Credicorp Ltd

10-Year Study

BAP.US · Financial Services · US · Common Stock

Executive Summary: Credicorp Ltd has compounded at 12.6% annually over the last 10 years, with a maximum drawdown of 53.9% and an annualized volatility of 32.7%.

1Y CAGR
+67.6%
3Y CAGR
+42.9%
5Y CAGR
+23.5%
10Y CAGR
+12.6%

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 →
53.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.46
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.76
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
29.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +65.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · -21.9%
% 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.
202624.3-2.9-2.10.3————————18.5%
2025-0.1-0.01.78.610.65.56.08.53.5-2.0-1.511.665.2%
2024-1.015.1-0.8-2.30.4-2.45.84.53.11.70.7-1.225.0%
2023-1.0-5.13.92.3-4.014.16.4-9.9-9.5-2.40.519.411.1%
202217.35.613.6-19.21.4-14.67.9-0.4-4.719.24.9-11.711.5%
2021-8.36.4-14.6-12.615.1-11.9-16.65.69.116.9-9.03.4-21.9%
2020-3.1-12.3-21.111.3-7.5-3.0-4.92.6-5.0-7.534.26.6-17.7%
20199.50.1-1.31.3-5.52.3-4.8-5.00.63.9-1.30.9-0.3%
201811.7-6.64.92.6-4.81.71.6-4.72.31.2-2.81.17.1%
20173.70.6-0.8-3.49.07.13.29.61.12.23.1-1.738.1%
2016———12.8-3.610.13.9-2.3-2.8-2.35.40.722.5%

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 32.7%. The dominant macroeconomic risk driver is VTI.US, accounting for 17.4% of variance. Idiosyncratic stock-specific factors contribute 37.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111281.929453080616
2016-05-0110876.950885709859
2016-06-0111973.185973247948
2016-07-0112438.671693435934
2016-08-0112155.5027630016
2016-09-0111809.482001755927
2016-10-0111534.844807106338
2016-11-0112156.277436347673
2016-12-0112247.048494551465
2017-01-0112698.569436554253
2017-02-0112771.502349842483
2017-03-0112669.090533491712
2017-04-0112237.411558126323
2017-05-0113341.20745752208
2017-06-0114286.536177245262
2017-07-0114744.461085575584
2017-08-0116154.077364044828
2017-09-0116327.697154366577
2017-10-0116679.69839384393
2017-11-0117204.720342922068
2017-12-0116911.222434540105
2018-01-0118884.191499251152
2018-02-0117646.604348499714
2018-03-0118509.972628208438
2018-04-0118990.734906780974
2018-05-0118086.49486133347
2018-06-0118388.731085059135
2018-07-0118686.877033517536
2018-08-0117808.769302277542
2018-09-0118222.093683829986
2018-10-0118436.915767184837
2018-11-0117912.50322780561
2018-12-0118106.91525073594
2019-01-0119831.265816247484
2019-02-0119856.592470175077
2019-03-0119600.103289779476
2019-04-0119846.046583690546
2019-05-0118748.603005732584
2019-06-0119176.687496772192
2019-07-0118261.880906884264
2019-08-0117351.257553065123
2019-09-0117461.839590972475
2019-10-0118135.0100707535
2019-11-0117893.539224293756
2019-12-0118057.91457935237
2020-01-0117502.94892320405
2020-02-0115358.498166606414
2020-03-0112121.92325569385
2020-04-0113497.36094613438
2020-05-0112482.931363941538
2020-06-0112107.049527449259
2020-07-0111518.318442390126
2020-08-0111818.117027320148
2020-09-0111230.284563342457
2020-10-0110387.047461653669
2020-11-0113940.267520528847
2020-12-0114855.97273149822
2021-01-0113616.00991581883
2021-02-0114492.774879925631
2021-03-0112369.715436657543
2021-04-0110814.553529928213
2021-05-0112451.231730620255
2021-06-0110969.436554252956
2021-07-019144.368124774053
2021-08-019657.924908330322
2021-09-0110539.131332954603
2021-10-0112317.502453132263
2021-11-0111209.812529050252
2021-12-0111596.457160563963
2022-01-0113605.680937871199
2022-02-0114368.517275215618
2022-03-0116327.387285028148
2022-04-0113194.329391106749
2022-05-0113376.18137685276
2022-06-0111425.68816815576
2022-07-0112329.94887155916
2022-08-0112281.35103031555
2022-09-0111701.06904921758
2022-10-0113945.989774311833
2022-11-0114631.100552600323
2022-12-0112926.437019056964
2023-01-0112796.849661725973
2023-02-0112141.279760367712
2023-03-0112614.853070288696
2023-04-0112909.290915663896
2023-05-0112396.374528740382
2023-06-0114138.284356762899
2023-07-0115039.405050870218
2023-08-0113543.603780405929
2023-09-0112254.650622320922
2023-10-0111966.399834736352
2023-11-0112020.988483189589
2023-12-0114357.578887569076
2024-01-0114213.933791251357
2024-02-0116363.786603315602
2024-03-0116224.934152765585
2024-04-0115859.123069772246
2024-05-0115917.936270206063
2024-06-0115533.760264421835
2024-07-0116430.170944585036
2024-08-0117172.535247637246
2024-09-0117711.305066363686
2024-10-0118020.57532407168
2024-11-0118151.712028094822
2024-12-0117941.300418323608
2025-01-0117919.764499302793
2025-02-0117911.935134018488
2025-03-0118219.24288591644
2025-04-0119788.080359448435
2025-05-0121877.808190879514
2025-06-0123087.33150854723
2025-07-0124479.677735888035
2025-08-0126566.131281309714
2025-09-0127504.002478954702
2025-10-0126958.632443319733
2025-11-0126567.164179104475
2025-12-0129644.166709704077
2026-01-0136856.89201053556
2026-02-0135777.513815008
2026-03-0135033.827402778494
2026-04-0135141.24877343387
Annual Return Matrix
YearAnnual Return
20170.3808406525101671
20180.07070410319680431
2019-0.0027061854934995466
2020-0.17731515085996086
2021-0.21940775133649126
20220.11468846390567111
20230.11071433422854526
20240.24960486435894502
20250.6522864016829142
20260.18543554006968654
Total Factor Risk
0.32740501702432795
VTI.US Exposure
0.17400986846335204
VEA.US Exposure
0.03150141410875344
VWO.US Exposure
0.04797178270348092
QQQ.US Exposure
0.02051258265163038
VTV.US Exposure
0.16589567764876353
IJR.US Exposure
0.06485460106928578
QUAL.US Exposure
-0.09437281021951317
SHV.US Exposure
0.08175332149073164
TLT.US Exposure
0.01236011403928826
LQD.US Exposure
-0.015626595427427524
HYG.US Exposure
0.14445278835699202
GLD.US Exposure
0.026701271758272294
USO.US Exposure
0.0027686091350094815
VNQ.US Exposure
-0.07089382380181761
BTC-USD.CC Exposure
0.003737401332327413
CPER.US Exposure
-0.024902440332443838
VIX.INDX Exposure
-0.004939135940317116
UUP.US Exposure
0.02866961230448856
TIP.US Exposure
0.031495283122886644
Idiosyncratic Exposure
0.3740504775362568
Value Score
44.4
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
38.9
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
32.7%

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 →13.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.24%
Market Cap$27.0B
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 →
-0.0%
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 →
+19.3%
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 →
9.3% 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 →
0.89
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Credicorp Ltd a high-risk investment?

Credicorp Ltd (BAP.US) has an annualized volatility of 32.7% and experienced a maximum drawdown of 53.9% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, BAP.US has generated a Compound Annual Growth Rate (CAGR) of 12.6%. 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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