Bank of Marin Bancorp

10-Year Study

BMRC.US · Financial Services · US · Common Stock

Executive Summary: Bank of Marin Bancorp has compounded at 3.4% annually over the last 10 years, with a maximum drawdown of 63.1% and an annualized volatility of 36.3%.

1Y CAGR
+29.7%
3Y CAGR
+23.5%
5Y CAGR
-1.0%
10Y CAGR
+3.4%

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 →
63.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.12
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.20
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
28.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · +23.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -29.5%
% 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.
20263.2-6.53.02.5————————1.9%
20256.3-2.6-9.5-7.05.17.2-0.89.6-1.16.16.1-3.914.2%
2024-11.1-14.01.0-14.48.85.325.46.8-6.110.614.9-6.013.9%
2023-7.3-4.0-24.5-19.5-6.79.318.7-9.2-2.9-8.116.114.5-29.5%
20220.2-4.7-0.7-10.96.0-3.43.0-4.8-3.120.50.1-8.4-9.1%
20218.20.25.8-9.0-4.8-5.49.64.34.31.0-8.57.511.3%
2020-2.2-13.0-21.310.62.1-1.0-5.11.3-9.04.116.0-1.0-21.7%
20191.76.6-8.64.1-3.91.36.6-6.72.26.22.9-0.211.3%
20181.0-3.34.25.27.34.39.9-0.4-4.81.70.5-3.423.3%
2017-3.72.3-6.1-1.9-4.72.78.3-1.44.7-1.14.4-3.5-0.8%
2016———-0.44.2-4.82.5-1.22.12.125.79.943.9%

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 36.3%. The dominant macroeconomic risk driver is IJR.US, accounting for 41.4% of variance. Idiosyncratic stock-specific factors contribute 37.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019959.356318796463
2016-05-0110380.296913947897
2016-06-019877.903513996427
2016-07-0110125.019301612512
2016-08-0110000.716917036154
2016-09-0110208.071382877817
2016-10-0110417.41115743498
2016-11-0113094.489665365189
2016-12-0114394.646284163855
2017-01-0113868.429179626322
2017-02-0114193.744071647587
2017-03-0113333.82966051221
2017-04-0113085.169743895176
2017-05-0112476.01085302098
2017-06-0112808.991242582668
2017-07-0113870.359340877507
2017-08-0113680.982948404033
2017-09-0114318.4876359385
2017-10-0114161.758542342224
2017-11-0114789.281538834844
2017-12-0114274.976286590345
2018-01-0114421.889131537733
2018-02-0113945.470187280791
2018-03-0114535.768645357688
2018-04-0115294.708049323894
2018-05-0116404.771358612932
2018-06-0117113.912602298547
2018-07-0118807.32578916022
2018-08-0118726.369311539056
2018-09-0117823.495025698718
2018-10-0118130.059779851323
2018-11-0118213.277303509585
2018-12-0117594.633048772415
2019-01-0117893.31171552732
2019-02-0119071.978470429927
2019-03-0117439.062051926852
2019-04-0118150.519489113893
2019-05-0117441.212803035316
2019-06-0117660.81000595593
2019-07-0118823.263406348575
2019-08-0117568.658593077893
2019-09-0117949.396686740347
2019-10-0119068.779917499396
2019-11-0119616.44938565725
2019-12-0119581.651335671588
2020-01-0119151.33567158582
2020-02-0116659.66293869808
2020-03-0113107.50446694461
2020-04-0114493.139655438643
2020-05-0114796.561004125031
2020-06-0114655.824675181437
2020-07-0113909.679482937376
2020-08-0114095.691880087354
2020-09-0112824.70826991375
2020-10-0113347.285641806191
2020-11-0115486.345487834473
2020-12-0115325.645776807181
2021-01-0116575.287318289105
2021-02-0116615.04864006353
2021-03-0117584.982242516493
2021-04-0116007.87505790484
2021-05-0115235.038492930098
2021-06-0114417.03615467761
2021-07-0115795.667615203056
2021-08-0116478.448370943905
2021-09-0117184.00502944875
2021-10-0117347.90329340657
2021-11-0115866.807844175326
2021-12-0117053.140096618357
2022-01-0117080.658681313835
2022-02-0116284.053559217346
2022-03-0116168.795358789403
2022-04-0114412.238325281805
2022-05-0115278.053515099376
2022-06-0114757.957779101318
2022-07-0115194.449959190877
2022-08-0114460.16147177553
2022-09-0114015.56261443099
2022-10-0116893.543334877464
2022-11-0116916.76041735601
2022-12-0115498.036750270225
2023-01-0114362.054132750976
2023-02-0113782.343987823442
2023-03-0110403.293406569168
2023-04-018378.719696468357
2023-05-017818.200869124038
2023-06-018543.445172390975
2023-07-0110143.824586945491
2023-08-019209.516246442989
2023-09-018945.249597423512
2023-10-018221.053095978648
2023-11-019547.57020272208
2023-12-0110932.764211501555
2024-01-019721.33986279311
2024-02-018362.947521672955
2024-03-018443.517967043876
2024-04-017230.1083096199245
2024-05-017867.999029404628
2024-06-018282.377076302033
2024-07-0110390.058015132465
2024-08-0111096.166148280501
2024-09-0110421.767807116228
2024-10-0111521.518540577505
2024-11-0113241.12677299098
2024-12-0112450.25698718373
2025-01-0113235.887763880619
2025-02-0112894.083780027797
2025-03-0111672.346855491587
2025-04-0110852.579798380873
2025-05-0111405.819160435005
2025-06-0112224.703858116605
2025-07-0112123.01193391128
2025-08-0113283.204288266828
2025-09-0113142.46795932323
2025-10-0113938.135574526284
2025-11-0114784.924889153597
2025-12-0114213.817748659918
2026-01-0114672.86524165619
2026-02-0113726.203869146098
2026-03-0114134.295105111069
2026-04-0114481.72413032449
Annual Return Matrix
YearAnnual Return
2017-0.008313507342321058
20180.23255077245210543
20190.11293320419875452
2020-0.21734661116712395
20210.11271918619086518
2022-0.09119161266120779
2023-0.2945710229193429
20240.13880229613712247
20250.14164854294104878
20260.018848305670011056
Total Factor Risk
0.3627288531824024
VTI.US Exposure
-0.1206433985665976
VEA.US Exposure
-0.07329223370563458
VWO.US Exposure
0.007845178353330142
QQQ.US Exposure
0.08327174944397445
VTV.US Exposure
0.2877069390587922
IJR.US Exposure
0.4139751198730259
QUAL.US Exposure
-0.08392414355347229
SHV.US Exposure
0.01945389795344031
TLT.US Exposure
0.0008852477357893065
LQD.US Exposure
0.01018595563695201
HYG.US Exposure
0.09221333638255434
GLD.US Exposure
0.003733736494883379
USO.US Exposure
-0.004232486186022767
VNQ.US Exposure
-0.032807201719622904
BTC-USD.CC Exposure
-0.007158946338192019
CPER.US Exposure
0.016923088663851792
VIX.INDX Exposure
0.010642602768309382
UUP.US Exposure
-0.0003345608544302249
TIP.US Exposure
0.0025691316579607754
Idiosyncratic Exposure
0.3729869869011085
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
46.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
36.3%

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 →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.86%
Market Cap$416.7M
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
$138
Avg Yield on Cost
1.38%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$137.871.38%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 →
+1.9%
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 →
+4.9%
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 →
5.2% 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 →
0.82
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Bank of Marin Bancorp a high-risk investment?

Bank of Marin Bancorp (BMRC.US) has an annualized volatility of 36.3% and experienced a maximum drawdown of 63.1% over the last 10 years. Its primary macro risk driver is IJR.US.

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

Over the past 10 years, BMRC.US has generated a Compound Annual Growth Rate (CAGR) of 3.4%. 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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