Bendigo and Adelaide Bank Ltd

10-Year Study

BENPI.AU · · AU · Common Stock

Executive Summary: Bendigo and Adelaide Bank Ltd has compounded at 8.7% annually over the last 10 years, with a maximum drawdown of 93.5% and an annualized volatility of 148.1%.

1Y CAGR
+2.6%
3Y CAGR
+121.1%
5Y CAGR
+28.7%
10Y CAGR
+8.7%

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 →
93.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.06
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
20.41
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
644.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +1373.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -69.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
43%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-0.70.50.2-0.2-0.3-0.3——————-0.7%
20250.7-1.60.70.1-0.00.22.30.80.9-0.10.51.05.6%
2024-14.41.7-9.91666.51.10.70.50.41.61.0-1.31.91373.6%
2023-3.70.3-6.4-4.41.1-41.4-8.7-14.9-23.8-14.620.5-2.0-69.4%
2022-24.5-3.818.011.2-28.728.734.1-14.2-12.07.927.5-14.74.0%
2021-6.71.0-13.24.96.6-9.4-5.3-3.313.0-8.8-2.0-28.2-45.0%
2020—-15.5———-15.7-21.8-5.7-3.78.615.8-17.2-47.3%
2019—————40.6-26.5-4.9-15.14.16.537.026.7%

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 148.1%. The dominant macroeconomic risk driver is LQD.US, accounting for 15.4% of variance. Idiosyncratic stock-specific factors contribute 39.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-05-0110000
2019-06-0114060.06166157014
2019-07-0110327.880608494983
2019-08-019822.947292210038
2019-09-018337.09561039571
2019-10-018679.05040837663
2019-11-019246.66038454354
2019-12-0112671.413596229879
2020-02-0110703.004937123698
2020-06-019024.224623402037
2020-07-017056.068246873798
2020-08-016653.360360897843
2020-09-016406.874984977268
2020-10-016955.39094430031
2020-11-018055.8945625688275
2020-12-016674.189896473427
2021-01-016226.350577564875
2021-02-016288.839846450625
2021-03-015459.1228393006995
2021-04-015726.437750796859
2021-05-016103.108220684086
2021-06-015526.819326540597
2021-07-015233.467330035208
2021-08-015061.6221716788905
2021-09-015717.758170661285
2021-10-015217.100415021395
2021-11-015111.960822965634
2021-12-013672.453318287315
2022-01-012773.8244310580912
2022-02-012669.675925481421
2022-03-013150.4952320248162
2022-04-013503.6458143307495
2022-05-012497.8463278615386
2022-06-013215.588110087642
2022-07-014311.752269367869
2022-08-013698.143431982002
2022-09-013254.643903141236
2022-10-013512.394259002035
2022-11-014479.257968735898
2022-12-013820.5180294969323
2023-01-013679.049415138133
2023-02-013688.5964235600673
2023-03-013450.7902966955685
2023-04-013298.039155183119
2023-05-013334.5085551935676
2023-06-011954.5221916959567
2023-07-011784.065580756812
2023-08-011518.83382146591
2023-09-011157.9415244740917
2023-10-01989.3944145431835
2023-11-011192.501506246179
2023-12-011169.068113183897
2024-01-011001.2673392127314
2024-02-011018.6254234755097
2024-03-01918.2435265846574
2024-04-0116220.607112130601
2024-05-0116393.997181189152
2024-06-0116515.781616519493
2024-07-0116603.45738374491
2024-08-0116676.795359695694
2024-09-0116939.006830633567
2024-10-0117115.017972915444
2024-11-0116898.649246234618
2024-12-0117227.099229889223
2025-01-0117353.032251314766
2025-02-0117067.179047064474
2025-03-0117194.726371865978
2025-04-0117219.56581413475
2025-05-0117217.58699064164
2025-06-0117252.82393529965
2025-07-0117641.957839409624
2025-08-0117779.48607218076
2025-09-0117940.031146634912
2025-10-0117923.054924036125
2025-11-0118020.12142380341
2025-12-0118197.104619731028
2026-01-0118076.934487776645
2026-02-0118173.93155514066
2026-03-0118219.06261726422
2026-04-0118184.346415630713
2026-05-0118125.32887285375
2026-06-0118066.31133007679
Annual Return Matrix
YearAnnual Return
2020-0.4732876607816513
2021-0.44975294751085804
20220.040317656448433326
2023-0.6940027231496053
202413.735753234233806
20250.056306948540636226
2026-0.00718758793706209
Total Factor Risk
1.4813417783395229
VTI.US Exposure
-0.0017412346287669694
VEA.US Exposure
0.005252110507667443
VWO.US Exposure
0.03396222345187209
QQQ.US Exposure
-0.0020629458806666282
VTV.US Exposure
0.0010088423394622593
IJR.US Exposure
0.02307579783124087
QUAL.US Exposure
0.006390839790845791
SHV.US Exposure
0.055853525754689784
TLT.US Exposure
0.0028943891042201024
LQD.US Exposure
0.15430658500035901
HYG.US Exposure
0.07418318067584767
GLD.US Exposure
0.02596469910968337
USO.US Exposure
0.002418431932320234
VNQ.US Exposure
0.0024148355716440443
BTC-USD.CC Exposure
0.002386308522413528
CPER.US Exposure
0.011135399767894232
VIX.INDX Exposure
0.004277431362027394
UUP.US Exposure
0.14126928406995132
TIP.US Exposure
0.06001359575463901
Idiosyncratic Exposure
0.39699669996265535
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
7.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
148.1%

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
Forward P/EForward P/E RatioA valuation metric that compares the current stock price to estimated future earnings per share.Click for full definition →No estimate availableN/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.60%
Squeeze RiskShort Squeeze RiskA situation where a sharp rise in the price of a stock forces short sellers to buy shares to cover their positions, further driving up the price.Click for full definition →Low
Market Cap$0
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
$639
Avg Yield on Cost
3.19%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2025$205.42.05%Solid
2026$433.344.33%Solid

Momentum & MacroiPrice momentum indicators: distance from 50/200-Day SMA, 52-Week High proximity, Golden Cross trend signal, RSI momentum gauge, Fibonacci retracement levels, and Beta (market sensitivity).

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 →
-0.8%
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 →
+0.5%
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 →
1.9% 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 →
0.76
Market sensitivity coefficient
Trend SignalGolden Cross & Death CrossTechnical chart patterns that occur when a short-term moving average crosses over a long-term moving average.Click for full definition →
✦ Golden Cross
Bullish — 50 SMA above 200 SMA
RSI (14-Day)Relative Strength Index (RSI)A momentum oscillator that measures the speed and change of price movements to identify overbought or oversold conditions.Click for full definition →
46
OversoldNeutralOverbought
Neutral
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement+38.3%
50.0% retracement+58.3%
61.8% retracement+85.1%
% distance of current price from each 52-week Fibonacci support level.

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Frequently Asked Questions & Methodology

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

Bendigo and Adelaide Bank Ltd (BENPI.AU) has an annualized volatility of 148.1% and experienced a maximum drawdown of 93.5% over the last 10 years. Its primary macro risk driver is LQD.US.

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

Over the past 10 years, BENPI.AU has generated a Compound Annual Growth Rate (CAGR) of 8.7%. It has had a positive return in 43% 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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