Babcock International Group PLC

10-Year Study

BAB.LSE · Industrials · GB · Common Stock

Executive Summary: Babcock International Group PLC has compounded at 3.7% annually over the last 10 years, with a maximum drawdown of 76.0% and an annualized volatility of 30.9%.

1Y CAGR
+36.2%
3Y CAGR
+62.0%
5Y CAGR
+34.0%
10Y CAGR
+3.7%

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 →
76.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.21
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.45
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
41.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +150.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -55.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202615.4-5.8-14.36.6————————-0.7%
20257.524.68.011.016.422.6-9.5-1.830.9-8.8-6.610.0150.1%
202414.68.26.2-2.411.4-7.71.7-0.7-9.8-0.18.8-2.228.0%
20238.27.5-9.06.2-2.9-8.332.53.27.0-5.51.50.140.6%
2022-5.29.6-2.0-5.610.2-8.510.9-3.9-15.3-1.13.0-0.6-11.4%
2021-16.811.5-12.026.03.8-3.0-11.841.92.4-14.1-7.37.613.8%
2020-6.5-24.7-13.610.0-9.2-19.0-7.0-5.7-8.0-13.355.6-17.2-55.5%
20198.51.9-8.86.4-14.72.39.45.311.2-0.76.67.937.0%
2018-2.8-5.02.610.013.20.9-12.6-0.21.3-15.5-7.1-12.7-27.8%
2017-6.36.2-7.01.93.8-3.3-4.1-3.81.8-1.9-14.22.3-23.4%
2016———-0.29.4-10.97.27.8-1.1-4.4-3.40.53.3%

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 30.9%. The dominant macroeconomic risk driver is VEA.US, accounting for 17.8% of variance. Idiosyncratic stock-specific factors contribute 60.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019978.936078145562
2016-05-0110921.537367651536
2016-06-019735.634119359684
2016-07-0110440.64707859607
2016-08-0111258.67703320856
2016-09-0111140.278094601472
2016-10-0110645.154567249194
2016-11-0110279.193864965966
2016-12-0110327.739374156889
2017-01-019677.514215764455
2017-02-0110273.553944290852
2017-03-019558.307032554085
2017-04-019742.537239933637
2017-05-0110110.997654692745
2017-06-019778.594353343953
2017-07-019378.789043710656
2017-08-019023.40541663675
2017-09-019189.991491827644
2017-10-019017.851912051296
2017-11-017740.693273079291
2017-12-017915.06060881406
2018-01-017696.288111242925
2018-02-017312.595589856531
2018-03-017503.319712209004
2018-04-018254.998630686227
2018-05-019345.492161870045
2018-06-019432.746995928914
2018-07-018242.407298092938
2018-08-018228.566744674134
2018-09-018339.296255323963
2018-10-017049.761053157969
2018-11-016551.479526058582
2018-12-015717.053389258099
2019-01-016201.945505759696
2019-02-016321.123459998565
2019-03-015766.1262907609125
2019-04-016134.177499918986
2019-05-015232.161272756502
2019-06-015353.676273890713
2019-07-015854.457513465978
2019-08-016164.13973735863
2019-09-016857.236171995976
2019-10-016808.080666878048
2019-11-017255.3983051009
2019-12-017831.925788912181
2020-01-017326.719537216424
2020-02-015518.682713795631
2020-03-014768.34070305843
2020-04-015244.926708353957
2020-05-014763.3628821290895
2020-06-013859.966539181754
2020-07-013588.6988087923287
2020-08-013385.870079763322
2020-09-013115.8464869000195
2020-10-012702.7229328604176
2020-11-014204.651091860939
2020-12-013482.9293275239693
2021-01-012899.3309742588076
2021-02-013231.5716100270624
2021-03-012844.5787565105948
2021-04-013584.966396213959
2021-05-013721.8443989347948
2021-06-013608.608821684847
2021-07-013184.285488260438
2021-08-014518.227123087648
2021-09-014626.484879408253
2021-10-013973.2021164317016
2021-11-013683.2697815007305
2021-12-013964.4918829239905
2022-01-013756.6866037904892
2022-02-014118.791623485097
2022-03-014037.9087052137497
2022-04-013812.6816882399776
2022-05-014200.9186792825685
2022-06-013842.546072166331
2022-07-014260.647447135275
2022-08-014093.903789663238
2022-09-013466.7529980346694
2022-10-013429.422518126728
2022-11-013531.4595868167175
2022-12-013511.549573924199
2023-01-013800.237771329048
2023-02-014083.9494186294028
2023-03-013718.1107155315763
2023-04-013949.559690960814
2023-05-013835.0799761847425
2023-06-013516.527394853541
2023-07-014658.838809211701
2023-08-014808.159458018618
2023-09-015144.133777190092
2023-10-014862.911675766832
2023-11-014933.465329674205
2023-12-014935.965042150084
2024-01-015655.741173644871
2024-02-016120.596194769158
2024-03-016497.97907078558
2024-04-016341.776905427121
2024-05-017066.552461873666
2024-06-016522.971112244969
2024-07-016635.436569637072
2024-08-016588.718506577472
2024-09-015942.420196965144
2024-10-015934.876580667832
2024-11-016456.692513126032
2024-12-016317.274131534184
2025-01-016790.596658620227
2025-02-018463.002158496005
2025-03-019138.275274641135
2025-04-0110148.02949076142
2025-05-0111814.124074442378
2025-06-0114489.972874243622
2025-07-0113114.18297717408
2025-08-0112883.065687030154
2025-09-0116864.64253920971
2025-10-0115381.061278538755
2025-11-0114366.646947701112
2025-12-0115796.352859768927
2026-01-0118236.336567794377
2026-02-0117181.55194401254
2026-03-0114716.151739028493
2026-04-0115688.332747694883
Annual Return Matrix
YearAnnual Return
2017-0.23361150760446903
2018-0.277699354204351
20190.36992350003723296
2020-0.5552908158993508
20210.13826365972873944
2022-0.11424977585418239
20230.40563729437374363
20240.2798458006871154
20251.5005014078647712
2026-0.006838294448913929
Total Factor Risk
0.3090491031012944
VTI.US Exposure
-0.04169217193528878
VEA.US Exposure
0.17759736439184803
VWO.US Exposure
0.013477641324333059
QQQ.US Exposure
-0.019710579957398246
VTV.US Exposure
-0.03210161355841826
IJR.US Exposure
0.008888452674395874
QUAL.US Exposure
0.05111730695384099
SHV.US Exposure
0.03945997473987549
TLT.US Exposure
-0.02030796625594156
LQD.US Exposure
0.024307379064390077
HYG.US Exposure
0.052597723466078286
GLD.US Exposure
-0.008941707094974764
USO.US Exposure
0.0004614543443959778
VNQ.US Exposure
-0.0014203478922547555
BTC-USD.CC Exposure
0.00028528029626023396
CPER.US Exposure
0.030035367154412074
VIX.INDX Exposure
-0.004461375108293517
UUP.US Exposure
0.0029969309956530666
TIP.US Exposure
0.1249868231930967
Idiosyncratic Exposure
0.60242406320399
Value Score
40.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
6.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
30.9%

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 →22.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.55%
Market Cap$6.3B
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 →
-6.9%
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 →
+1.3%
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 →
17.8% 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 →
1.01
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Babcock International Group PLC a high-risk investment?

Babcock International Group PLC (BAB.LSE) has an annualized volatility of 30.9% and experienced a maximum drawdown of 76.0% over the last 10 years. Its primary macro risk driver is VEA.US.

What is the 10-year return of BAB.LSE?

Over the past 10 years, BAB.LSE has generated a Compound Annual Growth Rate (CAGR) of 3.7%. It has had a positive return in 50% 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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