Byline Bancorp Inc

10-Year Study

BY.US · Financial Services · US · Common Stock

Executive Summary: Byline Bancorp Inc has compounded at 6.9% annually over the last 10 years, with a maximum drawdown of 54.8% and an annualized volatility of 31.7%.

1Y CAGR
+32.5%
3Y CAGR
+25.7%
5Y CAGR
+9.2%
10Y CAGR
+6.9%

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 →
54.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.25
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.34
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
30.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +79.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -27.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
67%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20269.5-1.91.24.9————————14.0%
20251.2-2.4-8.3-2.41.73.3-1.610.4-4.1-3.64.84.42.0%
2024-7.3-4.24.2-0.27.02.818.2-0.7-3.50.517.2-7.725.0%
20238.0-0.3-12.3-10.5-8.02.121.3-3.1-6.9-3.85.917.94.3%
2022-4.95.2-2.2-12.16.9-4.72.9-10.6-7.214.2-1.00.8-14.7%
20214.024.46.27.31.9-2.08.70.3-0.24.91.15.379.3%
2020-1.4-9.3-40.518.8-1.48.1-1.1-2.5-10.516.516.71.0-20.2%
201913.48.2-9.68.3-6.82.5-0.1-10.04.0-3.06.16.617.6%
2018-2.63.1-0.6-7.31.73.30.91.3-0.6-3.1-5.7-19.7-27.5%
2017——————0.54.80.6-5.76.57.614.6%

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 31.7%. The dominant macroeconomic risk driver is IJR.US, accounting for 54.5% of variance. Idiosyncratic stock-specific factors contribute 15.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2017-06-0110000
2017-07-0110054.913862748093
2017-08-0110538.658049302385
2017-09-0110603.506626782244
2017-10-0110000
2017-11-0110648.431188453895
2017-12-0111456.363676062796
2018-01-0111157.121334526953
2018-02-0111501.288237734449
2018-03-0111436.43966025459
2018-04-0110598.539269416362
2018-05-0110783.095700779493
2018-06-0111142.164676084629
2018-07-0111241.948514159696
2018-08-0111386.547741217057
2018-09-0111321.699163737198
2018-10-0110972.619489508505
2018-11-0110344.166903207491
2018-12-018309.24255988122
2019-01-019421.4939190812
2019-02-0110194.54573243957
2019-03-019216.958885565187
2019-04-019985.043341557675
2019-05-019306.753422563812
2019-06-019536.179829253912
2019-07-019531.212471888031
2019-08-018578.571584532412
2019-09-018917.716544029345
2019-10-018648.387519378151
2019-11-019172.088910238215
2019-12-019775.759296054499
2020-01-019640.87643835018
2020-02-018741.730168780978
2020-03-015197.329636018253
2020-04-016174.643551169239
2020-05-016089.4342671237355
2020-06-016581.36640538003
2020-07-016511.059193432172
2020-08-016350.302408349527
2020-09-015681.892617742746
2020-10-016618.8126378305205
2020-11-017721.94807746894
2020-12-017796.8405423699205
2021-01-018109.729470075765
2021-02-0110087.01063341994
2021-03-0110709.840826218913
2021-04-0111494.737876372847
2021-05-0111717.231817288584
2021-06-0111488.733378458044
2021-07-0112493.940915740517
2021-08-0112533.461429288847
2021-09-0112513.100722723202
2021-10-0113124.467783139371
2021-11-0113274.79857638813
2021-12-0113980.217908687962
2022-01-0113290.137339243216
2022-02-0113987.150374462322
2022-03-0113684.523679556321
2022-04-0112032.959234917793
2022-05-0112861.197842747659
2022-06-0112253.706412803771
2022-07-0112608.95434398131
2022-08-0111273.390248695385
2022-09-0110467.040765082207
2022-10-0111950.53385445097
2022-11-0111826.240747614576
2022-12-0111919.637983362081
2023-01-0112869.2766217603
2023-02-0112836.197296884211
2023-03-0111258.379003908381
2023-04-0110076.311709862659
2023-05-019272.909888862201
2023-06-019466.527653442216
2023-07-0111486.495338326164
2023-08-0111128.518089914627
2023-09-0110356.121312692418
2023-10-019967.35736588135
2023-11-0110550.448699753268
2023-12-0112434.60555907334
2024-01-0111526.834647044694
2024-02-0111045.983536758444
2024-03-0111512.423852049169
2024-04-0111485.949474879362
2024-05-0112291.370990632982
2024-06-0112631.935195091595
2024-07-0114925.27129413306
2024-08-0114818.063713181511
2024-09-0114294.799013078888
2024-10-0114369.527718945827
2024-11-0116834.9199764187
2024-12-0115538.275944889625
2025-01-0115720.485163431515
2025-02-0115344.985698377694
2025-03-0114065.372606388784
2025-04-0113732.013799427936
2025-05-0113963.132382803116
2025-06-0114427.280071617284
2025-07-0114195.23352038254
2025-08-0115664.64333282386
2025-09-0115025.273477586847
2025-10-0114488.85346841634
2025-11-0115184.665604052487
2025-12-0115853.62125810607
2026-01-0117365.553833053124
2026-02-0117030.939540164632
2026-03-0117232.909015480687
2026-04-0118073.538723552916
Annual Return Matrix
YearAnnual Return
2018-0.27470506394251837
20190.17649222845580792
2020-0.20243120700437767
20210.7930619245983128
2022-0.14739254701068283
20230.04320328993464995
20240.2495994240486048
20250.020294742758778073
20260.1400258924636404
Total Factor Risk
0.31719928170635664
VTI.US Exposure
-0.17947277682981433
VEA.US Exposure
-0.09152313196090298
VWO.US Exposure
0.011917546488173867
QQQ.US Exposure
0.11548021466472358
VTV.US Exposure
0.33272346845047285
IJR.US Exposure
0.5448400634537046
QUAL.US Exposure
-0.054145893538685756
SHV.US Exposure
0.10890277454005844
TLT.US Exposure
0.021822984182733512
LQD.US Exposure
-0.010604922678162411
HYG.US Exposure
-0.012189358641757408
GLD.US Exposure
-0.0025366824755072527
USO.US Exposure
0.0005472717253998567
VNQ.US Exposure
-0.046932971003988806
BTC-USD.CC Exposure
-0.005857665305691989
CPER.US Exposure
-0.00566197580086534
VIX.INDX Exposure
0.042509517339803474
UUP.US Exposure
0.036362703351536234
TIP.US Exposure
0.03959361884774286
Idiosyncratic Exposure
0.15422521519102717
Value Score
45.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
15
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
31.7%

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 →11.0x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.25%
Market Cap$1.5B
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 →
+3.6%
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 →
+13.6%
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 →
1.2% 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 →
0.81
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Byline Bancorp Inc a high-risk investment?

Byline Bancorp Inc (BY.US) has an annualized volatility of 31.7% and experienced a maximum drawdown of 54.8% over the last 10 years. Its primary macro risk driver is IJR.US.

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

Over the past 10 years, BY.US has generated a Compound Annual Growth Rate (CAGR) of 6.9%. It has had a positive return in 67% 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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