Bath & Body Works Inc.

10-Year Study

BBWI.US · Consumer Cyclical · US · Common Stock

Executive Summary: Bath & Body Works Inc. has compounded at -5.2% annually over the last 10 years, with a maximum drawdown of 83.7% and an annualized volatility of 42.6%.

1Y CAGR
-35.9%
3Y CAGR
-18.3%
5Y CAGR
-14.3%
10Y CAGR
-5.2%

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 →
83.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.06
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.10
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
55.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +206.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -54.3%
% 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.
20268.65.3-18.0-3.4————————-9.4%
2025-3.0-3.2-16.30.6-7.87.4-3.31.6-11.8-5.0-28.015.3-46.5%
2024-1.27.69.5-9.214.4-24.5-5.9-15.83.8-11.128.57.0-8.3%
20239.2-10.8-10.5-4.00.47.0-1.20.0-8.3-12.310.732.34.7%
2022-19.7-4.5-10.410.6-22.4-34.032.05.6-12.72.428.1-0.8-38.4%
20219.634.113.26.56.03.411.137.0-6.69.69.0-7.1206.4%
202027.8-5.3-46.62.936.2-7.563.120.48.20.621.2-4.2107.8%
20198.5-5.15.5-7.0-11.216.2-0.6-35.418.7-13.014.5-5.3-25.2%
2018-16.8-0.3-22.5-8.6-1.28.8-14.1-15.014.67.04.3-22.5-54.3%
2017-8.6-11.7-10.512.1-1.14.4-13.9-20.714.93.431.97.4-3.9%
2016———-10.8-12.4-1.210.14.0-7.12.0-1.9-6.2-23.1%

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 42.6%. The dominant macroeconomic risk driver is VEA.US, accounting for 23.1% of variance. Idiosyncratic stock-specific factors contribute 48.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-018915.824674793423
2016-05-017806.619692383213
2016-06-017712.406937740326
2016-07-018490.192669557391
2016-08-018826.955330115356
2016-09-018196.867585699092
2016-10-018361.337233085167
2016-11-018204.818784259183
2016-12-017693.02748915978
2017-01-017035.200032725191
2017-02-016212.468297471979
2017-03-015560.751247647877
2017-04-016234.890166080341
2017-05-016164.224208459461
2017-06-016437.786345414383
2017-07-015541.831997054734
2017-08-014393.5613188251655
2017-09-015047.3748261474275
2017-10-015220.843900842674
2017-11-016884.536324961139
2017-12-017394.077763233249
2018-01-016150.264869508305
2018-02-016133.748875071587
2018-03-014751.084021925878
2018-04-014340.766383048352
2018-05-014287.511249284136
2018-06-014663.032807003191
2018-07-014004.3105211486545
2018-08-013404.621410455699
2018-09-013903.1436635850446
2018-10-014176.245602552565
2018-11-014357.077845046225
2018-12-013378.0321934058743
2019-01-013663.585044588072
2019-02-013477.844023562137
2019-03-013669.4397856500036
2019-04-013411.3198478278655
2019-05-013028.358422645832
2019-06-013519.1340096539316
2019-07-013498.9364313180076
2019-08-012259.4442853636588
2019-09-012680.934508713082
2019-10-012331.976601488996
2019-11-012669.7619242411847
2019-12-012527.48404646977
2020-01-013230.4876053342064
2020-02-013058.5780904851513
2020-03-011632.3733944203552
2020-04-011678.9812239221142
2020-05-012286.161335187761
2020-06-012113.8938885707275
2020-07-013446.8829256320055
2020-08-014151.522744007199
2020-09-014491.839155690092
2020-10-014520.0646322506755
2020-11-015480.293299517304
2020-12-015251.54933322425
2021-01-015755.645095312117
2021-02-017718.440644686248
2021-03-018735.145831628897
2021-04-019305.637936676758
2021-05-019866.210218440645
2021-06-0110197.9107011372
2021-07-0111331.480610324797
2021-08-0115527.182361122474
2021-09-0114503.216272600834
2021-10-0115897.64174098012
2021-11-0117322.26131064387
2021-12-0116091.052728462735
2022-01-0112927.728462734189
2022-02-0112349.745357113638
2022-03-0111060.858627178271
2022-04-0112238.658676266057
2022-05-019491.966988464372
2022-06-016260.891352368486
2022-07-018265.692751370369
2022-08-018725.200441790068
2022-09-017619.651476724209
2022-10-017801.966579399493
2022-11-019997.417777959585
2022-12-019912.715781722982
2023-01-0110823.064100466336
2023-02-019658.660926122884
2023-03-018644.819193324063
2023-04-018295.043156344596
2023-05-018328.126278327743
2023-06-018912.80782132046
2023-07-018808.240611961057
2023-08-018810.08140391066
2023-09-018076.525811993783
2023-10-017084.875848809622
2023-11-017842.821934058742
2023-12-0110376.953284790969
2024-01-0110256.739343859937
2024-02-0111035.189806103248
2024-03-0112078.330810766589
2024-04-0110967.566268510187
2024-05-0112541.95471651804
2024-06-019470.260983391967
2024-07-018912.475456107339
2024-08-017503.8861163380525
2024-09-017786.856745479833
2024-10-016923.295222122229
2024-11-018898.592816820747
2024-12-019519.834533256975
2025-01-019234.997545610735
2025-02-018940.47083367422
2025-03-017482.052278491369
2025-04-017528.9413400965395
2025-05-016939.172052687557
2025-06-017449.250388611635
2025-07-017200.6156426409225
2025-08-017312.494886689029
2025-09-016448.805530557147
2025-10-016128.3798985519115
2025-11-014414.270228258201
2025-12-015091.221467724781
2026-01-015527.335760451607
2026-02-015818.947885134583
2026-03-014773.275791540539
2026-04-014612.206495950258
Annual Return Matrix
YearAnnual Return
2017-0.03885982811679545
2018-0.5431435397930217
2019-0.2517880524041264
20201.0777774405972145
20212.0640581869167067
2022-0.3839610155407156
20230.046832524334445846
2024-0.0825983049177097
2025-0.46519853365739694
2026-0.09408645347902944
Total Factor Risk
0.42552218562340494
VTI.US Exposure
0.14713321449671996
VEA.US Exposure
0.231144081614579
VWO.US Exposure
-0.04239967278520821
QQQ.US Exposure
-0.08033706322168724
VTV.US Exposure
-0.07236444522517155
IJR.US Exposure
0.13630219750218303
QUAL.US Exposure
0.09399289436591123
SHV.US Exposure
0.0010472107285168487
TLT.US Exposure
0.03894031834433017
LQD.US Exposure
-0.0067914233882741095
HYG.US Exposure
0.007753440024325377
GLD.US Exposure
-0.00075496048866581
USO.US Exposure
0.00703243542034275
VNQ.US Exposure
0.006349892839757731
BTC-USD.CC Exposure
0.02552320094421396
CPER.US Exposure
0.05078477147078109
VIX.INDX Exposure
-0.04070508424710544
UUP.US Exposure
0.01771779274615681
TIP.US Exposure
-0.00005690929699182847
Idiosyncratic Exposure
0.47968810815528623
Value Score
47.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
49.7
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
42.6%

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 →6.0x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.14%
Market Cap$3.8B
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
$51
Avg Yield on Cost
0.51%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$51.130.51%Solid

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 →
-12.6%
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 →
-24.1%
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 →
45.1% 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 →
1.46
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Bath & Body Works Inc. a high-risk investment?

Bath & Body Works Inc. (BBWI.US) has an annualized volatility of 42.6% and experienced a maximum drawdown of 83.7% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, BBWI.US has generated a Compound Annual Growth Rate (CAGR) of -5.2%. 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 Bath & Body Works Inc.

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

Start a Free Backtest