Bank of Nova Scotia

10-Year Study

BNS.US · Financial Services · US · Common Stock

Executive Summary: Bank of Nova Scotia has compounded at 9.9% annually over the last 10 years, with a maximum drawdown of 37.8% and an annualized volatility of 22.1%.

1Y CAGR
+50.5%
3Y CAGR
+23.0%
5Y CAGR
+8.0%
10Y CAGR
+9.9%

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 →
37.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.37
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.55
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
21.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +45.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -28.0%
% 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.
20262.51.4-8.58.2————————2.9%
2025-3.4-3.0-4.47.07.13.32.112.33.52.75.66.445.2%
2024-2.43.76.8-10.03.1-3.43.86.99.2-4.110.7-5.817.6%
202312.2-8.61.80.6-3.23.62.3-5.8-3.9-9.610.68.86.0%
20221.50.5-0.9-10.76.9-12.64.3-9.3-14.03.28.0-6.2-28.0%
2021-0.19.47.33.05.7-3.3-2.9-0.8-0.67.8-4.814.839.1%
2020-2.1-4.2-22.40.5-0.33.01.35.1-4.01.817.310.81.7%
201914.2-2.4-4.14.6-7.98.5-1.8-0.38.10.8-2.10.717.5%
20183.0-6.8-0.40.7-1.8-4.13.5-2.33.0-8.91.2-7.1-19.1%
20177.4-2.71.6-5.01.57.53.6-0.33.41.4-2.03.020.5%
2016———8.6-6.71.33.64.80.61.52.81.819.0%

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 22.1%. The dominant macroeconomic risk driver is VTI.US, accounting for 48.0% of variance. Idiosyncratic stock-specific factors contribute 19.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110856.94124126536
2016-05-0110128.326047296134
2016-06-0110259.199339093318
2016-07-0110627.620391724899
2016-08-0111140.4770920106
2016-09-0111209.941137998694
2016-10-0111372.827097173937
2016-11-0111688.031393067366
2016-12-0111895.115486558123
2017-01-0112770.988950466422
2017-02-0112431.344876252107
2017-03-0112633.403325186742
2017-04-0111999.242711094284
2017-05-0112184.74407077209
2017-06-0113095.383979897422
2017-07-0113570.135279336342
2017-08-0113533.131389625143
2017-09-0113992.633644280748
2017-10-0114191.043337578742
2017-11-0113911.706998037937
2017-12-0114332.105607380126
2018-01-0114767.409039275757
2018-02-0113761.31630580703
2018-03-0113703.555815634576
2018-04-0113795.73852879419
2018-05-0113542.081167601802
2018-06-0112987.02282193384
2018-07-0113447.764276616987
2018-08-0113141.372069808269
2018-09-0113534.026367422808
2018-10-0112327.389762830884
2018-11-0112481.153832914531
2018-12-0111589.205190871227
2019-01-0113232.1778940484
2019-02-0112911.500464700011
2019-03-0112381.63918625865
2019-04-0112953.874221197206
2019-05-0111928.091976179821
2019-06-0112945.922687687173
2019-07-0112714.880726997351
2019-08-0112674.40019276445
2019-09-0113703.24601562769
2019-10-0113818.939107087537
2019-11-0113527.279611717324
2019-12-0113616.46759147706
2020-01-0113328.835496196345
2020-02-0112774.913083886959
2020-03-019907.576331279473
2020-04-019959.966954665933
2020-05-019930.191731782039
2020-06-0110232.935182954116
2020-07-0110366.665519259235
2020-08-0110896.079308801764
2020-09-0110464.975388110564
2020-10-0110650.958658910193
2020-11-0112496.161922136933
2020-12-0113849.299507762214
2021-01-0113837.974596399436
2021-02-0115136.346425252143
2021-03-0116242.573405390522
2021-04-0116730.026505111702
2021-05-0117678.324326184986
2021-06-0117092.52693538949
2021-07-0116590.03132422292
2021-08-0116449.210009982446
2021-09-0116348.249629961103
2021-10-0117621.32112491825
2021-11-0116780.041995112046
2021-12-0119268.940828198687
2022-01-0119554.955078999003
2022-02-0119658.221747960484
2022-03-0119489.724966438334
2022-04-0117403.084231179648
2022-05-0118609.6519913256
2022-06-0116273.484561632991
2022-07-0116980.413755120306
2022-08-0115403.56614230147
2022-09-0113252.831227840694
2022-10-0113678.496437299922
2022-11-0114776.875150597227
2022-12-0113865.340263674228
2023-01-0115563.216412515922
2023-02-0114226.257271694607
2023-03-0114479.260610650235
2023-04-0114570.066434890365
2023-05-0114102.991291177585
2023-06-0114608.034146845206
2023-07-0114940.62166534715
2023-08-0114074.31757942928
2023-09-0113525.489656121994
2023-10-0112221.02509380056
2023-11-0113519.534611545214
2023-12-0114703.280437850677
2024-01-0114351.657430036832
2024-02-0114879.694330659873
2024-03-0115895.803931017865
2024-04-0114313.930673642903
2024-05-0114759.870572441569
2024-06-0114257.788027950844
2024-07-0114804.550617878902
2024-08-0115822.828818285087
2024-09-0117285.188117448626
2024-10-0116572.269457161547
2024-11-0118352.139341158654
2024-12-0117290.00722866683
2025-01-0116703.659082303533
2025-02-0116200.956937799043
2025-03-0115482.806099617914
2025-04-0116573.370968297135
2025-05-0117747.23761660528
2025-06-0118327.52745172283
2025-07-0118710.130460225122
2025-08-0121014.835978107465
2025-09-0121751.64366114764
2025-10-0122342.673229837183
2025-11-0123599.428591098418
2025-12-0125098.034491067436
2026-01-0125720.285016006335
2026-02-0126074.833912774087
2026-03-0123858.042752400954
2026-04-0125816.667240370385
Annual Return Matrix
YearAnnual Return
20170.20487317870733435
2018-0.1913815381807178
20190.17492678464289324
20200.01709928913067671
20210.391329634931997
2022-0.28043059619637645
20230.06043415871817914
20240.1759285488534339
20250.45159190271794114
20260.02863302899510778
Total Factor Risk
0.2211724024057714
VTI.US Exposure
0.48006202532071046
VEA.US Exposure
0.1264385207171972
VWO.US Exposure
-0.042455196147972815
QQQ.US Exposure
-0.04372094912836358
VTV.US Exposure
0.12273764205214359
IJR.US Exposure
0.03245029469157343
QUAL.US Exposure
-0.18139196067818625
SHV.US Exposure
0.21890113516948956
TLT.US Exposure
0.00700329158992351
LQD.US Exposure
0.034058674183395886
HYG.US Exposure
0.03393674632487907
GLD.US Exposure
0.04424108943749918
USO.US Exposure
0.000029724723914153566
VNQ.US Exposure
-0.040134559512798
BTC-USD.CC Exposure
0.010849870481469237
CPER.US Exposure
-0.017713768960900114
VIX.INDX Exposure
-0.01055961838560208
UUP.US Exposure
0.008068224114392892
TIP.US Exposure
0.02501725294472898
Idiosyncratic Exposure
0.19218156106250564
Value Score
44.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
74.5
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
22.1%

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 →14.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →6.21%
Market Cap$86.7B
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
$279
Avg Yield on Cost
2.79%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$278.942.79%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 →
+3.0%
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 →
+13.2%
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 →
3.6% 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 →
1.19
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Bank of Nova Scotia a high-risk investment?

Bank of Nova Scotia (BNS.US) has an annualized volatility of 22.1% and experienced a maximum drawdown of 37.8% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, BNS.US has generated a Compound Annual Growth Rate (CAGR) of 9.9%. 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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