Bank of America Corporation

10-Year Study

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

Executive Summary: Bank of America Corporation has compounded at 6.3% annually over the last 10 years, with a maximum drawdown of 18.9% and an annualized volatility of 13.2%.

1Y CAGR
+10.5%
3Y CAGR
+7.3%
5Y CAGR
+2.8%
10Y CAGR
+6.3%

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 →
18.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.22
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.30
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
12.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +21.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -14.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-0.5-0.2-5.63.7————————-2.8%
20250.41.2-0.4-3.8-0.84.52.12.22.6-0.1-0.71.48.9%
20241.0-2.82.4-3.73.40.61.64.22.1-1.60.8-0.67.4%
20237.3-4.0-0.61.4-1.42.03.9-4.9-2.5-5.36.49.110.5%
2022-2.6-6.41.0-7.33.5-2.93.3-1.3-3.0-1.15.0-3.3-14.8%
2021-3.7-4.91.81.3-0.72.04.5-0.8-0.5-0.7-1.03.20.1%
20208.5-4.6-14.49.2-1.3-0.311.7-0.30.7-1.41.13.610.3%
20193.20.21.81.40.74.53.34.03.01.2-2.4-0.921.8%
2018-4.31.42.2-1.2-0.60.21.72.90.3-1.80.7-0.70.5%
20172.2-0.22.01.52.33.12.91.50.1-0.31.61.519.6%
2016———3.5-1.95.00.92.9-0.20.8-4.91.27.3%

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 13.2%. The dominant macroeconomic risk driver is HYG.US, accounting for 35.0% of variance. Idiosyncratic stock-specific factors contribute 14.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110354.128975424164
2016-05-0110153.778742673585
2016-06-0110662.568912950215
2016-07-0110762.948611664551
2016-08-0111072.921389999587
2016-09-0111054.058592992595
2016-10-0111146.051942539843
2016-11-0110602.78354119815
2016-12-0110730.740633869369
2017-01-0110964.798097078898
2017-02-0110944.10474615759
2017-03-0111158.339096753705
2017-04-0111329.766883004857
2017-05-0111587.28413891446
2017-06-0111951.822385888094
2017-07-0112292.85809161319
2017-08-0112482.270802894076
2017-09-0112496.66637658723
2017-10-0112453.36209699951
2017-11-0112655.387156809307
2017-12-0112839.106677475942
2018-01-0112284.270213574799
2018-02-0112454.907151679481
2018-03-0112729.598636931998
2018-04-0112572.138938889424
2018-05-0112498.098452960567
2018-06-0112524.532323246203
2018-07-0112742.272054815852
2018-08-0113109.845448729984
2018-09-0113145.31300334507
2018-10-0112912.217382475843
2018-11-0113000.580158871926
2018-12-0112907.686036339319
2019-01-0113326.708835056252
2019-02-0113355.976323411089
2019-03-0113602.74537285131
2019-04-0113797.50775962491
2019-05-0113897.81417511332
2019-06-0114524.40865780245
2019-07-0115005.44891319449
2019-08-0115604.211037369863
2019-09-0116065.62054861655
2019-10-0116251.865287109937
2019-11-0115859.764913518158
2019-12-0115720.758847804476
2020-01-0117062.828152361933
2020-02-0116274.07773823537
2020-03-0113930.664907869243
2020-04-0115211.252639341184
2020-05-0115014.290229055881
2020-06-0114967.152320711823
2020-07-0116715.772534973654
2020-08-0116671.39038127125
2020-09-0116793.915354820587
2020-10-0116555.775405233337
2020-11-0116738.83843033437
2020-12-0117344.19299137548
2021-01-0116706.882363628312
2021-02-0115883.748375936839
2021-03-0116175.78813819384
2021-04-0116383.828529465201
2021-05-0116264.189082936762
2021-06-0116594.620095176586
2021-07-0117339.385306407854
2021-08-0117204.026607917946
2021-09-0117116.59361245082
2021-10-0116995.55415096039
2021-11-0116826.81188959271
2021-12-0117366.37490782344
2022-01-0116917.0174337741
2022-02-0115830.38750032443
2022-03-0115988.250256109606
2022-04-0114822.721769545626
2022-05-0115346.040339362404
2022-06-0114894.739333092108
2022-07-0115383.810208658717
2022-08-0115177.917931947364
2022-09-0114728.456639994625
2022-10-0114571.00152215367
2022-11-0115299.38945912399
2022-12-0114789.544315740777
2023-01-0115863.061131951026
2023-02-0115220.991674720186
2023-03-0115125.660884925486
2023-04-0115335.105871360458
2023-05-0115114.13251744675
2023-06-0115409.648652733691
2023-07-0116016.923844987654
2023-08-0115239.616301242913
2023-09-0114865.781771713591
2023-10-0114077.055785329003
2023-11-0114983.268523480401
2023-12-0116349.11670811749
2024-01-0116519.622347109052
2024-02-0116060.869352802243
2024-03-0116439.238281935835
2024-04-0115836.885279690012
2024-05-0116373.962775174694
2024-06-0116472.563828926413
2024-07-0116737.89338206668
2024-08-0117436.207715196957
2024-09-0117800.6070293881
2024-10-0117518.538366058874
2024-11-0117653.295531402622
2024-12-0117556.008995515982
2025-01-0117624.40514631454
2025-02-0117840.39066066355
2025-03-0117776.602192695187
2025-04-0117099.04380657503
2025-05-0116966.352312162115
2025-06-0117726.258143216797
2025-07-0118098.993424357202
2025-08-0118500.287789335154
2025-09-0118989.10828054651
2025-10-0118975.941727621517
2025-11-0118844.268564702215
2025-12-0119114.708096117058
2026-01-0119023.10406370755
2026-02-0118977.454720890146
2026-03-0117915.23115514211
2026-04-0118586.61084927625
Annual Return Matrix
YearAnnual Return
20170.19647907964077982
20180.005341443184959882
20190.21793780880209268
20200.10326690710593311
20210.0012789246786513164
2022-0.14838045393813415
20230.10545101046263028
20240.07382003009369043
20250.08878436443038873
2026-0.02762779552715644
Total Factor Risk
0.1323609481706691
VTI.US Exposure
0.08403557542542549
VEA.US Exposure
0.001239481922803073
VWO.US Exposure
-0.01955668004786541
QQQ.US Exposure
-0.07900136160152794
VTV.US Exposure
-0.044195598965361176
IJR.US Exposure
0.06994092014177523
QUAL.US Exposure
0.08929778685541478
SHV.US Exposure
0.18513122570257676
TLT.US Exposure
0.12955386394961432
LQD.US Exposure
0.13872673875864822
HYG.US Exposure
0.3495753893570653
GLD.US Exposure
0.00651176382291475
USO.US Exposure
-0.0016737992849686965
VNQ.US Exposure
-0.023905450324081694
BTC-USD.CC Exposure
-0.01018004869877425
CPER.US Exposure
0.008884064687316808
VIX.INDX Exposure
-0.017576551911445932
UUP.US Exposure
-0.012976601923712151
TIP.US Exposure
0.0024121758522072383
Idiosyncratic Exposure
0.14375710628197516
Value Score
0
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
1.1
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
13.2%

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 →335.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.09%
Market Cap$241.3B
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
$277
Avg Yield on Cost
2.77%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$276.722.77%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 →
-0.5%
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 →
-0.7%
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 →
3.5% 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-PL.US) has an annualized volatility of 13.2% and experienced a maximum drawdown of 18.9% over the last 10 years. Its primary macro risk driver is HYG.US.

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

Over the past 10 years, BAC-PL.US has generated a Compound Annual Growth Rate (CAGR) of 6.3%. It has had a positive return in 80% 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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