Barclays PLC

10-Year Study

BCY.XETRA · Financial Services · DE · Common Stock

Executive Summary: Barclays PLC has compounded at 11.0% annually over the last 10 years, with a maximum drawdown of 55.1% and an annualized volatility of 42.0%.

1Y CAGR
+34.2%
3Y CAGR
+48.0%
5Y CAGR
+22.8%
10Y CAGR
+11.0%

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 →
55.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.46
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.63
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
34.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +85.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -26.8%
% 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.
20263.1-7.1-13.512.1————————-7.1%
202511.98.1-7.50.411.11.09.0-2.14.56.35.911.276.1%
2024-1.413.612.09.29.5-4.511.5-0.60.34.711.8-0.185.9%
202312.8-2.4-17.49.8-3.2-0.73.9-2.96.6-17.68.18.7-0.2%
20225.4-7.7-17.20.511.9-10.65.33.4-14.45.18.3-0.5-14.5%
2021-8.922.518.7-7.87.5-6.72.36.42.48.8-9.83.839.1%
2020-5.5-10.8-38.519.60.5-1.5-11.011.6-13.89.627.210.4-19.2%
201910.38.2-5.85.5-11.4-0.90.9-8.411.815.05.73.034.7%
2018-1.05.7-0.80.4-4.8-4.72.4-8.2-2.7-0.1-5.0-10.9-26.8%
2017-1.03.50.3-4.4-4.3-3.6-2.3-8.45.9-4.94.85.3-9.7%
2016———15.18.6-30.213.17.7-6.812.120.91.235.9%

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 42.0%. The dominant macroeconomic risk driver is VTI.US, accounting for 72.4% of variance. Idiosyncratic stock-specific factors contribute 12.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111514.40618411806
2016-05-0112501.756851721715
2016-06-018725.931131412508
2016-07-019869.992972593114
2016-08-0110628.250175685173
2016-09-019903.724525650036
2016-10-0111106.816584680253
2016-11-0113423.752635277582
2016-12-0113586.788475052705
2017-01-0113455.375966268448
2017-02-0113928.32044975404
2017-03-0113972.593113141249
2017-04-0113363.316936050598
2017-05-0112785.664089950807
2017-06-0112330.28812368236
2017-07-0112049.19184820801
2017-08-0111033.731553056923
2017-09-0111688.685874912157
2017-10-0111113.843991567112
2017-11-0111651.440618411805
2017-12-0112274.771609276177
2018-01-0112154.602951510893
2018-02-0112843.991567111736
2018-03-0112742.094167252282
2018-04-0112792.691496837668
2018-05-0112182.712579058329
2018-06-0111606.46521433591
2018-07-0111884.047786366831
2018-08-0110909.346451159523
2018-09-0110612.789880534081
2018-10-0110607.167955024597
2018-11-0110078.706957132817
2018-12-018981.728742094167
2019-01-019905.832747716093
2019-02-0110722.41742796908
2019-03-0110096.97821503865
2019-04-0110649.332396345748
2019-05-019434.996486296557
2019-06-019351.370344342937
2019-07-019437.104708362614
2019-08-018645.115952213633
2019-09-019664.089950808151
2019-10-0111111.033028812368
2019-11-0111744.202389318341
2019-12-0112094.869992972592
2020-01-0111425.158116654955
2020-02-0110196.06465214336
2020-03-016267.744202389318
2020-04-017495.432185523542
2020-05-017531.974701335208
2020-06-017416.725228390723
2020-07-016604.356992269852
2020-08-017371.047083626141
2020-09-016352.7758257203095
2020-10-016962.754743499649
2020-11-018858.74912157414
2020-12-019777.231201686576
2021-01-018907.94096978215
2021-02-0110913.562895291638
2021-03-0112954.321855235417
2021-04-0111943.078004216442
2021-05-0112839.072382290935
2021-06-0111972.59311314125
2021-07-0112252.986647926915
2021-08-0113038.650737877722
2021-09-0113354.884047786367
2021-10-0114532.677442023894
2021-11-0113110.330288123681
2021-12-0113602.95151089248
2022-01-0114341.531974701335
2022-02-0113241.74279690794
2022-03-0110967.67392832045
2022-04-0111022.487702037948
2022-05-0112335.207308503162
2022-06-0111022.487702037948
2022-07-0111602.95151089248
2022-08-0111997.891777933943
2022-09-0110266.338721011947
2022-10-0110791.98875614898
2022-11-0111688.685874912157
2022-12-0111626.844694307802
2023-01-0113111.033028812366
2023-02-0112801.124385101899
2023-03-0110572.030920590301
2023-04-0111603.654251581165
2023-05-0111230.498945888967
2023-06-0111155.305692199578
2023-07-0111594.51862262825
2023-08-0111255.094869992972
2023-09-0111993.675333801828
2023-10-019881.939564300772
2023-11-0110679.550245959243
2023-12-0111607.87069571328
2024-01-0111439.915671117358
2024-02-0112990.161630358396
2024-03-0114546.029515108925
2024-04-0115883.345045678145
2024-05-0117394.94026704146
2024-06-0116612.087139845396
2024-07-0118518.622628250178
2024-08-0118400.562192550948
2024-09-0118461.70063246662
2024-10-0119321.855235418127
2024-11-0121605.05973295854
2024-12-0121584.680252986647
2025-01-0124145.46732255798
2025-02-0126099.08643710471
2025-03-0124149.683766690094
2025-04-0124252.98664792691
2025-05-0126939.564300773014
2025-06-0127215.74139142656
2025-07-0129661.278988053407
2025-08-0129037.94799718904
2025-09-0130357.69501054111
2025-10-0132268.446943078005
2025-11-0134178.49613492621
2025-12-0138000.702740688685
2026-01-0139182.00983836964
2026-02-0136401.96767392832
2026-03-0131482.7828531272
2026-04-0135291.63738580464
Annual Return Matrix
YearAnnual Return
2017-0.09656563566773568
2018-0.268277322951852
20190.3466082466160707
2020-0.19162163732496662
20210.3912887227772588
2022-0.14527044480033058
2023-0.001631912964641935
20240.8594866206562537
20250.7605404525476152
2026-0.07128987517337027
Total Factor Risk
0.42022115381560027
VTI.US Exposure
0.7242140191549751
VEA.US Exposure
0.3185239729672239
VWO.US Exposure
0.008910878232724741
QQQ.US Exposure
-0.05162816524502592
VTV.US Exposure
-0.06810076593180406
IJR.US Exposure
0.004557538931867412
QUAL.US Exposure
-0.0656618864234258
SHV.US Exposure
0.011737202919776469
TLT.US Exposure
0.002704093203275872
LQD.US Exposure
0.011539854829133462
HYG.US Exposure
-0.010852325953459481
GLD.US Exposure
-0.008612464807555533
USO.US Exposure
0.001853010183347094
VNQ.US Exposure
-0.029390601361914504
BTC-USD.CC Exposure
0.0011864311185035828
CPER.US Exposure
-0.0035599423675833487
VIX.INDX Exposure
-0.026197856961081
UUP.US Exposure
0.0069776286446514724
TIP.US Exposure
0.0445982931541487
Idiosyncratic Exposure
0.12720108571222197
Value Score
46.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
22
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
42.0%

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 →9.6x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.83%
Market Cap$64.4B
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
$448
Avg Yield on Cost
4.48%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$448.354.48%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 →
+7.4%
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 →
12.9% 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 a high-risk investment?

Barclays PLC (BCY.XETRA) has an annualized volatility of 42.0% and experienced a maximum drawdown of 55.1% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of BCY.XETRA?

Over the past 10 years, BCY.XETRA has generated a Compound Annual Growth Rate (CAGR) of 11.0%. 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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