Bank of America Corporation

10-Year Study

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

Executive Summary: Bank of America Corporation has compounded at -2.6% annually over the last 10 years, with a maximum drawdown of 30.3% and an annualized volatility of 22.0%.

1Y CAGR
+10.2%
3Y CAGR
+3.8%
5Y CAGR
-2.6%
10Y CAGR
-2.6%

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 →
30.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.30
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.50
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
18.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +15.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -29.2%
% 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.
20261.70.5-4.32.2————————0.0%
2025-0.63.2-4.4-4.3-1.84.02.01.92.00.4-2.81.50.7%
20246.41.70.2-6.22.1-0.30.07.14.0-4.4-3.0-0.66.2%
202315.7-3.8-2.35.4-2.92.00.2-4.0-3.8-3.19.54.015.9%
2022-7.0-7.50.3-16.210.8-6.37.9-5.3-7.0-2.37.0-5.0-29.2%
2021——————————-1.22.51.3%

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 22.0%. The dominant macroeconomic risk driver is SHV.US, accounting for 34.8% of variance. Idiosyncratic stock-specific factors contribute 10.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-10-0110000
2021-11-019880.260951368155
2021-12-0110127.765961798028
2022-01-019421.95999836394
2022-02-018713.39318581537
2022-03-018741.71745265655
2022-04-017325.657491103931
2022-05-018114.493435314327
2022-06-017600.924373184997
2022-07-018200.744406724201
2022-08-017767.597856763057
2022-09-017226.164669311629
2022-10-017056.5258292772705
2022-11-017551.484723301566
2022-12-017170.74317968015
2023-01-018299.572579655609
2023-02-017982.1771851609465
2023-03-017797.711562845106
2023-04-018217.616262423822
2023-05-017978.342672501943
2023-06-018134.995296331138
2023-07-018147.36799051086
2023-08-017825.166673483578
2023-09-017525.052149372163
2023-10-017294.623501983721
2023-11-017985.500429465417
2023-12-018308.468649024499
2024-01-018841.465908626118
2024-02-018991.574297517282
2024-03-019005.225162583336
2024-04-018442.625465254203
2024-05-018617.939384023886
2024-06-018594.830054398954
2024-07-018594.830054398954
2024-08-019201.245449711645
2024-09-019570.943596875126
2024-10-019154.413268436336
2024-11-018877.152439772588
2024-12-018824.951940774674
2025-01-018773.927358992189
2025-02-019053.079880567713
2025-03-018653.5747883349
2025-04-018278.201562436092
2025-05-018129.422471266717
2025-06-018456.940979181152
2025-07-018623.154321240132
2025-08-018789.725551147287
2025-09-018968.36271422144
2025-10-019005.531923596058
2025-11-018753.681132152644
2025-12-018884.616957748784
2026-01-019034.111824614505
2026-02-019080.125976522557
2026-03-018691.56202707677
2026-04-018885.844001799664
Annual Return Matrix
YearAnnual Return
2022-0.2919718715135974
20230.15866214154320013
20240.062163476034878595
20250.006760945257779261
20260.00013810882975762162
Total Factor Risk
0.22005705033587136
VTI.US Exposure
0.19196694538681183
VEA.US Exposure
0.09989751536305706
VWO.US Exposure
-0.04272758071464102
QQQ.US Exposure
-0.09347390732778292
VTV.US Exposure
-0.0693801610513013
IJR.US Exposure
0.037973731370616944
QUAL.US Exposure
0.07534857623532355
SHV.US Exposure
0.3475134347295481
TLT.US Exposure
-0.007132801374077173
LQD.US Exposure
0.3389276723505121
HYG.US Exposure
0.04031519628284297
GLD.US Exposure
0.002686509222019916
USO.US Exposure
-0.004293580546031561
VNQ.US Exposure
0.0164385789209576
BTC-USD.CC Exposure
-0.0006724652746384135
CPER.US Exposure
0.004680213591896211
VIX.INDX Exposure
-0.024500888208055835
UUP.US Exposure
-0.010128957328739236
TIP.US Exposure
-0.006516292370855608
Idiosyncratic Exposure
0.10307826074253669
Value Score
48
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
76.1
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
22.0%

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 →4.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →6.34%
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
$0
Avg Yield on Cost
0.00%

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 →
+0.2%
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 →
4.3% 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-PQ.US) has an annualized volatility of 22.0% and experienced a maximum drawdown of 30.3% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BAC-PQ.US has generated a Compound Annual Growth Rate (CAGR) of -2.6%. 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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