Bank of Montreal

10-Year Study

BMO.US · Financial Services · US · Common Stock

Executive Summary: Bank of Montreal has compounded at 13.7% annually over the last 10 years, with a maximum drawdown of 35.6% and an annualized volatility of 29.7%.

1Y CAGR
+47.8%
3Y CAGR
+27.5%
5Y CAGR
+12.0%
10Y CAGR
+13.7%

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 →
35.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.53
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.82
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 →
2021 · +46.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -15.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20265.85.7-6.010.3————————16.0%
20253.23.8-7.11.112.43.10.99.67.6-3.81.62.939.6%
2024-3.7-3.97.9-7.5-0.2-5.91.9-0.87.92.24.51.93.0%
202312.3-5.8-6.02.4-7.58.34.1-7.4-2.0-9.28.920.214.6%
20226.10.63.6-9.32.7-11.74.7-7.4-5.06.26.2-7.4-12.4%
2021-1.29.79.36.811.3-2.3-2.80.70.29.6-4.13.546.9%
2020-0.6-10.9-26.02.7-3.17.64.716.1-8.13.222.34.63.3%
201913.26.5-4.06.5-8.13.90.2-8.37.51.44.00.723.5%
20183.8-7.7-0.61.41.9-0.23.63.40.7-8.6-0.3-12.3-15.2%
20176.10.0-1.1-4.4-5.29.44.3-5.45.52.10.53.915.4%
2016———8.5-3.50.82.23.4-1.1-2.03.69.222.2%

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 29.7%. The dominant macroeconomic risk driver is SHV.US, accounting for 45.8% of variance. Idiosyncratic stock-specific factors contribute 10.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110847.634767622105
2016-05-0110473.071598871462
2016-06-0110552.98879249919
2016-07-0110782.86691940699
2016-08-0111149.466004416676
2016-09-0111026.713596977164
2016-10-0110802.387717724736
2016-11-0111186.246504721921
2016-12-0112215.547800832586
2017-01-0112959.197260556179
2017-02-0112959.197260556179
2017-03-0112815.265917490084
2017-04-0112247.906601647584
2017-05-0111606.534065928545
2017-06-0112695.628798327794
2017-07-0113241.532822325564
2017-08-0112529.463341347664
2017-09-0113213.62084429337
2017-10-0113491.484459987389
2017-11-0113561.930172320664
2017-12-0114092.006522006748
2018-01-0114628.413941417506
2018-02-0113508.76928526745
2018-03-0113430.56047553368
2018-04-0113623.457115795767
2018-05-0113887.20144107206
2018-06-0113862.078148513832
2018-07-0114357.18287495886
2018-08-0114842.514640598738
2018-09-0114945.746249720503
2018-10-0113667.322384602438
2018-11-0113623.43199250321
2018-12-0111950.220708125124
2019-01-0113522.587096174477
2019-02-0114400.19395181855
2019-03-0113823.740004069974
2019-04-0114728.856865065307
2019-05-0113542.635483635942
2019-06-0114072.334983933653
2019-07-0114098.940550752819
2019-08-0112934.24983104586
2019-09-0113899.185251622337
2019-10-0114091.102083474652
2019-11-0114654.818521896206
2019-12-0114759.582651864022
2020-01-0114665.822524036712
2020-02-0113061.097335172359
2020-03-019670.759251024403
2020-04-019934.528699593255
2020-05-019624.205789914002
2020-06-0110354.163055193361
2020-07-0110836.253916093228
2020-08-0112581.217324017618
2020-09-0111559.980604818145
2020-10-0111926.931415923646
2020-11-0114584.272316392698
2020-12-0115248.105075658796
2021-01-0115064.202574132556
2021-02-0116527.86047528245
2021-03-0118066.511404718658
2021-04-0119295.693616422595
2021-05-0121480.113657775535
2021-06-0120976.944354419313
2021-07-0120391.998733786055
2021-08-0120536.055693314946
2021-09-0120579.39337297789
2021-10-0122563.83200556732
2021-11-0121640.57612734495
2021-12-0122399.550795529063
2022-01-0123758.092840615318
2022-02-0123909.234568645625
2022-03-0124763.577255380784
2022-04-0122472.533960410718
2022-05-0123076.52303680311
2022-06-0120380.8439918902
2022-07-0121345.101083567606
2022-08-0119760.09767936147
2022-09-0118774.66165205747
2022-10-0119942.718892967237
2022-11-0121188.055381786115
2022-12-0119622.170803216784
2023-01-0122028.831490539826
2023-02-0120741.765212781727
2023-03-0119505.04601331032
2023-04-0119976.811200968757
2023-05-0118475.066388300584
2023-06-0120003.39164449536
2023-07-0120829.345010639714
2023-08-0119298.306438848653
2023-09-0118912.739267957502
2023-10-0117173.880820124763
2023-11-0118705.999693495833
2023-12-0122490.848840685667
2024-01-0121661.277720412927
2024-02-0120814.873994126174
2024-03-0122466.25313727116
2024-04-0120790.504400344693
2024-05-0120741.614473026377
2024-06-0119517.28105678618
2024-07-0119888.47770433402
2024-08-0119721.030959433418
2024-09-0121272.8716174627
2024-10-0121750.4905322872
2024-11-0122736.328532272124
2024-12-0123165.987081602965
2025-01-0123907.425691581437
2025-02-0124819.90367729633
2025-03-0123055.318977883962
2025-04-0123317.88250841002
2025-05-0126216.73362024133
2025-06-0127017.764680167926
2025-07-0127255.330534598543
2025-08-0129861.419918248805
2025-09-0132144.22277325977
2025-10-0130933.85790768195
2025-11-0131419.616769295317
2025-12-0132331.34105623346
2026-01-0134205.36281802948
2026-02-0136159.95497905974
2026-03-0134001.864148307825
2026-04-0137509.07578943667
Annual Return Matrix
YearAnnual Return
20170.15361232682878678
2018-0.15198586592597085
20190.23508870776158752
20200.033098661074476565
20210.46900553769703635
2022-0.12399266474873405
20230.14619575307124522
20240.03001835305104117
20250.395638396168712
20260.16014599345562663
Total Factor Risk
0.29695292354856195
VTI.US Exposure
0.26398861985643296
VEA.US Exposure
0.08855705531394549
VWO.US Exposure
-0.011063484881096272
QQQ.US Exposure
0.01651796558921104
VTV.US Exposure
0.10571752987685104
IJR.US Exposure
0.11257093969841919
QUAL.US Exposure
-0.14337347212171997
SHV.US Exposure
0.4580013452757898
TLT.US Exposure
0.0022583418924382935
LQD.US Exposure
0.0034784046340241067
HYG.US Exposure
-0.003351842525491598
GLD.US Exposure
-0.007565728054611152
USO.US Exposure
0.001183585411601032
VNQ.US Exposure
-0.01899976553975091
BTC-USD.CC Exposure
0.002557709217500594
CPER.US Exposure
0.02453335718351261
VIX.INDX Exposure
-0.041959594434451096
UUP.US Exposure
0.023054099538187055
TIP.US Exposure
0.02040472879594932
Idiosyncratic Exposure
0.1034902052732584
Value Score
43.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
57.1
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
29.7%

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 →15.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.76%
Market Cap$96.6B
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 →
+5.7%
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 →
+17.3%
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 →
0.1% 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 →
1.15
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Bank of Montreal a high-risk investment?

Bank of Montreal (BMO.US) has an annualized volatility of 29.7% and experienced a maximum drawdown of 35.6% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BMO.US has generated a Compound Annual Growth Rate (CAGR) of 13.7%. It has had a positive return in 80% 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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