BHP Group Ltd

10-Year Study

BHP.AU · Basic Materials · AU · Common Stock

Executive Summary: BHP Group Ltd has compounded at 20.3% annually over the last 10 years, with a maximum drawdown of 26.6% and an annualized volatility of 30.1%.

1Y CAGR
+55.0%
3Y CAGR
+15.0%
5Y CAGR
+13.2%
10Y CAGR
+20.3%

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 →
26.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.84
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.65
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
24.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · +38.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -17.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
90%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202611.213.4-12.111.0————————22.9%
20251.0-2.3-0.2-0.00.2-3.96.810.00.72.2-4.19.220.0%
2024-6.2-7.13.3-2.83.4-4.1-0.9-3.616.0-7.2-4.9-2.5-17.2%
20238.2-8.57.6-6.0-5.47.12.3-2.51.40.64.08.916.9%
202211.75.810.9-7.24.4-7.5-6.25.01.2-3.021.80.238.5%
20212.712.8-5.05.30.31.510.1-14.7-11.6-2.77.65.48.0%
20201.2-14.7-10.811.67.13.42.63.2-4.0-5.112.711.515.3%
20196.76.95.9-2.81.09.0-1.0-11.04.9-2.16.31.826.5%
20182.11.0-4.99.75.93.42.8-4.77.5-7.0-4.711.522.6%
20176.3-6.2-1.5-1.30.8-2.611.05.9-3.82.92.98.323.5%
2016———22.7-7.7-2.34.74.710.73.15.82.750.2%

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 30.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 25.1% of variance. Idiosyncratic stock-specific factors contribute 27.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0112265.63291780683
2016-05-0111316.762947197729
2016-06-0111061.61953988041
2016-07-0111577.733860342554
2016-08-0112117.411573933312
2016-09-0113410.484443093139
2016-10-0113823.983987027466
2016-11-0114627.039627039627
2016-12-0115016.469038208168
2017-01-0115963.312050268572
2017-02-0114980.490523968783
2017-03-0114754.484645788993
2017-04-0114558.123036383906
2017-05-0114668.592277287928
2017-06-0114288.030809769938
2017-07-0115865.384615384615
2017-08-0116804.499847978106
2017-09-0116169.175027870679
2017-10-0116645.890341542516
2017-11-0117122.478970305056
2017-12-0118546.290665855882
2018-01-0118941.420897942637
2018-02-0119129.54798824364
2018-03-0118183.21171582041
2018-04-0119949.326036282557
2018-05-0121135.350157089284
2018-06-0121857.20077024425
2018-07-0122469.595621769535
2018-08-0121406.07580824972
2018-09-0123008.25985608594
2018-10-0121400.374987331514
2018-11-0120390.569575352187
2018-12-0122742.474916387964
2019-01-0124263.45393736698
2019-02-0125935.44137022398
2019-03-0127453.126583561363
2019-04-0126675.661295226513
2019-05-0126932.451606364648
2019-06-0129357.454140062837
2019-07-0129072.159724333636
2019-08-0125883.880612141482
2019-09-0127145.028884159317
2019-10-0126575.833586703156
2019-11-0128261.249619945273
2019-12-0128771.409749670616
2020-01-0129126.254180602005
2020-02-0124838.603425559948
2020-03-0122158.204114725853
2020-04-0124734.84848484848
2020-05-0126485.7606161954
2020-06-0127388.010540184452
2020-07-0128099.21962095875
2020-08-0128986.14067092328
2020-09-0127832.421201986417
2020-10-0126409.622985709942
2020-11-0129763.479274348836
2020-12-0133172.31681362116
2021-01-0134055.69068612547
2021-02-0138410.35775818385
2021-03-0136471.95196108239
2021-04-0138404.150197628456
2021-05-0138525.007601094556
2021-06-0139104.71774602209
2021-07-0143065.90148981454
2021-08-0136721.5212323908
2021-09-0132480.110469240903
2021-10-0131590.655721090505
2021-11-0134000.20269585487
2021-12-0135839.54089388872
2022-01-0140028.12404986318
2022-02-0142353.17219012871
2022-03-0146973.49751697578
2022-04-0143578.72200263504
2022-05-0145476.33525894395
2022-06-0142051.02868146346
2022-07-0139431.18475727171
2022-08-0141388.46660585792
2022-09-0141901.6671734063
2022-10-0140639.885476842006
2022-11-0149516.317016317014
2022-12-0149635.90757069017
2023-01-0153715.161649944246
2023-02-0149168.18688557819
2023-03-0152890.56957535218
2023-04-0149721.41988446336
2023-05-0147056.2227627445
2023-06-0150382.208371338806
2023-07-0151524.39951352995
2023-08-0150225.372453633325
2023-09-0150935.31468531468
2023-10-0151223.01611432045
2023-11-0153295.07449072666
2023-12-0158025.99574338705
2024-01-0154411.5485963312
2024-02-0150566.91496908888
2024-03-0152249.797304145126
2024-04-0150786.20654707611
2024-05-0152533.06476132563
2024-06-0150373.213742778964
2024-07-0149924.6224789703
2024-08-0148118.85578189926
2024-09-0155819.39799331104
2024-10-0151787.14401540488
2024-11-0149273.081990473285
2024-12-0148034.230262491124
2025-01-0148520.0668896321
2025-02-0147414.867740954694
2025-03-0147341.64386338299
2025-04-0147329.355427181516
2025-05-0147403.59278402757
2025-06-0145544.745109962496
2025-07-0148642.951251646904
2025-08-0153525.8943954596
2025-09-0153879.09192257019
2025-10-0155044.59308807135
2025-11-0152789.60170264519
2025-12-0157628.96523766089
2026-01-0164064.55862977602
2026-02-0172627.69838856795
2026-03-0163836.525793047535
2026-04-0170842.20127698389
Annual Return Matrix
YearAnnual Return
20170.23506335734894623
20180.22625463636549936
20190.2650958110516932
20200.152961120162036
20210.08040511898078662
20220.38494819779217604
20230.1690326334971901
2024-0.17219464057253397
20250.19974786569364622
20260.2292811606946581
Total Factor Risk
0.30073695663883904
VTI.US Exposure
-0.03523775874435965
VEA.US Exposure
0.16751874098423683
VWO.US Exposure
0.06864462790407272
QQQ.US Exposure
-0.05328439428497463
VTV.US Exposure
-0.03758081802660904
IJR.US Exposure
0.005697741682995249
QUAL.US Exposure
0.20398883383408642
SHV.US Exposure
0.2512806196553337
TLT.US Exposure
0.08565628929244991
LQD.US Exposure
-0.026968636820098823
HYG.US Exposure
-0.011889305502251079
GLD.US Exposure
0.004998781528456279
USO.US Exposure
-0.0016295112876046876
VNQ.US Exposure
-0.013767042687284133
BTC-USD.CC Exposure
-0.0020346863323654515
CPER.US Exposure
0.12287792497956711
VIX.INDX Exposure
0.006935907516744115
UUP.US Exposure
-0.005712767838274762
TIP.US Exposure
-0.001541694538593456
Idiosyncratic Exposure
0.2720471486844734
Value Score
42.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
31.7
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
30.1%

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 →17.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.64%
Market Cap$266.9B
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
$1,316
Avg Yield on Cost
13.16%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$1,315.5813.16%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 →
+7.0%
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 →
+24.1%
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 →
3.8% 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 →
0.74
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is BHP Group Ltd a high-risk investment?

BHP Group Ltd (BHP.AU) has an annualized volatility of 30.1% and experienced a maximum drawdown of 26.6% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of BHP.AU?

Over the past 10 years, BHP.AU has generated a Compound Annual Growth Rate (CAGR) of 20.3%. It has had a positive return in 90% 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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