The Bank of New York Mellon Corporation

10-Year Study

BK-PK.US · Financial Services · US · Preferred Stock

Executive Summary: The Bank of New York Mellon Corporation has compounded at 4.3% annually over the last 10 years, with a maximum drawdown of 3.1% and an annualized volatility of 105.6%.

1Y CAGR
+5.8%
3Y CAGR
+4.3%
5Y CAGR
+4.3%
10Y CAGR
+4.3%

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 →
3.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.02
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.02
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
5.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +-0.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -0.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
0%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.40.2-3.11.9————————-0.7%
2025———-1.50.92.80.70.21.1-0.0-0.11.25.4%

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 105.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 28.8% of variance. Idiosyncratic stock-specific factors contribute 0.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2025-03-0110000
2025-04-019850.980456587995
2025-05-019937.237634417435
2025-06-0110219.339680766292
2025-07-0110291.097437751072
2025-08-0110315.0029984638
2025-09-0110426.80873086939
2025-10-0110422.74232105743
2025-11-0110414.650576280097
2025-12-0110535.698149167412
2026-01-0110580.880480411406
2026-02-0110601.417903704129
2026-03-0110268.711646362
2026-04-0110461.763425313606
Annual Return Matrix
YearAnnual Return
2026-0.007017543859649145
Total Factor Risk
1.0556328209855679
VTI.US Exposure
0.19764139079445314
VEA.US Exposure
-0.003940596561582481
VWO.US Exposure
0.007275372966739685
QQQ.US Exposure
0.0883131729297651
VTV.US Exposure
0.02826162390848045
IJR.US Exposure
-0.00013235837032452596
QUAL.US Exposure
0.00007264282365576959
SHV.US Exposure
0.2881136430799761
TLT.US Exposure
0.13368415843838796
LQD.US Exposure
0.009047860548156613
HYG.US Exposure
0.20994635785564053
GLD.US Exposure
0.0059846761579124205
USO.US Exposure
0.004751118033166658
VNQ.US Exposure
0.005890416215143672
BTC-USD.CC Exposure
0.0026303882987323366
CPER.US Exposure
-0.000006159568342336126
VIX.INDX Exposure
0.011505077730094198
UUP.US Exposure
0.010512396603020452
TIP.US Exposure
0.00044880914316887426
Idiosyncratic Exposure
8.973755467221881e-9
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
95.5
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
105.6%

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
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →7.96%
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
$158
Avg Yield on Cost
1.58%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$157.881.58%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 →
+0.1%
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 →
1.7% 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 →
1.05
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is The Bank of New York Mellon Corporation a high-risk investment?

The Bank of New York Mellon Corporation (BK-PK.US) has an annualized volatility of 105.6% and experienced a maximum drawdown of 3.1% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of BK-PK.US?

Over the past 10 years, BK-PK.US has generated a Compound Annual Growth Rate (CAGR) of 4.3%. It has had a positive return in 0% 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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