BASF SE

10-Year Study

BAS.XETRA · Basic Materials · DE · Common Stock

Executive Summary: BASF SE has compounded at 2.5% annually over the last 10 years, with a maximum drawdown of 50.4% and an annualized volatility of 30.0%.

1Y CAGR
+28.6%
3Y CAGR
+11.0%
5Y CAGR
+0.9%
10Y CAGR
+2.5%

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 →
50.4%
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 →
24.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +20.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -31.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20263.46.07.61.9————————20.2%
20259.85.6-6.7-2.80.1-1.33.15.1-6.50.94.9-1.010.2%
2024-8.95.912.4-0.5-1.5-6.7-4.66.43.7-6.1-5.00.1-6.7%
202313.0-7.5-0.24.3-5.20.19.7-4.1-8.21.4-2.014.313.2%
20229.3-12.2-12.6-2.69.1-19.04.6-3.1-5.914.76.8-4.4-19.5%
2021-1.46.14.6-0.7-0.6-0.3-0.3-1.10.5-5.4-7.16.70.1%
2020-9.3-13.1-18.78.212.42.5-6.29.11.8-9.430.35.53.6%
20195.75.0-2.210.6-14.88.2-5.3-0.66.56.4-0.0-1.316.6%
20182.8-8.4-4.64.71.2-2.80.3-3.0-3.9-11.1-5.4-6.2-31.7%
20170.9-1.45.7-3.7-3.0-3.3-0.61.010.74.00.4-2.47.5%
2016———8.80.3-1.12.43.84.45.50.99.038.8%

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 30.0%. The dominant macroeconomic risk driver is VEA.US, accounting for 52.3% of variance. Idiosyncratic stock-specific factors contribute 21.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110882.362877092866
2016-05-0110910.635909349588
2016-06-0110786.499627097412
2016-07-0111041.060862379458
2016-08-0111455.931230006836
2016-09-0111960.376176851973
2016-10-0112618.815599021878
2016-11-0112727.256190572709
2016-12-0113877.563218032374
2017-01-0114004.843835673395
2017-02-0113813.11733568249
2017-03-0114601.981710882259
2017-04-0114058.271551040878
2017-05-0113631.733360359027
2017-06-0113184.614065313823
2017-07-0113103.30311133286
2017-08-0113230.14196284487
2017-09-0114639.817680519931
2017-10-0115221.883534856646
2017-11-0115283.678820432462
2017-12-0114916.207359823708
2018-01-0115335.703278684263
2018-02-0114049.59214591795
2018-03-0113408.979286365797
2018-04-0114034.961891174811
2018-05-0114205.249740787225
2018-06-0113810.72660133725
2018-07-0113852.876287293506
2018-08-0113436.39477260738
2018-09-0112906.97704635166
2018-10-0111470.431553535558
2018-11-0110853.336243792535
2018-12-0110183.95661336888
2019-01-0110760.591342943044
2019-02-0111295.076386560953
2019-03-0111048.908707730126
2019-04-0112222.421450084325
2019-05-0110415.390092485037
2019-06-0111272.468355252728
2019-07-0110674.628851486023
2019-08-0110612.911524638856
2019-09-0111307.731686844983
2019-10-0112032.539973338115
2019-11-0112030.77290882207
2019-12-0111877.350130840732
2020-01-0110769.868431652281
2020-02-019360.816383806412
2020-03-017608.745929904708
2020-04-018233.039428926326
2020-05-019250.634713982416
2020-06-019485.498377159132
2020-07-018901.691444549255
2020-08-019709.88958445399
2020-09-019884.854957785348
2020-10-018951.117278512755
2020-11-0111662.885668327188
2020-12-0112307.552381769092
2021-01-0112138.303981871995
2021-02-0112879.951353753322
2021-03-0113471.372255527922
2021-04-0113382.603249839536
2021-05-0113298.797616541802
2021-06-0113254.906852312384
2021-07-0113211.01608808297
2021-08-0113071.36601882963
2021-09-0113137.215158295197
2021-10-0112424.984213357446
2021-11-0111547.168928769108
2021-12-0112325.223026929541
2022-01-0113470.384778298368
2022-02-0111820.492231412689
2022-03-0110326.231293153403
2022-04-0110056.883885670924
2022-05-0110972.509153654055
2022-06-018883.475088288258
2022-07-019287.821027548016
2022-08-019000.07536010436
2022-09-018471.671097321077
2022-10-019719.946260449718
2022-11-0110378.853434991515
2022-12-019924.250101996002
2023-01-0111209.997427361954
2023-02-0110370.303961083002
2023-03-0110345.694989072783
2023-04-0110786.811462012012
2023-05-0110226.184258053785
2023-06-0110238.839558337815
2023-07-0111228.889425937909
2023-08-0110772.986780798245
2023-09-019888.882825432214
2023-10-0110023.569522294898
2023-11-019827.86712714289
2023-12-0111231.176215311614
2024-01-0110236.526782721226
2024-02-0110838.628030320748
2024-03-0112186.690366120176
2024-04-0112126.090447716977
2024-05-0111942.289751805394
2024-06-0111146.720925941807
2024-07-0110632.375220558235
2024-08-0111310.772077262296
2024-09-0111731.385404566821
2024-10-0111013.515444923456
2024-11-0110464.634022748356
2024-12-0110474.48280880102
2025-01-0111498.26281966327
2025-02-0112139.655266501912
2025-03-0111321.868202973345
2025-04-0111009.799412191185
2025-05-0111018.166982399516
2025-06-0110877.84127083122
2025-07-0111215.662428310452
2025-08-0111787.359771736841
2025-09-0111015.568358111217
2025-10-0111119.513329643285
2025-11-0111667.82305447496
2025-12-0111545.687712924777
2026-01-0111943.277229034948
2026-02-0112655.300284029634
2026-03-0113616.79127070129
2026-04-0113879.252323819768
Annual Return Matrix
YearAnnual Return
20170.07484340913985021
2018-0.31725562888063497
20190.1662805117658166
20200.0362203897493345
20210.0014357562423725767
2022-0.1948015804409886
20230.13169016297289393
2024-0.06737436863282265
20250.10226804737544604
20260.20211568759846954
Total Factor Risk
0.29998175338522437
VTI.US Exposure
-0.1626405829214453
VEA.US Exposure
0.523324050393473
VWO.US Exposure
0.008808571682665628
QQQ.US Exposure
0.0855534136506883
VTV.US Exposure
0.1927659629356849
IJR.US Exposure
0.05518754464759513
QUAL.US Exposure
0.005615660792037386
SHV.US Exposure
0.025047829253009163
TLT.US Exposure
0.0249188401390169
LQD.US Exposure
-0.024794875149248996
HYG.US Exposure
0.14331744147663406
GLD.US Exposure
-0.012121375070749183
USO.US Exposure
0.000024326966372614523
VNQ.US Exposure
-0.06552568950404278
BTC-USD.CC Exposure
0.007389990867333386
CPER.US Exposure
0.02247018545550548
VIX.INDX Exposure
-0.03314889416201562
UUP.US Exposure
-0.015913290739907958
TIP.US Exposure
0.0005792378209401168
Idiosyncratic Exposure
0.21914165146645395
Value Score
37.3
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
53
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
30.0%

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 →31.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.42%
Market Cap$45.0B
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 →
+7.7%
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 →
+17.5%
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 →
2.4% 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 →
0.73
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is BASF SE a high-risk investment?

BASF SE (BAS.XETRA) has an annualized volatility of 30.0% and experienced a maximum drawdown of 50.4% over the last 10 years. Its primary macro risk driver is VEA.US.

What is the 10-year return of BAS.XETRA?

Over the past 10 years, BAS.XETRA has generated a Compound Annual Growth Rate (CAGR) of 2.5%. It has had a positive return in 70% 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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