Banco Do Brasil SA

10-Year Study

BDORY.US · Financial Services · US · Common Stock

Executive Summary: Banco Do Brasil SA has compounded at 15.2% annually over the last 10 years, with a maximum drawdown of 61.1% and an annualized volatility of 49.4%.

1Y CAGR
+23.9%
3Y CAGR
+12.4%
5Y CAGR
+18.6%
10Y CAGR
+15.2%

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 →
61.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.45
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.77
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
46.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +91.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -40.3%
% 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.
202618.013.9-15.19.1————————24.5%
202527.7-2.810.5-1.0-18.11.4-14.010.77.9-3.54.6-6.98.7%
2024-0.63.7-2.4-7.0-0.2-5.7-1.27.80.1-7.6-9.0-6.9-26.6%
202324.5-1.8-0.712.3-0.621.8-0.2-5.5-1.72.316.55.291.6%
202219.19.012.2-7.715.0-15.68.816.6-8.3-1.0-3.1-1.543.5%
2021-16.0-14.63.5-0.419.32.8-5.9-2.4-8.6-4.712.5-8.7-25.3%
2020-12.7-5.7-48.9-2.18.35.27.9-5.1-10.7-4.624.517.4-40.3%
201918.6-3.2-7.41.33.97.7-7.2-13.4-0.89.5-5.915.914.6%
201829.52.6-2.0-15.3-21.7-11.518.8-13.2-1.557.21.54.028.8%
201718.55.53.9-4.7-14.4-6.213.15.813.5-3.0-12.74.719.7%
2016———15.9-27.218.022.511.0-1.731.8-10.41.559.5%

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 49.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 28.7% of variance. Idiosyncratic stock-specific factors contribute 24.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111592.92653945621
2016-05-018437.128678269379
2016-06-019953.16977703222
2016-07-0112191.934018312713
2016-08-0113536.031313343117
2016-09-0113307.47186691829
2016-10-0117533.375270846438
2016-11-0115710.491367861885
2016-12-0115948.836234011324
2017-01-0118891.451736912
2017-02-0119936.39477179003
2017-03-0120705.249178723698
2017-04-0119724.610330607396
2017-05-0116884.042776263366
2017-06-0115845.390368351156
2017-07-0117923.394142727335
2017-08-0118960.64863353603
2017-09-0121529.321311246244
2017-10-0120882.7846508702
2017-11-0118226.0431956385
2017-12-0119087.859089955964
2018-01-0124724.959809883272
2018-02-0125373.593345914585
2018-03-0124856.364017613752
2018-04-0121049.136786188577
2018-05-0116481.442650450826
2018-06-0114590.060809394003
2018-07-0117339.064793457746
2018-08-0115045.78178514014
2018-09-0114818.620255818829
2018-10-0123298.385405745437
2018-11-0123647.864681624378
2018-12-0124585.168099531693
2019-01-0129147.270566855383
2019-02-0128202.27860487873
2019-03-0126110.295659467392
2019-04-0126445.096805759415
2019-05-0127479.55546236108
2019-06-0129602.991542601518
2019-07-0127462.78045711889
2019-08-0123769.48346963025
2019-09-0123580.764660655623
2019-10-0125822.324736143142
2019-11-0124290.20759068987
2019-12-0128162.43796742853
2020-01-0124574.683721255326
2020-02-0123164.185363807923
2020-03-0111829.174529950373
2020-04-0111586.635912490388
2020-05-0112547.004962605717
2020-06-0113197.735374292306
2020-07-0114234.989865100997
2020-08-0113503.879219962257
2020-09-0112053.540225064651
2020-10-0111504.158803382958
2020-11-0114322.359684070736
2020-12-0116819.73858950164
2021-01-0114121.758579716221
2021-02-0112054.938142168168
2021-03-0112482.001817292234
2021-04-0112435.870552876213
2021-05-0114841.685888026841
2021-06-0115263.8568532886
2021-07-0114360.10344586566
2021-08-0114021.108548263086
2021-09-0112818.200880687775
2021-10-0112220.591318934787
2021-11-0113749.912630181028
2021-12-0112557.489340882084
2022-01-0114959.110924722163
2022-02-0116300.412385545538
2022-03-0118288.25050674495
2022-04-0116881.246942056336
2022-05-0119412.175857971622
2022-06-0116377.297826238904
2022-07-0117819.249318515413
2022-08-0120779.33878521004
2022-09-0119054.309079471586
2022-10-0118869.08506325575
2022-11-0118288.25050674495
2022-12-0118019.151464318165
2023-01-0122428.182008806878
2023-02-0122019.291256028515
2023-03-0121855.035996365415
2023-04-0124537.638918012162
2023-05-0124397.148249108828
2023-06-0129714.125952331022
2023-07-0129656.811351086882
2023-08-0128033.82959390508
2023-09-0127559.23673726148
2023-10-0128179.911931222476
2023-11-0132837.07276158524
2023-12-0134529.25141539107
2024-01-0134332.145103795345
2024-02-0135589.57153840777
2024-03-0134738.938980918436
2024-04-0132299.57363528343
2024-05-0132238.065282728738
2024-06-0130390.018871880897
2024-07-0130010.484378276364
2024-08-0132359.684070734602
2024-09-0132380.65282728734
2024-10-0129919.61976654784
2024-11-0127214.650171244844
2024-12-0125344.936045292514
2025-01-0132377.856993080306
2025-02-0131482.49108827846
2025-03-0134781.575452575664
2025-04-0134442.58055497309
2025-05-0128192.49318515412
2025-06-0128574.823512965675
2025-07-0124562.102467323686
2025-08-0127190.885580485075
2025-09-0129335.98937583001
2025-10-0128298.03592646956
2025-11-0129612.776962326134
2025-12-0127555.04298595093
2026-01-0132523.939330397705
2026-02-0137051.792828685255
2026-03-0131453.134829104634
2026-04-0134318.86489131194
Annual Return Matrix
YearAnnual Return
20170.1968183013410465
20180.288000292943718
20190.14550520270654466
2020-0.40275985307257023
2021-0.25340757978723405
20220.4349326505621729
20230.9162529092319629
2024-0.26598651849152855
20250.08720112517580869
20260.24546584481140465
Total Factor Risk
0.49385679736315136
VTI.US Exposure
0.003471395657957144
VEA.US Exposure
0.06111461565854965
VWO.US Exposure
0.02661840135137094
QQQ.US Exposure
-0.003261414081036621
VTV.US Exposure
0.021955191712729607
IJR.US Exposure
-0.004376611967154422
QUAL.US Exposure
-0.012003079594109298
SHV.US Exposure
0.2870140583859805
TLT.US Exposure
0.1270578913365135
LQD.US Exposure
0.1504899663041519
HYG.US Exposure
0.0733441456747247
GLD.US Exposure
0.01815751595464714
USO.US Exposure
0.0002898828883986207
VNQ.US Exposure
-0.013114441405862357
BTC-USD.CC Exposure
0.0008170352705013821
CPER.US Exposure
0.028757872206699606
VIX.INDX Exposure
-0.0015883234254000392
UUP.US Exposure
-0.004932742412605668
TIP.US Exposure
-0.0020395040460662738
Idiosyncratic Exposure
0.24222814453001004
Value Score
46
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
49.4%

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 →10.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →20.16%
Market Cap$26.4B
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
$384
Avg Yield on Cost
3.84%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$384.433.84%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 →
+2.0%
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 →
+16.9%
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 →
9.6% 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 →
0.41
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Banco Do Brasil SA a high-risk investment?

Banco Do Brasil SA (BDORY.US) has an annualized volatility of 49.4% and experienced a maximum drawdown of 61.1% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BDORY.US has generated a Compound Annual Growth Rate (CAGR) of 15.2%. 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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