Becton Dickinson and Company

10-Year Study

BDX.US · Healthcare · US · Common Stock

Executive Summary: Becton Dickinson and Company has compounded at 3.5% annually over the last 10 years, with a maximum drawdown of 36.4% and an annualized volatility of 19.8%.

1Y CAGR
+17.6%
3Y CAGR
-5.2%
5Y CAGR
-2.1%
10Y CAGR
+3.5%

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 →
36.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.10
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.15
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
20.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +31.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -12.6%
% 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.
20264.810.3-10.9-1.5————————1.5%
20259.1-8.92.0-9.6-16.70.43.58.3-2.5-4.58.60.6-12.6%
2024-2.1-1.45.5-5.2-1.11.13.10.6-0.1-3.1-5.02.7-5.4%
2023-0.8-7.05.96.8-8.59.65.50.3-7.2-2.2-6.63.7-2.7%
20221.16.7-1.6-4.73.5-3.3-0.93.3-11.45.95.72.45.1%
20214.6-7.91.22.3-2.80.95.2-1.6-2.0-2.5-1.06.41.9%
20201.2-13.6-3.19.9-2.2-2.817.6-13.7-3.8-0.71.66.9-6.8%
201910.7-0.30.7-3.6-3.08.30.30.4-0.11.21.05.522.2%
201813.5-8.6-2.17.0-4.48.54.54.6-0.0-11.79.7-10.66.6%
20177.13.20.61.91.23.53.2-1.0-1.46.59.4-5.931.2%
2016———6.23.22.33.80.71.8-6.60.7-1.710.4%

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 19.8%. The dominant macroeconomic risk driver is QUAL.US, accounting for 19.7% of variance. Idiosyncratic stock-specific factors contribute 54.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110621.793686855135
2016-05-0110963.648036508988
2016-06-0111214.011277874179
2016-07-0111637.865750761765
2016-08-0111717.878233146297
2016-09-0111928.76692724638
2016-10-0111144.274898680009
2016-11-0111223.253807822957
2016-12-0111036.53482644914
2017-01-0111819.188287230005
2017-02-0112203.190561091138
2017-03-0112277.915918816798
2017-04-0112514.186786561164
2017-05-0112665.456193389504
2017-06-0113108.87899043746
2017-07-0113531.481249590051
2017-08-0113399.790105126325
2017-09-0113213.73698343699
2017-10-0114071.483515500619
2017-11-0115389.15026366056
2017-12-0114484.584851394033
2018-01-0116438.783643305924
2018-02-0115023.205706914407
2018-03-0114713.590891834574
2018-04-0115743.606256298337
2018-05-0115045.60641928489
2018-06-0116318.59100115482
2018-07-0117054.962244762068
2018-08-0117838.331256248646
2018-09-0117830.97698510661
2018-10-0115747.283391869358
2018-11-0117267.351607703302
2018-12-0115442.687369933754
2019-01-0117097.159859990577
2019-02-0117051.245356374067
2019-03-0117168.854065421212
2019-04-0116550.797143362575
2019-05-0116048.917828939655
2019-06-0117381.511759877085
2019-07-0117436.002933757896
2019-08-0117513.25259536204
2019-09-0117499.17015994546
2019-10-0117709.462561790784
2019-11-0117882.40719207965
2019-12-0118871.417525824425
2020-01-0119094.162497589987
2020-02-0116501.83161104254
2020-03-0115996.096273372174
2020-04-0117580.603805537172
2020-05-0117190.7379911709
2020-06-0116712.024630845404
2020-07-0119650.433603851256
2020-08-0116956.484578888474
2020-09-0116306.784414510574
2020-10-0116198.149903897565
2020-11-0116458.153203381375
2020-12-0117596.813016662392
2021-01-0118410.48361289502
2021-02-0116958.969129949975
2021-03-0117157.48475976379
2021-04-0117556.87137379773
2021-05-0117068.567646374842
2021-06-0117219.966249858382
2021-07-0118109.326209628533
2021-08-0117822.549387906
2021-09-0117462.40874243951
2021-10-0117019.84063095671
2021-11-0116845.80279820079
2021-12-0117927.76515625839
2022-01-0118117.396031476284
2022-02-0119339.28830531754
2022-03-0119025.310618573712
2022-04-0118121.957667225193
2022-05-0118753.16283350129
2022-06-0118134.73819788555
2022-07-0117971.433625715305
2022-08-0118568.004150194094
2022-09-0116446.614948251772
2022-10-0117416.454486006016
2022-11-0118403.268476612426
2022-12-0118838.909659735764
2023-01-0118684.817802901558
2023-02-0117375.797292435636
2023-03-0118409.330781202483
2023-04-0119656.50584664556
2023-05-0117979.48357115456
2023-06-0119705.28255308492
2023-07-0120795.75201397709
2023-08-0120857.706779246644
2023-09-0119362.354877372498
2023-10-0118931.70267278065
2023-11-0117688.46313621899
2023-12-0118336.016648479756
2024-01-0117958.513960195505
2024-02-0117713.368276059464
2024-03-0118683.585465575055
2024-04-0117713.358337855218
2024-05-0117514.773140611676
2024-06-0117716.10128222711
2024-07-0118273.256888666274
2024-08-0118375.590577787323
2024-09-0118351.212162771884
2024-10-0117779.58653095055
2024-11-0116889.819104806313
2024-12-0117350.11697266398
2025-01-0118935.469252189883
2025-02-0117247.64414868349
2025-03-0117597.329803283184
2025-04-0115909.504699776791
2025-05-0113259.075071207233
2025-06-0113312.78112695261
2025-07-0113776.507675275141
2025-08-0114914.9389098585
2025-09-0114544.52216120165
2025-10-0113887.119888533101
2025-11-0115076.82231882157
2025-12-0115162.7977237537
2026-01-0115898.00619746417
2026-02-0117538.942853337943
2026-03-0115625.838535983255
2026-04-0115386.327813654694
Annual Return Matrix
YearAnnual Return
20170.31242143291947166
20180.06614635685934145
20190.22202937052046146
2020-0.06754153509760508
20210.01880750447723778
20220.05082309454278544
2023-0.026694379894545484
2024-0.053768476257220144
2025-0.12606942375988095
20260.014742008300408838
Total Factor Risk
0.1984670932581055
VTI.US Exposure
0.06367240584865516
VEA.US Exposure
0.007305600811877439
VWO.US Exposure
0.0301309444584991
QQQ.US Exposure
-0.046519235847733105
VTV.US Exposure
0.0766327033643324
IJR.US Exposure
-0.047156050656387546
QUAL.US Exposure
0.19692128666773534
SHV.US Exposure
0.039850372263554264
TLT.US Exposure
0.052151578700645226
LQD.US Exposure
0.00952246980039269
HYG.US Exposure
0.0035555083631558597
GLD.US Exposure
-0.011045699207331582
USO.US Exposure
0.004151471396196529
VNQ.US Exposure
0.00219646615663922
BTC-USD.CC Exposure
0.0038479252514151056
CPER.US Exposure
0.011060967732008301
VIX.INDX Exposure
-0.006891016501454248
UUP.US Exposure
0.05670512244671426
TIP.US Exposure
0.013131390940833808
Idiosyncratic Exposure
0.5407757880102518
Value Score
39.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
32
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
19.8%

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 →25.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.67%
Market Cap$56.0B
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
$104
Avg Yield on Cost
1.04%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$104.351.04%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 →
-6.2%
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 →
+1.3%
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 →
16.5% 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 →
0.35
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Becton Dickinson and Company a high-risk investment?

Becton Dickinson and Company (BDX.US) has an annualized volatility of 19.8% and experienced a maximum drawdown of 36.4% over the last 10 years. Its primary macro risk driver is QUAL.US.

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

Over the past 10 years, BDX.US has generated a Compound Annual Growth Rate (CAGR) of 3.5%. 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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