Banc of California, Inc.

10-Year Study

BANC.US · Financial Services · US · Common Stock

Executive Summary: Banc of California, Inc. has compounded at 1.5% annually over the last 10 years, with a maximum drawdown of 62.3% and an annualized volatility of 30.8%.

1Y CAGR
+41.2%
3Y CAGR
+23.8%
5Y CAGR
+3.3%
10Y CAGR
+1.5%

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 →
62.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.17
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.21
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
37.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +35.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -33.7%
% 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.
20263.6-7.6-4.85.1————————-4.2%
20253.6-7.2-3.9-5.01.83.23.316.5-1.62.58.75.128.0%
20242.66.24.7-10.01.2-7.19.41.74.34.312.2-9.718.3%
20239.40.7-28.1-9.4-5.89.222.7-11.8-0.4-9.53.117.1-13.0%
2022-1.51.7-1.2-6.86.7-8.1-0.6-3.6-5.14.41.7-5.8-17.7%
202114.510.1-2.3-1.0-2.20.5-2.45.03.310.0-3.60.535.1%
2020-7.1-3.9-47.530.25.1-0.5-1.02.5-7.418.610.811.1-12.6%
20199.518.8-19.44.8-8.86.011.9-6.8-2.6-2.611.512.331.8%
2018-4.61.3-2.7-0.51.01.42.30.7-5.6-15.67.8-21.9-33.7%
2017-8.923.17.14.8-6.56.5-4.4-9.712.61.47.1-7.922.1%
2016———16.3-1.4-9.222.50.6-21.3-23.813.515.81.1%

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 30.8%. The dominant macroeconomic risk driver is IJR.US, accounting for 58.6% of variance. Idiosyncratic stock-specific factors contribute 22.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111628.560169096836
2016-05-0111462.830938989002
2016-06-0110405.617454232795
2016-07-0112751.119550030451
2016-08-0112831.655501021029
2016-09-0110094.078028158921
2016-10-017689.1054347436675
2016-11-018729.695840647726
2016-12-0110112.635689463692
2017-01-019209.257335291799
2017-02-0111336.653172356966
2017-03-0112140.794611829613
2017-04-0112727.259699781463
2017-05-0111906.136925446926
2017-06-0112684.62723462186
2017-07-0112124.099881775517
2017-08-0110944.147888080823
2017-09-0112325.58306165586
2017-10-0112503.779600902804
2017-11-0113394.762297137535
2017-12-0112342.779350123597
2018-01-0111774.943574678467
2018-02-0111924.336330741948
2018-03-0111606.706552502417
2018-04-0111546.51954286533
2018-05-0111666.821910937557
2018-06-0111834.915630709704
2018-07-0112107.333500519471
2018-08-0112198.115573388744
2018-09-0111518.432271701358
2018-10-019720.56031239924
2018-11-0110482.355891520081
2018-12-018185.863217855479
2019-01-018966.932970300577
2019-02-0110652.097588937055
2019-03-018587.683158384982
2019-04-019003.403432092573
2019-05-018209.149858488876
2019-06-018705.76433919679
2019-07-019740.26439293519
2019-08-019079.711962168165
2019-09-018847.562067853689
2019-10-018616.05703435675
2019-11-019610.933973417405
2019-12-0110789.524594275068
2020-01-0110023.358291835344
2020-02-019627.70035467345
2020-03-015051.266434994447
2020-04-016579.228316555011
2020-05-016913.911080858382
2020-06-016877.440619066384
2020-07-016807.580697166194
2020-08-016979.042023429942
2020-09-016462.795113388027
2020-10-017663.454304445957
2020-11-018493.60513022606
2020-12-019433.167341382152
2021-01-0110805.502812309678
2021-02-0111902.052806935837
2021-03-0111627.485401067603
2021-04-0111511.76870992011
2021-05-0111260.917851896966
2021-06-0111317.235696628812
2021-07-0111046.250850858023
2021-08-0111594.669150574999
2021-09-0111971.554472826283
2021-10-0113162.899007630853
2021-11-0112683.767420198476
2021-12-0112741.876544979043
2022-01-0112547.056926879946
2022-02-0112761.365671909147
2022-03-0112612.331171855407
2022-04-0111752.37344606456
2022-05-0112534.159710529144
2022-06-0111518.933830114998
2022-07-0111447.067674560241
2022-08-0111035.144914555942
2022-09-0110477.12535377781
2022-10-0110942.929817647691
2022-11-0111133.163758822053
2022-12-0110490.667430946154
2023-01-0111471.930641636514
2023-02-0111557.482176763513
2023-03-018313.402357324545
2023-04-017530.469673628774
2023-05-017092.609178518969
2023-06-017743.918604234586
2023-07-019502.740658474546
2023-08-018379.249811915595
2023-09-018345.430444595708
2023-10-017556.694013542076
2023-11-017792.641421559846
2023-12-019122.774334539461
2024-01-019360.513022605954
2024-02-019937.878407910292
2024-03-0110402.034894135348
2024-04-019362.519256260524
2024-05-019478.73750582166
2024-06-018807.365743560347
2024-07-019634.363916454698
2024-08-019799.806541754737
2024-09-0110222.69193565722
2024-10-0110659.907569949484
2024-11-0111957.725790850141
2024-12-0110793.895317593953
2025-01-0111184.824275427218
2025-02-0110381.972557589654
2025-03-019981.58564109913
2025-04-019482.10511231326
2025-05-019650.915344104898
2025-06-019956.077813205316
2025-07-0110289.112599863864
2025-08-0111989.825529323254
2025-09-0111798.445168917708
2025-10-0112097.875541862215
2025-11-0113145.846021567013
2025-12-0113821.516855945258
2026-01-0114315.910149392757
2026-02-0113233.976999964174
2026-03-0112596.28130261885
2026-04-0113241.142120159066
Annual Return Matrix
YearAnnual Return
20170.22053040662618573
2018-0.3367893093079146
20190.3180680286399524
2020-0.12571056685969295
20210.3507527306424416
2022-0.17667798821359493
2023-0.13039142699077255
20240.18318122555410699
20250.28049387633177325
2026-0.0419906687402799
Total Factor Risk
0.3079721079394126
VTI.US Exposure
0.4664444830387788
VEA.US Exposure
0.00820900174352369
VWO.US Exposure
0.0009659103834598479
QQQ.US Exposure
-0.11027142167791029
VTV.US Exposure
-0.0786154463927377
IJR.US Exposure
0.5857433339167729
QUAL.US Exposure
-0.10350161880576156
SHV.US Exposure
0.04064807698880028
TLT.US Exposure
0.0011178367785440052
LQD.US Exposure
0.020295267074970338
HYG.US Exposure
-0.022882326807917634
GLD.US Exposure
-0.0022238901407204375
USO.US Exposure
-0.0002704461219445956
VNQ.US Exposure
-0.04083592373226225
BTC-USD.CC Exposure
-0.011849430624172
CPER.US Exposure
0.02437864747404186
VIX.INDX Exposure
-0.007290560276097233
UUP.US Exposure
-0.0007141055098130659
TIP.US Exposure
0.0038704003263922795
Idiosyncratic Exposure
0.2267822123640527
Value Score
44
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
27.1
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
30.8%

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 →15.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.26%
Market Cap$2.7B
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
$86
Avg Yield on Cost
0.86%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$85.980.86%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 →
+0.5%
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 →
+5.6%
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 →
12.4% 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 →
1.10
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Banc of California, Inc. a high-risk investment?

Banc of California, Inc. (BANC.US) has an annualized volatility of 30.8% and experienced a maximum drawdown of 62.3% over the last 10 years. Its primary macro risk driver is IJR.US.

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

Over the past 10 years, BANC.US has generated a Compound Annual Growth Rate (CAGR) of 1.5%. 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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