BNP Paribas SA ADR

10-Year Study

BNPQY.US · Financial Services · US · Common Stock

Executive Summary: BNP Paribas SA ADR has compounded at 13.0% annually over the last 10 years, with a maximum drawdown of 58.9% and an annualized volatility of 34.0%.

1Y CAGR
+27.7%
3Y CAGR
+30.1%
5Y CAGR
+16.9%
10Y CAGR
+13.0%

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 →
58.9%
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 →
0.72
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
36.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +70.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -36.4%
% 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.
202613.24.5-15.111.8————————12.2%
202511.010.411.01.110.92.71.0-1.34.6-15.411.410.570.0%
2024-3.5-10.619.30.79.3-12.86.71.0-0.9-1.0-12.22.9-5.6%
202320.5-0.3-12.98.2-3.79.04.4-2.1-1.9-9.69.410.730.7%
20222.5-18.7-1.7-9.219.4-16.4-1.0-2.3-9.011.919.21.0-11.9%
2021-9.223.52.54.89.7-9.2-2.63.74.34.5-6.911.537.3%
2020-10.6-8.9-37.74.514.011.00.68.7-16.1-4.545.84.7-10.4%
20194.78.4-7.012.0-7.83.6-1.1-3.97.87.67.35.941.5%
201811.1-4.6-5.93.4-14.1-2.06.2-10.33.9-14.6-3.0-10.6-36.4%
20170.5-8.814.06.24.02.96.8-1.86.0-3.2-2.9-1.722.0%
2016———6.04.8-15.29.72.91.512.10.09.832.8%

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 34.0%. The dominant macroeconomic risk driver is VEA.US, accounting for 69.8% of variance. Idiosyncratic stock-specific factors contribute 22.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110604.125427546216
2016-05-0111109.696643281317
2016-06-019416.508704806005
2016-07-0110333.993159260528
2016-08-0110634.27224464387
2016-09-0110796.897186063916
2016-10-0112102.233382528835
2016-11-0112102.233382528835
2016-12-0113282.365860653157
2017-01-0113344.967719823457
2017-02-0112170.990508299119
2017-03-0113878.72725873803
2017-04-0114742.003399385872
2017-05-0115332.769100561669
2017-06-0115775.31877985829
2017-07-0116855.638014366952
2017-08-0116554.09989717907
2017-09-0117541.180831940237
2017-10-0116971.958563864388
2017-11-0116478.208257849714
2017-12-0116204.858463841307
2018-01-0118000.167870907273
2018-02-0117176.69112452524
2018-03-0116159.323480243693
2018-04-0116703.78478949688
2018-05-0114354.36149600957
2018-06-0114066.25305140347
2018-07-0114939.671392699014
2018-08-0113403.162967677856
2018-09-0113919.92557723111
2018-10-0111884.980450033923
2018-11-0111530.562997055265
2018-12-0110307.343652731051
2019-01-0110794.309176243469
2019-02-0111702.071107318472
2019-03-0110878.944091993257
2019-04-0112182.18190211727
2019-05-0111233.0118139151
2019-06-0111635.971937580001
2019-07-0111513.146390425763
2019-08-0111065.980261179153
2019-09-0111925.898983681549
2019-10-0112834.989892772457
2019-11-0113771.010093238297
2019-12-0114589.17092755671
2020-01-0113041.33121629467
2020-02-0111886.589212895284
2020-03-017400.2392160428635
2020-04-017734.372267726119
2020-05-018815.46091055978
2020-06-019783.446529618723
2020-07-019842.411185798122
2020-08-0110697.433673505075
2020-09-018977.596228500284
2020-10-018569.739870039939
2020-11-0112490.994425286954
2020-12-0113075.744752285493
2021-01-0111869.382444899871
2021-02-0114662.894234333799
2021-03-0115036.686787860137
2021-04-0115758.671581553785
2021-05-0117287.835654381783
2021-06-0115698.867570838025
2021-07-0115297.8659410913
2021-08-0115859.254233494445
2021-09-0116542.27898745864
2021-10-0117285.317590772695
2021-11-0116095.952212748396
2021-12-0117950.9257381074
2022-01-0118402.358586247177
2022-02-0114963.38315835123
2022-03-0114710.527604272314
2022-04-0113358.677177250695
2022-05-0115948.29576056013
2022-06-0113327.2713283485
2022-07-0113194.023795701107
2022-08-0112894.164387585946
2022-09-0111728.021151734316
2022-10-0113127.365056271728
2022-11-0115653.962103142683
2022-12-0115809.452531003659
2023-01-0119057.964425356902
2023-02-0119008.02283044339
2023-03-0116564.66177509495
2023-04-0117919.589835416566
2023-05-0117260.97630921821
2023-06-0118819.377898396135
2023-07-0119652.087544678143
2023-08-0119241.643176397352
2023-09-0118884.77760602097
2023-10-0117064.70724013234
2023-11-0118664.72682507152
2023-12-0120663.229976148345
2024-01-0119931.6625514979
2024-02-0117820.126322857723
2024-03-0121258.052557583218
2024-04-0121412.703630907832
2024-05-0123414.284415284645
2024-06-0120416.040065189867
2024-07-0121781.739842061455
2024-08-0122004.0988479859
2024-09-0121807.200262997758
2024-10-0121578.476151839237
2024-11-0118955.003602229885
2024-12-0119501.353459189886
2025-01-0121654.717522225408
2025-02-0123903.418271349332
2025-03-0126526.890820958684
2025-04-0126806.395881567074
2025-05-0129737.07219148475
2025-06-0130528.373680639586
2025-07-0130839.494428784263
2025-08-0130440.451292955717
2025-09-0131839.515412647677
2025-10-0126936.285996069022
2025-11-0130013.91929606133
2025-12-0133154.50418628075
2026-01-0137540.13163876979
2026-02-0139225.835332629205
2026-03-0133287.40198787133
2026-04-0137211.384445361524
Annual Return Matrix
YearAnnual Return
20170.22002801562977248
2018-0.3639349781591533
20190.4154152048371007
2020-0.10373627005853958
20210.37284155343960634
2022-0.11929597605975717
20230.30701742742995175
2024-0.05622918189942305
20250.7001129821918544
20260.1223628691983123
Total Factor Risk
0.3395085230207118
VTI.US Exposure
-0.03356822658669367
VEA.US Exposure
0.6979583264167003
VWO.US Exposure
-0.013510423948872375
QQQ.US Exposure
0.009705696349032284
VTV.US Exposure
0.009960260866507767
IJR.US Exposure
0.05956064443319412
QUAL.US Exposure
-0.09860375234859724
SHV.US Exposure
0.003525852065789238
TLT.US Exposure
-0.010062280408640297
LQD.US Exposure
-0.008806465272496336
HYG.US Exposure
0.09578254392251483
GLD.US Exposure
-0.03508401905388105
USO.US Exposure
0.0026695926852575375
VNQ.US Exposure
0.005648842722959177
BTC-USD.CC Exposure
-0.003722107424639246
CPER.US Exposure
0.04716332564672126
VIX.INDX Exposure
-0.04388994911042807
UUP.US Exposure
0.09023368337187114
TIP.US Exposure
0.003759494899479767
Idiosyncratic Exposure
0.2212789607742208
Value Score
46.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
100
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
34.0%

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 →11.84%
Market Cap$106.2B
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 →
+2.3%
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 →
+14.2%
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 →
7.0% 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 ADR a high-risk investment?

BNP Paribas SA ADR (BNPQY.US) has an annualized volatility of 34.0% and experienced a maximum drawdown of 58.9% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, BNPQY.US has generated a Compound Annual Growth Rate (CAGR) of 13.0%. 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.

Run a Full Backtest on BNP Paribas SA ADR

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest