield on Cost
2.24%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$224.062.24%Solid

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 →
+0.2%
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 →
+1.5%
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 →
1.27
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Bank of America Corporation a high-risk investment?

Bank of America Corporation (BAC-PK.US) has an annualized volatility of 7.8% and experienced a maximum drawdown of 10.4% over the last 10 years. Its primary macro risk driver is LQD.US.

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

Over the past 10 years, BAC-PK.US has generated a Compound Annual Growth Rate (CAGR) of 5.5%. 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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