Bank of Ireland Group plc

10-Year Study

BKRIY.US · Financial Services · US · Common Stock

Executive Summary: Bank of Ireland Group plc has compounded at 12.1% annually over the last 10 years, with a maximum drawdown of 80.8% and an annualized volatility of 45.0%.

1Y CAGR
+55.4%
3Y CAGR
+36.6%
5Y CAGR
+30.3%
10Y CAGR
+12.1%

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 →
80.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.44
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.67
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
42.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +120.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -26.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
75%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20265.5-3.8-6.711.1————————5.2%
20259.817.8-0.70.220.13.4-4.89.511.31.413.53.1120.2%
20242.1-6.017.15.212.6-8.38.31.3-2.5-14.6-4.74.210.8%
202311.94.1-8.42.1-7.31.711.0-5.6-1.5-9.24.9-3.1-2.3%
202213.71.86.5-9.78.0-6.5-9.78.9-1.217.811.518.169.1%
2021-7.39.621.218.211.4-18.2-0.918.4-5.81.0-9.44.740.4%
2020-10.7-24.7-48.76.7-10.914.00.99.0-17.632.228.527.9-26.3%
20198.08.4-8.47.0-13.6-2.2-14.9-14.44.121.24.59.01.6%
2018—-4.1-6.94.5-8.3-5.410.1-4.7-6.5-7.3-10.8-12.2-42.4%

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 45.0%. The dominant macroeconomic risk driver is LQD.US, accounting for 23.0% of variance. Idiosyncratic stock-specific factors contribute 21.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2018-01-0110000
2018-02-019590.456700519873
2018-03-018929.74718137099
2018-04-019328.23204911469
2018-05-018552.997851867858
2018-06-018088.797935759409
2018-07-018906.486342201262
2018-08-018488.80810443227
2018-09-017938.428685826141
2018-10-017357.034814993708
2018-11-016559.048212220202
2018-12-015758.011007588373
2019-01-016219.160321838496
2019-02-016744.6264919349705
2019-03-016178.739847215689
2019-04-016608.87470923951
2019-05-015712.124871302734
2019-06-015587.177303522174
2019-07-014754.617213020986
2019-08-014070.2655294700853
2019-09-014235.760680284214
2019-10-015135.688228490079
2019-11-015367.27975290125
2019-12-015849.783280159649
2020-01-015222.121947809286
2020-02-013934.7679635961513
2020-03-012019.6255386218907
2020-04-012155.250212906588
2020-05-011920.3538698155655
2020-06-012188.2983997051083
2020-07-012208.6357454272747
2020-08-012408.195950326033
2020-09-011983.3996415542815
2020-10-012621.7380804087807
2020-11-013369.008427287634
2020-12-014310.500425813176
2021-01-013994.5089166550147
2021-02-014379.901618090069
2021-03-015307.538799842386
2021-04-016273.562721645291
2021-05-016986.6409060287515
2021-06-015718.4802918409105
2021-07-015666.238735017097
2021-08-016711.324088314924
2021-09-016319.575966341693
2021-10-016381.477762383537
2021-11-015783.686906562607
2021-12-016052.648303738259
2022-01-016879.996949398142
2022-02-017003.800541481831
2022-03-017457.450459496905
2022-04-016733.695168609307
2022-05-017269.330011566865
2022-06-016794.198772132752
2022-07-016132.599494108525
2022-08-016675.606624890369
2022-09-016593.7488083586495
2022-10-017769.24739109987
2022-11-018662.438193535267
2022-12-0110234.387909447969
2023-01-0111450.815400455047
2023-02-0111917.30326795724
2023-03-0110914.16369021138
2023-04-0111144.738347336443
2023-05-0110327.177049305354
2023-06-0110501.188463640638
2023-07-0111654.570182909003
2023-08-0110996.911265618446
2023-09-0110834.975150305696
2023-10-019839.207860384122
2023-11-0110325.01620632237
2023-12-0110000
2024-01-0110209.34755252755
2024-02-019601.260915434776
2024-03-0111242.611823624371
2024-04-0111831.886415924142
2024-05-0113324.647591931158
2024-06-0112220.329719217521
2024-07-0113231.222910019955
2024-08-0113399.38733746012
2024-09-0113066.617518081172
2024-10-0111157.703405234324
2024-11-0110631.855909905558
2024-12-0111075.210046648786
2025-01-0112156.139971781931
2025-02-0114323.973917354111
2025-03-0114228.007067227638
2025-04-0114254.826941898746
2025-05-0117126.333049457884
2025-06-0117715.86185857918
2025-07-0116872.878878395382
2025-08-0118476.351480177444
2025-09-0120565.632427897755
2025-10-0120845.779365220595
2025-11-0123667.586084171187
2025-12-0124392.104025523367
2026-01-0125739.453179616896
2026-02-0124760.718416737636
2026-03-0123095.59823573526
2026-04-0125663.188133158772
Annual Return Matrix
YearAnnual Return
20190.01593818984547446
2020-0.2631350223806006
20210.4041637178579853
20220.6908941996723927
2023-0.022901995851807744
20240.10752100466487868
20251.2024055456089613
20260.05211047420531534
Total Factor Risk
0.4497132798639987
VTI.US Exposure
0.1612747636493388
VEA.US Exposure
0.13522859581285848
VWO.US Exposure
0.02926549558957164
QQQ.US Exposure
0.01629898458992116
VTV.US Exposure
-0.02406059194106016
IJR.US Exposure
-0.008097560655827346
QUAL.US Exposure
-0.010916417486863979
SHV.US Exposure
0.061710741601705255
TLT.US Exposure
0.003686806182501136
LQD.US Exposure
0.22989185794799627
HYG.US Exposure
0.019981246734847035
GLD.US Exposure
-0.014088735102550484
USO.US Exposure
0.004397711471247918
VNQ.US Exposure
-0.01249375432301104
BTC-USD.CC Exposure
0.0008108824832398432
CPER.US Exposure
0.015894135653690168
VIX.INDX Exposure
-0.005493491158272099
UUP.US Exposure
0.1835456899395652
TIP.US Exposure
0.0035664214717967342
Idiosyncratic Exposure
0.20959721753930544
Value Score
44.5
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
40.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
45.0%

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 →13.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.35%
Market Cap$17.3B
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 →
+7.3%
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 →
+17.8%
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 →
2.8% 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 →
0.51
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Bank of Ireland Group plc a high-risk investment?

Bank of Ireland Group plc (BKRIY.US) has an annualized volatility of 45.0% and experienced a maximum drawdown of 80.8% over the last 10 years. Its primary macro risk driver is LQD.US.

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

Over the past 10 years, BKRIY.US has generated a Compound Annual Growth Rate (CAGR) of 12.1%. It has had a positive return in 75% 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.

Run a Full Backtest on Bank of Ireland Group plc

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest