Bendigo and Adelaide Bank Ltd

10-Year Study

BENPH.AU · Financial Services · AU · Preferred Stock

Executive Summary: Bendigo and Adelaide Bank Ltd has compounded at 51.8% annually over the last 10 years, with a maximum drawdown of 90.3% and an annualized volatility of 7.9%.

1Y CAGR
+2.6%
3Y CAGR
+5.2%
5Y CAGR
+3.9%
10Y CAGR
+51.8%

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 →
90.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
44.36
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1540.32
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
2219.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +1246.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -0.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
86%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.4-1.0-0.30.0————————-0.9%
2025-0.60.50.0-0.00.20.31.11.1-0.50.20.70.53.5%
20240.11.40.11.1-0.81.31.70.20.20.21.6-0.26.9%
2023-0.1-0.2-2.30.70.71.92.0-1.11.7-1.21.80.74.6%
2022-2.11.3-1.41.0-1.4-1.72.9-0.21.3-1.51.92.22.2%
20210.40.91.1-0.31.51.3-0.1-1.01.30.10.80.56.5%
2020———————-89.221.5—89.65321.21246.7%
2019——————————-10.4—-10.4%

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 7.9%. The dominant macroeconomic risk driver is SHV.US, accounting for 78.5% of variance. Idiosyncratic stock-specific factors contribute 9.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-10-0110000
2019-11-018962.262142252863
2020-08-01966.9809994886377
2020-09-011174.5280440054005
2020-11-012226.414532834381
2020-12-01120697.5806060974
2021-01-01121146.02451657577
2021-02-01122235.81837723553
2021-03-01123522.93934802686
2021-04-01123117.5271897206
2021-05-01125025.0717106644
2021-06-01126599.41489030307
2021-07-01126419.47732385743
2021-08-01125183.493401024
2021-09-01126754.00498629118
2021-10-01126886.93183717896
2021-11-01127961.84142739559
2021-12-01128600.68610433405
2022-01-01125939.05433727855
2022-02-01127518.99753946016
2022-03-01125752.92727223282
2022-04-01127025.0166035668
2022-05-01125214.73563205307
2022-06-01123106.91662069186
2022-07-01126641.41505937515
2022-08-01126358.17181391362
2022-09-01128061.46288105428
2022-10-01126196.5080052397
2022-11-01128620.8756592915
2022-12-01131488.52930832162
2023-01-01131375.34990534844
2023-02-01131061.01179787215
2023-03-01128094.62090926908
2023-04-01128972.20338935408
2023-05-01129862.45960466788
2023-06-01132373.18550109246
2023-07-01134963.195927204
2023-08-01133494.22159278125
2023-09-01135730.5463846016
2023-10-01134138.07681620552
2023-11-01136515.72849272806
2023-12-01137494.8482236575
2024-01-01137693.35428590342
2024-02-01139599.86722374722
2024-03-01139711.13082953464
2024-04-01141267.93709647306
2024-05-01140127.15355686966
2024-06-01141978.69785238404
2024-07-01144344.26526973498
2024-08-01144617.92952926777
2024-09-01144855.9304873429
2024-10-01145076.6892707463
2024-11-01147353.098434453
2024-12-01146997.0548959332
2025-01-01146087.93544679054
2025-02-01146857.20170137388
2025-03-01146916.00193807477
2025-04-01146845.11744220226
2025-05-01147199.68729057917
2025-06-01147632.36271652876
2025-07-01149184.6005440242
2025-08-01150880.52316045045
2025-09-01150128.94118758166
2025-10-01150361.7842301567
2025-11-01151351.5145301149
2025-12-01152099.55964664076
2026-01-01152644.82499950635
2026-02-01151125.45046219713
2026-03-01150684.817109476
2026-04-01150714.29091233358
Annual Return Matrix
YearAnnual Return
202012.467312012339487
20210.06547857428914683
20220.022455892666425337
20230.045679413610687725
20240.06910954697603544
20250.03471161210896301
2026-0.009107644608080556
Total Factor Risk
0.07928524546038718
VTI.US Exposure
0.042289824752937355
VEA.US Exposure
0.0035192818900541606
VWO.US Exposure
-0.0000065075770450724135
QQQ.US Exposure
0.005688980002463186
VTV.US Exposure
-0.0023321426393654253
IJR.US Exposure
0.00871364490327189
QUAL.US Exposure
0.002186844302014649
SHV.US Exposure
0.7845974907319788
TLT.US Exposure
0.0016165463790958584
LQD.US Exposure
0.023649370093541695
HYG.US Exposure
0.029891607011997837
GLD.US Exposure
-0.0001366282362557466
USO.US Exposure
-0.0001599453379392345
VNQ.US Exposure
-0.0013418058210672105
BTC-USD.CC Exposure
-0.0005949418615036372
CPER.US Exposure
0.0009381624779672837
VIX.INDX Exposure
-0.0005369092924041856
UUP.US Exposure
0.003754423713493445
TIP.US Exposure
0.0002894770039096916
Idiosyncratic Exposure
0.09797322750285474
Value Score
7.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
7.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
7.9%

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 →106.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.61%
Market Cap$5.5B
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
$3,830
Avg Yield on Cost
19.15%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2025$1,898.1118.98%Solid
2026$1,932.0119.32%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 →
-0.3%
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 →
+0.4%
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 →
1.5% 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 →
1.15
Market sensitivity coefficient

Frequently Asked Questions & Methodology

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

Bendigo and Adelaide Bank Ltd (BENPH.AU) has an annualized volatility of 7.9% and experienced a maximum drawdown of 90.3% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BENPH.AU has generated a Compound Annual Growth Rate (CAGR) of 51.8%. It has had a positive return in 86% 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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