Southern California Bancorp Common Stock

10-Year Study

BCAL.US · Financial Services · US · Common Stock

Executive Summary: Southern California Bancorp Common Stock has compounded at 8.4% annually over the last 10 years, with a maximum drawdown of 48.0% and an annualized volatility of 23.2%.

1Y CAGR
+25.5%
3Y CAGR
+10.7%
5Y CAGR
+6.4%
10Y CAGR
+8.4%

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 →
48.0%
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 →
28.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +28.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -10.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-3.61.8-3.23.3————————-1.9%
20250.4-3.7-10.4-2.56.95.5-4.912.3-1.010.95.0-3.313.5%
2024-5.2-7.4-2.2-6.2-0.5-3.217.2-5.2-1.2-1.422.9-7.7-4.7%
20231.00.0-15.01.4-6.60.211.9-8.1-0.6-4.08.618.83.1%
20222.70.6-0.6-2.9-0.11.00.21.95.2-0.63.70.812.3%
20217.5-5.811.6-5.2-0.77.0-1.70.010.5-2.8-0.7-1.417.6%
2020-2.4-4.0-26.72.6-2.710.3-6.2-1.7-5.66.045.5-1.5-0.0%
2019-1.21.50.2-0.2-1.2-1.1-2.0-1.2-0.6-4.63.04.5-3.4%
20189.5-7.1-1.0-3.40.32.52.01.73.5-7.5-3.4-6.7-10.5%
2017—4.32.1—0.04.9—1.9-0.83.59.70.028.3%
2016————0.0——9.10.0—27.8—39.4%

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 23.2%. The dominant macroeconomic risk driver is IJR.US, accounting for 38.9% of variance. Idiosyncratic stock-specific factors contribute 47.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-05-0110000
2016-08-0110909.113063397872
2016-09-0110909.113063397872
2016-11-0113939.368092702482
2017-02-0114545.443468301064
2017-03-0114848.481156100355
2017-05-0114848.481156100355
2017-06-0115575.795976556312
2017-08-0115878.833664355603
2017-09-0115757.59421949823
2017-10-0116303.11079701227
2017-11-0117878.858034093264
2017-12-0117878.858034093264
2018-01-0119575.844716031635
2018-02-0118181.895721892557
2018-03-0118000.097478950644
2018-04-0117394.02210335206
2018-05-0117442.51788129501
2018-06-0117878.858034093264
2018-07-0118242.454519977095
2018-08-0118545.492207776388
2018-09-0119200.06336131792
2018-10-0117757.618589235888
2018-11-0117151.54321363731
2018-12-0116000.07310921298
2019-01-0115806.089997441179
2019-02-0116036.384018326044
2019-03-0116060.63190729752
2019-04-0116024.320998184456
2019-05-0115830.337886412653
2019-06-0115648.539643470738
2019-07-0115333.317086841562
2019-08-0115151.518843899645
2019-09-0115054.527288013745
2019-10-0114363.645225359149
2019-11-0114787.922358015818
2019-12-0115454.556531698938
2020-01-0115090.960045815107
2020-02-0114484.884670216527
2020-03-0110618.382093116767
2020-04-0110897.050043256284
2020-05-0110606.075375598582
2020-06-0111696.98668193837
2020-07-0110969.671861482413
2020-08-0110787.873618540498
2020-09-0110181.798242941915
2020-10-0110787.873618540498
2020-11-0115697.03542141369
2020-12-0115454.556531698938
2021-01-0116606.14848481156
2021-02-0115636.354774640853
2021-03-0117454.5809014366
2021-04-0116545.467838038727
2021-05-0116424.22839318135
2021-06-0117575.820346293975
2021-07-0117272.660809806384
2021-08-0117272.78265849468
2021-09-0119078.82391646054
2021-10-0118545.492207776388
2021-11-0118424.252762919008
2021-12-0118169.71085306267
2022-01-0118666.73165263376
2022-02-0118787.97109749114
2022-03-0118666.73165263376
2022-04-0118133.399943949604
2022-05-0118109.15205497813
2022-06-0118290.950297920044
2022-07-0118327.26120703311
2022-08-0118666.73165263376
2022-09-0119636.403514116173
2022-10-0119515.164069258793
2022-11-0120242.478889714755
2022-12-0120399.907394996895
2023-01-0120605.953526910285
2023-02-0120606.075375598586
2023-03-0117515.017850832835
2023-04-0117757.618589235888
2023-05-0116593.963615981676
2023-06-0116630.396373783038
2023-07-0118606.051005860925
2023-08-0117090.984415552768
2023-09-0116981.80799083698
2023-10-0116303.11079701227
2023-11-0117709.12281129294
2023-12-0121030.35250825525
2024-01-0119939.441201915466
2024-02-0118472.748540861958
2024-03-0118072.71929717677
2024-04-0116957.560101865507
2024-05-0116872.753414809493
2024-06-0116327.358685983747
2024-07-0119139.382714545078
2024-08-0118151.555398506138
2024-09-0117927.353812036214
2024-10-0117672.811902179874
2024-11-0121721.234570909848
2024-12-0120048.495777942957
2025-01-0120121.23944485738
2025-02-0119381.86160425983
2025-03-0117369.774214380584
2025-04-0116933.31221289403
2025-05-0118109.15205497813
2025-06-0119103.071805432017
2025-07-0118169.71085306267
2025-08-0120412.21411251508
2025-09-0120218.23100074328
2025-10-0122412.11663356444
2025-11-0123527.275828875703
2025-12-0122749.15010539912
2026-01-0121920.5790249668
2026-02-0122310.49482752318
2026-03-0121591.587566559847
2026-04-0122310.49482752318
Annual Return Matrix
YearAnnual Return
20170.28261610678415017
2018-0.10508416820009536
2019-0.03409463030515336
20200
20210.17568633016383606
20220.12274254444496613
20230.03090431250746617
2024-0.046687602118265836
20250.13470608255943994
2026-0.019282271023031705
Total Factor Risk
0.23210648631961403
VTI.US Exposure
0.30347269692256873
VEA.US Exposure
-0.006737436070523588
VWO.US Exposure
0.00013524425797871767
QQQ.US Exposure
-0.07518718467980112
VTV.US Exposure
-0.04107050452379726
IJR.US Exposure
0.3892153242711793
QUAL.US Exposure
-0.060054073798681336
SHV.US Exposure
0.00009706669982702877
TLT.US Exposure
0.028327644126732613
LQD.US Exposure
-0.005743545795744482
HYG.US Exposure
-0.01259878990783648
GLD.US Exposure
0.00038832546862321084
USO.US Exposure
0.0005917097553379482
VNQ.US Exposure
-0.03676420597708473
BTC-USD.CC Exposure
-0.007958340243861996
CPER.US Exposure
0.005749963465029927
VIX.INDX Exposure
0.02208256580333569
UUP.US Exposure
0.012358183182966087
TIP.US Exposure
0.005286213289579779
Idiosyncratic Exposure
0.478409143754172
Value Score
46.3
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
6.7
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
23.2%

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 →9.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.56%
Market Cap$574.1M
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
$122
Avg Yield on Cost
1.22%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$121.851.22%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 →
+0.6%
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 →
+3.6%
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 →
8.6% 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 →
0.27
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Southern California Bancorp Common Stock a high-risk investment?

Southern California Bancorp Common Stock (BCAL.US) has an annualized volatility of 23.2% and experienced a maximum drawdown of 48.0% over the last 10 years. Its primary macro risk driver is IJR.US.

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

Over the past 10 years, BCAL.US has generated a Compound Annual Growth Rate (CAGR) of 8.4%. It has had a positive return in 50% 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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