Bank of America Corp

10-Year Study

BAC.US · Financial Services · US · Common Stock

Executive Summary: Bank of America Corp has compounded at 16.3% annually over the last 10 years, with a maximum drawdown of 42.0% and an annualized volatility of 34.6%.

1Y CAGR
+25.6%
3Y CAGR
+28.3%
5Y CAGR
+7.4%
10Y CAGR
+16.3%

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 →
42.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.61
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.99
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
28.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +49.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -23.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-3.3-6.3-2.29.8————————-2.7%
20255.3-0.4-8.9-4.410.77.9-0.17.32.23.60.43.028.0%
20241.02.29.8-2.48.10.11.41.1-2.05.413.6-7.033.9%
20237.1-3.3-16.12.4-5.14.111.5-9.7-4.5-3.816.710.44.8%
20223.7-4.2-6.3-13.44.3-15.88.6-0.6-9.619.35.0-12.0-23.8%
2021-2.217.112.04.84.6-2.3-7.08.82.212.6-6.90.549.6%
2020-6.8-13.2-25.013.30.3-0.84.83.5-5.8-1.618.88.3-11.6%
201915.52.7-5.110.8-13.09.65.8-10.36.77.26.66.346.2%
20188.40.3-6.2-0.2-2.5-2.99.50.2-4.3-6.73.3-12.7-15.0%
20172.49.0-4.1-1.1-3.78.3-0.6-0.46.18.13.34.835.7%
2016———7.71.6-10.09.211.9-3.05.428.54.665.4%

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 34.6%. The dominant macroeconomic risk driver is VTI.US, accounting for 72.7% of variance. Idiosyncratic stock-specific factors contribute 10.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110769.160190477938
2016-05-0110939.269100551432
2016-06-019848.33331804127
2016-07-0110753.745790859628
2016-08-0112034.058482966173
2016-09-0111668.70051106075
2016-10-0112302.434190606393
2016-11-0115805.631761003408
2016-12-0116539.008523795983
2017-01-0116943.08599950454
2017-02-0118469.753828368
2017-03-0117707.842075805816
2017-04-0117520.20846140436
2017-05-0116877.39129636936
2017-06-0118270.651166631495
2017-07-0118165.227683527697
2017-08-0118084.026828395527
2017-09-0119181.66053454936
2017-10-0120733.37676279258
2017-11-0121414.72992687336
2017-12-0122440.980282413824
2018-01-0124326.216407160355
2018-02-0124402.279129086422
2018-03-0122883.777261925516
2018-04-0122830.377377533514
2018-05-0122249.493068107797
2018-06-0121598.23468423419
2018-07-0123659.176614153723
2018-08-0123697.52910844214
2018-09-0122680.362238391033
2018-10-0121171.40261861289
2018-11-0121864.3165824074
2018-12-0119078.43910853389
2019-01-0122043.967739863656
2019-02-0122631.274715797008
2019-03-0121471.7081540339
2019-04-0123798.640229747958
2019-05-0120701.263430254432
2019-06-0122691.005514317956
2019-07-0124005.45009129362
2019-08-0121525.108038425897
2019-09-0122974.42861206177
2019-10-0124628.35699015497
2019-11-0126243.015350172955
2019-12-0127890.88807127325
2020-01-0125998.220003853603
2020-02-0122569.250107809046
2020-03-0116919.413885804992
2020-04-0119166.796649203134
2020-05-0119222.582095440826
2020-06-0119059.721623283083
2020-07-0119966.602134160326
2020-08-0120656.76352659443
2020-09-0119467.285689381497
2020-10-0119152.116268614267
2020-11-0122756.241455559735
2020-12-0124646.34045637633
2021-01-0124109.680793474574
2021-02-0128224.132710640526
2021-03-0131616.76866472763
2021-04-0133120.31489416363
2021-05-0134640.28479938343
2021-06-0133834.24015267596
2021-07-0131479.04834432833
2021-08-0134260.888713539905
2021-09-0135013.90048537008
2021-10-0139410.21570984228
2021-11-0136680.03192982779
2021-12-0136873.17068695006
2022-01-0138240.648138803
2022-02-0136632.779454807365
2022-03-0134329.978254686255
2022-04-0129716.026387984108
2022-05-0130981.93395663783
2022-06-0126075.934268595913
2022-07-0128320.747965391005
2022-08-0128153.299874299242
2022-09-0125463.57889328281
2022-10-0130387.653799924763
2022-11-0131913.77111451614
2022-12-0128088.889704465593
2023-01-0130090.376093000214
2023-02-0129089.632898732903
2023-03-0124412.830652634668
2023-04-0124993.25620016699
2023-05-0123721.384726899047
2023-06-0124685.059960179467
2023-07-0127532.96204204094
2023-08-0124873.427593610366
2023-09-0123754.23207846664
2023-10-0122851.93918652341
2023-11-0126663.516501665308
2023-12-0129444.439347090076
2024-01-0129741.80880639331
2024-02-0130400.407380561344
2024-03-0133394.65450641808
2024-04-0132593.289231023315
2024-05-0135217.59076604061
2024-06-0135236.8587655635
2024-07-0135715.34742038188
2024-08-0136105.20327739497
2024-09-0135386.3233904339
2024-10-0137294.772866986576
2024-11-0142369.138169907055
2024-12-0139412.32601455193
2025-01-0141519.69464808375
2025-02-0141340.41050014222
2025-03-0137657.74527704631
2025-04-0135988.21899457744
2025-05-0139823.46842341888
2025-06-0142953.87607923735
2025-07-0142908.458651790555
2025-08-0146058.31781188928
2025-09-0147090.348567286615
2025-10-0148788.134582389044
2025-11-0148970.6300635844
2025-12-0150463.808274229516
2026-01-0148812.265457982
2026-02-0145720.210296451936
2026-03-0144729.28460670343
2026-04-0149096.697831891295
Annual Return Matrix
YearAnnual Return
20170.35685160631764656
2018-0.14983931769304382
20190.4619061817692154
2020-0.11633002171195472
20210.4960911033512274
2022-0.23822960756649414
20230.048259281761819706
20240.33853205863289637
20250.28040675030438766
2026-0.027090909090909165
Total Factor Risk
0.3461082092269979
VTI.US Exposure
0.7270612787343679
VEA.US Exposure
0.021546339373027985
VWO.US Exposure
0.0025744158779256792
QQQ.US Exposure
-0.053351493183455355
VTV.US Exposure
0.19721680984410325
IJR.US Exposure
0.077872828095837
QUAL.US Exposure
-0.17408213742719758
SHV.US Exposure
0.13576366804256332
TLT.US Exposure
0.005484877989658846
LQD.US Exposure
0.052269847890731254
HYG.US Exposure
-0.004753473641733977
GLD.US Exposure
-0.00146865781558809
USO.US Exposure
-0.0011953674647309726
VNQ.US Exposure
-0.06462644359729586
BTC-USD.CC Exposure
0.003703085067588652
CPER.US Exposure
-0.0065495562340098295
VIX.INDX Exposure
-0.02313372690683792
UUP.US Exposure
-0.0004766102834294087
TIP.US Exposure
0.0016263055956139247
Idiosyncratic Exposure
0.10451801004286114
Value Score
44.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
26.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
34.6%

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 →13.0x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.19%
Market Cap$354.4B
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
$4,184
Avg Yield on Cost
6.97%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2020$660.626.61%Solid
2021$715.677.16%Solid
2022$789.077.89%Solid
2023$844.128.44%Solid
2024$917.529.18%Solid
2026$256.912.57%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 →
+5.6%
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 →
+5.1%
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 →
6.5% 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 Corp a high-risk investment?

Bank of America Corp (BAC.US) has an annualized volatility of 34.6% and experienced a maximum drawdown of 42.0% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, BAC.US has generated a Compound Annual Growth Rate (CAGR) of 16.3%. It has had a positive return in 60% 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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