BancFirst Corporation

10-Year Study

BANF.US · Financial Services · US · Common Stock

Executive Summary: BancFirst Corporation has compounded at 15.9% annually over the last 10 years, with a maximum drawdown of 46.0% and an annualized volatility of 43.5%.

1Y CAGR
-9.4%
3Y CAGR
+11.8%
5Y CAGR
+12.3%
10Y CAGR
+15.9%

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 →
46.0%
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 →
0.85
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
27.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +27.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -8.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20263.70.0-1.42.9————————5.3%
20251.60.2-7.67.25.00.30.76.8-4.5-13.91.8-3.9-8.0%
2024-9.1-0.90.81.3-3.42.322.5-1.0-0.63.316.2-6.822.6%
2023-2.34.8-7.5-3.95.99.38.6-4.3-8.8-6.56.812.812.4%
20226.24.27.0-1.811.05.912.20.4-16.77.16.4-13.127.1%
2021-1.810.811.2-1.7-0.8-9.0-11.11.96.98.1-2.111.522.8%
2020-7.4-11.2-34.315.4-1.07.47.41.0-6.48.822.08.9-2.9%
20197.65.0-7.08.1-7.47.24.8-7.83.74.52.16.227.9%
20189.0-4.50.17.64.5-0.64.92.7-5.6-4.3-2.7-10.1-0.6%
20171.41.1-5.36.8-1.72.710.5-5.613.0-3.73.9-9.611.7%
2016———9.40.6-3.28.74.66.3-1.114.314.065.7%

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 43.5%. The dominant macroeconomic risk driver is SHV.US, accounting for 47.6% of variance. Idiosyncratic stock-specific factors contribute 11.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110936.362666666668
2016-05-0110997.76
2016-06-0110643.967999999999
2016-07-0111570.389333333333
2016-08-0112105.045333333333
2016-09-0112863.146666666667
2016-10-0112719.445333333333
2016-11-0114537.813333333334
2016-12-0116573.909333333333
2017-01-0116805.461333333333
2017-02-0116983.594666666668
2017-03-0116081.194666666666
2017-04-0117181.312
2017-05-0116895.104
2017-06-0117348.992000000002
2017-07-0119171.925333333333
2017-08-0118103.296
2017-09-0120460.842666666664
2017-10-0119703.722666666665
2017-11-0120478.890666666666
2017-12-0118515.925333333333
2018-01-0120181.12
2018-02-0119276.117333333335
2018-03-0119299.029333333336
2018-04-0120770.986666666668
2018-05-0121715.925333333336
2018-06-0121591.679999999997
2018-07-0122649.386666666665
2018-08-0123269.418666666665
2018-09-0121974.44266666667
2018-10-0121032.448
2018-11-0120460.629333333334
2018-12-0118401.23733333333
2019-01-0119795.157333333333
2019-02-0120790.826666666664
2019-03-0119342.890666666666
2019-04-0120919.25333333333
2019-05-0119372.544
2019-06-0120757.930666666667
2019-07-0121757.397333333334
2019-08-0120053.077333333335
2019-09-0120787.88266666667
2019-10-0121714.38933333333
2019-11-0122164.522666666664
2019-12-0123540.010666666665
2020-01-0121790.72
2020-02-0119340.245333333332
2020-03-0112702.037333333334
2020-04-0114658.560000000001
2020-05-0114510.122666666668
2020-06-0115576.789333333332
2020-07-0116724.77866666667
2020-08-0116893.738666666668
2020-09-0115809.834666666668
2020-10-0117207.296
2020-11-0120993.280000000002
2020-12-0122858.239999999998
2021-01-0122441.557333333334
2021-02-0124875.349333333335
2021-03-0127660.330666666672
2021-04-0127198.591999999997
2021-05-0126987.306666666667
2021-06-0124560.597333333335
2021-07-0121826.432
2021-08-0122251.306666666667
2021-09-0123794.133333333335
2021-10-0125729.493333333332
2021-11-0125183.317333333336
2021-12-0128068.394666666667
2022-01-0129814.69866666667
2022-02-0131079.722666666672
2022-03-0133241.81333333333
2022-04-0132658.559999999998
2022-05-0136245.97333333333
2022-06-0138378.70933333333
2022-07-0143062.272000000004
2022-08-0143250.73066666666
2022-09-0136033.32266666667
2022-10-0138590.72
2022-11-0141055.488000000005
2022-12-0135676.16
2023-01-0134846.76266666667
2023-02-0136513.664000000004
2023-03-0133782.058666666664
2023-04-0132477.09866666667
2023-05-0134379.647999999994
2023-06-0137568.256
2023-07-0140794.240000000005
2023-08-0139030.144
2023-09-0135593.088
2023-10-0133286.69866666666
2023-11-0135552.04266666667
2023-12-0140115.62666666666
2024-01-0136480.384
2024-02-0136162.98666666667
2024-03-0136466.51733333334
2024-04-0136938.752
2024-05-0135687.72266666667
2024-06-0136511.31733333333
2024-07-0144725.29066666667
2024-08-0144296.49066666667
2024-09-0144011.392
2024-10-0145458.21866666667
2024-11-0152805.29066666667
2024-12-0149189.20533333333
2025-01-0149986.77333333333
2025-02-0150104.32
2025-03-0146315.17866666666
2025-04-0149666.47466666666
2025-05-0152147.28533333334
2025-06-0152303.914666666664
2025-07-0152684.71466666667
2025-08-0156259.92533333333
2025-09-0153707.34933333333
2025-10-0146236.33066666667
2025-11-0147077.29066666667
2025-12-0145235.2
2026-01-0146912
2026-02-0146933.333333333336
2026-03-0146293.333333333336
2026-04-0147645.86666666666
Annual Return Matrix
YearAnnual Return
20170.11717307974493574
2018-0.006194019360919234
20190.2792623800370526
2020-0.028962207210554647
20210.2279333258670253
20220.2710438350208937
20230.12443790662074239
20240.22618563937843672
2025-0.08038359852611565
20260.05329183172986229
Total Factor Risk
0.43522093617317975
VTI.US Exposure
-0.07254221993772694
VEA.US Exposure
-0.04532998503658723
VWO.US Exposure
0.024510339721633287
QQQ.US Exposure
0.12580626170268291
VTV.US Exposure
0.13530164000284667
IJR.US Exposure
0.22314492193359267
QUAL.US Exposure
-0.04072085625357544
SHV.US Exposure
0.47578472720925
TLT.US Exposure
0.02159159294910242
LQD.US Exposure
0.01102816392207736
HYG.US Exposure
0.009327769891091948
GLD.US Exposure
-0.0004550672412664315
USO.US Exposure
0.0005612951179953773
VNQ.US Exposure
-0.008232577603890233
BTC-USD.CC Exposure
-0.001110304147489249
CPER.US Exposure
-0.004142594594251534
VIX.INDX Exposure
-0.0059297383809749585
UUP.US Exposure
0.032799882499788366
TIP.US Exposure
0.008453528687598365
Idiosyncratic Exposure
0.11015321955810278
Value Score
43.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
20.9
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
43.5%

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 →15.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.74%
Market Cap$3.7B
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
$209
Avg Yield on Cost
2.09%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$209.072.09%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 →
+0.1%
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 →
-4.6%
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 →
17.5% 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 →
0.62
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is BancFirst Corporation a high-risk investment?

BancFirst Corporation (BANF.US) has an annualized volatility of 43.5% and experienced a maximum drawdown of 46.0% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BANF.US has generated a Compound Annual Growth Rate (CAGR) of 15.9%. It has had a positive return in 70% 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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