Barclays PLC ADR

10-Year Study

BCS.US · Financial Services · US · Common Stock

Executive Summary: Barclays PLC ADR has compounded at 11.8% annually over the last 10 years, with a maximum drawdown of 57.9% and an annualized volatility of 41.6%.

1Y CAGR
+38.1%
3Y CAGR
+52.9%
5Y CAGR
+21.9%
10Y CAGR
+11.8%

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 →
57.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.48
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.67
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
35.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +96.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -29.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20265.1-8.1-12.911.1————————-6.6%
202510.59.8-3.04.611.04.35.50.95.34.06.011.796.5%
2024-4.316.311.28.410.8-5.611.33.4-0.22.18.6-1.476.3%
202319.0-6.1-15.012.2-6.84.51.7-4.23.7-17.512.39.16.0%
20225.2-9.1-18.4-5.716.5-12.42.51.3-17.88.114.9-1.9-21.9%
2021-8.922.015.9-6.510.6-8.81.55.80.78.4-11.54.531.7%
2020-7.6-9.1-41.216.87.00.0-7.411.1-13.910.428.812.2-12.8%
201910.96.1-7.67.0-12.71.9-1.7-9.410.517.62.18.132.0%
20184.33.31.6-2.4-7.5-6.13.1-8.3-4.4-1.8-5.9-8.8-29.2%
20170.61.11.4-3.8-0.4-1.71.3-7.64.9-4.95.25.30.5%
2016———16.65.3-28.28.411.3-4.66.116.62.328.4%

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 41.6%. The dominant macroeconomic risk driver is VTI.US, accounting for 75.2% of variance. Idiosyncratic stock-specific factors contribute 13.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111658.968012486012
2016-05-0112273.809336129023
2016-06-018816.66692941937
2016-07-019559.206066434395
2016-08-0110634.863079566774
2016-09-0110144.566536866832
2016-10-0110763.34915104602
2016-11-0112549.384370418251
2016-12-0112841.355173337959
2017-01-0112923.018713247468
2017-02-0113063.171004713782
2017-03-0113239.74082073434
2017-04-0112733.363812646814
2017-05-0112686.225977834185
2017-06-0112474.184546988065
2017-07-0112639.08814302155
2017-08-0111682.142800838707
2017-09-0112250.319244533432
2017-10-0111646.671186013149
2017-11-0112250.319244533432
2017-12-0112901.262789487791
2018-01-0113457.615361573995
2018-02-0113907.395437562076
2018-03-0114123.693462187259
2018-04-0113788.999069855432
2018-05-0112761.425801264366
2018-06-0111984.833914016806
2018-07-0112355.157572795637
2018-08-0111331.367943119294
2018-09-0110834.922987182925
2018-10-0110641.326796046098
2018-11-0110011.82387160852
2018-12-019128.028881777049
2019-01-0110120.761142028345
2019-02-0110735.444814049913
2019-03-019917.232898740365
2019-04-0110611.530639592627
2019-05-019260.29859217102
2019-06-019433.71537576264
2019-07-019272.595418643881
2019-08-018401.254906906717
2019-09-019286.94171619555
2019-10-0110919.108953035584
2019-11-0111146.757894404944
2019-12-0112045.056833409531
2020-01-0111134.145764689189
2020-02-0110117.292806356514
2020-03-015952.136967728714
2020-04-016950.7023379735465
2020-05-017436.899938515868
2020-06-017436.899938515868
2020-07-016884.961611830178
2020-08-017647.049549904621
2020-09-016582.743453516421
2020-10-017266.0055808674
2020-11-019355.204868282071
2020-12-0110498.336775393735
2021-01-019565.354479670825
2021-02-0111671.26483895887
2021-03-0113521.779571502895
2021-04-0112649.493150037048
2021-05-0113984.487080449624
2021-06-0112755.11973640649
2021-07-0112940.202739985181
2021-08-0113692.673929151362
2021-09-0113786.318992290835
2021-10-0114948.526745597579
2021-11-0113225.236871561223
2021-12-0113826.362504138357
2022-01-0114547.77632387949
2022-02-0113225.236871561223
2022-03-0110796.771294792767
2022-04-0110181.772319528307
2022-05-0111862.65390739544
2022-06-0110386.719427409313
2022-07-0110646.3716479324
2022-08-0110783.843861834119
2022-09-018859.70582207438
2022-10-019579.543125601047
2022-11-0111005.344389967051
2022-12-0110797.717204521448
2023-01-0112846.557676845707
2023-02-0112063.502073118823
2023-03-0110252.557897557977
2023-04-0111507.307152654064
2023-05-0110723.147987577053
2023-06-0111207.92672352635
2023-07-0111393.325030347936
2023-08-0110910.280462234554
2023-09-0111317.179297189074
2023-10-019341.331525594742
2023-11-0110489.035329728367
2023-12-0111447.872491368573
2024-01-0110953.949961375352
2024-02-0112742.82290993363
2024-03-0114167.047658085163
2024-04-0115351.326638394477
2024-05-0117015.497154388235
2024-06-0116056.029386262238
2024-07-0117869.968942630578
2024-08-0118476.927685201244
2024-09-0118446.500922261985
2024-10-0118841.260582365092
2024-11-0120465.702889754222
2024-12-0120177.358074127795
2025-01-0122287.682678816353
2025-02-0124476.202487742587
2025-03-0123734.451608834795
2025-04-0124816.09938358216
2025-05-0127551.197364064887
2025-06-0128725.54429222305
2025-07-0130317.195062351217
2025-08-0130580.31561854614
2025-09-0132200.501332156204
2025-10-0133477.95242074064
2025-11-0135503.145149847864
2025-12-0139647.01801958033
2026-01-0141672.053097066106
2026-02-0138277.81368731378
2026-03-0133359.08309816966
2026-04-0137048.13104002775
Annual Return Matrix
YearAnnual Return
20170.0046652098116728435
2018-0.2924701224429944
20190.31956822107081173
2020-0.1284111880423543
20210.3170050456511293
2022-0.21904859638320684
20230.060212290665926815
20240.7625421744818563
20250.9649261253096015
2026-0.06555062926218258
Total Factor Risk
0.41596772264334897
VTI.US Exposure
0.7521301871631384
VEA.US Exposure
0.3960322781186797
VWO.US Exposure
0.016787533021372612
QQQ.US Exposure
-0.07913059873931252
VTV.US Exposure
-0.07375459453543558
IJR.US Exposure
-0.002464933757821392
QUAL.US Exposure
-0.09780539476693301
SHV.US Exposure
0.010975907250972795
TLT.US Exposure
-0.007914917040444953
LQD.US Exposure
0.02231599397216797
HYG.US Exposure
-0.0020660345143701593
GLD.US Exposure
-0.017306189299572637
USO.US Exposure
0.005360636167781858
VNQ.US Exposure
-0.040755216295119905
BTC-USD.CC Exposure
0.0014501695070948928
CPER.US Exposure
-0.0035428516506827677
VIX.INDX Exposure
-0.03518605538581568
UUP.US Exposure
-0.014839773738192402
TIP.US Exposure
0.035614759421130716
Idiosyncratic Exposure
0.1340990951013622
Value Score
46.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
4.7
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
41.6%

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 →9.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.39%
Market Cap$74.7B
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
$484
Avg Yield on Cost
4.84%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$483.994.84%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 →
+1.4%
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 →
+7.3%
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 →
13.6% 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 →
0.86
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Barclays PLC ADR a high-risk investment?

Barclays PLC ADR (BCS.US) has an annualized volatility of 41.6% and experienced a maximum drawdown of 57.9% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, BCS.US has generated a Compound Annual Growth Rate (CAGR) of 11.8%. It has had a positive return in 60% 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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