Bank Hapoalim ADR

10-Year Study

BKHYY.US · Financial Services · US · Common Stock

Executive Summary: Bank Hapoalim ADR has compounded at 19.5% annually over the last 10 years, with a maximum drawdown of 37.9% and an annualized volatility of 36.6%.

1Y CAGR
+25.0%
3Y CAGR
+44.1%
5Y CAGR
+28.9%
10Y CAGR
+19.5%

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 →
37.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.75
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.02
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
24.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +112.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -17.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20265.10.1-5.714.7-2.7-13.5——————-4.3%
202511.26.1-1.09.514.814.7-1.75.14.4-0.06.69.6112.0%
2024-5.18.61.0-5.33.5-1.55.08.50.3-1.016.11.934.5%
2023-0.5-6.4-0.03.1-5.64.06.5-3.07.2-19.819.56.76.6%
2022-0.32.8-5.9-6.2-1.1-9.79.815.1-18.513.9-2.4-3.7-10.9%
20214.1-0.59.82.510.0-8.6-0.49.62.611.51.55.556.6%
20204.0-9.5-22.87.5-5.2-3.2-0.12.1-11.89.711.74.5-17.4%
20196.91.7-3.910.9-1.22.32.9-3.97.54.41.02.734.8%
20181.8-4.5-4.50.90.7-1.34.56.2-2.4-7.61.0-7.4-12.8%
20171.42.1-1.42.96.72.22.7-2.04.11.1-3.68.627.1%
2016—————-2.02.64.55.81.75.0-0.917.6%

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 36.6%. The dominant macroeconomic risk driver is VTI.US, accounting for 45.5% of variance. Idiosyncratic stock-specific factors contribute 21.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-05-0110000
2016-06-019797.732052372576
2016-07-0110050.566986906855
2016-08-0110502.173493296874
2016-09-0111110.855985847506
2016-10-0111303.782869846107
2016-11-0111874.318337186305
2016-12-0111763.00834433561
2017-01-0111922.484827294691
2017-02-0112174.797914698867
2017-03-0112006.606584667088
2017-04-0112348.990486726818
2017-05-0113171.839041471192
2017-06-0113466.473931126615
2017-07-0113834.63708141337
2017-08-0113561.137000527064
2017-09-0114111.007321515237
2017-10-0114268.23986181488
2017-11-0113759.491094678724
2017-12-0114945.649621399905
2018-01-0115221.393644945649
2018-02-0114530.415859977978
2018-03-0113883.586342216911
2018-04-0114008.151252172187
2018-05-0114101.353149608352
2018-06-0113924.186048938825
2018-07-0114551.915961738168
2018-08-0115459.7212292631
2018-09-0115088.166072630682
2018-10-0113942.711622057433
2018-11-0114083.192869480814
2018-12-0113034.123583837349
2019-01-0113938.17155202555
2019-02-0114181.613238217997
2019-03-0113635.448031853548
2019-04-0115126.88712968423
2019-05-0114939.491825264706
2019-06-0115278.901198682857
2019-07-0115718.348666941507
2019-08-0115107.109123453374
2019-09-0116234.455478612095
2019-10-0116942.49766473409
2019-11-0117105.992370594955
2019-12-0117565.9484310666
2020-01-0118269.450547156717
2020-02-0116540.571005129757
2020-03-0112766.363821382163
2020-04-0113725.518846509103
2020-05-0113011.318864251904
2020-06-0112601.460128270024
2020-07-0112591.33629394605
2020-08-0112860.035381235419
2020-09-0111338.433519284861
2020-10-0112435.35618675865
2020-11-0113895.014794366138
2020-12-0114513.821121240744
2021-01-0115108.883403695721
2021-02-0115033.476493396023
2021-03-0116510.095132731818
2021-04-0116922.928397355277
2021-05-0118622.062652966437
2021-06-0117013.207950862874
2021-07-0116944.53286854149
2021-08-0118573.26994630193
2021-09-0119052.482165874328
2021-10-0121247.16245623007
2021-11-0121556.56561966737
2021-12-0122735.05299357606
2022-01-0122662.724981343963
2022-02-0123305.953753907328
2022-03-0121931.30404379341
2022-04-0120569.0221106629
2022-05-0120336.226105924532
2022-06-0118354.511629363293
2022-07-0120145.751903437405
2022-08-0123194.278468065564
2022-09-0118908.765466244316
2022-10-0121542.684486006663
2022-11-0121021.046094757
2022-12-0120252.052163839122
2023-01-0120145.751903437405
2023-02-0118858.929065319604
2023-03-0118853.397485740526
2023-04-0119433.430570848574
2023-05-0118340.42175685055
2023-06-0119073.25168165238
2023-07-0120309.45534815031
2023-08-0119708.026530708095
2023-09-0121127.763832862798
2023-10-0116936.861715728992
2023-11-0120237.70136776133
2023-12-0121594.347351886736
2024-01-0120500.81669075861
2024-02-0122263.564111529166
2024-03-0122483.992339284127
2024-04-0121290.267029176473
2024-05-0122030.820291503805
2024-06-0121690.315039112444
2024-07-0122782.436712989296
2024-08-0124727.36096687836
2024-09-0124790.034807203574
2024-10-0124538.921968198636
2024-11-0128492.33145642315
2024-12-0129041.940853846274
2025-01-0132291.9525954067
2025-02-0134257.072333230695
2025-03-0133905.39955225516
2025-04-0137116.011835492915
2025-05-0142616.54151032996
2025-06-0148869.1572690696
2025-07-0148041.97738314538
2025-08-0150504.62617480835
2025-09-0152713.7094459549
2025-10-0152701.28948425848
2025-11-0156189.263517145286
2025-12-0161577.96135200154
2026-01-0164709.04413261179
2026-02-0164756.01037432095
2026-03-0161061.33269320085
2026-04-0170037.10333095024
2026-05-0168148.01671998204
2026-06-0158932.19640238589
Annual Return Matrix
YearAnnual Return
20170.2705635483627684
2018-0.12789849126568176
20190.3476892648807497
2020-0.1737524917486356
20210.5664415872057067
2022-0.10921464887011811
20230.06627946527040551
20240.3448862510451758
20251.1203115061039814
2026-0.042966101694915215
Total Factor Risk
0.36585822762799886
VTI.US Exposure
0.45509029760700365
VEA.US Exposure
0.050906130663320524
VWO.US Exposure
-0.010992957439315863
QQQ.US Exposure
0.022059051152844344
VTV.US Exposure
0.050574018506908396
IJR.US Exposure
-0.024406044131127486
QUAL.US Exposure
-0.09328858463866559
SHV.US Exposure
0.0870174454252723
TLT.US Exposure
0.06824738037937542
LQD.US Exposure
0.03746732984027396
HYG.US Exposure
0.07980571292572447
GLD.US Exposure
0.00969428796545709
USO.US Exposure
0.002747051029006643
VNQ.US Exposure
-0.010210025595751059
BTC-USD.CC Exposure
-0.006850512172251824
CPER.US Exposure
0.00731289111153973
VIX.INDX Exposure
-0.0027539874692427946
UUP.US Exposure
0.05692470452592397
TIP.US Exposure
0.0031043378424053746
Idiosyncratic Exposure
0.21755147247129872
Value Score
46
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
36.6%

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 →10.0x
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 →0.00%
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$31.0B
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
$1,060
Avg Yield on Cost
10.60%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$1,060.0410.60%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 →
-13.1%
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 →
-3.0%
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 →
21.6% 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 →
0.43
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 →
24
OversoldNeutralOverbought
Oversold
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement-4.7%
50.0% retracement+2.1%
61.8% retracement+9.9%
% distance of current price from each 52-week Fibonacci support level.

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Frequently Asked Questions & Methodology

Is Bank Hapoalim ADR a high-risk investment?

Bank Hapoalim ADR (BKHYY.US) has an annualized volatility of 36.6% and experienced a maximum drawdown of 37.9% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, BKHYY.US has generated a Compound Annual Growth Rate (CAGR) of 19.5%. It has had a positive return in 60% 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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