Balfour Beatty plc

10-Year Study

BBY.LSE · Industrials · GB · Common Stock

Executive Summary: Balfour Beatty plc has compounded at 14.9% annually over the last 10 years, with a maximum drawdown of 31.3% and an annualized volatility of 24.7%.

1Y CAGR
+72.3%
3Y CAGR
+34.6%
5Y CAGR
+25.1%
10Y CAGR
+14.9%

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 →
31.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.55
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.18
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
23.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +60.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -14.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.46.4-0.58.2————————15.0%
20252.3-0.2-6.55.411.24.44.09.39.04.54.81.060.1%
20240.22.212.6-4.84.3-1.715.3-0.52.84.11.31.041.4%
20238.5-0.42.12.8-2.4-7.22.5-6.4-1.9-2.55.21.81.1%
2022-4.0-4.77.2-5.59.8-2.410.412.3-2.8-1.48.44.333.5%
2021-0.42.37.25.7-0.4-0.9-1.2-5.6-5.2-6.3-6.812.1-1.4%
20201.7-7.4-12.019.9-3.54.1-7.7-7.30.3-4.519.65.83.4%
20199.95.1-9.0-4.2-4.21.9-14.94.73.02.5-2.018.47.2%
2018-4.9-6.10.910.93.9-7.23.5-1.3-5.4-3.5-4.6-0.7-14.9%
2017-3.97.0-2.69.0-3.4-4.0-2.41.90.12.2-3.412.211.7%
2016———-5.53.9-13.23.127.3-1.0-2.7-1.20.46.9%

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 24.7%. The dominant macroeconomic risk driver is LQD.US, accounting for 30.5% of variance. Idiosyncratic stock-specific factors contribute 31.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019450.879156208472
2016-05-019815.291813463
2016-06-018516.090595399251
2016-07-018781.478333290403
2016-08-0111181.82616070466
2016-09-0111066.96011623503
2016-10-0110768.998140659269
2016-11-0110637.8664422865
2016-12-0110685.55199714564
2017-01-0110272.275598370954
2017-02-0110991.532319997403
2017-03-0110705.41899084258
2017-04-0111669.853017636548
2017-05-0111269.927811024583
2017-06-0110822.011770418643
2017-07-0110558.05979845853
2017-08-0110754.025153092714
2017-09-0110766.021669094587
2017-10-0111006.977536225662
2017-11-0110637.39898361128
2017-12-0111930.919147775134
2018-01-0111348.437018529488
2018-02-0110653.46906806866
2018-03-0110749.88003483998
2018-04-0111918.211903787464
2018-05-0112380.032454988024
2018-06-0111492.84835926775
2018-07-0111893.904052675914
2018-08-0111735.912560423802
2018-09-0111103.946591415359
2018-10-0110719.237641680524
2018-11-0110226.259538780467
2018-12-0110156.994565077403
2019-01-0111163.323383141533
2019-02-0111733.713596655665
2019-03-0110678.492417152489
2019-04-0110234.406675691482
2019-05-019807.373635903115
2019-06-019988.99087119987
2019-07-018503.025602425443
2019-08-018899.282689432857
2019-09-019163.454080771135
2019-10-019390.667616847973
2019-11-019199.023869966353
2019-12-0110890.508776298127
2020-01-0111073.824126782423
2020-02-0110257.245370966619
2020-03-019024.041685865861
2020-04-0110815.519818816832
2020-05-0110440.555951464432
2020-06-0110865.514047133189
2020-07-0110023.935792165963
2020-08-019290.679160215259
2020-09-019315.678659366678
2020-10-018899.053730081729
2020-11-0110640.537634716342
2020-12-0111257.139477266723
2021-01-0111215.473645347689
2021-02-0111473.78272329976
2021-03-0112298.694645499372
2021-04-0112998.618611914853
2021-05-0112948.624383598495
2021-06-0112834.683716506348
2021-07-0112683.980763598516
2021-08-0111972.34171038359
2021-09-0111344.420689911763
2021-10-0110632.77686671036
2021-11-019906.050346253318
2021-12-0111100.879490107525
2022-01-0110660.232908899936
2022-02-0110160.271545790438
2022-03-0110889.03008048875
2022-04-0110287.377375572518
2022-05-0111293.505854204408
2022-06-0111024.612176249091
2022-07-0112169.57588142195
2022-08-0113670.175468722722
2022-09-0113288.519310336273
2022-10-0113103.415214921279
2022-11-0114209.260260956418
2022-12-0114814.843434733706
2023-01-0116078.67043304799
2023-02-0116008.456232035038
2023-03-0116341.968916860087
2023-04-0116807.123688611468
2023-05-0116405.691166271234
2023-06-0115226.1975289562
2023-07-0115610.429480042854
2023-08-0114618.577570951164
2023-09-0114341.579685963168
2023-10-0113978.111486032049
2023-11-0114701.427466154562
2023-12-0114972.672747445433
2024-01-0115008.838784950882
2024-02-0115343.372246883051
2024-03-0117278.25048343813
2024-04-0116446.431620812786
2024-05-0117148.00600255099
2024-06-0116861.744803815225
2024-07-0119447.335056252447
2024-08-0119345.758194121277
2024-09-0119890.57651010617
2024-10-0120712.74092009223
2024-11-0120973.516081055426
2024-12-0121178.406080397166
2025-01-0121662.69803791376
2025-02-0121625.444443490447
2025-03-0120209.826935350462
2025-04-0121308.79366087876
2025-05-0123692.160336417608
2025-06-0124744.514754045187
2025-07-0125739.982312890123
2025-08-0128133.847728675537
2025-09-0130669.925521431072
2025-10-0132054.309158087846
2025-11-0133580.70483228251
2025-12-0133914.603886012585
2026-01-0134057.703480468335
2026-02-0136228.04732971387
2026-03-0136061.097802848824
2026-04-0139018.48942160098
Annual Return Matrix
YearAnnual Return
20170.11654682425036733
2018-0.14868297745765313
20190.07221764337087988
20200.03366515821249072
2021-0.013880967493985152
20220.33456483767217327
20230.010653458027216844
20240.41447064512984344
20250.6013765982797026
20260.15049226441631514
Total Factor Risk
0.24703765069150874
VTI.US Exposure
0.2086626288070464
VEA.US Exposure
0.1357800881092404
VWO.US Exposure
0.03343879632371892
QQQ.US Exposure
-0.012434933900990621
VTV.US Exposure
-0.016812966714468098
IJR.US Exposure
-0.01891845983637158
QUAL.US Exposure
-0.06317613684922384
SHV.US Exposure
0.0006211619681476394
TLT.US Exposure
-0.052324727290922524
LQD.US Exposure
0.30521461022878715
HYG.US Exposure
-0.010200724035865258
GLD.US Exposure
-0.005967796352866292
USO.US Exposure
0.006516343396312593
VNQ.US Exposure
0.022189050751553915
BTC-USD.CC Exposure
0.011865315222413507
CPER.US Exposure
0.0035378765707950125
VIX.INDX Exposure
0.024860127273891426
UUP.US Exposure
-0.003453741681479957
TIP.US Exposure
0.11939186152843184
Idiosyncratic Exposure
0.3112116264818494
Value Score
44
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
21.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
24.7%

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 →15.0x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.80%
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
$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 →
+7.2%
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 →
+22.1%
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 →
0.8% 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 →
0.59
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Balfour Beatty plc a high-risk investment?

Balfour Beatty plc (BBY.LSE) has an annualized volatility of 24.7% and experienced a maximum drawdown of 31.3% over the last 10 years. Its primary macro risk driver is LQD.US.

What is the 10-year return of BBY.LSE?

Over the past 10 years, BBY.LSE has generated a Compound Annual Growth Rate (CAGR) of 14.9%. It has had a positive return in 80% 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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