BNP Paribas SA

10-Year Study

BNP.XETRA · Financial Services · DE · Common Stock

Executive Summary: BNP Paribas SA has compounded at 12.3% annually over the last 10 years, with a maximum drawdown of 54.9% and an annualized volatility of 30.0%.

1Y CAGR
+23.5%
3Y CAGR
+26.1%
5Y CAGR
+17.7%
10Y CAGR
+12.3%

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 →
54.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.47
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.68
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
34.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +51.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -33.3%
% 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.
202612.24.7-15.111.6————————11.3%
202511.410.95.7-3.610.5-1.04.9-4.04.5-13.59.910.351.7%
2024-0.3-11.518.92.26.6-11.56.3-1.3-1.61.9-9.74.00.1%
202317.25.1-16.56.1-1.47.43.6-0.51.2-10.16.48.725.2%
20223.8-16.6-1.3-4.114.7-14.91.60.6-5.68.812.50.4-5.2%
2021-8.423.75.43.07.5-6.2-2.84.66.34.0-4.710.246.6%
2020-9.4-8.9-37.54.513.06.7-1.27.3-15.6-3.644.01.3-18.2%
20194.010.0-5.611.4-7.32.20.8-2.79.14.88.64.344.7%
20186.9-1.8-8.16.3-12.10.04.7-9.24.3-12.5-3.8-11.3-33.3%
2017-0.9-7.012.54.60.9-0.24.3-1.65.71.0-7.7-2.08.3%
2016———7.46.7-16.711.33.7-4.120.54.08.844.0%

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 30.0%. The dominant macroeconomic risk driver is VEA.US, accounting for 74.4% of variance. Idiosyncratic stock-specific factors contribute 26.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110738.533433797715
2016-05-0111462.197604886414
2016-06-019550.836045337224
2016-07-0110626.03203103708
2016-08-0111022.051397149591
2016-09-0110564.831588566298
2016-10-0112732.05668756112
2016-11-0113240.858008560848
2016-12-0114400.059316735335
2017-01-0114263.270115587477
2017-02-0113269.674719848661
2017-03-0114932.867883995701
2017-04-0115616.853968610225
2017-05-0115764.504544944451
2017-06-0115726.950638857272
2017-07-0116410.095067092036
2017-08-0116144.85307084342
2017-09-0117065.705308046236
2017-10-0117235.840133382495
2017-11-0115909.630152139409
2017-12-0115591.844750468925
2018-01-0116672.81209420139
2018-02-0116365.04641133751
2018-03-0115038.836430094425
2018-04-0115982.172916299278
2018-05-0114048.687817625085
2018-06-0114051.333023390029
2018-07-0114711.792808246626
2018-08-0113359.21092710454
2018-09-0113929.813873703448
2018-10-0112187.62524648508
2018-11-0111723.992817865561
2018-12-0110404.435929910063
2019-01-0110819.212209628547
2019-02-0111903.626336630488
2019-03-0111236.593616236754
2019-04-0112513.867290828348
2019-05-0111605.59982044664
2019-06-0111860.782019013419
2019-07-0111958.574474565943
2019-08-0111631.130063965884
2019-09-0112685.8056655498
2019-10-0113295.365278868814
2019-11-0114433.645414175096
2019-12-0115054.54734918319
2020-01-0113638.400371931963
2020-02-0112420.72398480209
2020-03-017768.247911890601
2020-04-018115.571444602978
2020-05-019167.401446045818
2020-06-019781.209420138834
2020-07-019666.383442615066
2020-08-0110375.178350994758
2020-09-018760.560783622168
2020-10-018447.264215977042
2020-11-0112164.139025602386
2020-12-0112321.488689741409
2021-01-0111286.652131394585
2021-02-0113958.790900492168
2021-03-0114717.163377526975
2021-04-0115156.628244384949
2021-05-0116300.078554595442
2021-06-0115296.503518925245
2021-07-0114865.5754524905
2021-08-0115545.233018580566
2021-09-0116524.921044615803
2021-10-0117193.997787646083
2021-11-0116385.166006701187
2021-12-0118062.34669830226
2022-01-0118749.25854080831
2022-02-0115635.771197717107
2022-03-0115436.539108966444
2022-04-0114800.166728120941
2022-05-0116975.688154287636
2022-06-0114452.32217003062
2022-07-0114680.531285570001
2022-08-0114763.534636163968
2022-09-0113935.18444298379
2022-10-0115160.956762909405
2022-11-0117058.651426006378
2022-12-0117122.49707424211
2023-01-0120059.23657758469
2023-02-0121087.099411642113
2023-03-0117601.319396572453
2023-04-0118683.44902768649
2023-05-0118413.79835516296
2023-06-0119772.19167321288
2023-07-0120492.368982156884
2023-08-0120396.820943617036
2023-09-0120639.137823236128
2023-10-0118546.900299789988
2023-11-0119731.27114160668
2023-12-0121441.236353142984
2024-01-0121372.982028632352
2024-02-0118922.359202911328
2024-03-0122499.278580245922
2024-04-0122997.619314811545
2024-05-0124519.93523253763
2024-06-0121704.87519438254
2024-07-0123081.464321785275
2024-08-0122782.836622473023
2024-09-0122411.385606874326
2024-10-0122848.365583468265
2024-11-0120637.815220353656
2024-12-0121471.776456065538
2025-01-0123926.327011558744
2025-02-0126530.21145614569
2025-03-0128037.898584414128
2025-04-0127040.05482790131
2025-05-0129867.980185004086
2025-06-0129557.9300062523
2025-07-0130999.60722702278
2025-08-0129751.711367972166
2025-09-0131081.167738108597
2025-10-0126884.909501899736
2025-11-0129538.13104189044
2025-12-0132568.094009009732
2026-01-0136543.91843147314
2026-02-0138259.29429116501
2026-03-0132495.95203360213
2026-04-0136259.35841736537
Annual Return Matrix
YearAnnual Return
20170.08276253642570275
2018-0.332700132894977
20190.4469354658531042
2020-0.1815437286854107
20210.46592243462760763
2022-0.05203363880444667
20230.252226019381115
20240.0014243629620767084
20250.5167861902646445
20260.11333989662810717
Total Factor Risk
0.2997882365218345
VTI.US Exposure
-0.009789800795062876
VEA.US Exposure
0.7437251345996913
VWO.US Exposure
-0.01381018342160641
QQQ.US Exposure
-0.006397341827816875
VTV.US Exposure
-0.0035442860571939364
IJR.US Exposure
0.07827522418266794
QUAL.US Exposure
-0.0942021769420224
SHV.US Exposure
0.017136822407321218
TLT.US Exposure
-0.0028508820166573217
LQD.US Exposure
-0.01251063226158634
HYG.US Exposure
0.0743609939840904
GLD.US Exposure
-0.025306873024320872
USO.US Exposure
0.0005453694426279613
VNQ.US Exposure
0.0044572382471435214
BTC-USD.CC Exposure
-0.0038516962692776596
CPER.US Exposure
0.0429475782039001
VIX.INDX Exposure
-0.048032443630664466
UUP.US Exposure
-0.010348749227009315
TIP.US Exposure
0.0021974703226873456
Idiosyncratic Exposure
0.26699923408308857
Value Score
46.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
72.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
30.0%

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 →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 →6.05%
Market Cap$91.7B
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 →
+13.7%
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.XETRA) has an annualized volatility of 30.0% and experienced a maximum drawdown of 54.9% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, BNP.XETRA has generated a Compound Annual Growth Rate (CAGR) of 12.3%. 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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