Banco Bradesco SA ADR

10-Year Study

BBD.US · Financial Services · US · Common Stock

Executive Summary: Banco Bradesco SA ADR has compounded at 8.0% annually over the last 10 years, with a maximum drawdown of 68.6% and an annualized volatility of 50.3%.

1Y CAGR
+59.8%
3Y CAGR
+20.1%
5Y CAGR
+5.1%
10Y CAGR
+8.0%

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 →
68.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.30
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.57
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
43.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +95.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -42.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202621.71.0-10.713.7————————24.9%
202513.4-7.514.512.517.27.4-8.712.48.81.89.6-8.095.1%
2024-11.3-10.23.0-5.5-8.8-5.9-0.825.4-4.2-5.8-13.7-10.2-42.0%
20230.9-9.23.77.010.213.82.1-15.2-4.6-2.019.59.635.4%
202225.6-10.020.3-14.618.2-22.42.09.41.53.1-21.6-2.9-5.1%
2021-13.6-8.613.7-7.416.91.1-6.8-4.0-14.4-8.50.7-1.4-31.8%
2020-14.7-10.9-40.1-4.5-1.610.210.9-10.6-8.92.229.817.9-33.4%
201925.7-7.5-4.9-0.33.45.0-7.3-11.62.011.8-10.316.316.5%
201824.1-5.9-0.4-9.2-19.8-12.518.9-14.02.129.68.71.810.9%
201718.72.4-3.03.1-11.50.314.310.74.1-4.4-7.38.236.2%
2016———10.4-16.126.111.52.61.818.3-16.82.236.7%

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 50.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 19.8% of variance. Idiosyncratic stock-specific factors contribute 25.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111039.097600611796
2016-05-019259.153044642004
2016-06-0111679.093776885575
2016-07-0113023.611509415927
2016-08-0113365.357040435903
2016-09-0113602.428066150462
2016-10-0116087.850109932127
2016-11-0113378.740082210114
2016-12-0113674.600898575662
2017-01-0116232.673740560174
2017-02-0116622.693815122835
2017-03-0116116.050090813496
2017-04-0116616.480260013384
2017-05-0114703.661217856801
2017-06-0114752.413727177134
2017-07-0116862.632635503298
2017-08-0118665.997514577957
2017-09-0119434.566485039668
2017-10-0118569.92639327024
2017-11-0117212.981550520984
2017-12-0118625.370423477678
2018-01-0123117.29280183539
2018-02-0121747.920848867216
2018-03-0121653.283624892458
2018-04-0119661.600229423573
2018-05-0115761.39948379696
2018-06-0113784.533027435235
2018-07-0116394.704139183632
2018-08-0114092.342988242042
2018-09-0114389.63770194054
2018-10-0118653.570404359045
2018-11-0120272.91845903833
2018-12-0120646.687697160884
2019-01-0125943.504445081733
2019-02-0123991.49220915782
2019-03-0122812.828601472134
2019-04-0122747.82525571169
2019-05-0123516.872191951057
2019-06-0124688.84427874964
2019-07-0122879.74381034318
2019-08-0120236.115094159257
2019-09-0120632.348723831372
2019-10-0123075.709779179808
2019-11-0120693.05037759296
2019-12-0124056.973520695916
2020-01-0120522.4165949718
2020-02-0118294.140139566007
2020-03-0110962.623076187745
2020-04-0110465.060701653761
2020-05-0110302.074371475002
2020-06-0111354.555013861007
2020-07-0112590.096549087086
2020-08-0111256.572029442694
2020-09-0110249.976101711116
2020-10-0110472.708154096166
2020-11-0113597.17044259631
2020-12-0116026.670490392888
2021-01-0113841.888920753274
2021-02-0112646.018545072173
2021-03-0114372.90889972278
2021-04-0113311.824873339068
2021-05-0115561.131822961475
2021-06-0115726.985947806135
2021-07-0114658.254468980022
2021-08-0114075.13622024663
2021-09-0112044.737596788069
2021-10-0111016.155243284582
2021-11-0111089.28400726508
2021-12-0110935.856992639325
2022-01-0113735.302552337253
2022-02-0112367.842462479686
2022-03-0114883.854316030971
2022-04-0112714.845617053817
2022-05-0115027.722015103716
2022-06-0111668.578529777267
2022-07-0111898.00210304942
2022-08-0113020.743714750024
2022-09-0113214.319854698402
2022-10-0113622.980594589426
2022-11-0110686.83682248351
2022-12-0110377.114998566101
2023-01-0110471.274256763214
2023-02-019509.60711213077
2023-03-019863.301787592009
2023-04-0110557.786062517922
2023-05-0111630.341267565243
2023-06-0113238.69610935857
2023-07-0113522.129815505208
2023-08-0111466.876971608832
2023-09-0110944.938342414684
2023-10-0110729.853742472038
2023-11-0112824.299780135741
2023-12-0114049.326068253513
2024-01-0112458.177994455596
2024-02-0111186.311060128093
2024-03-0111525.188796482173
2024-04-0110895.7078673167
2024-05-019941.688175126661
2024-06-019352.356371283817
2024-07-019281.617436191567
2024-08-0111638.944651562948
2024-09-0111148.551763693718
2024-10-0110503.297963865785
2024-11-019068.922665137175
2024-12-018144.058885383806
2025-01-019237.64458464774
2025-02-018549.373864831277
2025-03-019791.12895516681
2025-04-0111011.375585508076
2025-05-0112907.465825446898
2025-06-0113862.919414969887
2025-07-0112660.835484179332
2025-08-0114229.997132205332
2025-09-0115483.701366982123
2025-10-0115760.921518019308
2025-11-0117270.815409616673
2025-12-0115887.104483318995
2026-01-0119340.885192620208
2026-02-0119530.159640569735
2026-03-0117445.750884236688
2026-04-0119835.57977248829
Annual Return Matrix
YearAnnual Return
20170.3620412443201677
20180.10852494354342035
20190.16517350741949666
2020-0.333803544464754
2021-0.31764635710238287
2022-0.05109265734265722
20230.3538759154345723
2024-0.42032387562087503
20250.9507600211280005
20260.24853334937874183
Total Factor Risk
0.5026910488311416
VTI.US Exposure
-0.029025600666687825
VEA.US Exposure
0.0073643689492780395
VWO.US Exposure
0.05334844049491823
QQQ.US Exposure
0.05538434298584499
VTV.US Exposure
0.10768136646691705
IJR.US Exposure
0.005272783707470824
QUAL.US Exposure
-0.018983784821976664
SHV.US Exposure
0.19845068910950625
TLT.US Exposure
0.06985590414614302
LQD.US Exposure
0.11943493940336411
HYG.US Exposure
0.16244874029183057
GLD.US Exposure
0.03642034098020615
USO.US Exposure
0.001605604360518657
VNQ.US Exposure
-0.01548560654904234
BTC-USD.CC Exposure
0.0005500234640075524
CPER.US Exposure
-0.007477766730952275
VIX.INDX Exposure
0.0036876712080993923
UUP.US Exposure
-0.002112334075151832
TIP.US Exposure
0.0009689536607497346
Idiosyncratic Exposure
0.25061092361495657
Value Score
46.4
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
100
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
50.3%

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 →8.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →32.39%
Market Cap$38.7B
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
$328
Avg Yield on Cost
3.28%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$327.553.28%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 →
+7.8%
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 →
+23.5%
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 →
1.0% 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 →
0.36
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Banco Bradesco SA ADR a high-risk investment?

Banco Bradesco SA ADR (BBD.US) has an annualized volatility of 50.3% and experienced a maximum drawdown of 68.6% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BBD.US has generated a Compound Annual Growth Rate (CAGR) of 8.0%. It has had a positive return in 60% 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.

Run a Full Backtest on Banco Bradesco SA ADR

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest