The Bank of New York Mellon Corporation

10-Year Study

BK.US · Financial Services · US · Common Stock

Executive Summary: The Bank of New York Mellon Corporation has compounded at 15.4% annually over the last 10 years, with a maximum drawdown of 38.1% and an annualized volatility of 23.3%.

1Y CAGR
+60.6%
3Y CAGR
+55.3%
5Y CAGR
+24.7%
10Y CAGR
+15.4%

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 →
38.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.65
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.08
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
23.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +54.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -19.1%
% 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.
20263.8-0.7-0.413.7————————16.7%
202512.53.5-5.7-3.510.22.811.94.13.2-0.53.93.654.5%
20247.41.12.7-1.25.50.59.54.85.35.58.6-6.251.9%
202311.90.6-10.7-5.4-5.610.72.8-1.1-4.90.713.77.718.5%
20222.6-10.3-6.6-14.610.8-10.55.1-4.4-7.210.39.0-0.8-19.1%
2021-5.45.812.26.24.4-1.60.97.6-6.114.9-7.46.040.6%
2020-10.4-10.9-15.612.4-1.04.0-6.53.2-7.10.913.98.5-12.9%
201911.70.3-3.9-1.0-14.03.47.0-10.47.54.14.72.89.6%
20185.70.6-9.66.20.4-1.5-0.3-2.5-2.2-6.68.4-8.3-10.8%
2017-5.25.40.20.00.18.34.4-1.41.4-2.56.4-1.615.7%
2016———9.74.5-7.61.95.8-4.39.09.6-0.130.4%

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 23.3%. The dominant macroeconomic risk driver is VTI.US, accounting for 59.6% of variance. Idiosyncratic stock-specific factors contribute 25.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110971.784194518212
2016-05-0111468.007703830515
2016-06-0110592.802040322327
2016-07-0110794.238264463102
2016-08-0111416.157696989681
2016-09-0110925.757666118232
2016-10-0111906.241997102295
2016-11-0113048.169989440561
2016-12-0113037.15449407654
2017-01-0112360.22774712071
2017-02-0113026.174079907949
2017-03-0113051.046647465559
2017-04-0113056.589476342997
2017-05-0113073.253044170733
2017-06-0114155.297435915427
2017-07-0114780.058445271583
2017-08-0114571.009601723188
2017-09-0114777.251949637435
2017-10-0114405.987658435452
2017-11-0115327.184769148196
2017-12-0115080.809533665672
2018-01-0115942.228287371123
2018-02-0116035.01804927505
2018-03-0114488.568792470174
2018-04-0115393.242660136888
2018-05-0115461.019529701494
2018-06-0115229.448558689088
2018-07-0115179.142124447033
2018-08-0114804.404794897791
2018-09-0114475.097613426275
2018-10-0113519.345525218117
2018-11-0114656.186744219496
2018-12-0113445.07863449955
2019-01-0115022.99572360228
2019-02-0115068.952089611406
2019-03-0114480.324711544872
2019-04-0114341.929395586087
2019-05-0112328.97040199542
2019-06-0112750.64637102574
2019-07-0113640.024837486364
2019-08-0112227.199854062228
2019-09-0113142.92429828839
2019-10-0113682.262596780249
2019-11-0114332.001417280295
2019-12-0114730.032660592942
2020-01-0113192.669433403613
2020-02-0111754.971882421865
2020-03-019922.505639302166
2020-04-0111156.416526049541
2020-05-0111046.472059581902
2020-06-0111486.285006647888
2020-07-0110745.335078038119
2020-08-0111084.008938688596
2020-09-0110292.752575836774
2020-10-0110386.384286430944
2020-11-0111825.239516861777
2020-12-0112828.842355632112
2021-01-0112132.305220432692
2021-02-0112842.032885112592
2021-03-0114404.619491813804
2021-04-0115292.10357372138
2021-05-0115966.574636997331
2021-06-0115705.95643617152
2021-07-0115844.421914521161
2021-08-0117045.181071590196
2021-09-0116001.866319596707
2021-10-0118378.862878131436
2021-11-0117009.749064209114
2021-12-0118031.138069060842
2022-01-0118505.26042525425
2022-02-0116597.299449576047
2022-03-0115498.100353267639
2022-04-0113238.239906263045
2022-05-0114670.324465976502
2022-06-0113128.084952622845
2022-07-0113796.2764819174
2022-08-0113183.618484983495
2022-09-0112228.076883947899
2022-10-0113487.702286943131
2022-11-0114701.616892297225
2022-12-0114579.885144166174
2023-01-0116320.824548417315
2023-02-0116420.87611777459
2023-03-0114665.20261144419
2023-04-0113868.192932542372
2023-05-0113089.951693193898
2023-06-0114496.637467418339
2023-07-0114907.403184670922
2023-08-0114746.345416466413
2023-09-0114016.761795174933
2023-10-0114109.060420342885
2023-11-0116041.157258474741
2023-12-0117279.45329465047
2024-01-0118554.128530483806
2024-02-0118764.861271412687
2024-03-0119276.73099388535
2024-04-0119036.67037357965
2024-05-0120088.088881716732
2024-06-0120182.457297414872
2024-07-0122093.715905463192
2024-08-0123163.23631044052
2024-09-0124399.14682532722
2024-10-0125745.352618635832
2024-11-0127969.395165109647
2024-12-0126247.575012366124
2025-01-0129518.124699617267
2025-02-0130555.54581077905
2025-03-0128810.501906662976
2025-04-0127798.374337403922
2025-05-0130633.215577454015
2025-06-0131497.475907989043
2025-07-0135259.022006433894
2025-08-0136701.35027521198
2025-09-0137869.133108579816
2025-10-0137696.147733930185
2025-11-0139152.57864326985
2025-12-0140546.14405040467
2026-01-0142069.36955583699
2026-02-0141781.7037533371
2026-03-0141616.82213483107
2026-04-0147303.48391351784
Annual Return Matrix
YearAnnual Return
20170.15675621858417577
2018-0.10846439612638792
20190.09557058467447344
2020-0.1290689809566451
20210.4055156006453553
2022-0.19140516320578693
20230.18515702447522164
20240.5190049456305477
20250.5447577169053521
20260.16665801450102968
Total Factor Risk
0.23332100615848167
VTI.US Exposure
0.5963676752245736
VEA.US Exposure
-0.014203071346373776
VWO.US Exposure
0.1118409633717003
QQQ.US Exposure
-0.131407490597601
VTV.US Exposure
0.2667169489102112
IJR.US Exposure
-0.043048477236374415
QUAL.US Exposure
-0.14406531042786747
SHV.US Exposure
0.0657313707576222
TLT.US Exposure
0.019210901510664628
LQD.US Exposure
-0.012090826710394532
HYG.US Exposure
0.10992108127551065
GLD.US Exposure
-0.0026460280604343454
USO.US Exposure
0.0002835564254201749
VNQ.US Exposure
-0.06378091466172923
BTC-USD.CC Exposure
0.008631187844520693
CPER.US Exposure
-0.03123163554013105
VIX.INDX Exposure
0.010057439941912114
UUP.US Exposure
-0.0010006781501424756
TIP.US Exposure
0.001301258662540955
Idiosyncratic Exposure
0.253412048806372
Value Score
43.4
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
19.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
23.3%

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 →16.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.65%
Market Cap$85.2B
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
$0
Avg Yield on Cost
0.00%

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 →
+12.2%
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 →
+21.8%
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 →
0.0% 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.US) has an annualized volatility of 23.3% and experienced a maximum drawdown of 38.1% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, BK.US has generated a Compound Annual Growth Rate (CAGR) of 15.4%. 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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