The Berkeley Group Holdings plc

10-Year Study

BKG.LSE · Consumer Cyclical · GB · Common Stock

Executive Summary: The Berkeley Group Holdings plc has compounded at 3.6% annually over the last 10 years, with a maximum drawdown of 33.5% and an annualized volatility of 32.1%.

1Y CAGR
-20.3%
3Y CAGR
-3.3%
5Y CAGR
-3.4%
10Y CAGR
+3.6%

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 →
33.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.11
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.16
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
26.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +56.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -20.6%
% 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.
20265.55.0-20.5-0.3————————-12.2%
2025-0.5-7.30.516.41.2-8.5-5.4-1.46.65.0-6.83.91.0%
20242.4-3.33.2-0.911.2-11.810.7-1.9-5.3-6.2-6.3-6.0-15.6%
20239.91.21.76.0-11.7-0.110.8-5.21.1-1.714.91.128.2%
2022-12.1-7.2-4.09.12.9-11.313.8-13.3-9.85.39.8-1.0-20.6%
2021-11.7-3.29.84.21.1-1.85.4-0.4-2.1-0.2-1.611.59.3%
20207.8-9.3-21.715.7-2.11.76.94.8-7.3-4.014.02.62.9%
20197.95.2-6.61.8-6.96.73.91.56.75.34.26.040.4%
2018-5.5-2.8-0.27.54.3-10.9-1.4-1.51.0-4.8-7.98.1-14.9%
2017-0.35.112.11.6-0.1-0.98.38.5-0.60.62.010.056.0%
2016———-6.99.3-23.06.33.6-3.4-8.65.013.4-9.3%

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 32.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 38.7% of variance. Idiosyncratic stock-specific factors contribute 20.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019307.023155902234
2016-05-0110177.128621757176
2016-06-017840.273555247325
2016-07-018337.476859898545
2016-08-018634.30092050212
2016-09-018337.011932061987
2016-10-017622.872621998821
2016-11-018004.177751007411
2016-12-019073.771102446277
2017-01-019047.92001481339
2017-02-019513.241707436693
2017-03-0110665.764816655772
2017-04-0110835.379290794255
2017-05-0110828.727734493801
2017-06-0110732.280379660326
2017-07-0111626.914067502192
2017-08-0112619.238443127164
2017-09-0112538.280926997573
2017-10-0112619.238443127164
2017-11-0112872.230681032135
2017-12-0114157.429557404354
2018-01-0113378.214310749561
2018-02-0113000.413273888567
2018-03-0112972.501104891064
2018-04-0113941.415792832895
2018-05-0114537.14403248623
2018-06-0112958.805828409817
2018-07-0112780.772310708693
2018-08-0112585.76660021879
2018-09-0112710.138392391225
2018-10-0112095.187353861316
2018-11-0111145.122761043549
2018-12-0112044.426033471336
2019-01-0112993.02392491572
2019-02-0113675.045140093249
2019-03-0112771.45387080345
2019-04-0113003.410133573896
2019-05-0112103.280651805982
2019-06-0112916.859099832867
2019-07-0113425.7786705746
2019-08-0113631.57459889821
2019-09-0114543.362389419412
2019-10-0115315.945539901577
2019-11-0115959.765255016302
2019-12-0116909.83407829664
2020-01-0118235.75454128523
2020-02-0116544.42322021373
2020-03-0112955.83477454617
2020-04-0114991.495712616555
2020-05-0114676.111766621287
2020-06-0114926.985388870677
2020-07-0115962.735462787434
2020-08-0116725.23276745397
2020-09-0115510.919944968453
2020-10-0114883.58591944683
2020-11-0116963.692943381142
2020-12-0117396.589832582406
2021-01-0115367.843585584395
2021-02-0114868.911713926645
2021-03-0116318.856648110592
2021-04-0117009.990702712406
2021-05-0117201.155576234058
2021-06-0116892.350845629277
2021-07-0117811.41249349514
2021-08-0117745.240021005095
2021-09-0117374.835947949578
2021-10-0117346.95339219007
2021-11-0117064.144007991854
2021-12-0119019.908429945466
2022-01-0116721.586531763987
2022-02-0115518.651961409552
2022-03-0114897.268504540367
2022-04-0116251.566064363018
2022-05-0116729.552915831522
2022-06-0114833.53700895382
2022-07-0116880.915905299742
2022-08-0114637.2799276354
2022-09-0113203.587584556899
2022-10-0113900.410342178004
2022-11-0115262.01771827717
2022-12-0115109.837826486479
2023-01-0116599.596490019052
2023-02-0116803.837723347802
2023-03-0117096.697840522305
2023-04-0118115.085673001235
2023-05-0115992.764978301746
2023-06-0115980.544441072765
2023-07-0117703.656689163
2023-08-0116780.294776093677
2023-09-0116970.369459410766
2023-10-0116676.99322580259
2023-11-0119156.22916364982
2023-12-0119371.096049818265
2024-01-0119838.018972524715
2024-02-0119185.153259294315
2024-03-0119802.119690193074
2024-04-0119618.997772111496
2024-05-0121808.135238750598
2024-06-0119231.913408184602
2024-07-0121294.271949448343
2024-08-0120891.860619626546
2024-09-0119784.54169516412
2024-10-0118552.19948729332
2024-11-0117386.923648653825
2024-12-0116347.396617753635
2025-01-0116271.947163891547
2025-02-0115089.904732944224
2025-03-0115161.977854628361
2025-04-0117641.028921261233
2025-05-0117852.552049813527
2025-06-0116329.58552423702
2025-07-0115441.188384317387
2025-08-0115229.665255765094
2025-09-0116228.054422531919
2025-10-0117040.303236172724
2025-11-0115889.61741684825
2025-12-0116515.72587736304
2026-01-0117429.505792708944
2026-02-0118292.5201572023
2026-03-0114535.869394113573
2026-04-0114493.564768403116
Annual Return Matrix
YearAnnual Return
20170.5602586176752384
2018-0.14925050591743283
20190.40395515994738007
20200.02878536548803301
20210.09331246025716577
2022-0.2055777827669698
20230.2820187928067701
2024-0.15609335807784597
20250.010297007134860259
2026-0.12243852459016391
Total Factor Risk
0.3213441337968799
VTI.US Exposure
-0.05740693667858611
VEA.US Exposure
0.18663293409501389
VWO.US Exposure
-0.0272851143820854
QQQ.US Exposure
-0.019051774297270663
VTV.US Exposure
0.0030417554821122036
IJR.US Exposure
0.01111090547246516
QUAL.US Exposure
0.059638385041439985
SHV.US Exposure
0.3866947660721727
TLT.US Exposure
-0.040635158242362135
LQD.US Exposure
0.10592059274466213
HYG.US Exposure
0.0984258827515919
GLD.US Exposure
0.021051670889911635
USO.US Exposure
0.03982115274245466
VNQ.US Exposure
0.03588554024634819
BTC-USD.CC Exposure
0.00300113558056312
CPER.US Exposure
-0.00806607347299656
VIX.INDX Exposure
-0.005474229326883479
UUP.US Exposure
-0.016314263295693323
TIP.US Exposure
0.02152571381778623
Idiosyncratic Exposure
0.2014831147593559
Value Score
46.5
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
32.1%

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 →8.6x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$3.0B
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
$0
Avg Yield on Cost
0.00%

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 →
-11.1%
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 →
-10.5%
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 →
22.7% 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 →
1.25
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is The Berkeley Group Holdings plc a high-risk investment?

The Berkeley Group Holdings plc (BKG.LSE) has an annualized volatility of 32.1% and experienced a maximum drawdown of 33.5% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BKG.LSE has generated a Compound Annual Growth Rate (CAGR) of 3.6%. 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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