Bank of America Corporation

10-Year Study

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

Executive Summary: Bank of America Corporation has compounded at 1.9% annually over the last 10 years, with a maximum drawdown of 22.9% and an annualized volatility of 16.1%.

1Y CAGR
+9.9%
3Y CAGR
+3.9%
5Y CAGR
-0.2%
10Y CAGR
+1.9%

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 →
22.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.11
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.18
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
14.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +17.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -22.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
71%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20262.60.1-5.42.6————————-0.3%
2025-0.11.2-2.1-3.6-2.23.80.73.12.60.1-2.21.02.1%
20245.4-0.10.3-5.03.60.81.13.23.6-3.9-1.4-1.26.1%
202317.6-3.2-2.44.5-2.41.7-1.1-3.2-1.1-4.68.83.617.4%
2022-3.3-3.2-1.6-12.67.5-5.08.3-3.0-7.2-2.66.6-7.1-22.6%
2021-1.6-3.33.23.00.21.1-1.1-0.10.3-0.0-2.43.12.1%
20200.1-3.1-6.36.61.11.06.11.1-1.9-0.72.63.39.3%
2019—————————1.1-0.22.33.3%

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 16.1%. The dominant macroeconomic risk driver is LQD.US, accounting for 34.0% of variance. Idiosyncratic stock-specific factors contribute 16.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-09-0110000
2019-10-0110113.034167021775
2019-11-0110091.017362135466
2019-12-0110327.684356595752
2020-01-0110335.606035773211
2020-02-0110010.161602255219
2020-03-019375.279990384719
2020-04-019998.14250281356
2020-05-0110107.407043192274
2020-06-0110212.519531036593
2020-07-0110831.120726390664
2020-08-0110945.083642005657
2020-09-0110732.400214158497
2020-10-0110654.658493679046
2020-11-0110932.846013483244
2020-12-0111288.720621496705
2021-01-0111102.47921242119
2021-02-0110738.24586706876
2021-03-0111085.816370013437
2021-04-0111416.669398280175
2021-05-0111443.27531386239
2021-06-0111566.143289518252
2021-07-0111439.013996787622
2021-08-0111431.857169392817
2021-09-0111466.16623507173
2021-10-0111461.90491799696
2021-11-0111183.608133652386
2021-12-0111530.68694616536
2022-01-0111148.916642082142
2022-02-0110794.571737633985
2022-03-0110623.244938320167
2022-04-019287.649829000993
2022-05-019980.44164727221
2022-06-019485.855705247974
2022-07-0110274.52715770151
2022-08-019967.603063777713
2022-09-019249.188710787686
2022-10-019009.735470547741
2022-11-019601.075163077327
2022-12-018922.159941434205
2023-01-0110495.569322887643
2023-02-0110162.421739272953
2023-03-019915.811671638201
2023-04-0110362.485112706372
2023-05-0110111.231302105525
2023-06-0110285.890669900897
2023-07-0110177.336349034647
2023-08-019852.656767299308
2023-09-019742.463478327376
2023-10-019296.773418122615
2023-11-0110111.231302105525
2023-12-0110471.148698113
2024-01-0111035.336152358475
2024-02-0111021.678084811136
2024-03-0111056.205679570807
2024-04-0110508.844964543658
2024-05-0110890.123578195167
2024-06-0110980.212191737415
2024-07-0111105.26545820085
2024-08-0111460.265949891282
2024-09-0111870.991357174853
2024-10-0111404.48640202795
2024-11-0111244.796276264462
2024-12-0111111.056478840921
2025-01-0111100.785612045322
2025-02-0111229.990931043145
2025-03-0110989.93673583112
2025-04-0110598.551152194577
2025-05-0110370.461424154018
2025-06-0110768.075086592147
2025-07-0110842.320341779481
2025-08-0111182.570120518789
2025-09-0111473.213797926159
2025-10-0111489.330317632019
2025-11-0111231.028944176747
2025-12-0111341.65929131019
2026-01-0111631.210323313775
2026-02-0111647.600004370583
2026-03-0111019.328897192994
2026-04-0111308.879929196575
Annual Return Matrix
YearAnnual Return
20200.09305438002539135
20210.021434344314260834
2022-0.22622477020752407
20230.17361140876721382
20240.06111151690962413
20250.020754355169412708
2026-0.0028901734104047616
Total Factor Risk
0.16074682336231597
VTI.US Exposure
0.013695169454583449
VEA.US Exposure
0.08744228113686255
VWO.US Exposure
-0.011398386411015581
QQQ.US Exposure
-0.058745239941023514
VTV.US Exposure
-0.06811024368860683
IJR.US Exposure
0.07593462530350586
QUAL.US Exposure
0.06720220025162367
SHV.US Exposure
0.281209186493928
TLT.US Exposure
0.013890230040848675
LQD.US Exposure
0.339643369546324
HYG.US Exposure
0.08850396056494532
GLD.US Exposure
0.0005320048158549989
USO.US Exposure
-0.002418924984570675
VNQ.US Exposure
0.024274677392869818
BTC-USD.CC Exposure
0.016146116075824554
CPER.US Exposure
0.013449749663393752
VIX.INDX Exposure
-0.026827930411914974
UUP.US Exposure
-0.010449699030981576
TIP.US Exposure
-0.013397486110701755
Idiosyncratic Exposure
0.16942433983825045
Value Score
47.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
63.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
16.1%

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 →5.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →5.32%
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
$171
Avg Yield on Cost
1.71%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$170.731.71%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 →
-0.6%
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 →
-0.1%
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 →
4.2% 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-PN.US) has an annualized volatility of 16.1% and experienced a maximum drawdown of 22.9% over the last 10 years. Its primary macro risk driver is LQD.US.

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

Over the past 10 years, BAC-PN.US has generated a Compound Annual Growth Rate (CAGR) of 1.9%. It has had a positive return in 71% 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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