BCE Inc

10-Year Study

BCE.TO · Communication Services · CA · Common Stock

Executive Summary: BCE Inc has compounded at -0.1% annually over the last 10 years, with a maximum drawdown of 45.6% and an annualized volatility of 28.3%.

1Y CAGR
+17.0%
3Y CAGR
-12.9%
5Y CAGR
-5.2%
10Y CAGR
-0.1%

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 →
45.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.24
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.34
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
14.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +27.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -30.0%
% 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.
20267.51.8-2.1-5.6————————1.2%
20253.9-3.41.7-7.2-2.42.57.06.0-3.8-1.42.70.85.4%
20244.0-7.2-6.7-1.73.1-2.95.11.41.7-4.5-15.6-9.6-30.0%
20235.7-4.01.97.6-6.00.2-5.70.5-7.8-0.73.8-0.6-6.2%
20220.90.35.5-1.40.9-6.92.3-2.0-7.26.14.2-5.8-4.3%
2021-0.30.45.82.43.03.71.95.7-2.30.40.93.827.9%
20203.7-5.5-0.4-2.51.70.4-0.8-0.2-0.0-3.05.2-1.9-3.9%
20195.92.42.81.01.5-0.90.15.63.0-2.52.3-4.717.4%
2018-4.7-2.60.3-1.7-0.9-0.13.8-3.7-0.3-2.611.8-4.0-5.7%
20171.1-1.22.95.6-1.5-3.50.21.6-0.41.93.6-1.19.2%
2016———-0.62.72.32.3-2.00.00.6-5.01.41.5%

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 28.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 32.7% of variance. Idiosyncratic stock-specific factors contribute 17.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019940.889701401584
2016-05-0110212.888482632543
2016-06-0110447.410115783061
2016-07-0110684.94820231566
2016-08-0110469.622181596587
2016-09-0110470.231566118222
2016-10-0110530.712979890312
2016-11-0110003.6563071298
2016-12-0110145.490554539916
2017-01-0110255.636806825105
2017-02-0110129.768433881778
2017-03-0110421.998781230957
2017-04-0111000.792199878122
2017-05-0110834.399756246192
2017-06-0110460.329067641682
2017-07-0110481.840341255333
2017-08-0110646.617915904937
2017-09-0110601.950030469226
2017-10-0110803.260207190737
2017-11-0111196.800731261426
2017-12-0111076.751980499697
2018-01-0110552.071907373553
2018-02-0110273.248019500305
2018-03-0110305.179768433882
2018-04-0110128.580134064594
2018-05-0110039.3662400975
2018-06-0110032.663010359538
2018-07-0110417.06276660573
2018-08-0110030.773918342475
2018-09-0110004.143814747104
2018-10-019740.310786106033
2018-11-0110887.355271176113
2018-12-0110448.598415600243
2019-01-0111068.586227909811
2019-02-0111337.873248019501
2019-03-0111651.401584399757
2019-04-0111769.226081657527
2019-05-0111949.847653869592
2019-06-0111848.110907982938
2019-07-0111860.054844606946
2019-08-0112528.214503351615
2019-09-0112901.432053625838
2019-10-0112579.280926264473
2019-11-0112873.248019500305
2019-12-0112263.07129798903
2020-01-0112711.517367458866
2020-02-0112016.422912858014
2020-03-0111963.315051797683
2020-04-0111664.899451553929
2020-05-0111859.689213893967
2020-06-0111904.082876294944
2020-07-0111807.373552711762
2020-08-0111786.349786715418
2020-09-0111781.474710542352
2020-10-0111423.034734917734
2020-11-0112011.913467397928
2020-12-0111779.92078001219
2021-01-0111738.78732480195
2021-02-0111779.92078001219
2021-03-0112468.37294332724
2021-04-0112769.500304692261
2021-05-0113147.501523461304
2021-06-0113629.951249238267
2021-07-0113884.125533211458
2021-08-0114671.206581352833
2021-09-0114336.502132845826
2021-10-0114395.24680073126
2021-11-0114526.29494210847
2021-12-0115071.328458257161
2022-01-0115206.459475929312
2022-02-0115245.399146861671
2022-03-0116080.8957952468
2022-04-0115848.842169408897
2022-05-0115990.402193784277
2022-06-0114889.15295551493
2022-07-0115225.685557586836
2022-08-0114915.051797684338
2022-09-0113833.790371724559
2022-10-0114676.904326630105
2022-11-0115300.274223034734
2022-12-0114418.921389396708
2023-01-0115245.429616087751
2023-02-0114632.236441194395
2023-03-0114914.259597806215
2023-04-0116042.565508836075
2023-05-0115086.715417428399
2023-06-0115117.032297379646
2023-07-0114256.06337599025
2023-08-0114326.142595978063
2023-09-0113206.337599024986
2023-10-0113112.096282754419
2023-11-0113608.775137111517
2023-12-0113524.98476538696
2024-01-0114064.229128580135
2024-02-0113055.758683729433
2024-03-0112186.075563680683
2024-04-0111974.28397318708
2024-05-0112342.291285801339
2024-06-0111987.599024984765
2024-07-0112598.994515539305
2024-08-0112772.151127361363
2024-09-0112990.767824497258
2024-10-0112402.285191956125
2024-11-0110471.084704448507
2024-12-019466.331505179767
2025-01-019832.845825716027
2025-02-019494.759293113955
2025-03-019658.653260207191
2025-04-018959.780621572212
2025-05-018743.38817794028
2025-06-018958.226691042048
2025-07-019587.081048141377
2025-08-0110165.508836075564
2025-09-019774.923826934795
2025-10-019636.684948202315
2025-11-019895.185862279097
2025-12-019975.624619134675
2026-01-0110725.16758074345
2026-02-0110923.217550274223
2026-03-0110694.698354661792
2026-04-0110097.501523461306
Annual Return Matrix
YearAnnual Return
20170.09179067497559878
2018-0.05670918388398505
20190.17365706003971737
2020-0.03939881830876024
20210.2794083033079249
2022-0.043287960359129296
2023-0.06199746845607501
2024-0.30008560679447616
20250.053800473148043926
20260.01221747098350634
Total Factor Risk
0.28305671545792016
VTI.US Exposure
0.17607961591325677
VEA.US Exposure
-0.005123305981147067
VWO.US Exposure
0.01057593383201188
QQQ.US Exposure
0.03781842802482749
VTV.US Exposure
0.0639345791204225
IJR.US Exposure
-0.0020316681171932255
QUAL.US Exposure
0.035570799122354224
SHV.US Exposure
0.3272856339961416
TLT.US Exposure
-0.0007147772540576425
LQD.US Exposure
-0.007273478829702854
HYG.US Exposure
0.05396295772955864
GLD.US Exposure
0.0005300427976653615
USO.US Exposure
0.004341802640882869
VNQ.US Exposure
0.04516543705288937
BTC-USD.CC Exposure
0.0008519149972813913
CPER.US Exposure
0.00348199301925344
VIX.INDX Exposure
0.00006945028371312
UUP.US Exposure
0.008440083615279904
TIP.US Exposure
0.07714464320856408
Idiosyncratic Exposure
0.16988991482799812
Value Score
48
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
81.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
28.3%

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 →5.0x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →6.78%
Market Cap$31.5B
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
$267
Avg Yield on Cost
1.33%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2025$133.461.33%Solid
2026$133.461.33%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 →
-4.9%
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 →
8.3% 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 →
0.62
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is BCE Inc a high-risk investment?

BCE Inc (BCE.TO) has an annualized volatility of 28.3% and experienced a maximum drawdown of 45.6% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of BCE.TO?

Over the past 10 years, BCE.TO has generated a Compound Annual Growth Rate (CAGR) of -0.1%. 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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