Bapcor Ltd

10-Year Study

BAP.AU · Consumer Cyclical · AU · Common Stock

Executive Summary: Bapcor Ltd has compounded at -16.9% annually over the last 10 years, with a maximum drawdown of 91.9% and an annualized volatility of 108.8%.

1Y CAGR
-89.4%
3Y CAGR
-52.4%
5Y CAGR
-38.4%
10Y CAGR
-16.9%

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 →
91.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.33
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.35
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
37.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +24.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -68.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
30%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20263.4-59.3-31.09.2————————-68.4%
20255.93.0-10.812.62.6-4.2-22.83.1-19.1-20.2-8.3-10.8-54.7%
20241.85.57.8-8.4-26.520.9-0.2-3.68.6-13.7-1.54.7-12.5%
2023-1.56.8-4.62.7-5.8-3.75.28.32.3-21.50.73.0-11.4%
2022-0.1-6.6-0.66.4-9.4-1.59.42.4-8.58.24.2-6.4-4.8%
2021-3.3-7.99.53.16.03.9-4.0-9.84.45.0-9.8-2.2-7.4%
2020-1.2-6.5-30.020.817.21.96.113.0-2.712.8-8.511.024.7%
20194.8-0.9-8.63.14.7-6.412.47.910.3-2.9-4.5-6.311.6%
20183.4-1.5-0.03.913.6-2.26.67.93.0-10.8-10.1-4.16.7%
2017-7.41.55.9-10.3-0.25.22.90.1-6.13.88.5-4.2-2.3%
2016———8.06.64.03.66.10.8-15.3-3.119.129.7%

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 108.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 79.8% of variance. Idiosyncratic stock-specific factors contribute 10.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110802.479571710342
2016-05-0111518.45590307129
2016-06-0111973.795435333897
2016-07-0112407.720484643563
2016-08-0113165.116934347703
2016-09-0113274.725274725275
2016-10-0111237.53169907016
2016-11-0110887.010425471963
2016-12-0112968.160045083123
2017-01-0112004.22654268808
2017-02-0112179.487179487178
2017-03-0112896.590588898282
2017-04-0111569.174415328263
2017-05-0111547.19639335024
2017-06-0112144.265990419835
2017-07-0112498.168498168498
2017-08-0112507.185122569737
2017-09-0111744.998591152438
2017-10-0112193.293885601577
2017-11-0113224.28853198084
2017-12-0112664.13074105382
2018-01-0113089.88447449986
2018-02-0112888.137503522119
2018-03-0112883.910960834037
2018-04-0113382.924767540151
2018-05-0115197.52042828966
2018-06-0114857.424626655396
2018-07-0115832.628909551986
2018-08-0117075.514229360386
2018-09-0117580.445195829812
2018-10-0115675.401521555368
2018-11-0114091.85686108763
2018-12-0113518.174133558749
2019-01-0114160.608622147083
2019-02-0114036.911806142576
2019-03-0112828.402366863907
2019-04-0113223.443223443222
2019-05-0113850.943927867005
2019-06-0112967.878275570583
2019-07-0114571.428571428572
2019-08-0115722.738799661878
2019-09-0117349.112426035503
2019-10-0116854.04339250493
2019-11-0116099.746407438715
2019-12-0115086.221470836856
2020-01-0114897.717666948438
2020-02-0113929.275852352775
2020-03-019755.424063116372
2020-04-0111782.755705832631
2020-05-0113810.087348548886
2020-06-0114072.414764722456
2020-07-0114930.966469428009
2020-08-0116875.739644970414
2020-09-0116416.455339532262
2020-10-0118519.864750633984
2020-11-0116948.436179205408
2020-12-0118810.08734854889
2021-01-0118181.45956607495
2021-02-0116748.661594815443
2021-03-0118340.377571146804
2021-04-0118903.63482671175
2021-05-0120029.867568329108
2021-06-0120813.468582699355
2021-07-0119980.839673147366
2021-08-0118022.82333051564
2021-09-0118818.25866441251
2021-10-0119763.031839954918
2021-11-0117823.894054663288
2021-12-0117426.03550295858
2022-01-0117401.23978585517
2022-02-0116256.128486897718
2022-03-0116155.255001408848
2022-04-0117190.194420963653
2022-05-0115574.809805579036
2022-06-0115347.42180896027
2022-07-0116786.418709495632
2022-08-0117186.24964778811
2022-09-0115721.893491124261
2022-10-0117006.48069878839
2022-11-0117725.838264299804
2022-12-0116595.378979994366
2023-01-0116338.68695407157
2023-02-0117455.903071287685
2023-03-0116646.942800788955
2023-04-0117090.448013524936
2023-05-0116099.182868413638
2023-06-0115499.013806706116
2023-07-0116307.69230769231
2023-08-0117658.777120315583
2023-09-0118056.917441532827
2023-10-0114180.050718512255
2023-11-0114286.277824739363
2023-12-0114711.18624964779
2024-01-0114976.613130459284
2024-02-0115799.943646097494
2024-03-0117024.513947590873
2024-04-0115594.53367145675
2024-05-0111466.610312764158
2024-06-0113867.85009861933
2024-07-0113840.80022541561
2024-08-0113342.349957734574
2024-09-0114488.588334742182
2024-10-0112496.759650605807
2024-11-0112305.719921104537
2024-12-0112878.557340095802
2025-01-0113642.716258100872
2025-02-0114051.845590307128
2025-03-0112534.798534798534
2025-04-0114115.525500140884
2025-05-0114475.908706677938
2025-06-0113865.87771203156
2025-07-0110704.423781346859
2025-08-0111037.193575655116
2025-09-018932.093547478162
2025-10-017128.768667230205
2025-11-016537.052690898845
2025-12-015832.628909551986
2026-01-016029.867568329107
2026-02-012451.394759087067
2026-03-011690.61707523246
2026-04-011845.590307128769
Annual Return Matrix
YearAnnual Return
2017-0.023444289935685703
20180.06743797975303134
20190.11599549774887441
20200.24683887114547742
2021-0.07358029869526794
2022-0.047667555986740995
2023-0.1135371920471332
2024-0.1245738364298028
2025-0.5471054128560802
2026-0.6835748792270531
Total Factor Risk
1.0875081452070559
VTI.US Exposure
0.005663303594691827
VEA.US Exposure
-0.008999682601144905
VWO.US Exposure
0.010462692285939844
QQQ.US Exposure
-0.007204527589063885
VTV.US Exposure
-0.0054877262189427295
IJR.US Exposure
0.014113207322492662
QUAL.US Exposure
0.009913270801734231
SHV.US Exposure
0.7984300639889187
TLT.US Exposure
0.025030779047094703
LQD.US Exposure
0.02950906014070321
HYG.US Exposure
0.014384320516953616
GLD.US Exposure
0.0010646441685776883
USO.US Exposure
0.008175051396211283
VNQ.US Exposure
-0.002268391100187646
BTC-USD.CC Exposure
0.0006620352243134098
CPER.US Exposure
0.004005233485039759
VIX.INDX Exposure
0.0003249833038222995
UUP.US Exposure
0.00011987441188725275
TIP.US Exposure
0.0017727306158165687
Idiosyncratic Exposure
0.10032907720514181
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
100
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
108.8%

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 →8.73%
Market Cap$420.5M
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 →
-34.8%
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 →
-74.1%
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 →
87.6% 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 →
0.46
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Bapcor Ltd a high-risk investment?

Bapcor Ltd (BAP.AU) has an annualized volatility of 108.8% and experienced a maximum drawdown of 91.9% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of BAP.AU?

Over the past 10 years, BAP.AU has generated a Compound Annual Growth Rate (CAGR) of -16.9%. It has had a positive return in 30% 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.

Run a Full Backtest on Bapcor Ltd

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest