BNP Paribas SA

10-Year Study

BNP.PA · Financial Services · FR · Common Stock

Executive Summary: BNP Paribas SA has compounded at 12.4% annually over the last 10 years, with a maximum drawdown of 54.3% and an annualized volatility of 30.3%.

1Y CAGR
+23.4%
3Y CAGR
+26.1%
5Y CAGR
+17.9%
10Y CAGR
+12.4%

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 →
54.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.46
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 →
33.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +50.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -33.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202612.94.7-15.211.7————————11.9%
202511.010.95.6-3.410.5-1.14.9-4.04.1-13.39.99.650.1%
2024-0.1-11.518.92.76.9-12.16.6-1.4-1.61.9-9.74.61.0%
202318.15.2-16.56.1-1.46.94.0-0.51.2-10.26.48.325.7%
20223.7-16.7-1.1-4.314.7-14.61.41.1-6.28.912.5-0.3-5.9%
2021-7.723.95.32.96.7-5.3-2.74.46.14.4-4.910.347.9%
2020-9.1-8.9-37.24.212.59.7-3.57.2-15.3-3.643.90.3-18.4%
20193.810.0-5.411.4-7.62.21.0-2.78.94.88.93.643.6%
20187.0-1.8-8.06.3-12.40.24.7-9.14.2-12.5-3.8-11.0-33.1%
2017-2.3-6.813.23.81.10.44.0-2.56.8-1.8-5.2-2.17.2%
2016———4.57.6-16.211.62.80.415.43.710.543.7%

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 30.3%. The dominant macroeconomic risk driver is VEA.US, accounting for 76.2% of variance. Idiosyncratic stock-specific factors contribute 25.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110454.466154919748
2016-05-0111251.427393262702
2016-06-019434.27647021506
2016-07-0110525.915117680644
2016-08-0110822.575017445917
2016-09-0110861.709382731715
2016-10-0112539.49121360147
2016-11-0112999.904840449153
2016-12-0114369.171477510627
2017-01-0114044.043012116983
2017-02-0113082.93154856309
2017-03-0114815.31117173127
2017-04-0115372.985789507075
2017-05-0115540.268349933389
2017-06-0115599.624119774153
2017-07-0116220.540189050307
2017-08-0115809.887077332996
2017-09-0116883.524709763373
2017-10-0116584.1686227241
2017-11-0115728.24811266891
2017-12-0115399.233965615682
2018-01-0116475.329886442938
2018-02-0116171.05722260991
2018-03-0114884.698344223814
2018-04-0115827.214045549703
2018-05-0113857.213093954195
2018-06-0113891.153333756263
2018-07-0114538.833026708116
2018-08-0113209.533401002347
2018-09-0113765.8202753283
2018-10-0112047.357736471482
2018-11-0111589.045549705006
2018-12-0110309.347839878195
2019-01-0110698.471103216392
2019-02-0111766.637061473071
2019-03-0111128.076825477383
2019-04-0112392.112859227305
2019-05-0111456.218676647846
2019-06-0111705.655649305336
2019-07-0111821.988200215694
2019-08-0111501.062614984456
2019-09-0112519.864556239296
2019-10-0113119.64727526486
2019-11-0114285.58967201675
2019-12-0114806.905411406458
2020-01-0113465.79014147053
2020-02-0112271.815327031656
2020-03-017710.342257184546
2020-04-018036.85846602804
2020-05-019040.236630083105
2020-06-019913.325509103597
2020-07-019561.552369472816
2020-08-0110248.247478271904
2020-09-018681.485123390217
2020-10-018367.57755503394
2020-11-0112042.005011736343
2020-12-0112081.218676647844
2021-01-0111149.329125166529
2021-02-0113810.5056144135
2021-03-0114540.617268286496
2021-04-0114963.839370678172
2021-05-0115968.48632874453
2021-06-0115116.451500348918
2021-07-0114710.437416735393
2021-08-0115362.359639662502
2021-09-0116298.372771680519
2021-10-0117021.585358117107
2021-11-0116192.547421176174
2021-12-0117865.333375626466
2022-01-0118520.903381336037
2022-02-0115437.020237264478
2022-03-0115266.526041997082
2022-04-0114612.383429550213
2022-05-0116758.50884983823
2022-06-0114314.65298483791
2022-07-0114515.00348918353
2022-08-0114668.05176679566
2022-09-0113759.278056207573
2022-10-0114986.756962507137
2022-11-0116859.496923174524
2022-12-0116802.67874135634
2023-01-0119847.705068832074
2023-02-0120873.20782845905
2023-03-0117421.17617204847
2023-04-0118487.716487978178
2023-05-0118230.46850218867
2023-06-0119482.728541521283
2023-07-0120259.07187718074
2023-08-0120154.43602106198
2023-09-0120397.449724037302
2023-10-0118324.95400621709
2023-11-0119499.619361796613
2023-12-0121126.53048277612
2024-01-0121113.049546406142
2024-02-0118692.904269491846
2024-03-0122230.301972974685
2024-04-0122821.004884856942
2024-05-0124390.38412738692
2024-06-0121446.980270253127
2024-07-0122862.835437416736
2024-08-0122545.795533845077
2024-09-0122174.712935354943
2024-10-0122607.054494702785
2024-11-0120405.77618473641
2024-12-0121335.286747446553
2025-01-0123677.044344350696
2025-02-0126249.405252807206
2025-03-0127708.518365793312
2025-04-0126764.575271204718
2025-05-0129575.826302099853
2025-06-0129261.442935989344
2025-07-0130695.378417813867
2025-08-0129456.956163166906
2025-09-0130661.200279134682
2025-10-0126589.164499143564
2025-11-0129217.947091289727
2025-12-0132033.083803844445
2026-01-0136160.6293218296
2026-02-0137865.571274503585
2026-03-0132112.38342955021
2026-04-0135859.290744147685
Annual Return Matrix
YearAnnual Return
20170.07168558672413505
2018-0.330528527399641
20190.4362601438406215
2020-0.1840821332362188
20210.4787691419044431
2022-0.059481377253217005
20230.257331096307728
20240.009881237472505244
20250.5014133244625001
20260.11944547592523813
Total Factor Risk
0.3029392952168924
VTI.US Exposure
-0.017731436517103107
VEA.US Exposure
0.7615582070593615
VWO.US Exposure
-0.01652417118082247
QQQ.US Exposure
-0.006375908576127099
VTV.US Exposure
-0.009985735047227514
IJR.US Exposure
0.08332841067250495
QUAL.US Exposure
-0.09543517009672538
SHV.US Exposure
0.017666923052973692
TLT.US Exposure
-0.00473211961031427
LQD.US Exposure
-0.00933757712325409
HYG.US Exposure
0.0769197805657575
GLD.US Exposure
-0.025460358286337595
USO.US Exposure
0.00037837386567506423
VNQ.US Exposure
0.005219151652975756
BTC-USD.CC Exposure
-0.003639586218971386
CPER.US Exposure
0.04684888918405372
VIX.INDX Exposure
-0.048337665916996175
UUP.US Exposure
-0.016142079004864553
TIP.US Exposure
0.003238395826455909
Idiosyncratic Exposure
0.25854367569898556
Value Score
46.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
72.5
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
30.3%

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 →8.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →6.04%
Market Cap$91.8B
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 →
+1.8%
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 →
+13.5%
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 →
6.2% 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 →
1.04
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is BNP Paribas SA a high-risk investment?

BNP Paribas SA (BNP.PA) has an annualized volatility of 30.3% and experienced a maximum drawdown of 54.3% over the last 10 years. Its primary macro risk driver is VEA.US.

What is the 10-year return of BNP.PA?

Over the past 10 years, BNP.PA has generated a Compound Annual Growth Rate (CAGR) of 12.4%. It has had a positive return in 70% 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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