Bayer AG PK

10-Year Study

BAYRY.US · Healthcare · US · Common Stock

Executive Summary: Bayer AG PK has compounded at -4.0% annually over the last 10 years, with a maximum drawdown of 80.9% and an annualized volatility of 63.7%.

1Y CAGR
+74.8%
3Y CAGR
-5.2%
5Y CAGR
-4.3%
10Y CAGR
-4.0%

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 →
80.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.13
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.20
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
34.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +117.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -45.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
40%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202621.5-6.5-6.72.8————————9.1%
202512.55.00.911.17.36.62.76.20.9-6.513.722.8117.4%
2024-15.5-3.21.0-4.44.8-7.85.23.79.7-20.5-23.9-2.3-45.9%
202320.0-3.66.93.4-12.4-0.66.0-6.4-12.3-10.7-20.48.6-25.1%
202212.9-4.119.4-4.011.2-16.9-2.0-9.0-12.213.28.4-9.6-0.2%
20212.90.34.26.0-1.8-4.6-1.8-6.7-2.13.4-11.06.7-5.9%
2020-0.9-11.5-19.019.02.59.4-10.0-0.1-5.9-24.822.82.0-24.5%
20199.75.4-19.27.8-11.517.9-5.713.4-4.910.1-2.47.923.7%
20185.2-10.6-3.86.31.9-4.51.2-16.1-5.0-13.6-4.8-5.3-41.2%
20175.7-0.24.87.09.9-2.8-2.21.26.7-4.5-1.8-2.322.3%
2016———0.4-17.44.97.6-0.7-6.0-1.5-5.111.3-9.1%

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 63.7%. The dominant macroeconomic risk driver is SHV.US, accounting for 50.2% of variance. Idiosyncratic stock-specific factors contribute 12.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110037.165348448487
2016-05-018291.841365593105
2016-06-018697.018367899596
2016-07-019359.224570217297
2016-08-019297.220069288162
2016-09-018741.7942085555
2016-10-018609.147531492497
2016-11-018174.368982808692
2016-12-019094.678258271157
2017-01-019616.347150500986
2017-02-019593.982575241156
2017-03-0110052.106192045869
2017-04-0110760.068727880547
2017-05-0111830.346720951733
2017-06-0111501.2746407194
2017-07-0111253.536777820316
2017-08-0111385.202962022242
2017-09-0112142.470281728281
2017-10-0111591.620054347319
2017-11-0111381.00084976048
2017-12-0111124.812072201627
2018-01-0111698.867297294773
2018-02-0110455.275518493963
2018-03-0110056.214924035146
2018-04-0110685.131059212432
2018-05-0110892.66871480731
2018-06-0110403.402777129304
2018-07-0110526.197835445284
2018-08-018831.95286163845
2018-09-018392.598679602947
2018-10-017252.939144076422
2018-11-016905.377769892332
2018-12-016537.833017396745
2019-01-017173.6126026015745
2019-02-017557.77904359925
2019-03-016107.95693301833
2019-04-016583.029069278824
2019-05-015826.368721343929
2019-06-016869.706505803584
2019-07-016474.941403879016
2019-08-017340.856670619765
2019-09-016980.969100467835
2019-10-017684.169242405849
2019-11-017498.062359345965
2019-12-018089.999906619728
2020-01-018013.568153591872
2020-02-017090.644230499865
2020-03-015740.038659432809
2020-04-016828.152284548367
2020-05-017001.0458590518165
2020-06-017659.470160333929
2020-07-016893.658545695636
2020-08-016885.3477014445925
2020-09-016480.264079410584
2020-10-014873.142899830982
2020-11-015985.208564838592
2020-12-016107.536721792154
2021-01-016286.2198731895905
2021-02-016306.109871228605
2021-03-016573.971182847912
2021-04-016968.269383410061
2021-05-016844.353761824278
2021-06-016531.9967503665175
2021-07-016414.104156355928
2021-08-015985.628776064768
2021-09-015859.145196985684
2021-10-016057.905106967102
2021-11-015389.769257346693
2021-12-015748.582954365062
2022-01-016491.563092381103
2022-02-016222.674597764477
2022-03-017431.575605337617
2022-04-017136.914155515506
2022-05-017933.7747107546065
2022-06-016595.822166609082
2022-07-016465.043094995752
2022-08-015883.470757967672
2022-09-015167.150687745708
2022-10-015851.0211132796085
2022-11-016343.135149268365
2022-12-015737.097180849573
2023-01-016885.954673215737
2023-02-016640.317866447534
2023-03-017096.387117257609
2023-04-017338.895684897609
2023-05-016431.1460560841915
2023-06-016395.521482131685
2023-07-016778.240528905863
2023-08-016345.983247579116
2023-09-015567.145084929358
2023-10-014972.0326083911505
2023-11-013958.5298209900184
2023-12-014297.780350923064
2024-01-013631.8389377060203
2024-02-013516.6076814612147
2024-03-013552.2322554137213
2024-04-013397.267693227129
2024-05-013561.290141844634
2024-06-013284.3242536581724
2024-07-013456.284025436786
2024-08-013583.1411256058045
2024-09-013931.636302514731
2024-10-013127.2586353406978
2024-11-012378.675680975637
2024-12-012323.3945596653252
2025-01-012613.340305727012
2025-02-012743.932616795376
2025-03-012769.4721213196503
2025-04-013076.879978335777
2025-05-013300.992632296501
2025-06-013520.4362726330437
2025-07-013613.8165451166788
2025-08-013837.929199077403
2025-09-013870.6122944466747
2025-10-013618.4855587408606
2025-11-014113.4010029041265
2025-12-015051.872741364659
2026-01-016139.752915799008
2026-02-015742.886757743559
2026-03-015360.027640560655
2026-04-015509.436076534472
Annual Return Matrix
YearAnnual Return
20170.22322216974351594
2018-0.41231968909090144
20190.23741305186179718
2020-0.24505107635482204
2021-0.05877226511734568
2022-0.0019980182258249046
2023-0.25087893486116075
2024-0.45939662571021955
20251.1743499055504198
20260.09057301293900188
Total Factor Risk
0.637195559147904
VTI.US Exposure
0.04297551499818122
VEA.US Exposure
0.05404099645588325
VWO.US Exposure
0.020763439709808675
QQQ.US Exposure
0.06051862457532817
VTV.US Exposure
0.06461983532566717
IJR.US Exposure
-0.0009117713800209565
QUAL.US Exposure
0.012718523212231601
SHV.US Exposure
0.5016262824465488
TLT.US Exposure
-0.0017290418596641697
LQD.US Exposure
0.0018989042256676138
HYG.US Exposure
0.07845307927296064
GLD.US Exposure
-0.0029909921406570702
USO.US Exposure
0.00007551591664057452
VNQ.US Exposure
0.001858677100690352
BTC-USD.CC Exposure
-0.00015870844033501834
CPER.US Exposure
-0.000852231524352786
VIX.INDX Exposure
-0.0010971967892722675
UUP.US Exposure
0.019199638983218945
TIP.US Exposure
0.02792669363693879
Idiosyncratic Exposure
0.1210642162745364
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
11.5
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
63.7%

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 →0.96%
Market Cap$44.5B
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 →
-1.3%
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 →
+21.1%
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 →
18.1% 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 →
0.89
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Bayer AG PK a high-risk investment?

Bayer AG PK (BAYRY.US) has an annualized volatility of 63.7% and experienced a maximum drawdown of 80.9% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BAYRY.US has generated a Compound Annual Growth Rate (CAGR) of -4.0%. It has had a positive return in 40% 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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