Berkeley Group Holdings PLC ADR

10-Year Study

BKGFY.US · Consumer Cyclical · US · Common Stock

Executive Summary: Berkeley Group Holdings PLC ADR has compounded at 2.9% annually over the last 10 years, with a maximum drawdown of 45.1% and an annualized volatility of 35.9%.

1Y CAGR
-22.1%
3Y CAGR
-0.6%
5Y CAGR
-6.0%
10Y CAGR
+2.9%

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 →
45.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.14
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.20
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
32.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +66.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -29.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20264.83.1-22.20.8————————-15.4%
2025-2.5-4.70.722.22.9-8.3-10.42.46.02.8-6.39.310.5%
20242.3-3.93.1-1.813.0-13.113.30.4-3.6-9.5-6.8-6.6-15.6%
202312.4-0.54.07.7-12.92.512.1-6.7-2.6-2.319.81.835.9%
2022-12.9-7.2-5.84.03.3-14.614.0-17.1-13.58.613.60.0-29.4%
2021-11.3-1.58.34.63.6-4.36.1-1.4-11.51.5-5.114.1-0.0%
20206.8-11.3-16.120.9-4.01.713.67.0-10.5-4.017.75.020.9%
201911.45.1-3.6-2.1-1.2-1.8-0.60.19.811.52.09.445.5%
20181.3-5.83.43.10.8-13.2-0.9-0.71.0-11.91.33.3-18.4%
20170.73.215.83.9-1.0-0.28.25.10.510.2-1.08.166.3%
2016———-6.712.9-36.112.62.5-4.2-13.94.216.4-22.4%

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 35.9%. The dominant macroeconomic risk driver is SHV.US, accounting for 21.7% of variance. Idiosyncratic stock-specific factors contribute 16.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019332.07032434071
2016-05-0110537.435586541376
2016-06-016729.463473779934
2016-07-017576.841467111246
2016-08-017766.2928160048505
2016-09-017437.556835404668
2016-10-016400.727493179752
2016-11-016668.081236738407
2016-12-017758.411639890875
2017-01-017809.0330403152475
2017-02-018056.986965747196
2017-03-019333.585935131858
2017-04-019698.090330403153
2017-05-019601.091239769628
2017-06-019578.357077902394
2017-07-0110363.44346771749
2017-08-0110888.147923613216
2017-09-0110941.34586238254
2017-10-0112061.0791148833
2017-11-0111934.677174901486
2017-12-0112899.969687784176
2018-01-0113065.1712640194
2018-02-0112301.30342528039
2018-03-0112722.340103061533
2018-04-0113110.79114883298
2018-05-0113220.976053349501
2018-06-0111479.993937556836
2018-07-0111375.871476204911
2018-08-0111299.181570172777
2018-09-0111416.641406486813
2018-10-0110054.107305244013
2018-11-0110186.571688390422
2018-12-0110527.58411639891
2019-01-0111730.069718096393
2019-02-0112330.706274628676
2019-03-0111880.721430736587
2019-04-0111634.131555016671
2019-05-0111488.7844801455
2019-06-0111282.509851470144
2019-07-0111211.882388602608
2019-08-0111219.005759321008
2019-09-0112316.307972112763
2019-10-0113730.069718096394
2019-11-0114005.304637769023
2019-12-0115316.762655350107
2020-01-0116353.591997575024
2020-02-0114503.485904819641
2020-03-0112172.779630190966
2020-04-0114712.64019399818
2020-05-0114117.005153076689
2020-06-0114350.40921491361
2020-07-0116301.151864201272
2020-08-0117434.980297059716
2020-09-0115611.852076386785
2020-10-0114982.722036980904
2020-11-0117631.858138829946
2020-12-0118513.792058199455
2021-01-0116429.675659290693
2021-02-0116184.60139436193
2021-03-0117526.37162776599
2021-04-0118332.828129736285
2021-05-0118984.995453167627
2021-06-0118165.201576235224
2021-07-0119277.20521370112
2021-08-0119010.76083661716
2021-09-0116829.34222491664
2021-10-0117081.085177326462
2021-11-0116216.883904213397
2021-12-0118506.062443164596
2022-01-0116116.853591997575
2022-02-0114957.86602000606
2022-03-0114090.93664746893
2022-04-0114657.471961200363
2022-05-0115146.711124583207
2022-06-0112940.588056986966
2022-07-0114756.138223704154
2022-08-0112236.283722340102
2022-09-0110589.117914519553
2022-10-0111498.332828129736
2022-11-0113057.744771142772
2022-12-0113057.744771142772
2023-01-0114681.87329493786
2023-02-0114615.641103364656
2023-03-0115194.60442558351
2023-04-0116365.716883904213
2023-05-0114247.34768111549
2023-06-0114603.06153379812
2023-07-0116372.991815701727
2023-08-0115282.50985147014
2023-09-0114887.541679296759
2023-10-0114544.558957259776
2023-11-0117429.675659290693
2023-12-0117748.863291906637
2024-01-0118157.168839042133
2024-02-0117441.497423461653
2024-03-0117978.326765686572
2024-04-0117655.350106092756
2024-05-0119955.59260381934
2024-06-0117347.2264322522
2024-07-0119654.743861776296
2024-08-0119730.06971809639
2024-09-0119023.03728402546
2024-10-0117217.187026371626
2024-11-0116045.316762655351
2024-12-0114978.629887844801
2025-01-0114603.06153379812
2025-02-0113911.943013034253
2025-03-0114004.243710215218
2025-04-0117111.245832070323
2025-05-0117611.39739314944
2025-06-0116156.41103364656
2025-07-0114474.083055471356
2025-08-0114822.673537435587
2025-09-0115716.883904213397
2025-10-0116156.41103364656
2025-11-0115140.951803576843
2025-12-0116550.469839345256
2026-01-0117338.58745074265
2026-02-0117869.051227644737
2026-03-0113898.150954834799
2026-04-0114004.243710215218
Annual Return Matrix
YearAnnual Return
20170.6627075600703263
2018-0.18390629038701034
20190.4549171477519758
20200.2087274886206214
2021-0.0004175057714033148
2022-0.29440718082274797
20230.35925947420347026
2024-0.15607948286609685
20250.10493883374313207
2026-0.15384615384615385
Total Factor Risk
0.35908804671635525
VTI.US Exposure
-0.10410213531699634
VEA.US Exposure
0.11709858028459752
VWO.US Exposure
-0.0018880923457725944
QQQ.US Exposure
0.029767913045870217
VTV.US Exposure
0.0857650885766556
IJR.US Exposure
0.014401795485059357
QUAL.US Exposure
0.10675575218086053
SHV.US Exposure
0.21742427044636206
TLT.US Exposure
-0.0530867956098225
LQD.US Exposure
0.05543928993875316
HYG.US Exposure
0.17539867448864582
GLD.US Exposure
0.04432210774050439
USO.US Exposure
0.050910128982329425
VNQ.US Exposure
0.06884790937619312
BTC-USD.CC Exposure
0.010071879725904662
CPER.US Exposure
-0.021978393631341703
VIX.INDX Exposure
-0.003118309370921264
UUP.US Exposure
0.004532588987522002
TIP.US Exposure
0.03528592356031785
Idiosyncratic Exposure
0.16815182345527865
Value Score
46.6
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
35.9%

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 →8.5x
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$3.9B
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
$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 →
-11.3%
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 →
-10.4%
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 →
24.8% 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 →
1.25
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Berkeley Group Holdings PLC ADR a high-risk investment?

Berkeley Group Holdings PLC ADR (BKGFY.US) has an annualized volatility of 35.9% and experienced a maximum drawdown of 45.1% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BKGFY.US has generated a Compound Annual Growth Rate (CAGR) of 2.9%. It has had a positive return in 50% 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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