BGC Group Inc.

10-Year Study

BGC.US · Financial Services · US · Common Stock

Executive Summary: BGC Group Inc. has compounded at 10.7% annually over the last 10 years, with a maximum drawdown of 72.1% and an annualized volatility of 57.2%.

1Y CAGR
+29.0%
3Y CAGR
+44.4%
5Y CAGR
+15.8%
10Y CAGR
+10.7%

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 →
72.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.39
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.56
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
38.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +93.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -43.5%
% 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.
20262.04.32.919.3————————30.7%
20255.33.8-7.2-1.22.610.2-9.46.0-3.6-3.4-4.62.6-0.6%
2024-2.2-1.612.00.811.0-4.311.07.5-7.12.14.2-7.026.5%
202315.411.77.8-13.4-9.98.87.44.06.911.210.911.193.0%
2022-9.28.5-3.7-17.5-9.93.48.310.4-21.926.19.1-12.5-18.1%
2021-11.326.28.09.711.5-3.9-5.6-3.61.23.1-16.64.017.2%
2020-2.9-17.1-45.923.0-16.56.21.1-8.7-4.822.940.7-3.4-30.2%
201919.7-1.0-11.41.7-10.311.35.4-4.87.8-5.514.32.427.8%
2018-5.3-6.41.7-0.7-12.9-1.2-5.117.5-4.8-10.41.2-23.7-43.5%
20178.23.30.70.25.27.2-0.24.511.44.89.0-7.556.2%
2016———0.34.2-6.21.80.7-0.2-1.815.64.719.1%

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 57.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 71.5% of variance. Idiosyncratic stock-specific factors contribute 15.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110033.047735618115
2016-05-0110449.69400244798
2016-06-019797.307221542229
2016-07-019977.233782129744
2016-08-0110044.063647490819
2016-09-0110021.297429620563
2016-10-019837.943696450428
2016-11-0111374.296205630355
2016-12-0111909.66952264382
2017-01-0112887.637698898408
2017-02-0113312.607099143208
2017-03-0113407.099143206853
2017-04-0113430.599755201958
2017-05-0114134.149326805385
2017-06-0115153.243574051407
2017-07-0115117.258261933903
2017-08-0115796.572827417378
2017-09-0117596.57282741738
2017-10-0118447.735618115057
2017-11-0120099.632802937576
2017-12-0118598.041615667073
2018-01-0117613.463892288863
2018-02-0116494.981640146878
2018-03-0116781.884944920443
2018-04-0116669.52264381885
2018-05-0114512.117503059975
2018-06-0114334.638922888616
2018-07-0113600.48959608323
2018-08-0115977.723378212975
2018-09-0115205.875152998775
2018-10-0113623.745410036718
2018-11-0113781.150550795594
2018-12-0110511.627906976744
2019-01-0112585.312117503061
2019-02-0112463.402692778458
2019-03-0111044.06364749082
2019-04-0111231.08935128519
2019-05-0110079.314565483477
2019-06-0111215.911872705017
2019-07-0111816.401468788248
2019-08-0111250.91799265606
2019-09-0112133.41493268054
2019-10-0111471.481028151773
2019-11-0113117.503059975521
2019-12-0113434.026927784576
2020-01-0113049.449204406365
2020-02-0110821.297429620563
2020-03-015851.897184822521
2020-04-017198.776009791922
2020-05-016012.974296205631
2020-06-016385.801713586291
2020-07-016455.813953488372
2020-08-015895.226438188494
2020-09-015614.4430844553235
2020-10-016901.346389228886
2020-11-019711.872705018359
2020-12-019383.59853121175
2021-01-018327.784577723378
2021-02-0110509.669522643819
2021-03-0111355.446756425948
2021-04-0112460.465116279069
2021-05-0113896.205630354956
2021-06-0113354.712362301103
2021-07-0112600.979192166464
2021-08-0112152.998776009792
2021-09-0112294.736842105263
2021-10-0112672.21542227662
2021-11-0110571.113831089351
2021-12-0110996.817625458996
2022-01-019979.926560587517
2022-02-0110831.334149326805
2022-03-0110429.130966952265
2022-04-018604.161566707468
2022-05-017751.040391676866
2022-06-018012.729498164015
2022-07-018678.335373317015
2022-08-019581.150550795594
2022-09-017483.965728274174
2022-10-019438.188494492044
2022-11-0110298.408812729498
2022-12-019008.323133414933
2023-01-0110394.124847001225
2023-02-0111612.729498164015
2023-03-0112521.419828641372
2023-04-0110845.532435740513
2023-05-019766.952264381884
2023-06-0110630.844553243574
2023-07-0111422.766217870258
2023-08-0111878.335373317013
2023-09-0112695.960832313342
2023-10-0114114.565483476132
2023-11-0115654.100367197063
2023-12-0117388.004895960832
2024-01-0117002.69277845777
2024-02-0116737.821297429622
2024-03-0118739.0452876377
2024-04-0118883.72093023256
2024-05-0120956.425948592412
2024-06-0120062.178702570378
2024-07-0122261.689106487145
2024-08-0123932.435740514076
2024-09-0122236.71970624235
2024-10-0122696.940024479805
2024-11-0123639.90208078335
2024-12-0121989.473684210523
2025-01-0123154.467564259485
2025-02-0124028.1517747858
2025-03-0122302.32558139535
2025-04-0122034.761321909427
2025-05-0122617.38066095471
2025-06-0124932.680538555695
2025-07-0122592.90085679315
2025-08-0123958.139534883718
2025-09-0123103.304773561813
2025-10-0122321.664626682985
2025-11-0121297.429620563034
2025-12-0121860.46511627907
2026-01-0122301.101591187267
2026-02-0123256.303549571603
2026-03-0123941.24847001224
2026-04-0128567.931456548347
Annual Return Matrix
YearAnnual Return
20170.5615917452878665
2018-0.4347992049807169
20190.2780158360503029
2020-0.3015051568934728
20210.17191902327037467
2022-0.1808245403143227
20230.9302154949862769
20240.2646346614106716
2025-0.005866832912153286
20260.30683090705487115
Total Factor Risk
0.5716679919199273
VTI.US Exposure
-0.026907367073942895
VEA.US Exposure
0.013221665496005954
VWO.US Exposure
0.01394118519003762
QQQ.US Exposure
0.05670295251266534
VTV.US Exposure
0.00742944257751361
IJR.US Exposure
0.0486505007958652
QUAL.US Exposure
-0.018291481771095866
SHV.US Exposure
0.7149220943937129
TLT.US Exposure
0.01383314665050949
LQD.US Exposure
-0.005638963279399779
HYG.US Exposure
-0.0013793995930319442
GLD.US Exposure
-0.002030741987181869
USO.US Exposure
0.004965521004379677
VNQ.US Exposure
0.0021797309377830027
BTC-USD.CC Exposure
0.00311779612810627
CPER.US Exposure
0.00814383955093085
VIX.INDX Exposure
0.016521968785987814
UUP.US Exposure
-0.000984128063904697
TIP.US Exposure
-0.000426672581554283
Idiosyncratic Exposure
0.15202891032661373
Value Score
37.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
9.7
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
57.2%

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 →32.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.81%
Market Cap$4.7B
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
$49
Avg Yield on Cost
0.49%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$48.960.49%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 →
+19.6%
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 →
+22.9%
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 →
0.0% 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 →
0.96
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is BGC Group Inc. a high-risk investment?

BGC Group Inc. (BGC.US) has an annualized volatility of 57.2% and experienced a maximum drawdown of 72.1% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BGC.US has generated a Compound Annual Growth Rate (CAGR) of 10.7%. 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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