Boeing Co

10-Year Study

BA-PA.US · · US · Common Stock

Executive Summary: Boeing Co has compounded at 23.7% annually over the last 10 years, with a maximum drawdown of 14.2% and an annualized volatility of 203.7%.

1Y CAGR
+8.0%
3Y CAGR
+23.7%
5Y CAGR
+23.7%
10Y CAGR
+23.7%

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 →
14.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.98
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.56
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
22.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +18.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 1.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20268.2-2.4-12.19.0————————1.2%
2025-1.5-0.2-0.13.99.71.05.15.3-6.5-6.0-2.310.418.7%
2024——————————3.111.114.5%

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 203.7%. The dominant macroeconomic risk driver is SHV.US, accounting for 54.7% of variance. Idiosyncratic stock-specific factors contribute 0.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2024-10-0110000
2024-11-0110308.954892113645
2024-12-0111448.621938433273
2025-01-0111279.391138939212
2025-02-0111258.716772989166
2025-03-0111249.31396906517
2025-04-0111687.252512496092
2025-05-0112818.283929270456
2025-06-0112947.759359035643
2025-07-0113611.994673055851
2025-08-0114328.201133450966
2025-09-0113394.431887701408
2025-10-0112596.452506988171
2025-11-0112304.513149172139
2025-12-0113584.88784500717
2026-01-0114698.2742510706
2026-02-0114346.160882368564
2026-03-0112615.100745732836
2026-04-0113750.125403504217
Annual Return Matrix
YearAnnual Return
20250.18659589931976073
20260.012163336229365829
Total Factor Risk
2.0367587653816224
VTI.US Exposure
0.017054565210081567
VEA.US Exposure
0.05020946917187251
VWO.US Exposure
0.007357295880600514
QQQ.US Exposure
-0.0027218854933487515
VTV.US Exposure
0.03889537067990739
IJR.US Exposure
0.05028501275877455
QUAL.US Exposure
-0.0007750911733834297
SHV.US Exposure
0.5473690296984004
TLT.US Exposure
-0.006093009659068028
LQD.US Exposure
0.02320833490183462
HYG.US Exposure
0.004430319064516695
GLD.US Exposure
0.000583718362616112
USO.US Exposure
0.0005046092596695921
VNQ.US Exposure
0.021245401333494875
BTC-USD.CC Exposure
0.005686585196020049
CPER.US Exposure
0.007746341756582717
VIX.INDX Exposure
0.0071925599576042965
UUP.US Exposure
0.022823654942724352
TIP.US Exposure
0.20281761685833352
Idiosyncratic Exposure
0.0021801012927666775
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
50
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
203.7%

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 →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 →4.17%
Market Cap$0
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
$148
Avg Yield on Cost
1.48%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$147.531.48%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 →
-0.9%
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 →
+0.2%
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 →
12.3% 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 →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Boeing Co a high-risk investment?

Boeing Co (BA-PA.US) has an annualized volatility of 203.7% and experienced a maximum drawdown of 14.2% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of BA-PA.US?

Over the past 10 years, BA-PA.US has generated a Compound Annual Growth Rate (CAGR) of 23.7%. It has had a positive return in 100% 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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