Banco De Chile

10-Year Study

BCH.US · Financial Services · US · Common Stock

Executive Summary: Banco De Chile has compounded at 13.8% annually over the last 10 years, with a maximum drawdown of 49.6% and an annualized volatility of 36.9%.

1Y CAGR
+37.2%
3Y CAGR
+33.7%
5Y CAGR
+23.2%
10Y CAGR
+13.8%

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 →
49.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.47
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.82
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
25.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +81.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · -24.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202614.8-5.8-9.89.0————————6.3%
20259.14.710.611.42.30.7-10.25.25.515.28.20.681.2%
2024-3.74.14.0-0.97.2-4.45.76.0-0.2-8.3-1.7-0.56.1%
20235.5-5.85.08.6-4.73.86.6-2.4-7.41.410.81.723.4%
202227.85.77.7-6.32.3-11.33.91.4-8.01.84.810.541.2%
20210.76.910.5-7.8-7.9-1.5-7.67.1-5.4-6.510.0-17.3-20.9%
2020-5.2-9.2-5.911.4-7.96.75.4-9.8-9.84.210.417.22.5%
201911.00.3-4.3-0.1-2.94.0-3.2-0.8-1.4-8.6-20.42.7-24.0%
20185.20.32.0-2.6-4.4-0.82.8-6.64.2-9.05.5-1.9-6.1%
20171.21.24.01.54.61.712.62.44.21.0-9.916.446.4%
2016———2.2-8.66.55.9-0.71.97.7-7.14.611.7%

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 36.9%. The dominant macroeconomic risk driver is SHV.US, accounting for 49.3% of variance. Idiosyncratic stock-specific factors contribute 25.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110218.7904336575
2016-05-019340.540089319255
2016-06-019951.917859676949
2016-07-0110541.675362076881
2016-08-0110471.889477858007
2016-09-0110674.902959222005
2016-10-0111496.55661755499
2016-11-0110686.005258984096
2016-12-0111174.506448516215
2017-01-0111310.989607245712
2017-02-0111448.975332860302
2017-03-0111909.178179389792
2017-04-0112092.324387495306
2017-05-0112643.599482449185
2017-06-0112861.38820484995
2017-07-0114482.407446053676
2017-08-0114828.081305563672
2017-09-0115446.471054718479
2017-10-0115607.412663299805
2017-11-0114055.511498810469
2017-12-0116354.605784882508
2018-01-0117205.058641846488
2018-02-0117257.565006886765
2018-03-0117599.899828874328
2018-04-0117148.461955841227
2018-05-0116396.00985016069
2018-06-0116266.538670228305
2018-07-0116729.16231896156
2018-08-0115628.865979381444
2018-09-0116288.993697566679
2018-10-0114818.481572686673
2018-11-0115639.634375391292
2018-12-0115349.80591844401
2019-01-0117045.78655202638
2019-02-0117104.8040402354
2019-03-0116361.534287741559
2019-04-0116339.32968821737
2019-05-0115861.429942818982
2019-06-0116500.52172461288
2019-07-0115972.536416377978
2019-08-0115844.734755206813
2019-09-0115616.845444300681
2019-10-0114271.881130264204
2019-11-0111359.739555073249
2019-12-0111665.428440252097
2020-01-0111059.64355774448
2020-02-0110042.572728411036
2020-03-019454.56822071038
2020-04-0110534.412955465586
2020-05-019706.91598146834
2020-06-0110358.278726157185
2020-07-0110915.814516465627
2020-08-019841.896573312742
2020-09-018873.492215868777
2020-10-019243.29062147836
2020-11-0110205.768187320005
2020-12-0111960.515881297215
2021-01-0112048.499520013356
2021-02-0112875.996494010602
2021-03-0114228.72407028674
2021-04-0113120.24708877666
2021-05-0112084.143745565341
2021-06-0111897.40807212321
2021-07-0110987.770775074086
2021-08-0111770.942025961018
2021-09-0111138.361367335865
2021-10-0110409.44947618849
2021-11-0111445.636295337868
2021-12-019463.750573897074
2022-01-0112090.154013105723
2022-02-0112776.910555532368
2022-03-0113756.751116490674
2022-04-0112890.103927542887
2022-05-0113191.869443632873
2022-06-0111702.575232689178
2022-07-0112158.35385450144
2022-08-0112331.649901915773
2022-09-0111343.04436746108
2022-10-0111548.478651028841
2022-11-0112100.505029425269
2022-12-0113365.165491047206
2023-01-0114103.426687257397
2023-02-0113281.68955298635
2023-03-0113945.657164322383
2023-04-0115145.87420176134
2023-05-0114431.403647898493
2023-06-0114974.414624984349
2023-07-0115967.444384156266
2023-08-0115588.797529112235
2023-09-0114431.403647898493
2023-10-0114631.49547143036
2023-11-0116217.538294586586
2023-12-0116489.002045160483
2024-01-0115874.535665094536
2024-02-0116524.72974665053
2024-03-0117185.692224216367
2024-04-0117039.02500104345
2024-05-0118273.71760090154
2024-06-0117463.500146082893
2024-07-0118458.950707458574
2024-08-0119562.502608623065
2024-09-0119531.61651154055
2024-10-0117903.33486372553
2024-11-0117594.640844776495
2024-12-0117502.06602946701
2025-01-0119091.78179389791
2025-02-0119994.657539964108
2025-03-0122112.775992320214
2025-04-0124642.09691556409
2025-05-0125218.08088818398
2025-06-0125393.380358111775
2025-07-0122805.626278225303
2025-08-0123982.637004883345
2025-09-0125293.20923243875
2025-10-0129141.449977044114
2025-11-0131537.209399390627
2025-12-0131720.856463124503
2026-01-0136420.55177595059
2026-02-0134291.9153553988
2026-03-0130919.487457740306
2026-04-0133715.931382778916
Annual Return Matrix
YearAnnual Return
20170.4635640383968924
2018-0.06143834218048172
2019-0.24002762626235163
20200.025295893979076167
2021-0.20875063686043505
20220.4122482821885667
20230.23372973243060935
20240.06143876879461341
20250.8124063987484857
20260.06289473684210534
Total Factor Risk
0.3687228978088303
VTI.US Exposure
-0.007572351373613804
VEA.US Exposure
0.049538088560776836
VWO.US Exposure
0.012292346496067873
QQQ.US Exposure
0.06830466464126844
VTV.US Exposure
0.03678048713396705
IJR.US Exposure
0.02779350991657845
QUAL.US Exposure
-0.03278820571521669
SHV.US Exposure
0.49315819143535
TLT.US Exposure
0.03379577037332561
LQD.US Exposure
0.026434215553980372
HYG.US Exposure
0.009265763036401791
GLD.US Exposure
0.0023364349025386194
USO.US Exposure
0.005107532831137921
VNQ.US Exposure
-0.005358247986174508
BTC-USD.CC Exposure
-0.0002256246238192359
CPER.US Exposure
0.0021814547875559477
VIX.INDX Exposure
-0.007425234848416572
UUP.US Exposure
0.022887559800222487
TIP.US Exposure
0.00711117871906084
Idiosyncratic Exposure
0.2563824663590086
Value Score
44.3
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
72
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
36.9%

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 →14.3x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →6.00%
Market Cap$18.4B
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
$1,822
Avg Yield on Cost
18.22%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$1,822.2818.22%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 →
+1.0%
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 →
+14.5%
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 →
12.9% 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 Banco De Chile a high-risk investment?

Banco De Chile (BCH.US) has an annualized volatility of 36.9% and experienced a maximum drawdown of 49.6% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BCH.US has generated a Compound Annual Growth Rate (CAGR) of 13.8%. It has had a positive return in 70% 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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