BBVA Banco Frances SA ADR

10-Year Study

BBAR.US · Financial Services · US · Common Stock

Executive Summary: BBVA Banco Frances SA ADR has compounded at 2.7% annually over the last 10 years, with a maximum drawdown of 90.1% and an annualized volatility of 89.8%.

1Y CAGR
-15.7%
3Y CAGR
+71.3%
5Y CAGR
+47.7%
10Y CAGR
+2.7%

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 →
90.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.35
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.58
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
68.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +315.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -54.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
40%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202612.1-25.77.12.9————————-8.1%
202514.6-14.1-3.411.5-2.7-16.3-3.6-22.7-31.899.8-2.912.7-4.0%
202410.85.135.812.718.1-14.24.418.31.332.820.415.0315.7%
202319.29.9-23.39.22.340.0-6.74.1-26.4-5.542.6-2.747.3%
20227.6-4.79.9-16.33.0-21.918.410.82.60.68.021.334.6%
2021-16.20.70.7-4.028.6-3.6-5.842.2-10.6-2.3-21.86.1-1.9%
2020-16.0-13.9-35.0-0.421.518.310.4-18.6-25.2-3.631.70.3-42.4%
201919.6-18.2-14.2-15.715.426.32.4-63.62.6-19.211.742.5-49.2%
20180.4-7.2-2.9-2.5-34.7-13.910.3-37.537.0-6.07.8-4.2-54.5%
20175.2-10.312.0-0.78.7-4.9-17.211.418.78.1-4.519.747.0%
2016———5.7-10.28.9-0.90.2-1.3-1.3-11.1-0.1-11.3%

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 89.8%. The dominant macroeconomic risk driver is VTI.US, accounting for 33.4% of variance. Idiosyncratic stock-specific factors contribute 24.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110565.867994122409
2016-05-019484.211473295949
2016-06-0110330.539478813685
2016-07-0110235.85330014694
2016-08-0110256.169970312172
2016-09-0110123.849221819053
2016-10-019991.528473325936
2016-11-018881.908417548804
2016-12-018871.712597834887
2017-01-019329.849761597745
2017-02-018367.844183884607
2017-03-019375.65598104777
2017-04-019314.556032026869
2017-05-0110128.947131676012
2017-06-019635.199568177046
2017-07-017975.904878999609
2017-08-018887.980927819593
2017-09-0110548.625063723874
2017-10-0111402.225087714036
2017-11-0110890.1100548775
2017-12-0113037.079797283113
2018-01-0113083.635709359163
2018-02-0112147.19465019342
2018-03-0111800.611749182834
2018-04-0111510.855549224816
2018-05-017515.293729570875
2018-06-016473.071040873242
2018-07-017138.19833868114
2018-08-014462.020571565658
2018-09-016111.7191951299965
2018-10-015745.119501004588
2018-11-016195.5348307194035
2018-12-015933.667196449454
2019-01-017096.290520886436
2019-02-015802.770863945782
2019-03-014980.507991723393
2019-04-014200.152937295708
2019-05-014847.587489129457
2019-06-016124.463969772392
2019-07-016270.504093321738
2019-08-012283.11392329145
2019-09-012342.639517797703
2019-10-011893.5736348097275
2019-11-012115.407682850031
2019-12-013013.5394488259813
2020-01-012532.011875131196
2020-02-012180.331064263652
2020-03-011417.5188172849132
2020-04-011412.121030377545
2020-05-011715.0718205535732
2020-06-012028.8931538069392
2020-07-012239.856658769904
2020-08-011823.2524664887394
2020-09-011363.3910096860286
2020-10-011314.7359582571144
2020-11-011731.265181275677
2020-12-011736.7379374456473
2021-01-011455.3782948990913
2021-02-011466.1738687138272
2021-03-011477.0444117911654
2021-04-011417.5188172849132
2021-05-011823.2524664887394
2021-06-011758.3290850751193
2021-07-011655.5462260473205
2021-08-012353.5100608750413
2021-09-012104.6121090352954
2021-10-012055.882088343779
2021-11-011606.8911746184065
2021-12-011704.276246738837
2022-01-011834.1230095660776
2022-02-011747.5335112603832
2022-03-011920.6375386091702
2022-04-011606.8911746184065
2022-05-011655.5462260473205
2022-06-011293.0698413650405
2022-07-011530.722403814436
2022-08-011696.1045971151825
2022-09-011740.7113083635707
2022-10-011750.607251027079
2022-11-011890.9497106186463
2022-12-012293.5346507931745
2023-01-012734.5788226827
2023-02-013005.0679221519176
2023-03-012305.304825021741
2023-04-012516.943053348127
2023-05-012575.7939244909585
2023-06-013604.896992233185
2023-07-013362.221489189432
2023-08-013501.28947131676
2023-09-012577.7431253186196
2023-10-012434.851710798572
2023-11-013472.201397427055
2023-12-013379.0146040123545
2024-01-013745.4643596125593
2024-02-013938.0603952379524
2024-03-015347.332593636609
2024-04-016028.353375116202
2024-05-017119.23111524275
2024-06-016111.569256604792
2024-07-016380.6339400845645
2024-08-017546.63088133865
2024-09-017642.441598944432
2024-10-0110148.13926290221
2024-11-0112219.090173029057
2024-12-0114046.765826011333
2025-01-0116102.947791405522
2025-02-0113825.681470597056
2025-03-0113354.049839565776
2025-04-0114894.293339730708
2025-05-0114488.934536839895
2025-06-0112130.626443158306
2025-07-0111688.832578642756
2025-08-019040.993192790955
2025-09-016165.322217890665
2025-10-0112319.548984916184
2025-11-0111967.193450685218
2025-12-0113491.093651602841
2026-01-0115124.299037394667
2026-02-0111237.892464089722
2026-03-0112040.063573934685
2026-04-0112392.419108165654
Annual Return Matrix
YearAnnual Return
20170.4695110615356015
2018-0.5448622476264959
2019-0.49212867033911145
2020-0.4236883349503694
2021-0.01869118535785219
20220.3457528702766903
20230.4732782008956298
20243.157059815406461
2025-0.03955872699034513
2026-0.08143702592314739
Total Factor Risk
0.8984660007669264
VTI.US Exposure
0.334083610435747
VEA.US Exposure
0.008278936139869929
VWO.US Exposure
-0.002694344592504753
QQQ.US Exposure
-0.006975085339749722
VTV.US Exposure
-0.028986778422408457
IJR.US Exposure
-0.004396584294058588
QUAL.US Exposure
-0.006265065865319873
SHV.US Exposure
0.2876761777652073
TLT.US Exposure
0.014069656788525668
LQD.US Exposure
0.017148543451734756
HYG.US Exposure
0.07257462916793563
GLD.US Exposure
0.015263780957465726
USO.US Exposure
0.006569685698426886
VNQ.US Exposure
0.002928958183330022
BTC-USD.CC Exposure
-0.001254594053202187
CPER.US Exposure
0.0038699720034242775
VIX.INDX Exposure
0.011730589095415356
UUP.US Exposure
0.0017762088015281705
TIP.US Exposure
0.03262337395603953
Idiosyncratic Exposure
0.2419783301225933
Value Score
42.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
19.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
89.8%

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 →18.0x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.62%
Market Cap$3.4B
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
$55
Avg Yield on Cost
0.55%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$54.730.55%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 →
+6.6%
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 →
+12.1%
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 →
24.8% 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 →
0.15
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is BBVA Banco Frances SA ADR a high-risk investment?

BBVA Banco Frances SA ADR (BBAR.US) has an annualized volatility of 89.8% and experienced a maximum drawdown of 90.1% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, BBAR.US has generated a Compound Annual Growth Rate (CAGR) of 2.7%. It has had a positive return in 40% 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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