BASF SE

10-Year Study

0BFA.LSE · · GB · Common Stock

Executive Summary: BASF SE has compounded at 2.3% annually over the last 10 years, with a maximum drawdown of 50.3% and an annualized volatility of 28.5%.

1Y CAGR
+26.6%
3Y CAGR
+10.3%
5Y CAGR
+0.5%
10Y CAGR
+2.3%

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 →
50.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.08
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.13
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
25.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +19.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -31.0%
% 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.
20263.16.77.21.3————————19.4%
20259.85.8-7.3-2.61.2-1.13.53.4-6.50.84.8-0.510.3%
2024-8.75.812.50.2-2.7-5.5-5.67.22.9-5.9-5.30.7-6.4%
202312.6-7.7-0.04.2-3.6-1.39.7-4.6-8.01.0-1.614.212.7%
20229.8-14.3-10.64.41.6-19.54.6-2.8-5.815.46.4-4.2-19.0%
2021-1.46.14.60.0-0.1-1.6-0.2-0.4-0.3-5.4-7.67.0-0.3%
2020-9.3-13.1-18.715.9-2.79.2-6.210.01.0-9.931.05.52.3%
20194.35.1-1.911.0-14.88.2-5.3-0.66.36.7-0.0-1.315.9%
20182.6-8.1-4.84.12.0-3.00.3-3.2-3.8-11.2-5.7-4.7-31.0%
20171.8-1.95.9-3.6-2.8-2.7-1.1-0.511.94.40.9-3.08.5%
2016———9.50.6-1.41.94.44.05.51.67.838.7%

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 28.5%. The dominant macroeconomic risk driver is VEA.US, accounting for 60.1% of variance. Idiosyncratic stock-specific factors contribute 23.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110954.103737664356
2016-05-0111016.688368563178
2016-06-0110864.827073570728
2016-07-0111067.291473363844
2016-08-0111554.453567038068
2016-09-0112014.741695450919
2016-10-0112672.73799963094
2016-11-0112872.031583406755
2016-12-0113870.890609446431
2017-01-0114127.128930057515
2017-02-0113853.47711164651
2017-03-0114675.186285441016
2017-04-0114151.637778453525
2017-05-0113759.730116774395
2017-06-0113381.675282449532
2017-07-0113232.724900522144
2017-08-0113160.705792457095
2017-09-0114724.567846366166
2017-10-0115374.351217255478
2017-11-0115517.557743938412
2017-12-0115051.10991555753
2018-01-0115448.813413071559
2018-02-0114194.287852915719
2018-03-0113519.13795388802
2018-04-0114067.455212223755
2018-05-0114344.121904880716
2018-06-0113912.734984756691
2018-07-0113959.439545273794
2018-08-0113511.938642111034
2018-09-0112999.877845612446
2018-10-0111550.347100392713
2018-11-0110895.65156370611
2018-12-0110388.684865071382
2019-01-0110832.807029855052
2019-02-0111381.358200847802
2019-03-0111166.522420528174
2019-04-0112395.071844968012
2019-05-0110560.758456054227
2019-06-0111429.794080832598
2019-07-0110823.615932513923
2019-08-0110761.029591560276
2019-09-0111435.158822633128
2019-10-0112200.483707059564
2019-11-0112198.695129309028
2019-12-0112043.12554870234
2020-01-0110920.175336216955
2020-02-019491.449712867645
2020-03-017714.93147755747
2020-04-018940.703594500468
2020-05-018698.409804916539
2020-06-019499.671816684275
2020-07-018914.990310708801
2020-08-019804.393315048856
2020-09-019899.619217047635
2020-10-018919.03245676697
2020-11-0111680.331786156945
2020-12-0112325.959772997714
2021-01-0112156.458321797601
2021-02-0112899.214805262027
2021-03-0113491.515612796742
2021-04-0113495.606339957892
2021-05-0113484.61610472247
2021-06-0113274.826047385546
2021-07-0113247.17150237683
2021-08-0113199.909029334656
2021-09-0113156.941522376364
2021-10-0112441.758284931992
2021-11-0111493.17358265123
2021-12-0112294.797474063613
2022-01-0113502.602018787044
2022-02-0111572.036576005408
2022-03-0110341.736006248899
2022-04-0110798.313109469884
2022-05-0110976.125895083938
2022-06-018834.378397647333
2022-07-019239.367326758742
2022-08-018981.110183315948
2022-09-018462.002260401865
2022-10-019761.73910663223
2022-11-0110387.701661276828
2022-12-019954.907486592358
2023-01-0111209.805957674153
2023-02-0110350.189118167455
2023-03-0110349.609119284936
2023-04-0110788.625640955199
2023-05-0110397.149198629855
2023-06-0110259.07278090037
2023-07-0111254.39944440566
2023-08-0110733.104380406387
2023-09-019875.462511453496
2023-10-019977.885356850915
2023-11-019818.0178358071
2023-12-0111215.20044300712
2024-01-0110239.280442965799
2024-02-0110838.27453674989
2024-03-0112190.54837577457
2024-04-0112213.860365047502
2024-05-0111885.800108230796
2024-06-0111228.935014835382
2024-07-0110599.590620552715
2024-08-0111359.402045516437
2024-09-0111694.488716145812
2024-10-0111003.03486887957
2024-11-0110419.823684857558
2024-12-0110497.599056375631
2025-01-0111525.796289027981
2025-02-0112188.617029068339
2025-03-0111298.411940803568
2025-04-0111000.534429252712
2025-05-0111136.023159660188
2025-06-0111012.087808702268
2025-07-0111398.475132627664
2025-08-0111785.158900426344
2025-09-0111017.28598672115
2025-10-0111109.3075188254
2025-11-0111638.865336135636
2025-12-0111576.077492664239
2026-01-0111938.64211103574
2026-02-0112733.945144882899
2026-03-0113650.103051520562
2026-04-0113825.537544280964
Annual Return Matrix
YearAnnual Return
20170.0850860510216509
2018-0.3097728391224389
20190.1592541024315295
20200.02348511797469799
2021-0.0025281843773633517
2022-0.19031545598106447
20230.1266001676170443
2024-0.0639847134501218
20250.10273572371137596
20260.1943197126178715
Total Factor Risk
0.28497329714819664
VTI.US Exposure
-0.1680563324036481
VEA.US Exposure
0.6009583431998535
VWO.US Exposure
0.004943473814178675
QQQ.US Exposure
0.0723811261788192
VTV.US Exposure
0.1881773768721365
IJR.US Exposure
0.05023211815021113
QUAL.US Exposure
-0.012880377617775742
SHV.US Exposure
0.0026128704307838953
TLT.US Exposure
0.034904581506970074
LQD.US Exposure
-0.02713107840878552
HYG.US Exposure
0.1231104310124886
GLD.US Exposure
-0.013837664414629861
USO.US Exposure
0.0002982843260341683
VNQ.US Exposure
-0.07415315381232006
BTC-USD.CC Exposure
0.006906956249500083
CPER.US Exposure
0.024430845894643536
VIX.INDX Exposure
-0.0344497953206246
UUP.US Exposure
-0.019072020006408775
TIP.US Exposure
0.0024296611621222085
Idiosyncratic Exposure
0.2381943531864511
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
61.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
28.5%

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 →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →5.15%
Market Cap$61.3B
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 →
+7.5%
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 →
+17.1%
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 →
3.0% 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 →
0.91
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is BASF SE a high-risk investment?

BASF SE (0BFA.LSE) has an annualized volatility of 28.5% and experienced a maximum drawdown of 50.3% over the last 10 years. Its primary macro risk driver is VEA.US.

What is the 10-year return of 0BFA.LSE?

Over the past 10 years, 0BFA.LSE has generated a Compound Annual Growth Rate (CAGR) of 2.3%. 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.

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