BHP Group Limited

10-Year Study

BHP.LSE · Basic Materials · GB · Common Stock

Executive Summary: BHP Group Limited has compounded at 21.4% annually over the last 10 years, with a maximum drawdown of 34.2% and an annualized volatility of 38.6%.

1Y CAGR
+73.4%
3Y CAGR
+16.0%
5Y CAGR
+15.0%
10Y CAGR
+21.4%

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 →
34.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.77
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.79
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
28.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · +31.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -21.3%
% 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.
202612.219.8-11.08.6————————29.9%
20252.4-2.7-3.1-4.02.0-3.59.28.21.75.5-4.69.320.7%
2024-9.6-6.62.8-2.34.4-2.5-5.2-2.917.5-7.0-3.3-6.2-21.3%
202310.0-10.64.2-8.7-5.55.93.7-6.35.8-0.12.811.910.7%
2022-4.913.017.1-7.73.6-8.7-2.14.93.1-8.824.6-0.731.4%
20214.512.8-4.84.3-2.80.39.1-2.9-10.62.56.86.426.1%
2020-6.6-14.5-8.76.718.34.60.03.5-1.1-9.914.013.314.8%
20197.03.37.6-2.1-1.412.9-1.5-10.60.1-5.64.63.917.1%
20182.7-5.1-2.710.012.0-1.32.8-6.34.8-6.5-3.910.015.0%
201710.0-9.7-2.5-4.8-0.20.317.27.1-9.03.7-1.313.222.2%
2016———19.2-11.814.60.24.818.76.26.4-0.568.7%

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 38.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 45.5% of variance. Idiosyncratic stock-specific factors contribute 16.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111920.02895751709
2016-05-0110513.541008108155
2016-06-0112043.944310878225
2016-07-0112068.214920055761
2016-08-0112645.62918787886
2016-09-0115010.666035188202
2016-10-0115940.358236158685
2016-11-0116960.436939817988
2016-12-0116870.05043712916
2017-01-0118561.57419121945
2017-02-0116753.839219386387
2017-03-0116339.85934850013
2017-04-0115558.61868512315
2017-05-0115532.134950488697
2017-06-0115571.860552440377
2017-07-0118246.619389388852
2017-08-0119550.892910055878
2017-09-0117796.486884649687
2017-10-0118446.339207706005
2017-11-0118209.41429142977
2017-12-0120612.514437569822
2018-01-0121174.36551537421
2018-02-0120093.986520098744
2018-03-0119541.423192128554
2018-04-0121496.12198944241
2018-05-0124071.75985523209
2018-06-0123751.545191898877
2018-07-0124428.17141492734
2018-08-0122885.573790889644
2018-09-0123989.1832263779
2018-10-0122427.41747685501
2018-11-0121554.66653486275
2018-12-0123707.835964124748
2019-01-0125373.60631498136
2019-02-0126211.286595566322
2019-03-0128202.138026733082
2019-04-0127604.104806736363
2019-05-0127225.75871473477
2019-06-0130740.728172373947
2019-07-0130270.844752445933
2019-08-0127048.789826114735
2019-09-0127071.230918247882
2019-10-0125546.08993600871
2019-11-0126721.19807792513
2019-12-0127765.04328996345
2020-01-0125936.75084166391
2020-02-0122164.53013994084
2020-03-0120233.944573994253
2020-04-0121594.726564661254
2020-05-0125554.24407380331
2020-06-0126737.250614572647
2020-07-0126746.949022130517
2020-08-0127681.069933043116
2020-09-0127390.339018852635
2020-10-0124680.787390693124
2020-11-0128132.32129565217
2020-12-0131881.97057674295
2021-01-0133314.590619741524
2021-02-0137587.60226791261
2021-03-0135799.21493062958
2021-04-0137337.49450099799
2021-05-0136286.3361388387
2021-06-0136405.980160067986
2021-07-0139721.82980229167
2021-08-0138585.212830127624
2021-09-0134506.181628255414
2021-10-0135361.43658399659
2021-11-0137764.551484306365
2021-12-0140195.079631942484
2022-01-0138223.02501298982
2022-02-0143191.15969495263
2022-03-0150595.36271527871
2022-04-0146704.72750646909
2022-05-0148369.2462119284
2022-06-0144176.60298521116
2022-07-0143243.836998883846
2022-08-0145378.62273268371
2022-09-0146785.64429123059
2022-10-0142675.33179053899
2022-11-0153177.18257817804
2022-12-0152817.53001920256
2023-01-0158078.73169222704
2023-02-0151944.08809026208
2023-03-0154109.77643252537
2023-04-0149427.098049080734
2023-05-0146731.65140716664
2023-06-0149469.378581421006
2023-07-0151298.054638133086
2023-08-0148074.089046824076
2023-09-0150857.36480201011
2023-10-0150824.75808694484
2023-11-0152259.50273038205
2023-12-0158465.86143326431
2024-01-0152824.70546373954
2024-02-0149335.66645937059
2024-03-0150695.582872081104
2024-04-0149536.82726826302
2024-05-0151720.638648990185
2024-06-0150428.178300206535
2024-07-0147798.692633021754
2024-08-0146417.099885974865
2024-09-0154545.57772041685
2024-10-0150748.84788377255
2024-11-0149050.93065614006
2024-12-0146032.411960025056
2025-01-0147128.98365656031
2025-02-0145879.128431850615
2025-03-0144476.02410536248
2025-04-0142683.50805958816
2025-05-0143537.65891162916
2025-06-0142021.842564648476
2025-07-0145883.569436934165
2025-08-0149637.02283478256
2025-09-0150483.85070058946
2025-10-0153237.96238030987
2025-11-0150803.52437769986
2025-12-0155549.44896864665
2026-01-0162336.36703652912
2026-02-0174656.09874670705
2026-03-0166442.9442732551
2026-04-0172147.88989553311
Annual Return Matrix
YearAnnual Return
20170.2218407119995267
20180.15016710047335002
20190.171133600383357
20200.1482773588279509
20210.26074640007552485
20220.3140297395313325
20230.10694046866652451
2024-0.21266169980974936
20250.2067464337277456
20260.298804780876494
Total Factor Risk
0.38598194558629667
VTI.US Exposure
-0.07599704161047759
VEA.US Exposure
0.06834677794580837
VWO.US Exposure
0.10125705584441924
QQQ.US Exposure
-0.018023536573207936
VTV.US Exposure
-0.001714121751807885
IJR.US Exposure
0.02364550052763944
QUAL.US Exposure
0.1532370393254726
SHV.US Exposure
0.4553070358320534
TLT.US Exposure
0.04692501587038672
LQD.US Exposure
-0.017453680053156707
HYG.US Exposure
-0.00995937895836328
GLD.US Exposure
0.015600004183984684
USO.US Exposure
-0.0010701067669510156
VNQ.US Exposure
0.016737391733212984
BTC-USD.CC Exposure
-0.0017044564428735634
CPER.US Exposure
0.06113748347379216
VIX.INDX Exposure
0.016631707864487217
UUP.US Exposure
0.004103933174084931
TIP.US Exposure
-0.0027392740021506433
Idiosyncratic Exposure
0.16573265038364673
Value Score
42.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
57.5
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
38.6%

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 →18.3x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.79%
Market Cap$141.3B
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
$13
Avg Yield on Cost
0.13%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$13.480.13%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 →
+7.1%
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 →
+29.8%
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 →
3.4% 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 →
0.80
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is BHP Group Limited a high-risk investment?

BHP Group Limited (BHP.LSE) has an annualized volatility of 38.6% and experienced a maximum drawdown of 34.2% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BHP.LSE has generated a Compound Annual Growth Rate (CAGR) of 21.4%. 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.

Run a Full Backtest on BHP Group Limited

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest