BHP Group Limited

10-Year Study

BHPLF.US · Basic Materials · US · Common Stock

Executive Summary: BHP Group Limited has compounded at 22.0% annually over the last 10 years, with a maximum drawdown of 32.4% and an annualized volatility of 42.8%.

1Y CAGR
+68.5%
3Y CAGR
+22.5%
5Y CAGR
+11.9%
10Y CAGR
+22.0%

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 →
32.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.74
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.46
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
31.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +37.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -23.4%
% 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.
202610.013.2-6.59.7————————27.8%
20250.5-0.45.4-8.913.0-11.914.511.1-2.26.5-5.014.037.0%
2024-10.1-6.63.8-2.72.7-3.62.4-4.717.9-9.60.4-12.7-23.4%
202316.2-13.110.5-8.8-7.412.12.5-9.28.1-5.99.516.027.0%
20226.19.715.6-13.8-4.2-10.7-4.54.2-2.4-5.731.2-4.414.0%
202111.94.5-3.66.53.2-4.211.9-18.6-11.84.40.011.310.9%
2020-3.2-18.3-6.98.815.14.07.75.1-3.1-8.418.911.527.7%
201911.44.55.0-1.2-4.113.8-5.1-14.410.5-1.95.03.025.6%
20186.2-0.1-5.73.14.51.77.3-5.85.4-7.5-4.410.013.5%
201714.4-7.4-0.6-2.2-1.00.817.4-0.1-0.00.71.911.137.3%
2016———20.9-14.54.72.63.017.31.14.4-2.537.9%

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 42.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 50.8% of variance. Idiosyncratic stock-specific factors contribute 18.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0112088.290015222416
2016-05-0110334.70523012159
2016-06-0110822.762210821069
2016-07-0111108.605363552648
2016-08-0111436.357144199506
2016-09-0113414.895416361278
2016-10-0113556.595440792316
2016-11-0114147.826577211477
2016-12-0113792.260998665688
2017-01-0115778.128582435962
2017-02-0114605.626656142525
2017-03-0114522.185262445735
2017-04-0114207.024863280149
2017-05-0114058.371389374375
2017-06-0114164.176580030444
2017-07-0116625.885625152692
2017-08-0116613.858036872076
2017-09-0116609.53562233373
2017-10-0116732.630471143188
2017-11-0117048.730525643194
2017-12-0118938.001541034744
2018-01-0120105.24139745541
2018-02-0120084.756911164986
2018-03-0118931.611884760667
2018-04-0119526.97750465129
2018-05-0120411.56903647742
2018-06-0120751.724267538662
2018-07-0122274.153840371353
2018-08-0120972.91913326192
2018-09-0122100.505534569915
2018-10-0120442.95352464716
2018-11-0119538.629230798142
2018-12-0121497.810603070793
2019-01-0123949.93516378192
2019-02-0125018.323279021253
2019-03-0126279.340737817365
2019-04-0125966.247580387513
2019-05-0124910.63877769634
2019-06-0128344.89109394674
2019-07-0126890.492567326302
2019-08-0123018.360865234634
2019-09-0125445.86645618387
2019-10-0124952.359474544737
2019-11-0126209.054518802503
2019-12-0126993.102929845332
2020-01-0126117.720020296554
2020-02-0121344.082990359133
2020-03-0119860.93101050534
2020-04-0121598.917517054742
2020-05-0124863.84394204206
2020-06-0125869.838943075676
2020-07-0127855.330664712183
2020-08-0129272.89470222322
2020-09-0128375.899719982706
2020-10-0126004.397586965097
2020-11-0130918.231192798474
2020-12-0134461.671458908866
2021-01-0138561.0118208641
2021-02-0140283.77591099584
2021-03-0138840.841179455376
2021-04-0141374.33989212756
2021-05-0142689.293567119574
2021-06-0140909.586363721784
2021-07-0145795.042378455575
2021-08-0137296.42367179718
2021-09-0132894.326361090745
2021-10-0134344.96626637349
2021-11-0134344.96626637349
2021-12-0138225.742797541854
2022-01-0140556.65182011238
2022-02-0144477.08180639341
2022-03-0151410.23472590253
2022-04-0144318.65591700964
2022-05-0142456.634906316365
2022-06-0137900.622051831386
2022-07-0136210.370036270695
2022-08-0137742.19616244761
2022-09-0136848.58393941102
2022-10-0134732.10426415591
2022-11-0145585.87510101294
2022-12-0143574.26096107947
2023-01-0150653.81218169175
2023-02-0144005.562759579785
2023-03-0148626.223901073085
2023-04-0144357.933509988536
2023-05-0141063.8777696341
2023-06-0146013.98207137622
2023-07-0147178.40296179361
2023-08-0142837.57117889157
2023-09-0146298.88556877337
2023-10-0143557.91095826051
2023-11-0147700.85132773299
2023-12-0155323.52333164195
2024-01-0149737.836161695894
2024-02-0146443.59249027456
2024-03-0148209.768656856664
2024-04-0146926.199470034386
2024-05-0148196.80141324162
2024-06-0146476.66835804626
2024-07-0147581.13923812745
2024-08-0145356.035406213
2024-09-0153469.20749469094
2024-10-0148326.84971152581
2024-11-0148536.5807821691
2024-12-0142387.28834263592
2025-01-0142597.20734434609
2025-02-0142422.24352107647
2025-03-0144721.768055477245
2025-04-0140732.931160850196
2025-05-0146009.659656837866
2025-06-0140512.488019394485
2025-07-0146387.02523914228
2025-08-0151516.039916558606
2025-09-0150365.52592509067
2025-10-0153616.73338219541
2025-11-0150929.319125744674
2025-12-0158070.69966736201
2026-01-0163896.56274078668
2026-02-0172353.46075059667
2026-03-0167655.18407848002
2026-04-0174232.77141944334
Annual Return Matrix
YearAnnual Return
20170.37308897669982266
20180.13516785583153879
20190.25562102244912244
20200.2766843274177939
20210.10922486284860455
20220.13991927356037026
20230.2696376739712676
2024-0.2338288346434224
20250.3700027045360832
20260.2783171521035599
Total Factor Risk
0.4280562797405281
VTI.US Exposure
-0.021173087495925162
VEA.US Exposure
0.18722185092928637
VWO.US Exposure
0.031378974022838846
QQQ.US Exposure
-0.012032519868379415
VTV.US Exposure
0.005008899714901312
IJR.US Exposure
-0.02358460060084927
QUAL.US Exposure
0.02604671127141497
SHV.US Exposure
0.5075885981599159
TLT.US Exposure
0.02073320400653303
LQD.US Exposure
0.008779475101378765
HYG.US Exposure
0.003235068653849909
GLD.US Exposure
0.02527706372968684
USO.US Exposure
-0.0016904511329586794
VNQ.US Exposure
0.02342012266580303
BTC-USD.CC Exposure
0.00045955220993019536
CPER.US Exposure
0.07853707514100122
VIX.INDX Exposure
-0.020030339679090372
UUP.US Exposure
-0.017752917150620204
TIP.US Exposure
-0.00740920082007217
Idiosyncratic Exposure
0.18598652114135494
Value Score
42.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
44.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
42.8%

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 →18.0x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.69%
Market Cap$190.1B
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
$3,332
Avg Yield on Cost
33.32%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$3,332.0233.32%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 →
+9.0%
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 →
+32.1%
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 →
0.3% 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 (BHPLF.US) has an annualized volatility of 42.8% and experienced a maximum drawdown of 32.4% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BHPLF.US has generated a Compound Annual Growth Rate (CAGR) of 22.0%. 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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