BNY

10-Year Study

BNY.US · Financial Services · US · Common Stock

Executive Summary: BNY has compounded at 45.5% annually over the last 10 years, with a maximum drawdown of 37.5% and an annualized volatility of 23.2%.

1Y CAGR
+1912.2%
3Y CAGR
+157.5%
5Y CAGR
+64.5%
10Y CAGR
+45.5%

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 →
37.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.93
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
46.53
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
479.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +1318.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -28.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
86%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20261.40.2——1267.02.1——————1318.3%
20252.22.6-3.4-1.9-2.00.5-2.32.36.32.10.0-0.45.8%
20240.51.30.1-2.12.32.10.40.33.2-2.71.6-4.91.8%
202311.3-6.50.2-1.4-2.74.70.4-4.9-6.9-3.215.24.98.7%
2022-9.5-2.5-5.4-8.06.9-6.84.4-3.5-10.8-6.315.7-3.9-28.5%
20213.51.81.7-5.82.32.83.0-1.00.8-3.00.40.16.4%
20203.90.1-8.3-3.75.81.24.7-2.4-0.8-1.06.73.18.8%
2019————1.10.42.23.7-0.5-1.4-0.01.57.0%

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 23.2%. The dominant macroeconomic risk driver is LQD.US, accounting for 51.6% of variance. Idiosyncratic stock-specific factors contribute 8.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-04-0110000
2019-05-0110107.665088766718
2019-06-0110148.30618610293
2019-07-0110369.414667380792
2019-08-0110753.262787290685
2019-09-0110700.2528315559
2019-10-0110545.542170098139
2019-11-0110542.321718309415
2019-12-0110699.513437091413
2020-01-0111121.372930483138
2020-02-0111137.079401710747
2020-03-0110215.446354027188
2020-04-019835.408429293804
2020-05-0110408.19989445661
2020-06-0110533.540547565413
2020-07-0111033.56319213623
2020-08-0110773.042327625588
2020-09-0110685.904050030716
2020-10-0110579.941242261464
2020-11-0111285.698673618877
2020-12-0111638.850600967218
2021-01-0112045.01839132969
2021-02-0112265.949654227248
2021-03-0112480.209629652967
2021-04-0111762.345229281202
2021-05-0112036.217529654543
2021-06-0112368.467533592728
2021-07-0112735.004371386713
2021-08-0112608.856390100975
2021-09-0112705.627471211857
2021-10-0112320.605771805736
2021-11-0112366.972991918841
2021-12-0112383.018147162144
2022-01-0111202.65118696933
2022-02-0110921.531639388162
2022-03-0110327.336132071014
2022-04-019499.50871126794
2022-05-0110154.5393503568
2022-06-019459.508553740488
2022-07-019877.777405837967
2022-08-019527.514138088562
2022-09-018500.422370473056
2022-10-017965.979978261212
2022-11-019214.571092137805
2022-12-018852.423362895985
2023-01-019854.313692285881
2023-02-019215.53890140357
2023-03-019234.272853294686
2023-04-019100.83528929916
2023-05-018851.140498731904
2023-06-019262.895590806698
2023-07-019299.580780075928
2023-08-018841.430900584428
2023-09-018227.536585750067
2023-10-017965.209570580174
2023-11-019174.397654416282
2023-12-019624.446684834831
2024-01-019672.82631811093
2024-02-019795.730218490571
2024-03-019807.57431357414
2024-04-019597.633543895023
2024-05-019822.649690458562
2024-06-0110030.493375970764
2024-07-0110070.238535939889
2024-08-0110100.94555851357
2024-09-0110424.90075770703
2024-10-0110140.517438288622
2024-11-0110303.980718640221
2024-12-019796.121083473796
2025-01-0110009.499889730787
2025-02-0110272.431908760102
2025-03-019923.679919976055
2025-04-019730.580803705046
2025-05-019534.925804571447
2025-06-019585.218411808257
2025-07-019367.141349380128
2025-08-019587.268237740425
2025-09-0110189.509459523322
2025-10-0110402.213851388604
2025-11-0110403.842291394276
2025-12-0110364.236937036278
2026-01-0110508.513374080432
2026-02-0110530.193286180116
2026-05-01143943.612734519
2026-06-01146999.4335312928
Annual Return Matrix
YearAnnual Return
20200.08779251219213924
20210.06393823339678262
2022-0.28511585320379074
20230.08721039316473544
20240.017837326576858548
20250.05799395992776191
202613.183333941932078
Total Factor Risk
0.23187006203471047
VTI.US Exposure
-0.03757329147554753
VEA.US Exposure
0.01350361787026273
VWO.US Exposure
0.027859203606100048
QQQ.US Exposure
0.0065588380335967434
VTV.US Exposure
0.00410706511395321
IJR.US Exposure
0.04109488676530432
QUAL.US Exposure
0.03989016838547682
SHV.US Exposure
0.3800043939801281
TLT.US Exposure
-0.01602035359693738
LQD.US Exposure
0.5162741139015664
HYG.US Exposure
-0.017782332089943818
GLD.US Exposure
0.00035135674157624994
USO.US Exposure
-0.0038888938440374567
VNQ.US Exposure
-0.010188375808829631
BTC-USD.CC Exposure
0.0016704333605729743
CPER.US Exposure
-0.0011455897843245476
VIX.INDX Exposure
-0.016110911614871617
UUP.US Exposure
-0.006812851325116164
TIP.US Exposure
-0.00658676182348058
Idiosyncratic Exposure
0.08479528360455103
Value Score
34.4
Growth Score
56.7
Profit Score
62.5
Health Score
38.8
Yield Score
17.6
Moat Score
80.4

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
23.2%

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 →17.3x
Forward P/EForward P/E RatioA valuation metric that compares the current stock price to estimated future earnings per share.Click for full definition →Fairly Valued16.3x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.47%
Squeeze RiskShort Squeeze RiskA situation where a sharp rise in the price of a stock forces short sellers to buy shares to cover their positions, further driving up the price.Click for full definition →High
Market Cap$95.7B
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
4.0/ 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
1.94
Grey Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$53
Avg Yield on Cost
0.53%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$52.650.53%Solid

Momentum & MacroiPrice momentum indicators: distance from 50/200-Day SMA, 52-Week High proximity, Golden Cross trend signal, RSI momentum gauge, Fibonacci retracement levels, and Beta (market sensitivity).

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 →
+206.4%
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 →
+657.1%
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 →
1.1% 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 →
1.07
Market sensitivity coefficient
Trend SignalGolden Cross & Death CrossTechnical chart patterns that occur when a short-term moving average crosses over a long-term moving average.Click for full definition →
✦ Golden Cross
Bullish — 50 SMA above 200 SMA
RSI (14-Day)Relative Strength Index (RSI)A momentum oscillator that measures the speed and change of price movements to identify overbought or oversold conditions.Click for full definition →
96
OversoldNeutralOverbought
Overbought
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement+54.0%
50.0% retracement+86.1%
61.8% retracement+135.0%
% distance of current price from each 52-week Fibonacci support level.

Compare this AssetiRun a head-to-head backtest and risk analysis against similar assets.

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Frequently Asked Questions & Methodology

Is BNY a high-risk investment?

BNY (BNY.US) has an annualized volatility of 23.2% and experienced a maximum drawdown of 37.5% over the last 10 years. Its primary macro risk driver is LQD.US.

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

Over the past 10 years, BNY.US has generated a Compound Annual Growth Rate (CAGR) of 45.5%. It has had a positive return in 86% 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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