BCE Inc

10-Year Study

BCE.US · Communication Services · US · Common Stock

Executive Summary: BCE Inc has compounded at -0.6% annually over the last 10 years, with a maximum drawdown of 50.4% and an annualized volatility of 28.4%.

1Y CAGR
+16.9%
3Y CAGR
-13.2%
5Y CAGR
-7.7%
10Y CAGR
-0.6%

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 →
50.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.22
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.33
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
16.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +28.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -35.5%
% 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.
20268.61.7-4.1-4.3————————1.4%
20252.6-2.82.3-3.1-2.03.15.27.0-5.1-2.32.82.710.2%
20242.5-8.0-6.5-3.34.1-3.34.23.81.5-7.3-16.2-11.8-35.5%
20237.6-6.42.97.3-6.22.7-5.2-2.0-8.3-2.76.11.8-4.2%
20220.40.57.0-4.12.4-8.42.7-4.6-11.77.55.6-6.4-10.6%
2021-0.90.87.24.75.20.61.24.4-2.72.8-2.14.728.6%
20201.7-5.9-6.3-1.02.52.20.42.6-2.1-3.07.80.1-1.9%
201910.02.31.10.70.62.3-0.84.93.6-2.01.3-2.423.3%
2018-2.6-6.7-0.0-1.4-1.8-1.54.8-3.90.8-4.010.3-6.6-13.0%
20174.3-3.32.72.9-0.50.54.21.3-0.3-1.43.61.616.5%
2016———3.0-1.93.91.2-2.5-0.0-1.6-5.21.6-1.7%

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 28.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 23.6% of variance. Idiosyncratic stock-specific factors contribute 16.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110300.823268307928
2016-05-0110109.782294786231
2016-06-0110508.479940499976
2016-07-0110637.291166382485
2016-08-0110372.982873962013
2016-09-0110371.993844279255
2016-10-0110205.757735201149
2016-11-019675.716947617031
2016-12-019825.732969897892
2017-01-0110252.914670475091
2017-02-019916.605017149775
2017-03-0110184.5529388028
2017-04-0110483.635514869073
2017-05-0110430.742207435129
2017-06-0110486.83997104121
2017-07-0110926.918618681584
2017-08-0111073.611501228375
2017-09-0111039.47019657954
2017-10-0110881.54193683661
2017-11-0111270.507530472005
2017-12-0111448.414189806665
2018-01-0111147.946972184529
2018-02-0110403.959283626022
2018-03-0110400.39877676809
2018-04-0110257.859818888885
2018-05-0110069.35076135505
2018-06-019919.769912134603
2018-07-0110395.01845529388
2018-08-019988.369010930757
2018-09-0110070.854086472842
2018-10-019663.25517361427
2018-11-0110657.388249536147
2018-12-019957.076111768267
2019-01-0110957.064243412073
2019-02-0111208.950323017096
2019-03-0111331.669126053812
2019-04-0111409.866021461048
2019-05-0111483.819895017436
2019-06-0111747.434124509302
2019-07-0111651.862581747166
2019-08-0112222.70366402504
2019-09-0112660.322435962182
2019-10-0112409.26349279495
2019-11-0112571.403180250829
2019-12-0112272.827469823855
2020-01-0112476.70844755596
2020-02-0111737.955973687514
2020-03-0110997.865647625213
2020-04-0110884.819023668764
2020-05-0111162.053237424085
2020-06-0111407.262001201037
2020-07-0111450.95762716936
2020-08-0111745.903857025298
2020-09-0111493.949994116432
2020-10-0111147.500604930734
2020-11-0112017.792698563317
2020-12-0112033.701292924892
2021-01-0111921.23795139701
2021-02-0112022.454430573269
2021-03-0112887.253256314552
2021-04-0113489.65195531632
2021-05-0114194.824565489898
2021-06-0114283.38389142321
2021-07-0114454.256214772771
2021-08-0115094.288326248532
2021-09-0114690.673486214348
2021-10-0115104.452380986968
2021-11-0114781.64592625705
2021-12-0115477.7108793636
2022-01-0115543.142641990818
2022-02-0115623.445465552344
2022-03-0116713.45167430208
2022-04-0116023.340276643656
2022-05-0116409.080868077686
2022-06-0115030.477379477152
2022-07-0115443.059526602023
2022-08-0114730.964493401689
2022-09-0113009.377354547421
2022-10-0113989.577061912856
2022-11-0114777.461082338761
2022-12-0113834.704635866468
2023-01-0114889.224937694222
2023-02-0113929.139041992315
2023-03-0114330.146088917663
2023-04-0115379.550407736759
2023-05-0114429.326738867172
2023-06-0114818.070517967053
2023-07-0114047.751372537532
2023-08-0113764.974843856166
2023-09-0112624.877275807525
2023-10-0112280.896084324084
2023-11-0113028.400058330342
2023-12-0113256.71174135319
2024-01-0113583.248789002695
2024-02-0112492.54913063866
2024-03-0111680.85617040861
2024-04-0111292.410446366017
2024-05-0111759.919235845764
2024-06-0111370.340902585474
2024-07-0111848.057511850044
2024-08-0112294.159157088558
2024-09-0112482.729159713195
2024-10-0111571.634460592406
2024-11-019695.638956097406
2024-12-018547.423726513789
2025-01-018772.355691557912
2025-02-018525.298986425769
2025-03-018723.41806943013
2025-04-018453.661642048817
2025-05-018282.68745178094
2025-06-018542.79066815492
2025-07-018989.774405449056
2025-08-019617.863941249598
2025-09-019130.425455129052
2025-10-018923.537516882272
2025-11-019177.269146158156
2025-12-019423.474696595056
2026-01-0110230.523279919755
2026-02-0110408.548381354021
2026-03-019985.243677133238
2026-04-019557.982854181419
Annual Return Matrix
YearAnnual Return
20170.1651460735682535
2018-0.130265908737495
20190.2325734314030805
2020-0.019484196081703264
20210.2861970313708535
2022-0.10615305172082956
2023-0.041778477367332534
2024-0.3552380188028963
20250.10249298480006175
20260.014273732558009122
Total Factor Risk
0.2841348508277748
VTI.US Exposure
0.11266578431082508
VEA.US Exposure
-0.015675308965709792
VWO.US Exposure
0.012907669747872986
QQQ.US Exposure
0.0712440126175266
VTV.US Exposure
0.1338779117451929
IJR.US Exposure
-0.004779842259018851
QUAL.US Exposure
0.03849766440594648
SHV.US Exposure
0.23601227018309082
TLT.US Exposure
-0.003588679564183336
LQD.US Exposure
-0.015328020757661199
HYG.US Exposure
0.054577494847847796
GLD.US Exposure
-0.006913818085603978
USO.US Exposure
0.0013801478082897402
VNQ.US Exposure
0.06705492032573257
BTC-USD.CC Exposure
0.00016781544557906193
CPER.US Exposure
0.006458469098063302
VIX.INDX Exposure
0.0034401681135500716
UUP.US Exposure
0.06145609720833284
TIP.US Exposure
0.08215659693295707
Idiosyncratic Exposure
0.1643886468413699
Value Score
48
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
28.4%

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 →9.10%
Market Cap$22.9B
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
$127
Avg Yield on Cost
1.27%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$126.931.27%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 →
+0.9%
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 →
8.7% 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.US) has an annualized volatility of 28.4% and experienced a maximum drawdown of 50.4% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BCE.US has generated a Compound Annual Growth Rate (CAGR) of -0.6%. 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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