Bank of America Corporation

10-Year Study

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

Executive Summary: Bank of America Corporation has compounded at 3.5% annually over the last 10 years, with a maximum drawdown of 18.6% and an annualized volatility of 13.8%.

1Y CAGR
+9.4%
3Y CAGR
+4.0%
5Y CAGR
+0.7%
10Y CAGR
+3.5%

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 →
18.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.01
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.02
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
13.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +16.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -17.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
86%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20263.40.0-4.82.0————————0.4%
20251.81.5-2.8-2.3-2.94.20.53.52.20.2-2.0-0.53.0%
20244.0-0.52.0-5.02.60.91.13.22.8-1.4-1.9-3.04.3%
202315.3-2.4-1.13.1-2.30.8-0.9-2.8-2.0-3.49.13.616.6%
2022-2.4-1.9-0.3-11.15.3-1.77.1-3.0-7.5-1.56.6-6.8-17.3%
2021-0.6-3.44.62.40.71.3-1.6-0.7-0.20.7-2.42.63.3%
20200.6-2.6-5.76.52.7-1.96.00.8-1.0-1.53.11.37.9%
2019——————2.84.20.80.10.50.89.4%

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 13.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 27.0% of variance. Idiosyncratic stock-specific factors contribute 22.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-06-0110000
2019-07-0110276.57621478974
2019-08-0110707.876771269575
2019-09-0110793.127187195227
2019-10-0110801.21622396879
2019-11-0110853.077849807813
2019-12-0110935.287705811485
2020-01-0110996.959440078022
2020-02-0110708.450461820894
2020-03-0110096.437381676324
2020-04-0110754.230967815958
2020-05-0111048.993173082437
2020-06-0110838.161895473582
2020-07-0111491.824909643738
2020-08-0111586.942803052032
2020-09-0111471.688371292525
2020-10-0111300.900694165566
2020-11-0111656.588835981871
2020-12-0111803.568355229188
2021-01-0111734.438643795535
2021-02-0111339.796913544833
2021-03-0111856.40525500545
2021-04-0112141.013137513626
2021-05-0112223.280362572428
2021-06-0112382.88107394871
2021-07-0112187.82628650106
2021-08-0112106.64907348976
2021-09-0112084.21777293328
2021-10-0112173.9429751592
2021-11-0111884.917675405886
2021-12-0112189.432620044747
2022-01-0111898.571510527221
2022-02-0111674.258504962423
2022-03-0111642.074465033558
2022-04-0110352.590212839194
2022-05-0110900.981010842752
2022-06-0110714.072629223796
2022-07-0111471.057311686078
2022-08-0111132.006195857954
2022-09-0110293.213240777923
2022-10-0110141.586828064941
2022-11-0110806.035224599851
2022-12-0110074.751878836554
2023-01-0111614.307842349835
2023-02-0111337.96110378062
2023-03-0111211.060753829384
2023-04-0111557.627215879753
2023-05-0111295.278526762664
2023-06-0111389.363777178589
2023-07-0111285.353680224887
2023-08-0110970.454936607193
2023-09-0110754.288336871092
2023-10-0110387.24112213872
2023-11-0111329.527852676267
2023-12-0111742.929263955022
2024-01-0112207.331765245826
2024-02-0112149.15954334232
2024-03-0112397.624921117547
2024-04-0111781.653376168895
2024-05-0112085.65199931157
2024-06-0112190.694739257644
2024-07-0112322.012506454019
2024-08-0112712.810510010899
2024-09-0113064.368079857724
2024-10-0112877.918650679823
2024-11-0112630.543284952097
2024-12-0112246.973782341804
2025-01-0112468.475704205151
2025-02-0112660.03097928977
2025-03-0112303.76914692215
2025-04-0112018.759681028052
2025-05-0111664.964718031095
2025-06-0112149.389019562848
2025-07-0112210.659170443463
2025-08-0112635.706499913946
2025-09-0112918.249096437383
2025-10-0112940.852504159257
2025-11-0112680.913315357695
2025-12-0112615.455223452467
2026-01-0113039.986231426768
2026-02-0113039.986231426768
2026-03-0112420.400436004817
2026-04-0112667.087373070965
Annual Return Matrix
YearAnnual Return
20200.07940171971481491
20210.032690475727588986
2022-0.17348475578188394
20230.16557999692505687
20240.04292323551108734
20250.030087550415267117
20260.004092769440654731
Total Factor Risk
0.13797855273478668
VTI.US Exposure
-0.025696366617780807
VEA.US Exposure
0.10866440170925219
VWO.US Exposure
-0.010697461699254987
QQQ.US Exposure
-0.07429486365275283
VTV.US Exposure
-0.08426705866413185
IJR.US Exposure
0.11124228127606062
QUAL.US Exposure
0.1337222126957795
SHV.US Exposure
0.2695490298383562
TLT.US Exposure
0.010528553106583762
LQD.US Exposure
0.23387657900595965
HYG.US Exposure
0.07204582765182907
GLD.US Exposure
0.012992288776936027
USO.US Exposure
-0.0013656350306788243
VNQ.US Exposure
0.048309268801195016
BTC-USD.CC Exposure
0.013607486819399314
CPER.US Exposure
-0.006658959239188262
VIX.INDX Exposure
-0.012612982187320109
UUP.US Exposure
-0.008872798022650612
TIP.US Exposure
-0.01549455997162414
Idiosyncratic Exposure
0.22542275540403103
Value Score
47.5
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
59.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
13.8%

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 →6.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.97%
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
$193
Avg Yield on Cost
1.93%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$192.731.93%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 →
-0.7%
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 →
-0.6%
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 →
4.7% 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-PM.US) has an annualized volatility of 13.8% and experienced a maximum drawdown of 18.6% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BAC-PM.US has generated a Compound Annual Growth Rate (CAGR) of 3.5%. It has had a positive return in 86% 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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