BAWAY

10-Year Study

BAWAY.US · · US · Common Stock

Executive Summary: BAWAY has compounded at 81.7% annually over the last 10 years, with a maximum drawdown of 2.5% and an annualized volatility of 506.1%.

1Y CAGR
+68.5%
3Y CAGR
+81.7%
5Y CAGR
+81.7%
10Y CAGR
+81.7%

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 →
2.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
2.31
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.00
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
37.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +18.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 18.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.02.8-2.517.9————————18.2%
2025———8.59.10.00.00.00.00.00.036.661.7%

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 506.1%. The dominant macroeconomic risk driver is HYG.US, accounting for 44.2% of variance. Idiosyncratic stock-specific factors contribute 0.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2025-03-0110000
2025-04-0110848.888360480325
2025-05-0111833.99290045349
2025-06-0111833.99290045349
2025-07-0111833.99290045349
2025-08-0111833.99290045349
2025-09-0111833.99290045349
2025-10-0111833.99290045349
2025-11-0111833.99290045349
2025-12-0116165.055964128607
2026-01-0116165.055964128607
2026-02-0116623.63911204715
2026-03-0116201.148156325902
2026-04-0119101.26195288483
Annual Return Matrix
YearAnnual Return
20260.18163908589440503
Total Factor Risk
5.06144993070134
VTI.US Exposure
-0.011268009449115678
VEA.US Exposure
0.019788942033523868
VWO.US Exposure
-0.0057855551237244625
QQQ.US Exposure
0.016004829894085318
VTV.US Exposure
0.0006747020405123141
IJR.US Exposure
0.013724019760551941
QUAL.US Exposure
0.010398304161411808
SHV.US Exposure
0.2759780147250136
TLT.US Exposure
0.2098685030655512
LQD.US Exposure
0.01934145159915172
HYG.US Exposure
0.44243286042872115
GLD.US Exposure
0.0016827046909461687
USO.US Exposure
-0.000027368459485996756
VNQ.US Exposure
-0.008535618359914893
BTC-USD.CC Exposure
0.00007375419736941206
CPER.US Exposure
-0.00019118325317170852
VIX.INDX Exposure
0.006999749422283173
UUP.US Exposure
0.009763846253468298
TIP.US Exposure
-0.0009239480175237957
Idiosyncratic Exposure
3.903463384428674e-10
Value Score
44.8
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
506.1%

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 →12.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →16.25%
Market Cap$11.8B
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 →
+16.8%
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 →
+38.2%
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 →
3.4% 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 →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is BAWAY a high-risk investment?

BAWAY (BAWAY.US) has an annualized volatility of 506.1% and experienced a maximum drawdown of 2.5% over the last 10 years. Its primary macro risk driver is HYG.US.

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

Over the past 10 years, BAWAY.US has generated a Compound Annual Growth Rate (CAGR) of 81.7%. It has had a positive return in 100% 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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