BASF SE ADR

10-Year Study

BASFY.US · Basic Materials · US · Common Stock

Executive Summary: BASF SE ADR has compounded at 2.8% annually over the last 10 years, with a maximum drawdown of 57.4% and an annualized volatility of 33.0%.

1Y CAGR
+33.3%
3Y CAGR
+14.5%
5Y CAGR
-0.1%
10Y CAGR
+2.8%

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 →
57.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.11
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.17
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
27.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +25.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -33.6%
% 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.
20264.66.36.62.0————————20.9%
202510.25.4-1.72.7-0.82.0-0.18.3-6.2-1.45.9-0.325.3%
2024-11.07.011.8-2.10.6-7.9-3.69.03.9-8.6-7.1-2.7-12.9%
202316.6-11.02.64.9-7.21.710.4-5.7-10.62.21.215.016.6%
20229.2-14.0-13.7-6.010.4-20.51.8-3.7-10.216.814.0-3.6-24.5%
2021-1.86.01.12.41.3-3.3-1.0-1.5-1.6-5.3-8.96.8-6.7%
2020-9.7-13.2-20.29.75.99.7-2.111.20.3-10.433.57.611.9%
20194.53.8-3.410.7-15.811.0-8.5-1.15.69.0-1.50.011.3%
20186.7-10.3-3.42.6-1.1-3.70.4-3.6-4.0-13.6-5.2-3.4-33.6%
20174.3-3.56.4-1.90.4-1.22.11.89.83.31.8-1.922.7%
2016———10.4-3.1-0.82.23.45.53.1-2.88.028.0%

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 33.0%. The dominant macroeconomic risk driver is VEA.US, accounting for 51.3% of variance. Idiosyncratic stock-specific factors contribute 18.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111035.995935507659
2016-05-0110690.334241549544
2016-06-0110604.548274838815
2016-07-0110842.393014828202
2016-08-0111215.031427877742
2016-09-0111828.212252825811
2016-10-0112191.768503781237
2016-11-0111847.545568174666
2016-12-0112798.744683338278
2017-01-0113353.206183064018
2017-02-0112884.530650049008
2017-03-0113711.996546979957
2017-04-0113450.771983778
2017-05-0113498.340931775878
2017-06-0113332.524031760591
2017-07-0113615.50981502963
2017-08-0113858.480131646389
2017-09-0115220.444756175422
2017-10-0115720.683050527397
2017-11-0116006.456428102549
2017-12-0115703.507872705855
2018-01-0116749.665039071282
2018-02-0115023.244939617112
2018-03-0114514.464017552855
2018-04-0114891.778395244906
2018-05-0114725.332038450815
2018-06-0114173.748055428166
2018-07-0114233.0968374293
2018-08-0113717.122123607329
2018-09-0113171.473018784789
2018-10-0111386.423516505256
2018-11-0110799.320186678899
2018-12-0110431.627505462786
2019-01-0110906.058071883965
2019-02-0111321.229778700981
2019-03-0110935.73246288453
2019-04-0112104.004244337137
2019-05-0110194.951756634026
2019-06-0111317.453038028183
2019-07-0110349.977969012742
2019-08-0110232.179628980191
2019-09-0110808.94188315484
2019-10-0111782.531675164333
2019-11-0111602.686881221507
2019-12-0111605.744242718534
2020-01-0110480.18559982735
2020-02-019097.35897920095
2020-03-017255.568444432455
2020-04-017956.333684030683
2020-05-018427.61696655786
2020-06-019241.504581546127
2020-07-019050.059798393986
2020-08-0110065.643349789132
2020-09-0110093.069680865414
2020-10-019043.495463415073
2020-11-0112076.667835657829
2020-12-0112990.908845666192
2021-01-0112759.898207846629
2021-02-0113525.587418058216
2021-03-0113670.81208916705
2021-04-0114000.647441258194
2021-05-0114187.416259767822
2021-06-0113717.032201210357
2021-07-0113585.655579235121
2021-08-0113378.114687025098
2021-09-0113170.573794815075
2021-10-0112470.52793439262
2021-11-0111358.277806253203
2021-12-0112126.035231595133
2022-01-0113246.64814265289
2022-02-0111385.883982123429
2022-03-019822.583110775402
2022-04-019234.670479376298
2022-05-0110196.210670191625
2022-06-018106.414164575973
2022-07-018251.45899089086
2022-08-017950.218961036627
2022-09-017139.568552339331
2022-10-018336.975190410676
2022-11-019500.840774411683
2022-12-019156.52791640814
2023-01-0110672.25983975829
2023-02-019497.153956135855
2023-03-019742.552177470843
2023-04-0110218.601347037506
2023-05-019485.643889323514
2023-06-019644.806531962917
2023-07-0110651.487766057891
2023-08-0110042.713138561423
2023-09-018976.323432877427
2023-10-019175.321697375164
2023-11-019282.689039359035
2023-12-0110679.273786722059
2024-01-019509.023712536082
2024-02-0110170.043252672942
2024-03-0111371.676243401946
2024-04-0111127.7167804185
2024-05-0111195.967879719801
2024-06-0110308.523744008922
2024-07-019933.007814256298
2024-08-0110829.084500076433
2024-09-0111255.67635130882
2024-10-0110282.895860872068
2024-11-019557.581806900645
2024-12-019303.730880250343
2025-01-0110250.164108374473
2025-02-0110803.456616939582
2025-03-0110624.241279775555
2025-04-0110914.420854802307
2025-05-0110826.656595358207
2025-06-0111042.470348089599
2025-07-0111033.478108392459
2025-08-0111950.686557500876
2025-09-0111204.330662638144
2025-10-0111042.470348089599
2025-11-0111689.911606283778
2025-12-0111653.942647495212
2026-01-0112193.477029323694
2026-02-0112957.817403580711
2026-03-0113812.08017480914
2026-04-0114090.839605420522
Annual Return Matrix
YearAnnual Return
20170.22695688219713195
2018-0.33571354948062804
20190.11255355280284807
20200.11935163949668381
2021-0.06657529695157405
2022-0.2448869113830181
20230.16630166851620864
2024-0.1288049107030086
20250.2526096033402925
20260.2091049382716048
Total Factor Risk
0.33042032493776163
VTI.US Exposure
-0.17858670964745604
VEA.US Exposure
0.5128736745335458
VWO.US Exposure
0.019229187747144955
QQQ.US Exposure
0.0907641147274393
VTV.US Exposure
0.1900774459101874
IJR.US Exposure
0.030486897715313724
QUAL.US Exposure
0.005240624501247016
SHV.US Exposure
0.01700299491959541
TLT.US Exposure
0.021314034495331098
LQD.US Exposure
-0.038598710680008495
HYG.US Exposure
0.19176605511671266
GLD.US Exposure
-0.024401548187299796
USO.US Exposure
-0.0013257908616750524
VNQ.US Exposure
-0.07184494529581542
BTC-USD.CC Exposure
0.008198413504795748
CPER.US Exposure
0.021425106858726586
VIX.INDX Exposure
-0.03333904037334213
UUP.US Exposure
0.056608299431003616
TIP.US Exposure
-0.0009371158876590126
Idiosyncratic Exposure
0.18404701147221245
Value Score
37.2
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
33.0%

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 →32.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →14.65%
Market Cap$52.5B
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 →
+8.0%
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 →
+18.2%
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 →
2.9% 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 ADR a high-risk investment?

BASF SE ADR (BASFY.US) has an annualized volatility of 33.0% and experienced a maximum drawdown of 57.4% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, BASFY.US has generated a Compound Annual Growth Rate (CAGR) of 2.8%. 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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