BDO Unibank Inc ADR

10-Year Study

BDOUY.US · Financial Services · US · Common Stock

Executive Summary: BDO Unibank Inc ADR has compounded at 3.8% annually over the last 10 years, with a maximum drawdown of 43.9% and an annualized volatility of 74.0%.

1Y CAGR
-29.2%
3Y CAGR
-3.1%
5Y CAGR
+6.1%
10Y CAGR
+3.8%

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 →
43.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.15
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.20
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
30.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +58.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -29.9%
% 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.
20260.04.3-21.48.4————————-11.1%
2025-5.39.74.27.20.5-5.3-9.2-3.3-3.0-0.7-0.83.1-4.5%
20249.35.71.5-6.7-13.4-0.87.316.04.3-6.70.2-4.98.3%
202318.5-0.833.210.0-6.93.65.9-6.92.5-10.47.1-1.558.8%
202211.9-4.82.0-2.93.1-20.97.95.8-16.915.54.7-17.3-18.4%
2021-5.83.8-3.11.9-0.59.2-12.08.3-1.613.5-0.0-3.67.6%
2020-7.1-5.2-31.4-1.4-1.15.4-9.0-0.60.92.017.03.8-29.9%
20194.7-3.11.8-2.64.33.63.50.2-3.88.06.62.427.8%
2018-4.9-1.3-11.1-2.0-2.2-5.36.7-7.0-5.82.86.63.6-19.6%
2017——15.91.07.2-3.43.87.714.3-14.910.36.154.5%

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 74.0%. The dominant macroeconomic risk driver is SHV.US, accounting for 61.6% of variance. Idiosyncratic stock-specific factors contribute 6.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-09-0110000
2017-03-0111593.798406341144
2017-04-0111714.578768891557
2017-05-0112559.97153183829
2017-06-0112135.391227898797
2017-07-0112590.532940733194
2017-08-0113559.078413039535
2017-09-0115501.89089995674
2017-10-0113197.225749731368
2017-11-0114555.812947431587
2017-12-0115448.792196374494
2018-01-0114695.292984830936
2018-02-0114510.529033338451
2018-03-0112897.054103462231
2018-04-0112638.886950697053
2018-05-0112361.322374021409
2018-06-0111709.485200742407
2018-07-0112495.290193834691
2018-08-0111621.63859389609
2018-09-0110946.147727431306
2018-10-0111249.529019383468
2018-11-0111988.445275541104
2018-12-0112418.67734687897
2019-01-0113002.344436846732
2019-02-0112595.277634351583
2019-03-0112826.232573717189
2019-04-0112486.986980002512
2019-05-0113027.742502686335
2019-06-0113495.234373909769
2019-07-0113968.168687813113
2019-08-0113992.86900459119
2019-09-0113454.346278904255
2019-10-0114535.57822464729
2019-11-0115493.448136312256
2019-12-0115868.697581601755
2020-01-0114739.669825144087
2020-02-0113974.169329742252
2020-03-019582.8158361127
2020-04-019443.963772868727
2020-05-019339.85961288882
2020-06-019844.960158528587
2020-07-018954.981230550246
2020-08-018900.277704126487
2020-09-018980.379296389847
2020-10-019164.026849383887
2020-11-0110719.100182810254
2020-12-0111124.143513026977
2021-01-0110477.330132990972
2021-02-0110876.512371090861
2021-03-0110541.871921182266
2021-04-0110741.009503342219
2021-05-0110683.863855203115
2021-06-0111664.899035710798
2021-07-0110264.51666922508
2021-08-0111112.072454262548
2021-09-0110934.84419263456
2021-10-0112415.607251008249
2021-11-0112412.048730794457
2021-12-0111966.117305572223
2022-01-0113388.75786712067
2022-02-0112739.641915181623
2022-03-0112996.064695292984
2022-04-0112619.559301692738
2022-05-0113006.391381403593
2022-06-0110289.216986003154
2022-07-0111098.18724793815
2022-08-0111743.81445456956
2022-09-019761.160496239134
2022-10-0111274.159561255392
2022-11-0111805.355921796285
2022-12-019762.276894737577
2023-01-0111570.423812779973
2023-02-0111475.181065881468
2023-03-0115289.286760909306
2023-04-0116817.775855091477
2023-05-0115664.466431292649
2023-06-0116222.38658089005
2023-07-0117179.628518399644
2023-08-0115999.316205919704
2023-09-0116404.987510291798
2023-10-0114697.874656358586
2023-11-0115735.846160286916
2023-12-0115505.170320545918
2024-01-0116946.022132600232
2024-02-0117906.61326560516
2024-03-0118168.478488396435
2024-04-0116958.721165520034
2024-05-0114685.384948157245
2024-06-0114568.86085488215
2024-07-0115631.183801057789
2024-08-0118124.869172050963
2024-09-0118895.74233522656
2024-10-0117622.420072845
2024-11-0117658.633249138282
2024-12-0116797.680682119484
2025-01-0115906.306256018088
2025-02-0117452.93682579997
2025-03-0118191.43443252069
2025-04-0119500.620996664762
2025-05-0119595.026444689433
2025-06-0118550.844974113512
2025-07-0116846.174241895646
2025-08-0116292.510361573564
2025-09-0115802.96962000586
2025-10-0115699.214334556722
2025-11-0115571.177381766422
2025-12-0116048.228415132782
2026-01-0116048.228415132782
2026-02-0116745.977476660293
2026-03-0113166.524791024156
2026-04-0114268.968308237627
Annual Return Matrix
YearAnnual Return
20170.5448792196374495
2018-0.19613927166465672
20190.2778089919205311
2020-0.298988246778087
20210.0756888646356686
2022-0.18417339179922565
20230.5882739741692933
20240.0833599589590357
2025-0.04461641349001633
2026-0.11086956521739133
Total Factor Risk
0.7404939193833685
VTI.US Exposure
0.07908456226481565
VEA.US Exposure
0.0018443092659870958
VWO.US Exposure
0.015439171933401915
QQQ.US Exposure
0.0612532399025127
VTV.US Exposure
0.06016759050177297
IJR.US Exposure
0.009008152002432455
QUAL.US Exposure
0.010601505732625706
SHV.US Exposure
0.6158538733856801
TLT.US Exposure
-0.01461235994963244
LQD.US Exposure
0.040444800543435015
HYG.US Exposure
0.007893898295372022
GLD.US Exposure
-0.0023591376885288427
USO.US Exposure
0.009756703069243661
VNQ.US Exposure
-0.0002246456992429661
BTC-USD.CC Exposure
0.01629209777736846
CPER.US Exposure
0.0017181587919001004
VIX.INDX Exposure
-0.003152007958545767
UUP.US Exposure
-0.00022344111502050837
TIP.US Exposure
0.023858969849977325
Idiosyncratic Exposure
0.06735455909444531
Value Score
47
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
74.0%

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 →7.6x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →22.79%
Market Cap$10.6B
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
$133
Avg Yield on Cost
1.33%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$133.271.33%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 →
-5.2%
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 →
-11.4%
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 →
30.2% 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 →
0.58
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is BDO Unibank Inc ADR a high-risk investment?

BDO Unibank Inc ADR (BDOUY.US) has an annualized volatility of 74.0% and experienced a maximum drawdown of 43.9% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BDOUY.US has generated a Compound Annual Growth Rate (CAGR) of 3.8%. 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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