BHP Group Limited

10-Year Study

BHP.US · Basic Materials · US · Common Stock

Executive Summary: BHP Group Limited has compounded at 19.8% annually over the last 10 years, with a maximum drawdown of 32.9% and an annualized volatility of 31.7%.

1Y CAGR
+73.5%
3Y CAGR
+18.4%
5Y CAGR
+10.9%
10Y CAGR
+19.8%

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 →
32.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.69
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.38
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
29.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +33.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -24.6%
% 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.
202613.818.7-10.89.3————————31.6%
20250.7-1.42.1-2.03.0-1.85.410.12.12.3-4.110.328.9%
2024-10.4-6.33.1-4.47.9-4.1-2.7-0.715.9-10.7-5.1-7.3-24.6%
202313.1-13.17.0-6.9-7.08.75.0-8.21.70.36.812.116.5%
20225.411.414.0-13.35.5-10.9-2.0-0.3-2.6-4.431.3-1.228.7%
20212.213.7-6.34.91.9-1.77.9-15.8-13.82.52.57.40.9%
2020-6.6-15.3-12.810.915.85.66.34.2-4.2-7.016.017.125.4%
201910.53.35.5-3.1-2.011.9-5.5-10.53.6-1.05.46.224.5%
20186.6-5.1-2.15.26.50.54.5-8.16.6-7.3-3.98.910.5%
201715.4-8.4-1.9-2.0-1.41.417.14.4-5.01.11.410.733.9%
2016———21.0-13.95.94.01.915.51.17.2-4.739.4%

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 31.7%. The dominant macroeconomic risk driver is VEA.US, accounting for 19.3% of variance. Idiosyncratic stock-specific factors contribute 25.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0112100.373639973994
2016-05-0110413.118914642457
2016-06-0111027.079106710638
2016-07-0111463.305734629454
2016-08-0111686.70640671142
2016-09-0113498.194465115186
2016-10-0113642.32393097452
2016-11-0114624.049254678333
2016-12-0113938.415985837713
2017-01-0116084.848389901541
2017-02-0114733.086328850179
2017-03-0114451.17222687858
2017-04-0114164.714913483156
2017-05-0113961.758692808413
2017-06-0114160.720020679444
2017-07-0116575.90687983206
2017-08-0117307.990568919737
2017-09-0116443.21377376374
2017-10-0116625.725543031265
2017-11-0116857.037669489204
2017-12-0118658.342667805082
2018-01-0119887.673014107455
2018-02-0118865.293781283537
2018-03-0118467.292794310022
2018-04-0119431.550253401536
2018-05-0120690.9597925789
2018-06-0120786.6022261736
2018-07-0121721.79879839891
2018-08-0119967.72753264454
2018-09-0121287.530451266226
2018-10-0119724.27406531258
2018-11-0118946.914924449527
2018-12-0120625.47488309064
2019-01-0122800.184861706213
2019-02-0123561.877756280206
2019-03-0124863.11617304936
2019-04-0124080.82216460525
2019-05-0123607.936520370036
2019-06-0126427.54752747468
2019-07-0124981.3180013003
2019-08-0122357.2217478831
2019-09-0123173.119854617235
2019-10-0122952.5391068673
2019-11-0124182.104446864014
2019-12-0125674.39273712822
2020-01-0123984.94473731622
2020-02-0120324.526291877835
2020-03-0117720.247840016295
2020-04-0119647.274464801863
2020-05-0122748.01626156365
2020-06-0124018.235510680464
2020-07-0125520.236873643895
2020-08-0126592.434769667016
2020-09-0125470.574872907582
2020-10-0123697.31245544911
2020-11-0127480.240946867925
2020-12-0132184.188057620453
2021-01-0132893.47735835755
2021-02-0137390.63001809452
2021-03-0135051.65944713817
2021-04-0136753.9537689072
2021-05-0137435.9054698699
2021-06-0136789.35948552047
2021-07-0139683.776818655366
2021-08-0133409.99349850779
2021-09-0128796.440628843127
2021-10-0129506.669904357568
2021-11-0130233.03541354974
2021-12-0132471.350352098885
2022-01-0134220.01676288353
2022-02-0138135.32503544488
2022-03-0143457.07056860642
2022-04-0137679.59393089619
2022-05-0139749.81004676375
2022-06-0135428.19767669568
2022-07-0134709.273634490804
2022-08-0134614.72783813634
2022-09-0133705.38057228798
2022-10-0132210.037363997402
2022-11-0142300.118280159484
2022-12-0141794.9601685688
2023-01-0147250.80876996468
2023-02-0141067.4980221364
2023-03-0143961.9153552713
2023-04-0140932.14165419895
2023-05-0138061.928671580645
2023-06-0141368.91660073789
2023-07-0143434.981161338845
2023-08-0139857.59382123247
2023-09-0140543.54041499886
2023-10-0140671.84697210625
2023-11-0143451.74404486813
2023-12-0148690.771797623434
2024-01-0143637.07573846768
2024-02-0140871.43494982885
2024-03-0142157.555438929056
2024-04-0140308.70338312589
2024-05-0143502.1893579189
2024-06-0141719.13553652978
2024-07-0140579.10279407502
2024-08-0140286.84896955265
2024-09-0146674.369237758794
2024-10-0141677.07166524365
2024-11-0139565.41832794153
2024-12-0136694.735357934565
2025-01-0136935.212238471606
2025-02-0136431.69908274128
2025-03-0137210.85984192757
2025-04-0136451.98687168561
2025-05-0137555.83058521263
2025-06-0136865.889098642525
2025-07-0138843.75269263609
2025-08-0142753.421116533376
2025-09-0143669.66153074893
2025-10-0144687.96753953769
2025-11-0142870.68297000697
2025-12-0147288.564423521304
2026-01-0153837.05537234752
2026-02-0163894.78548992268
2026-03-0156978.137753303614
2026-04-0162249.829629571606
Annual Return Matrix
YearAnnual Return
20170.33862719313034595
20180.10542909680182033
20190.24479038095635963
20200.25355206594928714
20210.008922465092619847
20220.2871334180861149
20230.16499146311522273
2024-0.24637186877112494
20250.28870160698123204
20260.31638230909392084
Total Factor Risk
0.3173111443410287
VTI.US Exposure
-0.12410785943313027
VEA.US Exposure
0.1930531097163777
VWO.US Exposure
0.1664123512161411
QQQ.US Exposure
-0.04785645009578058
VTV.US Exposure
0.008449546209376409
IJR.US Exposure
0.055527830475896774
QUAL.US Exposure
0.19103974842368193
SHV.US Exposure
0.12097519752832943
TLT.US Exposure
0.09419574703436219
LQD.US Exposure
-0.045499367424436166
HYG.US Exposure
-0.0296780188029832
GLD.US Exposure
0.007432959900501605
USO.US Exposure
-0.002471633543031209
VNQ.US Exposure
-0.011918974443483563
BTC-USD.CC Exposure
-0.004584527663947352
CPER.US Exposure
0.15339180855488654
VIX.INDX Exposure
0.03428589409856808
UUP.US Exposure
-0.009519748496278615
TIP.US Exposure
-0.002686268550396352
Idiosyncratic Exposure
0.25355865529534555
Value Score
42.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
21.7
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
31.7%

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 →18.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.81%
Market Cap$186.7B
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
$1,144
Avg Yield on Cost
11.44%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$1,143.6411.44%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 →
+7.7%
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 →
+31.0%
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 →
2.7% 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.US) has an annualized volatility of 31.7% and experienced a maximum drawdown of 32.9% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, BHP.US has generated a Compound Annual Growth Rate (CAGR) of 19.8%. 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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