Babcock International Group PLC ADR

10-Year Study

BCKIY.US · Industrials · US · Common Stock

Executive Summary: Babcock International Group PLC ADR has compounded at 2.8% annually over the last 10 years, with a maximum drawdown of 98.3% and an annualized volatility of 89.2%.

1Y CAGR
-14.0%
3Y CAGR
+59.0%
5Y CAGR
+136.9%
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 →
98.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.96
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
10.54
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
634.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +178.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -50.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202617.3-6.6-14.7-3.9-10.6———————-19.7%
20259.226.310.714.917.524.6-12.60.330.4-11.0-4.211.2178.8%
202414.512.21.60.98.6-8.32.7-5.29.2-4.2-2.3-5.922.8%
20230.017.6-6.97.9-9.1-0.934.1-1.56.3-2.8-3.46.749.7%
20220.00.0-1.2-3.10.00.00.03.20.0-20.61.15.3-16.5%
2021-22.2161.70.0-48.8-12.3-94.31915.90.00.00.00.00.05.7%
20200.00.00.00.00.00.01.30.00.00.00.0-51.5-50.9%
2019———-2.70.0-10.04.90.00.00.00.033.422.5%
201816.5—-10.911.1-4.59.2—-15.11.1—-16.8-10.6-23.3%
2017-2.55.0-7.30.59.6—-5.2-6.87.4—-18.71.0-18.5%
2016—————-11.05.54.1—-7.6-2.8-2.8-14.6%

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 89.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 73.1% of variance. Idiosyncratic stock-specific factors contribute 18.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-05-0110000
2016-06-018901.03202358911
2016-07-019394.329013234588
2016-08-019780.82356168141
2016-10-019038.006583007611
2016-11-018784.029349242268
2016-12-018541.280943564425
2017-01-018327.076047452514
2017-02-018743.571281629294
2017-03-018101.728039498046
2017-04-018141.757525886306
2017-05-018925.204004662965
2017-07-018465.079201810328
2017-08-017891.123225673729
2017-09-018477.250908592197
2017-11-016890.5574984571085
2017-12-016961.359116779811
2018-01-018106.871014194611
2018-03-017222.622231365289
2018-04-018022.3547966810675
2018-05-017664.403757800178
2018-06-018371.99135980251
2018-08-017105.019543303846
2018-09-017183.107042446686
2018-11-015976.479462387712
2018-12-015340.379208667628
2019-04-015194.920207838917
2019-05-015194.920207838917
2019-06-014675.42790094619
2019-07-014904.020276488505
2019-08-014904.020276488505
2019-09-014904.020276488505
2019-10-014904.020276488505
2019-11-014904.020276488505
2019-12-016543.033973004833
2020-01-016543.033973004833
2020-02-016543.033973004833
2020-03-016543.033973004833
2020-04-016543.033973004833
2020-05-016543.033973004833
2020-06-016543.033973004833
2020-07-016626.919448387965
2020-08-016626.919448387965
2020-09-016626.919448387965
2020-10-016626.919448387965
2020-11-016626.919448387965
2020-12-013211.7876980045257
2021-01-012499.7747819920523
2021-02-016543.033973004833
2021-03-016543.033973004833
2021-04-013348.5908249331414
2021-05-012935.976719877516
2021-06-01168.44118625663367
2021-07-013395.6667625355576
2021-08-013395.6667625355576
2021-09-013395.6667625355576
2021-10-013395.6667625355576
2021-11-013395.6667625355576
2021-12-013395.6667625355576
2022-01-013395.6667625355576
2022-02-013395.6667625355576
2022-03-013355.4020531586416
2022-04-013250.5458220200867
2022-05-013250.5458220200867
2022-06-013250.5458220200867
2022-07-013250.5458220200867
2022-08-013355.4020531586416
2022-09-013355.4020531586416
2022-10-012663.632311595694
2022-11-012692.7100265744634
2022-12-012835.3148442534994
2023-01-012835.3148442534994
2023-02-013335.2190907220734
2023-03-013103.7468531899663
2023-04-013348.5908249331414
2023-05-013045.0273065306087
2023-06-013016.18322704519
2023-07-014043.663855173833
2023-08-013984.539644353423
2023-09-014235.925392580402
2023-10-014118.755751003382
2023-11-013977.5034106579665
2023-12-014244.582733319619
2024-01-014859.082493314133
2024-02-015452.212978028993
2024-03-015537.783720770762
2024-04-015587.044218673241
2024-05-016069.653020640472
2024-06-015563.070013028869
2024-07-015713.447510505388
2024-08-015413.830251693072
2024-09-015914.48147437671
2024-10-015668.398857051303
2024-11-015537.269423301104
2024-12-015211.357569110857
2025-01-015692.158677912637
2025-02-017189.021463347734
2025-03-017957.0390180346985
2025-04-019144.037578001784
2025-05-0110747.359939655762
2025-06-0113395.477610916822
2025-07-0111707.810464239183
2025-08-0111741.15408352191
2025-09-0115314.750051429748
2025-10-0113631.45443324419
2025-11-0113060.9271069053
2025-12-0114528.903517794693
2026-01-0117048.961119111293
2026-02-0115921.792498114242
2026-03-0113577.453198930263
2026-04-0113046.012480285264
2026-05-0111665.980936707125
Annual Return Matrix
YearAnnual Return
2017-0.1849748108303395
2018-0.23285394143866822
20190.2252002558891799
2020-0.5091286838406037
20210.05725131354269619
2022-0.16501970230542917
20230.49704105768795537
20240.22776675506926436
20251.7879306543675835
2026-0.1970501474926254
Total Factor Risk
0.8924337755174362
VTI.US Exposure
0.010021295693970658
VEA.US Exposure
0.0158085371087201
VWO.US Exposure
-0.0006375223272939317
QQQ.US Exposure
0.004935467835528079
VTV.US Exposure
0.0030074476377737504
IJR.US Exposure
0.0005779422505504764
QUAL.US Exposure
0.006283749612826397
SHV.US Exposure
0.7309565058420968
TLT.US Exposure
0.006732178729604653
LQD.US Exposure
-0.0001395496382514238
HYG.US Exposure
0.004842357159846048
GLD.US Exposure
0.0003131029107823313
USO.US Exposure
0.0000609418786036702
VNQ.US Exposure
0.0019497408816625996
BTC-USD.CC Exposure
0.01017419811302845
CPER.US Exposure
0.003600175904096268
VIX.INDX Exposure
-0.00009608102495536902
UUP.US Exposure
0.012422872355544259
TIP.US Exposure
0.000007987846548331704
Idiosyncratic Exposure
0.18917865122931776
Value Score
39.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
4.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
89.2%

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 →25.6x
Forward P/EForward P/E RatioA valuation metric that compares the current stock price to estimated future earnings per share.Click for full definition →No estimate availableN/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.36%
Squeeze RiskShort Squeeze RiskA situation where a sharp rise in the price of a stock forces short sellers to buy shares to cover their positions, further driving up the price.Click for full definition →Low
Market Cap$9.7B
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: distance from 50/200-Day SMA, 52-Week High proximity, Golden Cross trend signal, RSI momentum gauge, Fibonacci retracement levels, and Beta (market sensitivity).

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 →
-18.9%
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 →
-17.8%
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 →
35.4% 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 →
0.97
Market sensitivity coefficient
Trend SignalGolden Cross & Death CrossTechnical chart patterns that occur when a short-term moving average crosses over a long-term moving average.Click for full definition →
✦ Golden Cross
Bullish — 50 SMA above 200 SMA
RSI (14-Day)Relative Strength Index (RSI)A momentum oscillator that measures the speed and change of price movements to identify overbought or oversold conditions.Click for full definition →
15
OversoldNeutralOverbought
Oversold
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement-20.8%
50.0% retracement-14.8%
61.8% retracement-7.8%
% distance of current price from each 52-week Fibonacci support level.

Frequently Asked Questions & Methodology

Is Babcock International Group PLC ADR a high-risk investment?

Babcock International Group PLC ADR (BCKIY.US) has an annualized volatility of 89.2% and experienced a maximum drawdown of 98.3% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BCKIY.US has generated a Compound Annual Growth Rate (CAGR) of 2.8%. It has had a positive return in 50% 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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