Banner Corporation

10-Year Study

BANR.US · Financial Services · US · Common Stock

Executive Summary: Banner Corporation has compounded at 7.0% annually over the last 10 years, with a maximum drawdown of 46.4% and an annualized volatility of 40.2%.

1Y CAGR
+5.3%
3Y CAGR
+17.7%
5Y CAGR
+4.9%
10Y CAGR
+7.0%

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 →
46.4%
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 →
0.44
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
28.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +34.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -14.1%
% 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.
2026-1.3-4.13.14.0————————1.5%
20255.8-1.7-7.6-3.40.84.1-3.28.8-2.3-7.84.9-0.2-3.2%
2024-13.0-4.99.5-8.17.36.019.31.5-0.07.517.4-10.529.5%
20232.6-2.1-13.7-8.2-12.50.910.1-8.5-2.7-0.48.218.7-11.9%
20222.4-0.1-5.0-8.39.1-3.310.3-1.3-2.827.3-5.5-10.57.2%
2021-5.118.13.06.63.7-7.4-2.28.7-3.54.6-0.15.934.3%
2020-8.2-11.5-27.617.7-2.31.2-6.83.1-10.714.313.412.7-14.1%
20192.713.9-12.8-1.4-4.87.310.3-9.04.2-3.21.23.69.0%
2018-1.01.70.44.14.40.36.22.2-3.4-6.43.8-10.90.1%
20171.03.6-4.3-0.3-2.75.34.5-4.611.2-6.10.5-4.32.2%
2016———2.34.0-4.4-1.46.1-1.23.715.57.134.8%

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 40.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 48.6% of variance. Idiosyncratic stock-specific factors contribute 7.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110228.20440037759
2016-05-0110637.051364143457
2016-06-0110170.839742024069
2016-07-0110031.58686884023
2016-08-0110642.035290156913
2016-09-0110512.255177011888
2016-10-0110905.95232594216
2016-11-0112594.744103454423
2016-12-0113483.830295668935
2017-01-0113612.950286163168
2017-02-0114098.10742836019
2017-03-0113496.504650564077
2017-04-0113451.88035937077
2017-05-0113083.89498768871
2017-06-0113771.115673292097
2017-07-0114391.069860780133
2017-08-0113730.947209991615
2017-09-0115265.468324014602
2017-10-0114337.10483407817
2017-11-0114404.668387386377
2017-12-0113786.859598513403
2018-01-0113652.557645210481
2018-02-0113888.749529662611
2018-03-0113941.493329460614
2018-04-0114513.885679959338
2018-05-0115158.660479117021
2018-06-0115204.175935888888
2018-07-0116142.9033514427
2018-08-0116491.547129456652
2018-09-0115937.803243842705
2018-10-0114914.217061530033
2018-11-0115476.54254160423
2018-12-0113794.748064190328
2019-01-0114167.915398681074
2019-02-0116139.569732056216
2019-03-0114071.801540726265
2019-04-0113873.665727092095
2019-05-0113203.773261071907
2019-06-0114169.33466238027
2019-07-0115622.330629030874
2019-08-0114211.945579488669
2019-09-0114807.739277957844
2019-10-0114339.580294018628
2019-11-0114512.235373332365
2019-12-0115032.907114141806
2020-01-0113795.21015004588
2020-02-0112213.655297154211
2020-03-018841.781803059008
2020-04-0110410.794325585695
2020-05-0110175.097533121652
2020-06-0110294.28267772152
2020-07-019598.084324067411
2020-08-019899.562338682526
2020-09-018841.616772396312
2020-10-0110105.124532138072
2020-11-0111454.844310072811
2020-12-0112912.692178206713
2021-01-0112258.60964967291
2021-02-0114476.456725659627
2021-03-0114909.79423976975
2021-04-0115891.132572431958
2021-05-0116481.21620997181
2021-06-0115264.775195231276
2021-07-0114935.307980222728
2021-08-0116232.184939961844
2021-09-0115667.48301834481
2021-10-0116391.10946813918
2021-11-0116371.10775182029
2021-12-0117340.002772515134
2022-01-0117751.556239149235
2022-02-0117735.15219127714
2022-03-0116848.541459003085
2022-04-0115458.15812577977
2022-05-0116865.83667245374
2022-06-0116314.370209985016
2022-07-0117991.939902433875
2022-08-0117761.028999188053
2022-09-0117269.930753133933
2022-10-0121985.615927439314
2022-11-0120770.891231590827
2022-12-0118588.525748083994
2023-01-0119067.939823219152
2023-02-0118661.997399116754
2023-03-0116110.689366084218
2023-04-0114792.094371134157
2023-05-0112946.061378204071
2023-06-0113065.741614792028
2023-07-0114389.782621611093
2023-08-0113162.68062606032
2023-09-0112809.052922032915
2023-10-0112757.662373669027
2023-11-0113800.689168047424
2023-12-0116374.936463194863
2024-01-0114240.957969990824
2024-02-0113547.43311307241
2024-03-0114832.955963217966
2024-04-0113626.746849564648
2024-05-0114626.172542858461
2024-06-0115503.805607081795
2024-07-0118495.877534045827
2024-08-0118774.053219088106
2024-09-0118770.884630364322
2024-10-0120182.78796200334
2024-11-0123684.67261217134
2024-12-0121201.588255097795
2025-01-0122439.945341844515
2025-02-0122055.72095295306
2025-03-0120389.8684375557
2025-04-0119702.416709024536
2025-05-0119866.75424293834
2025-06-0120672.367925960647
2025-07-0120003.696686844418
2025-08-0121768.501587594976
2025-09-0121271.62726834646
2025-10-0119612.11193039667
2025-11-0120566.847320232097
2025-12-0120517.734195013432
2026-01-0120249.229306805202
2026-02-0119424.1089994521
2026-03-0120028.12122492359
2026-04-0120823.56901912375
Annual Return Matrix
YearAnnual Return
20170.022473532831528198
20180.0005721727722369785
20190.08975582911627122
2020-0.14103825160607553
20210.3428650302514433
20220.07200246689394074
2023-0.11908363873973682
20240.29475850503307655
2025-0.03225485052611243
20260.014905877091664799
Total Factor Risk
0.4023553052363077
VTI.US Exposure
-0.08918708368644672
VEA.US Exposure
-0.05770518441701595
VWO.US Exposure
0.006019801730718849
QQQ.US Exposure
0.07224570434259735
VTV.US Exposure
0.211495662433458
IJR.US Exposure
0.27269333826720177
QUAL.US Exposure
-0.05490856340193898
SHV.US Exposure
0.4859942380624443
TLT.US Exposure
0.0022054711618871648
LQD.US Exposure
0.013610378831116945
HYG.US Exposure
0.04215944660690921
GLD.US Exposure
-0.0007479836361194
USO.US Exposure
-0.0013222688461935216
VNQ.US Exposure
-0.016425363540023896
BTC-USD.CC Exposure
0.008047590469277634
CPER.US Exposure
0.003328229457476296
VIX.INDX Exposure
0.0023976359508865877
UUP.US Exposure
0.016266312669131318
TIP.US Exposure
0.0060281639355531805
Idiosyncratic Exposure
0.07780447360907995
Value Score
45.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
37.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
40.2%

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 →11.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.15%
Market Cap$2.1B
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 →
+2.4%
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 →
6.9% 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 →
0.84
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Banner Corporation a high-risk investment?

Banner Corporation (BANR.US) has an annualized volatility of 40.2% and experienced a maximum drawdown of 46.4% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BANR.US has generated a Compound Annual Growth Rate (CAGR) of 7.0%. 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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