Canadian Banc Corp

10-Year Study

BK.TO · Financial Services · CA · Common Stock

Executive Summary: Canadian Banc Corp has compounded at 18.8% annually over the last 10 years, with a maximum drawdown of 44.5% and an annualized volatility of 41.0%.

1Y CAGR
+73.9%
3Y CAGR
+27.6%
5Y CAGR
+23.9%
10Y CAGR
+18.8%

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 →
44.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.74
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.97
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
24.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +81.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -22.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-1.1-1.1-6.69.9————————0.4%
20254.1-0.4-4.00.89.14.55.64.618.90.81.517.881.1%
20241.7-0.95.91.54.6-1.84.01.33.52.16.3-3.327.4%
20234.31.5-2.30.90.22.01.4-1.7-13.2-11.54.27.9-8.1%
202210.7-0.41.0-1.53.0-5.8-1.2-0.2-1.01.25.6-0.110.9%
20210.514.69.34.18.41.11.31.8-2.37.54.66.372.8%
20201.4-12.8-28.17.2-5.61.70.018.8-8.90.830.43.5-3.5%
201915.02.7-5.49.4-9.41.72.5-8.513.2-2.43.7-4.016.1%
20183.1-2.4-2.90.1-5.00.63.51.80.1-11.3-0.6-10.8-22.6%
2017-3.93.30.9-3.5-2.95.71.20.65.65.50.83.217.2%
2016———4.10.7-2.94.98.31.74.43.410.139.8%

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 41.0%. The dominant macroeconomic risk driver is SHV.US, accounting for 85.3% of variance. Idiosyncratic stock-specific factors contribute 6.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110409.540061113537
2016-05-0110483.74935513314
2016-06-0110180.165879598397
2016-07-0110680.185721655622
2016-08-0111570.69724989087
2016-09-0111771.10202785825
2016-10-0112285.40815111711
2016-11-0112703.281876264931
2016-12-0113983.094567244734
2017-01-0113441.009563871585
2017-02-0113883.09059883329
2017-03-0114010.476606214532
2017-04-0113523.552521925474
2017-05-0113128.298742013574
2017-06-0113873.566411365533
2017-07-0114044.604944640661
2017-08-0114127.941584983531
2017-09-0114916.861780229376
2017-10-0115742.688201912775
2017-11-0115875.629985316877
2017-12-0116381.999285685939
2018-01-0116883.606492321127
2018-02-0116478.431683796978
2018-03-0115993.491805230367
2018-04-0116009.365451009962
2018-05-0115203.777927695546
2018-06-0115294.654549783721
2018-07-0115832.374300567484
2018-08-0116114.528354299773
2018-09-0116122.862018334063
2018-10-0114295.408547958252
2018-11-0114204.928767014564
2018-12-0112675.502996150643
2019-01-0114579.149966268504
2019-02-0114974.800587324895
2019-03-0114159.292035398232
2019-04-0115488.709869439266
2019-05-0114032.699710305964
2019-06-0114273.58228501131
2019-07-0114629.945632763205
2019-08-0113381.086551053613
2019-09-0115148.617008611454
2019-10-0114789.475772848129
2019-11-0115329.57657049883
2019-12-0114720.028572562405
2020-01-0114929.560696853052
2020-02-0113025.5168855907
2020-03-019371.800468272551
2020-04-0110044.843049327354
2020-05-019478.550736140325
2020-06-019635.69982935831
2020-07-019639.668240803208
2020-08-0111454.819635699829
2020-09-0110435.334735505377
2020-10-0110522.242946148657
2020-11-0113721.576253025916
2020-12-0114200.960355569667
2021-01-0114270.804396999882
2021-02-0116352.2361998492
2021-03-0117867.77253065598
2021-04-0118605.50021826263
2021-05-0120159.133298940436
2021-06-0120377.39592840986
2021-07-0120634.548990039286
2021-08-0121009.16703043772
2021-09-0120534.545021627844
2021-10-0122079.44759712687
2021-11-0123092.583039009485
2021-12-0124540.656375252987
2022-01-0127159.411087741577
2022-02-0127051.07345529585
2022-03-0127312.98861065916
2022-04-0126893.92436207786
2022-05-0127690.781380213502
2022-06-0126097.464185086712
2022-07-0125783.959680939723
2022-08-0125730.78296757808
2022-09-0125472.439382515182
2022-10-0125782.769157506253
2022-11-0127236.001428628122
2022-12-0127214.57200682567
2023-01-0128381.28497162586
2023-02-0128818.603912853687
2023-03-0128165.800230167868
2023-04-0128411.84173975158
2023-05-0128466.605817691183
2023-06-0129046.390729790866
2023-07-0129455.13710861542
2023-08-0128967.419342037385
2023-09-0125156.95067264574
2023-10-0122252.470336124454
2023-11-0123189.41227826501
2023-12-0125021.6278423747
2024-01-0125455.37521330212
2024-02-0125218.85789118616
2024-03-0126717.330052779875
2024-04-0127126.47327274892
2024-05-0128376.126036747493
2024-06-0127863.0104369221
2024-07-0128966.625659748403
2024-08-0129330.925830390097
2024-09-0130361.919123774755
2024-10-0131007.97650700425
2024-11-0132975.51490138498
2024-12-0131874.677566570102
2025-01-0133192.19016627644
2025-02-0133051.70840112703
2025-03-0131731.417913409266
2025-04-0131976.665740704
2025-05-0134876.780824635905
2025-06-0136448.66859796023
2025-07-0138502.32152069527
2025-08-0140270.2488193976
2025-09-0147870.15357752292
2025-10-0148270.96313345768
2025-11-0149014.24659708719
2025-12-0157722.52867177269
2026-01-0157065.75657764198
2026-02-0156430.8107464582
2026-03-0152700.5039882535
2026-04-0157938.80709551966
Annual Return Matrix
YearAnnual Return
20170.17155749801339537
2018-0.2262542089581162
20190.16129739206662275
2020-0.03526271803305203
20210.7280983652368311
20220.1089586028460543
2023-0.08057977777129688
20240.2738850472625769
20250.8109211787701847
20260.003746863291052227
Total Factor Risk
0.41003829073693304
VTI.US Exposure
0.06669367063984222
VEA.US Exposure
0.00004873609022429002
VWO.US Exposure
0.002543470506560264
QQQ.US Exposure
-0.009055161006260382
VTV.US Exposure
0.005483235085884359
IJR.US Exposure
0.020398718812104907
QUAL.US Exposure
-0.013202188981653337
SHV.US Exposure
0.853398821285881
TLT.US Exposure
0.010383470663561458
LQD.US Exposure
-0.0036607673415161132
HYG.US Exposure
0.002254731762653753
GLD.US Exposure
0.00005990379828178608
USO.US Exposure
0.0048336089726228335
VNQ.US Exposure
-0.014248878301242355
BTC-USD.CC Exposure
0.0014556357770085374
CPER.US Exposure
0.007233616075743123
VIX.INDX Exposure
-0.00707726642853202
UUP.US Exposure
0.009455322931712721
TIP.US Exposure
0.0001004754831613758
Idiosyncratic Exposure
0.06290084417396162
Value Score
48.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
100
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
41.0%

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 →2.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →13.59%
Market Cap$661.6M
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
$2,810
Avg Yield on Cost
14.05%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2025$638.916.39%Solid
2026$2,170.7221.71%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 →
+5.3%
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 →
+18.6%
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 →
0.2% 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 →
0.82
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Canadian Banc Corp a high-risk investment?

Canadian Banc Corp (BK.TO) has an annualized volatility of 41.0% and experienced a maximum drawdown of 44.5% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BK.TO has generated a Compound Annual Growth Rate (CAGR) of 18.8%. It has had a positive return in 70% 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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