Banco Macro SA B ADR

10-Year Study

BMA.US · Financial Services · US · Common Stock

Executive Summary: Banco Macro SA B ADR has compounded at 7.0% annually over the last 10 years, with a maximum drawdown of 89.9% and an annualized volatility of 76.8%.

1Y CAGR
+0.9%
3Y CAGR
+83.2%
5Y CAGR
+47.7%
10Y CAGR
+7.0%

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 →
89.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.43
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.77
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
71.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +277.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -60.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
40%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202613.4-23.90.25.5————————-8.7%
20252.8-15.7-9.917.2-4.5-16.90.2-16.7-26.3115.1-4.85.5-3.6%
202418.020.121.112.422.4-11.0-4.814.78.023.28.514.0277.8%
202333.8-5.7-14.0-0.7-0.750.3-3.010.1-24.6-7.155.11.088.2%
20222.90.019.9-15.28.5-26.416.79.51.74.6-1.613.527.0%
2021-14.51.8-1.50.122.6-8.3-10.238.5-9.1-7.4-15.65.7-10.0%
2020-15.4-5.5-41.4-3.95.28.114.7-10.9-24.5-16.633.9-2.5-57.0%
201930.9-12.7-9.4-11.329.046.1-4.9-66.411.6-12.012.940.2-14.0%
2018-6.34.2-4.5-10.2-16.5-25.216.2-36.1-5.28.0-0.7-0.4-60.7%
201716.82.612.5-1.14.43.9-5.819.613.07.3-19.414.181.5%
2016———-2.9-0.218.81.25.3-0.1-2.6-9.2-7.00.8%

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 76.8%. The dominant macroeconomic risk driver is VTI.US, accounting for 43.3% of variance. Idiosyncratic stock-specific factors contribute 31.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019714.605093093933
2016-05-019694.4376521
2016-06-0111512.325194164017
2016-07-0111653.473993083451
2016-08-0112270.583714674956
2016-09-0112256.494451624923
2016-10-0111940.10316600878
2016-11-0110837.391273972124
2016-12-0110079.295769727878
2017-01-0111769.355270665223
2017-02-0112070.096994678683
2017-03-0113580.04680895658
2017-04-0113426.532061806452
2017-05-0114013.90295874524
2017-06-0114557.562208171772
2017-07-0113708.014578311851
2017-08-0116392.450018048232
2017-09-0118530.524795938567
2017-10-0119883.792689884842
2017-11-0116034.000535624877
2017-12-0118298.38963216544
2018-01-0117139.343975966745
2018-02-0117860.993700585695
2018-03-0117049.33570871322
2018-04-0115304.456166090291
2018-05-0112776.842374914126
2018-06-019555.408064647594
2018-07-0111102.735180074755
2018-08-017093.000780149276
2018-09-016724.048392543171
2018-10-017263.678811378535
2018-11-017214.9136595987475
2018-12-017187.270758374961
2019-01-019405.875572012435
2019-02-018207.985468264225
2019-03-017437.5705918654885
2019-04-016595.661438502113
2019-05-018505.3271387152
2019-06-0112422.072402510452
2019-07-0111813.32308659657
2019-08-013974.7091906242354
2019-09-014436.813730627263
2019-10-013904.798500250346
2019-11-014407.820123193721
2019-12-016181.180936412012
2020-01-015229.7248518298575
2020-02-014941.535380351883
2020-03-012895.3552008011084
2020-04-012781.1040858862843
2020-05-012926.0488350158944
2020-06-013163.07448678986
2020-07-013628.579080355376
2020-08-013231.261862344407
2020-09-012438.3740291799118
2020-10-012034.256704043968
2020-11-012723.1401590573
2020-12-012654.929495464655
2021-01-012271.259067779835
2021-02-012312.1994387582818
2021-03-012276.3824361616657
2021-04-012279.7824897241535
2021-05-012794.7508762124335
2021-06-012562.848592820298
2021-07-012301.952701994621
2021-08-013188.6447526228153
2021-09-012897.055227582352
2021-10-012682.1997880788535
2021-11-012262.7356458355166
2021-12-012390.6335510764893
2022-01-012460.544241450379
2022-02-012460.544241450379
2022-03-012949.919074067605
2022-04-012501.461324390727
2022-05-012714.616737112982
2022-06-011998.9520382855346
2022-07-012331.9709831045284
2022-08-012554.348458914079
2022-09-012596.8724164832734
2022-10-012717.2017093419963
2022-11-012674.864056077596
2022-12-013037.156064787322
2023-01-014063.716072239494
2023-02-013832.5124299903355
2023-03-013294.2560054028245
2023-04-013272.062505094258
2023-05-013248.0059617377538
2023-06-014881.2659377510745
2023-07-014735.203362792702
2023-08-015211.467029960061
2023-09-013929.2742282926374
2023-10-013648.467064892118
2023-11-015659.90149159884
2023-12-015715.653054808397
2024-01-016746.288468927935
2024-02-018104.912611637033
2024-03-019813.881999510952
2024-04-0111031.962832291194
2024-05-0113502.730522467135
2024-06-0112011.108394173334
2024-07-0111430.118419673734
2024-08-0113115.497024953132
2024-09-0114171.073927876947
2024-10-0117458.3202338119
2024-11-0118946.821765000404
2024-12-0121593.577159092234
2025-01-0122193.89620521419
2025-02-0118699.106903738895
2025-03-0116851.294232717366
2025-04-0119754.68380666271
2025-05-0118859.794366623584
2025-06-0115668.518065695556
2025-07-0115694.949988938182
2025-08-0113075.790919993946
2025-09-019632.887367403733
2025-10-0120723.396327476392
2025-11-0119734.28348528778
2025-12-0120826.445896065485
2026-01-0123624.061200964123
2026-02-0117973.70780498597
2026-03-0118017.955077374507
2026-04-0119012.354304211643
Annual Return Matrix
YearAnnual Return
20170.815443266098288
2018-0.6072183999328025
2019-0.1399821790198461
2020-0.5704818346563787
2021-0.09954913862671488
20220.27043982270712585
20230.8819095670043013
20242.7779719923563664
2025-0.0355259000106769
2026-0.08710519312354492
Total Factor Risk
0.7683614518257617
VTI.US Exposure
0.43261330085013905
VEA.US Exposure
0.023022762378511318
VWO.US Exposure
-0.013648863080800513
QQQ.US Exposure
-0.033921030763799875
VTV.US Exposure
-0.04166745674728523
IJR.US Exposure
-0.013166281405562889
QUAL.US Exposure
-0.013980576044038942
SHV.US Exposure
0.22898612458689838
TLT.US Exposure
0.003067944439614114
LQD.US Exposure
-0.0020973578998508325
HYG.US Exposure
0.05838622212360863
GLD.US Exposure
0.010526007316177184
USO.US Exposure
0.0031291875926959373
VNQ.US Exposure
0.014897455053836802
BTC-USD.CC Exposure
0.001084285216184592
CPER.US Exposure
0.02383078892379278
VIX.INDX Exposure
0.0008394871260055249
UUP.US Exposure
-0.002119640630531065
TIP.US Exposure
0.010129372010083432
Idiosyncratic Exposure
0.3100882689543215
Value Score
38.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
50.9
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
76.8%

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 →29.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.24%
Market Cap$5.0B
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
$182
Avg Yield on Cost
1.82%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$182.351.82%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 →
+3.5%
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 →
+11.9%
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 →
21.7% 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 →
0.66
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Banco Macro SA B ADR a high-risk investment?

Banco Macro SA B ADR (BMA.US) has an annualized volatility of 76.8% and experienced a maximum drawdown of 89.9% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, BMA.US has generated a Compound Annual Growth Rate (CAGR) of 7.0%. It has had a positive return in 40% 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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