The Boeing Company

10-Year Study

BA.US · Industrials · US · Common Stock

Executive Summary: The Boeing Company has compounded at 6.7% annually over the last 10 years, with a maximum drawdown of 71.8% and an annualized volatility of 34.7%.

1Y CAGR
+6.1%
3Y CAGR
+2.2%
5Y CAGR
-2.4%
10Y CAGR
+6.7%

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 →
71.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.27
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.41
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
39.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +94.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -33.9%
% 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.
20267.6-2.6-12.510.0————————0.8%
2025-0.3-1.1-2.37.413.11.15.95.8-8.0-6.9-6.014.922.7%
2024-19.0-3.5-5.3-13.05.82.54.7-8.8-12.5-1.84.113.9-32.1%
202311.8-5.45.4-2.7-0.52.713.1-6.2-14.4-2.524.012.536.8%
2022-0.52.5-6.7-22.3-11.74.016.50.6-24.417.725.56.5-5.4%
2021-9.39.220.1-8.05.4-3.0-5.5-3.10.2-5.9-4.41.8-6.0%
2020-2.3-13.0-45.8-5.43.425.7-13.88.7-3.8-12.645.91.6-33.9%
201919.614.7-13.3-1.0-9.06.6-6.37.44.5-10.78.4-11.03.3%
201820.22.7-9.51.76.1-4.76.2-3.38.5-4.6-1.8-7.011.5%
20175.011.2-1.94.52.35.422.6-0.66.11.57.96.594.7%
2016———6.2-5.72.92.9-2.31.88.16.53.425.6%

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 34.7%. The dominant macroeconomic risk driver is IJR.US, accounting for 31.4% of variance. Idiosyncratic stock-specific factors contribute 35.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110619.195369786114
2016-05-0110018.825474879784
2016-06-0110314.27141582715
2016-07-0110615.270132074242
2016-08-0110366.117626580213
2016-09-0110549.489762614505
2016-10-0111405.53101677582
2016-11-0112149.150329641638
2016-12-0112562.30118148785
2017-01-0113186.85785156335
2017-02-0114668.413150851848
2017-03-0114394.133901956093
2017-04-0115042.790313105159
2017-05-0115387.575882852107
2017-06-0116217.52431515046
2017-07-0119884.20113579495
2017-08-0119771.79660131857
2017-09-0120972.162144520116
2017-10-0121283.187188581127
2017-11-0122958.584825605434
2017-12-0124460.680171457167
2018-01-0129392.467199025225
2018-02-0130191.039839857265
2018-03-0127329.550251310953
2018-04-0127802.99832459366
2018-05-0129499.771535499032
2018-06-0128105.032746578472
2018-07-0129846.576296264066
2018-08-0128856.7549337453
2018-09-0131307.295633064256
2018-10-0129872.834482908682
2018-11-0129325.755564742492
2018-12-0127274.06601536152
2019-01-0132612.17171827063
2019-02-0137394.66916164407
2019-03-0132419.02565329968
2019-04-0132101.995256641792
2019-05-0129202.167148980614
2019-06-0131117.004286429205
2019-07-0129165.40394699624
2019-08-0131318.05304728127
2019-09-0132727.021910833573
2019-10-0129238.15574751409
2019-11-0131681.646685088886
2019-12-0128184.538392915427
2020-01-0127536.50862725473
2020-02-0123943.950042429125
2020-03-0112980.265018821123
2020-04-0112273.548162492658
2020-05-0112693.922844274244
2020-06-0115953.349724754675
2020-07-0113751.387105898735
2020-08-0114954.198307186842
2020-09-0114383.254640005223
2020-10-0112566.85306468809
2020-11-0118338.954285341286
2020-12-0118630.51850562458
2021-01-0116901.1510259144
2021-02-0118452.098609630324
2021-03-0122169.32483300333
2021-04-0120392.9589416654
2021-05-0121499.162296829785
2021-06-0120849.887943601905
2021-07-0119711.481973062946
2021-08-0119103.98398572641
2021-09-0119142.27898779347
2021-10-0118018.66881350769
2021-11-0117219.695815835854
2021-12-0117521.704127591984
2022-01-0117427.707304336476
2022-02-0117871.58119193194
2022-03-0116667.029308731697
2022-04-0112954.154790139039
2022-05-0111436.280162753761
2022-06-0111899.301551382754
2022-07-0113865.401771143846
2022-08-0113947.213821014384
2022-09-0110538.088296089994
2022-10-0112403.228964947017
2022-11-0115568.659022171936
2022-12-0116579.124872168675
2023-01-0118538.262364281207
2023-02-0117541.721969581584
2023-03-0118488.652929785247
2023-04-0117996.910289605956
2023-05-0117902.913466350445
2023-06-0118378.119628364413
2023-07-0120788.09373572097
2023-08-0119498.24843882591
2023-09-0116682.69544594095
2023-10-0116259.70974129115
2023-11-0120159.707565438763
2023-12-0122686.30736090864
2024-01-0118367.675536891576
2024-02-0117730.585957048675
2024-03-0116796.71011118606
2024-04-0114607.802606671165
2024-05-0115458.125720751106
2024-06-0115841.075741421702
2024-07-0116588.69862268544
2024-08-0115121.303770752194
2024-09-0113232.663896081289
2024-10-0112995.060815074306
2024-11-0113528.579821144935
2024-12-0115405.034922430863
2025-01-0115363.258556539526
2025-02-0115198.764115842383
2025-03-0114843.665005766012
2025-04-0115948.127679018258
2025-05-0118043.908701233708
2025-06-0118236.254052525077
2025-07-0119307.643769446684
2025-08-0120425.161557039974
2025-09-0118784.568854848887
2025-10-0117495.5938989099
2025-11-0116449.44406971431
2025-12-0118896.84283818186
2026-01-0120341.60882525729
2026-02-0119802.86777345025
2026-03-0117322.39604865206
2026-04-0119050.022846450098
Annual Return Matrix
YearAnnual Return
20170.9471496358886138
20180.11501666446656111
20190.033382348529958916
2020-0.33898088924147085
2021-0.05951602354480057
2022-0.05379495330816597
20230.36836579347997267
2024-0.3209545001150925
20250.2266666666666668
20260.008106116433308719
Total Factor Risk
0.3467470060444397
VTI.US Exposure
0.3136662271976718
VEA.US Exposure
0.0924415439589411
VWO.US Exposure
0.06057469401728962
QQQ.US Exposure
0.005745176428109562
VTV.US Exposure
-0.11957572808851402
IJR.US Exposure
0.3144992520410774
QUAL.US Exposure
-0.1444284009215517
SHV.US Exposure
0.007446699843158947
TLT.US Exposure
0.011658819379720887
LQD.US Exposure
-0.021708536547867644
HYG.US Exposure
-0.041383596839017364
GLD.US Exposure
-0.009300050395171297
USO.US Exposure
0.020279934039254627
VNQ.US Exposure
-0.0003328222235427249
BTC-USD.CC Exposure
-0.012858828182350634
CPER.US Exposure
0.0004851616338444388
VIX.INDX Exposure
0.07334271458274022
UUP.US Exposure
0.09601819951293789
TIP.US Exposure
-0.002503303156211926
Idiosyncratic Exposure
0.3559328437194808
Value Score
16.4
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
34.7%

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 →84.0x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$163.6B
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 →
-0.5%
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 →
-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 →
13.2% 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 →
1.13
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is The Boeing Company a high-risk investment?

The Boeing Company (BA.US) has an annualized volatility of 34.7% and experienced a maximum drawdown of 71.8% over the last 10 years. Its primary macro risk driver is IJR.US.

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

Over the past 10 years, BA.US has generated a Compound Annual Growth Rate (CAGR) of 6.7%. 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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