Bendigo and Adelaide Bank Ltd

10-Year Study

BEN.AU · Financial Services · AU · Common Stock

Executive Summary: Bendigo and Adelaide Bank Ltd has compounded at 6.7% annually over the last 10 years, with a maximum drawdown of 45.4% and an annualized volatility of 28.0%.

1Y CAGR
-3.1%
3Y CAGR
+15.6%
5Y CAGR
+7.4%
10Y CAGR
+6.7%

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 →
45.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.28
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.39
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
26.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +43.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -15.3%
% 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.
20264.30.3-7.711.7————————7.9%
20253.8-19.0-0.85.17.35.5-3.18.90.5-3.2-19.12.7-15.3%
20241.81.45.9-4.611.85.18.7-3.5-0.65.69.1-2.443.6%
20232.5-2.8-8.6-0.3-0.60.08.81.7-2.8-2.62.58.45.2%
2022-5.712.010.13.5-2.2-13.013.6-12.2-11.215.71.67.214.2%
2021-1.39.03.02.70.21.4-1.5-2.8-3.3-2.1-7.46.22.9%
20206.4-11.7-29.24.3-6.014.0-1.9-4.9-7.610.833.04.7-1.1%
2019-0.1-8.51.86.49.03.1-0.8-2.76.1-7.3-5.8-2.5-3.0%
20180.3-3.2-10.57.91.30.78.0-1.0-4.4-4.84.41.0-1.6%
2017-1.3-2.62.21.5-8.5-1.70.47.5-0.0-2.02.30.3-2.8%
2016———5.19.9-6.25.78.21.33.38.35.547.9%

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 28.0%. The dominant macroeconomic risk driver is SHV.US, accounting for 26.1% of variance. Idiosyncratic stock-specific factors contribute 29.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110507.262258173776
2016-05-0111544.500009961945
2016-06-0110823.0559263613
2016-07-0111443.087406108665
2016-08-0112378.912554043553
2016-09-0112534.916618517265
2016-10-0112953.91604072443
2016-11-0114024.625928951406
2016-12-0114792.691916877528
2017-01-0114606.60277739037
2017-02-0114222.470163973621
2017-03-0114536.47068199478
2017-04-0114752.047179773266
2017-05-0113494.650435337015
2017-06-0113267.31884202347
2017-07-0113315.13617979319
2017-08-0114308.939849773866
2017-09-0114307.545177422247
2017-10-0114024.227451136658
2017-11-0114344.60361419378
2017-12-0114381.462812057938
2018-01-0114430.87406108665
2018-02-0113974.816202107946
2018-03-0112512.601860891395
2018-04-0113504.41314179833
2018-05-0113682.333486083162
2018-06-0113784.144567751191
2018-07-0114890.318981490707
2018-08-0114737.70197844235
2018-09-0114095.355741069117
2018-10-0113413.560200035863
2018-11-0114003.50660476978
2018-12-0114147.755573708433
2019-01-0114134.60580582176
2019-02-0112928.413460580583
2019-03-0113159.530593134228
2019-04-0114002.311171325537
2019-05-0115266.681277519874
2019-06-0115742.463788328585
2019-07-0115620.131099201053
2019-08-0115198.541571198026
2019-09-0116124.803251578967
2019-10-0114946.105875555379
2019-11-0114075.830328146481
2019-12-0113725.169851168537
2020-01-0114609.192883186228
2020-02-0112897.13295212289
2020-03-019133.509991831204
2020-04-019526.807594987149
2020-05-018958.777470064355
2020-06-0110211.392480723638
2020-07-0110022.115518718496
2020-08-019526.807594987149
2020-09-018798.39014962842
2020-10-019745.372676376244
2020-11-0112964.67494172262
2020-12-0113576.338387360283
2021-01-0113401.605865593434
2021-02-0114601.223326891275
2021-03-0115034.56795042936
2021-04-0115438.225976768743
2021-05-0115468.111812874818
2021-06-0115677.312665617343
2021-07-0115438.225976768743
2021-08-0115004.682114323285
2021-09-0114503.994740092845
2021-10-0114196.967583829772
2021-11-0113153.35418700564
2021-12-0113966.846645812995
2022-01-0113168.695582873424
2022-02-0114749.457073977406
2022-03-0116241.557251300033
2022-04-0116809.7866151302
2022-05-0116446.77332589508
2022-06-0114315.913211531948
2022-07-0116257.297124982568
2022-08-0114268.494351576977
2022-09-0112669.801358809347
2022-10-0114654.021637345342
2022-11-0114881.75170847363
2022-12-0115955.250941403838
2023-01-0116361.897551353828
2023-02-0115906.437409097249
2023-03-0114540.455460142257
2023-04-0114490.048016576678
2023-05-0114406.168436572292
2023-06-0114406.168436572292
2023-07-0115680.699727042698
2023-08-0115949.07453527525
2023-09-0115497.399932258772
2023-10-0115098.125161881613
2023-11-0115480.066147317248
2023-12-0116781.49469028312
2024-01-0117076.567512103764
2024-02-0117322.82680161782
2024-03-0118342.730768464466
2024-04-0117501.743340439523
2024-05-0119559.68201470383
2024-06-0120561.853718794206
2024-07-0122351.41758482597
2024-08-0121564.02542288458
2024-09-0121435.117849813712
2024-10-0122631.149010778827
2024-11-0124691.87702974637
2024-12-0124103.126058456695
2025-01-0125023.01209380168
2025-02-0120279.13370923074
2025-03-0120108.983682333488
2025-04-0121130.481560439126
2025-05-0122662.62875814389
2025-06-0123911.258990655697
2025-07-0123173.477316650395
2025-08-0125235.400769062184
2025-09-0125357.733458189716
2025-10-0124542.846327030744
2025-11-0119867.107648781657
2025-12-0120410.232910282717
2026-01-0121283.29780239485
2026-02-0121338.486979737405
2026-03-0119704.727939271983
2026-04-0122015.899264808435
Annual Return Matrix
YearAnnual Return
2017-0.027799477412924545
2018-0.01625058878944896
2019-0.029869453167908344
2020-0.010843688305655519
20210.02876388664680607
20220.1423660147501462
20230.051785067619035674
20240.43629196941634607
2025-0.1532122073799762
20260.0786696732753489
Total Factor Risk
0.2804624334009276
VTI.US Exposure
-0.11362530212548035
VEA.US Exposure
-0.03165187942387144
VWO.US Exposure
-0.004447213262188883
QQQ.US Exposure
0.022118285628555414
VTV.US Exposure
0.05855535151815321
IJR.US Exposure
0.1556278021119966
QUAL.US Exposure
0.06099140540656661
SHV.US Exposure
0.26062122699352286
TLT.US Exposure
0.003487907653820082
LQD.US Exposure
0.0001507937974878719
HYG.US Exposure
0.153198290562189
GLD.US Exposure
0.029231374137471906
USO.US Exposure
0.0016200545818090737
VNQ.US Exposure
-0.026157774647754376
BTC-USD.CC Exposure
0.05793725131391815
CPER.US Exposure
-0.018238868406535862
VIX.INDX Exposure
0.08212400273317089
UUP.US Exposure
0.008048515915847808
TIP.US Exposure
0.004240015057659936
Idiosyncratic Exposure
0.2961687604536616
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
76.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
28.0%

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 →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →6.37%
Market Cap$5.7B
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
$598
Avg Yield on Cost
5.98%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$597.725.98%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 →
+4.3%
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 →
-2.4%
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 →
14.2% 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 →
0.76
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Bendigo and Adelaide Bank Ltd a high-risk investment?

Bendigo and Adelaide Bank Ltd (BEN.AU) has an annualized volatility of 28.0% and experienced a maximum drawdown of 45.4% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of BEN.AU?

Over the past 10 years, BEN.AU has generated a Compound Annual Growth Rate (CAGR) of 6.7%. 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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