Canadian Banc Corp Pref A

10-Year Study

BK-PA.TO · Financials · CA · Preferred Stock

Executive Summary: Canadian Banc Corp Pref A has compounded at 5.4% annually over the last 10 years, with a maximum drawdown of 6.4% and an annualized volatility of 13.6%.

1Y CAGR
+0.2%
3Y CAGR
+7.5%
5Y CAGR
+5.4%
10Y CAGR
+5.4%

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 →
6.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.27
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.38
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
3.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +16.3%
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 →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-0.81.40.4-0.50.30.1——————0.9%
20251.21.9-1.7-2.01.90.82.72.4-2.5-0.4-0.50.34.2%
20241.71.52.70.11.1-0.13.11.4-0.70.82.41.416.3%
20230.51.2-0.41.5-0.00.30.90.61.3-0.4-0.3-0.14.8%
2022-0.90.4-0.7-0.2-0.5-0.30.70.8-0.21.40.41.01.9%
2021-0.21.42.80.31.60.6-0.4-0.20.60.2-0.1-1.55.2%
20200.2-2.5-4.01.01.41.5-0.11.4-0.70.81.21.92.0%
20191.61.31.61.8-0.00.31.80.21.5-0.01.81.514.1%
20180.00.3-0.41.2-0.30.70.60.20.90.00.7-0.73.3%
20171.2-0.41.6-0.6-0.60.90.50.4-0.2-0.51.3-0.43.4%
2016—————0.50.7-0.60.20.7-0.1-1.20.2%

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 13.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 85.5% of variance. Idiosyncratic stock-specific factors contribute 6.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-05-0110000
2016-06-0110049.135577797999
2016-07-0110116.965836711059
2016-08-0110060.88179336587
2016-09-0110081.396310695674
2016-10-0110150.550086855821
2016-11-0110142.608983373313
2016-12-0110018.529241459177
2017-01-0110136.487716105548
2017-02-0110093.969724542972
2017-03-0110257.093225246092
2017-04-0110199.851104309702
2017-05-0110142.112664405659
2017-06-0110232.939035486805
2017-07-0110284.390768467201
2017-08-0110326.41244106212
2017-09-0110308.544958226486
2017-10-0110259.74025974026
2017-11-0110393.415501695757
2017-12-0110354.371742906775
2018-01-0110355.860699809744
2018-02-0110388.12143270742
2018-03-0110348.415915294896
2018-04-0110473.819174456115
2018-05-0110444.53635536438
2018-06-0110519.149640168747
2018-07-0110583.505666308212
2018-08-0110606.170899164528
2018-09-0110702.787658201669
2018-10-0110704.442054760526
2018-11-0110780.378856811978
2018-12-0110701.133261642817
2019-01-0110867.565555463645
2019-02-0111013.48333195467
2019-03-0111192.32359996691
2019-04-0111393.663661179586
2019-05-0111388.369592191248
2019-06-0111427.082471668456
2019-07-0111631.731325998842
2019-08-0111659.359748531724
2019-09-0111833.071387211514
2019-10-0111827.446438911407
2019-11-0112035.734965671272
2019-12-0112211.431880221688
2020-01-0112240.218380345768
2020-02-0111937.794689387045
2020-03-0111456.034411448423
2020-04-0111573.000248159484
2020-05-0111736.123748862601
2020-06-0111911.82066341302
2020-07-0111902.059723715774
2020-08-0112067.168500289517
2020-09-0111987.261146496814
2020-10-0112083.547026222182
2020-11-0112227.64496649847
2020-12-0112455.289932996939
2021-01-0112433.617338075937
2021-02-0112603.027545702704
2021-03-0112953.263297212341
2021-04-0112991.148978410125
2021-05-0113198.941186202333
2021-06-0113274.712548597898
2021-07-0113228.058565638183
2021-08-0113206.05509140541
2021-09-0113281.991893456861
2021-10-0113308.462238398544
2021-11-0113298.039540077758
2021-12-0113101.331789229878
2022-01-0112978.906443874595
2022-02-0113031.185375134417
2022-03-0112944.82587476218
2022-04-0112921.664322938208
2022-05-0112860.451650260567
2022-06-0112826.37108114815
2022-07-0112918.190090164611
2022-08-0113023.4097113078
2022-09-0112994.62321118372
2022-10-0113174.290677475388
2022-11-0113229.712962197038
2022-12-0113356.605178261227
2023-01-0113418.148730250641
2023-02-0113573.827446438912
2023-03-0113515.758127223096
2023-04-0113713.954834973943
2023-05-0113709.487964265032
2023-06-0113746.050128215733
2023-07-0113865.497559765077
2023-08-0113944.081396310694
2023-09-0114121.267267764084
2023-10-0114060.5509140541
2023-11-0114013.56605178261
2023-12-0113994.705931011662
2024-01-0114234.26255273389
2024-02-0114446.356191579122
2024-03-0114834.47762428654
2024-04-0114844.0731243279
2024-05-0115001.240797419143
2024-06-0114981.71891802465
2024-07-0115439.159566548102
2024-08-0115660.021507155265
2024-09-0115549.342377367853
2024-10-0115680.866903796841
2024-11-0116051.948051948053
2024-12-0116279.593018446521
2025-01-0116477.955165853255
2025-02-0116798.74265861527
2025-03-0116507.899743568534
2025-04-0116183.141699065267
2025-05-0116489.53594176524
2025-06-0116623.045744064853
2025-07-0117076.84672015882
2025-08-0117484.324592604848
2025-09-0117054.512366614275
2025-10-0116992.307056001322
2025-11-0116909.587228058565
2025-12-0116958.391926544795
2026-01-0116826.70196045992
2026-02-0117056.828521796673
2026-03-0117123.004384150878
2026-04-0117040.284556208124
2026-05-0117089.916452973775
2026-06-0117106.46041856233
Annual Return Matrix
YearAnnual Return
20170.033522136169229055
20180.03348938277917135
20190.14113445573025363
20200.019969652631008472
20210.05186887336290957
20220.019484537384298672
20230.04777417197215539
20240.16326795994845789
20250.04169630698563043
20260.008731281400907287
Total Factor Risk
0.13622280453374272
VTI.US Exposure
0.0780845753355819
VEA.US Exposure
0.005333184357745407
VWO.US Exposure
0.004585784938435569
QQQ.US Exposure
-0.010456094307563701
VTV.US Exposure
-0.0024157213228129695
IJR.US Exposure
-0.0020820918924526785
QUAL.US Exposure
-0.004985008436831697
SHV.US Exposure
0.8554316831384788
TLT.US Exposure
0.00041859549636807946
LQD.US Exposure
0.005949423985775738
HYG.US Exposure
0.005405685650513954
GLD.US Exposure
-0.0002102782046219109
USO.US Exposure
0.0022157444269205536
VNQ.US Exposure
0.003218286033764997
BTC-USD.CC Exposure
-0.0002012362536421603
CPER.US Exposure
-0.0004727195149491051
VIX.INDX Exposure
0.0005191042782655953
UUP.US Exposure
-0.00009601062703243621
TIP.US Exposure
-0.0000019012509585000727
Idiosyncratic Exposure
0.0597589941690144
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
50.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
13.6%

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 →4.18%
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
$492
Avg Yield on Cost
2.46%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2025$82.020.82%Solid
2026$410.124.10%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 →
-0.2%
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 →
+0.3%
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 →
2.4% 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 →
1.00
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 →
41
OversoldNeutralOverbought
Neutral
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement-0.2%
50.0% retracement+0.4%
61.8% retracement+1.1%
% distance of current price from each 52-week Fibonacci support level.

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Frequently Asked Questions & Methodology

Is Canadian Banc Corp Pref A a high-risk investment?

Canadian Banc Corp Pref A (BK-PA.TO) has an annualized volatility of 13.6% and experienced a maximum drawdown of 6.4% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of BK-PA.TO?

Over the past 10 years, BK-PA.TO has generated a Compound Annual Growth Rate (CAGR) of 5.4%. It has had a positive return in 100% 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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