Bank of America Corporation

10-Year Study

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

Executive Summary: Bank of America Corporation has compounded at -1.1% annually over the last 10 years, with a maximum drawdown of 29.5% and an annualized volatility of 16.0%.

1Y CAGR
+8.2%
3Y CAGR
+3.5%
5Y CAGR
-2.0%
10Y CAGR
-1.1%

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 →
29.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.26
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.49
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
16.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +17.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -27.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20262.10.8-4.60.7————————-1.1%
2025-0.92.8-5.1-3.5-2.14.40.73.01.30.3-2.20.9-0.8%
20243.92.21.4-7.12.41.9-1.05.24.0-3.8-2.5-0.35.5%
202315.6-3.1-4.26.2-3.41.40.8-4.2-2.9-3.910.15.917.5%
2022-6.6-6.4-2.2-13.98.1-3.99.2-5.2-6.3-3.36.4-5.2-27.6%
2021-3.4-2.61.22.70.23.00.60.01.0-2.6-2.53.30.6%
2020——————————3.82.46.2%

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 16.0%. The dominant macroeconomic risk driver is LQD.US, accounting for 43.2% of variance. Idiosyncratic stock-specific factors contribute 18.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-10-0110000
2020-11-0110376.030768575141
2020-12-0110620.005966205705
2021-01-0110254.895484860754
2021-02-019991.956276235323
2021-03-0110113.304638724936
2021-04-0110381.996974281392
2021-05-0110398.350770279772
2021-06-0110713.17466067205
2021-07-0110776.139438750504
2021-08-0110776.139438750504
2021-09-0110887.686177579852
2021-10-0110606.901621529478
2021-11-0110343.80260382263
2021-12-0110682.065159489463
2022-01-019980.343482985658
2022-02-019342.86505721165
2022-03-019140.173872280582
2022-04-017866.122605527264
2022-05-018503.760840382689
2022-06-018169.9729389955455
2022-07-018922.993330634334
2022-08-018462.956254927447
2022-09-017933.455498497795
2022-10-017672.913426093626
2022-11-018162.089024312288
2022-12-017734.599731520742
2023-01-018943.129274892926
2023-02-018665.913788327545
2023-03-018303.73314014191
2023-04-018820.662248833392
2023-05-018521.339839338603
2023-06-018643.753595704333
2023-07-018710.021094798747
2023-08-018341.927510600668
2023-09-018102.6933157188205
2023-10-017789.574055528327
2023-11-018579.72342374976
2023-12-019089.354584389848
2024-01-019440.295327182457
2024-02-019644.158445377254
2024-03-019781.70079478383
2024-04-019087.330336025228
2024-05-019303.711832264387
2024-06-019476.785067439432
2024-07-019378.449212673924
2024-08-019865.920180690802
2024-09-0110255.854339349258
2024-10-019864.162280795208
2024-11-019617.20398031152
2024-12-019592.48684238563
2025-01-019504.645117299866
2025-02-019770.301080309391
2025-03-019269.033261596813
2025-04-018946.964692846945
2025-05-018758.54978585583
2025-06-019145.607381048774
2025-07-019208.785237902452
2025-08-019487.97170313865
2025-09-019606.922929407003
2025-10-019639.737060791373
2025-11-019429.854467196523
2025-12-019519.027934627431
2026-01-019721.7191195585
2026-02-019801.6236602672
2026-03-019354.15823229848
2026-04-019418.08186486544
Annual Return Matrix
YearAnnual Return
20210.0058436119039140255
2022-0.27592655389771004
20230.17515513405924366
20240.05535401367880022
2025-0.0076579628375001985
2026-0.0106046615741906
Total Factor Risk
0.16029705730281435
VTI.US Exposure
0.18470494780962338
VEA.US Exposure
0.08496056685563697
VWO.US Exposure
-0.02124461454213443
QQQ.US Exposure
-0.13076203549742227
VTV.US Exposure
-0.0988037249877489
IJR.US Exposure
0.0569586827885602
QUAL.US Exposure
0.12706928114168128
SHV.US Exposure
0.09801256412159522
TLT.US Exposure
-0.008900174468136575
LQD.US Exposure
0.43150028041763655
HYG.US Exposure
0.1163170338439129
GLD.US Exposure
0.004206470379514612
USO.US Exposure
-0.005296285061872096
VNQ.US Exposure
0.023086419497404004
BTC-USD.CC Exposure
0.0030282030659822532
CPER.US Exposure
0.006279754939523524
VIX.INDX Exposure
-0.027959637953251244
UUP.US Exposure
-0.013156874143917018
TIP.US Exposure
-0.01593397540018952
Idiosyncratic Exposure
0.18593311719360106
Value Score
47.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
70.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
16.0%

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 →5.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →5.87%
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
$146
Avg Yield on Cost
1.46%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$145.661.46%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 →
-1.5%
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 →
-1.2%
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 →
5.7% 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 →
1.27
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Bank of America Corporation a high-risk investment?

Bank of America Corporation (BAC-PO.US) has an annualized volatility of 16.0% and experienced a maximum drawdown of 29.5% over the last 10 years. Its primary macro risk driver is LQD.US.

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

Over the past 10 years, BAC-PO.US has generated a Compound Annual Growth Rate (CAGR) of -1.1%. It has had a positive return in 50% 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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