Booking Holdings Inc

10-Year Study

BKNG.US · Consumer Cyclical · US · Common Stock

Executive Summary: Booking Holdings Inc has compounded at -17.5% annually over the last 10 years, with a maximum drawdown of 97.1% and an annualized volatility of 375.2%.

1Y CAGR
-97.5%
3Y CAGR
-58.9%
5Y CAGR
-40.3%
10Y CAGR
-17.5%

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 →
97.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.08
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.07
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
41.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +76.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -96.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-6.6-15.2-96.09.6————————-96.6%
2025-4.65.9-8.010.78.25.1-4.91.7-3.4-6.0-3.29.28.6%
2024-1.1-1.14.9-4.89.45.1-6.25.28.011.011.2-4.341.3%
202320.83.75.11.3-6.67.610.04.5-0.7-9.512.013.576.0%
20222.4-11.68.1-5.91.5-22.010.7-3.1-12.413.811.2-3.1-16.0%
2021-12.719.80.15.8-4.2-7.3-0.45.63.22.0-13.214.17.7%
2020-10.9-7.4-20.710.110.7-2.94.414.9-10.5-5.225.09.88.4%
20196.4-7.42.86.3-10.713.20.64.2-0.24.4-7.17.919.2%
201810.06.42.34.7-3.2-3.90.1-3.81.7-5.50.9-9.0-0.9%
20177.49.53.23.81.6-0.48.4-8.7-1.14.4-9.0-0.118.5%
2016———4.2-5.9-1.38.24.93.90.22.0-2.513.7%

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 375.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 86.2% of variance. Idiosyncratic stock-specific factors contribute 8.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110424.37333663037
2016-05-019808.916323558076
2016-06-019685.405904768993
2016-07-0110479.845274689784
2016-08-0110991.26421453628
2016-09-0111416.103562757175
2016-10-0111437.360314799897
2016-11-0111665.840041482128
2016-12-0111373.977218893291
2017-01-0112220.162011176708
2017-02-0113376.133330725981
2017-03-0113809.350636898276
2017-04-0114327.985265517791
2017-05-0114562.825932133572
2017-06-0114511.854830214077
2017-07-0115737.49448828931
2017-08-0114368.794003006442
2017-09-0114203.854286455036
2017-10-0114833.354728338109
2017-11-0113497.005382709847
2017-12-0113481.722410379109
2018-01-0114834.052562953355
2018-02-0115780.474792478964
2018-03-0116140.066209917482
2018-04-0116897.34371816376
2018-05-0116361.407522168272
2018-06-0115726.555437874267
2018-07-0115739.20083191348
2018-08-0115140.501311771373
2018-09-0115392.254808514179
2018-10-0114543.353586570287
2018-11-0114677.569655722304
2018-12-0113362.866587899405
2019-01-0114219.294173009996
2019-02-0113165.963680428647
2019-03-0113537.348108607983
2019-04-0114391.369938451775
2019-05-0112849.274504324523
2019-06-0114544.362095579212
2019-07-0114636.684432405767
2019-08-0115255.788321292202
2019-09-0115226.306582953846
2019-10-0115894.75250447718
2019-11-0114771.831736225138
2019-12-0115933.2335495543
2020-01-0114201.759994095608
2020-02-0113155.25724155202
2020-03-0110437.251342208001
2020-04-0111486.547010239954
2020-05-0112718.93634549768
2020-06-0112353.681034227171
2020-07-0112895.124998344121
2020-08-0114821.639780452555
2020-09-0113271.786160133883
2020-10-0112587.667740517176
2020-11-0115737.106539554054
2020-12-0117279.589922416562
2021-01-0115084.486876293555
2021-02-0118065.029985598587
2021-03-0118075.349264253648
2021-04-0119132.325055621754
2021-05-0118321.360015795504
2021-06-0116975.624991720604
2021-07-0116899.3615246953
2021-08-0117841.282918080993
2021-09-0118416.942068214634
2021-10-0118780.878196082536
2021-11-0116306.558509923601
2021-12-0118613.68884997486
2022-01-0119055.12956541541
2022-02-0116852.734344691504
2022-03-0118219.727697836508
2022-04-0117148.012220069755
2022-05-0117405.97210806296
2022-06-0113569.001413647342
2022-07-0115017.455327545433
2022-08-0114552.896179241146
2022-09-0112748.340020980771
2022-10-0114503.786758142665
2022-11-0116132.774035316581
2022-12-0115634.93093566296
2023-01-0118884.218434693088
2023-02-0119581.678505936874
2023-03-0120577.907991176216
2023-04-0120840.912001241435
2023-05-0119463.521306586106
2023-06-0120949.681945118184
2023-07-0123048.03909261629
2023-08-0124089.422025773674
2023-09-0123925.87876696645
2023-10-0121641.94492263419
2023-11-0124249.783631843588
2023-12-0127520.017208522757
2024-01-0127211.628716028463
2024-02-0126911.853158565053
2024-03-0128217.817917680426
2024-04-0126850.048667064915
2024-05-0129372.625391023936
2024-06-0130883.655751324226
2024-07-0128962.032119632033
2024-08-0130476.162127245923
2024-09-0132913.62904909664
2024-10-0136540.35360738705
2024-11-0140648.42319340475
2024-12-0138887.725743584175
2025-01-0137080.79063952244
2025-02-0139260.210936874115
2025-03-0136132.061218941235
2025-04-0139993.72264251754
2025-05-0143285.04659485094
2025-06-0145483.47638023013
2025-07-0143242.94311788406
2025-08-0143989.2350534076
2025-09-0142492.683381474715
2025-10-0139962.2183665655
2025-11-0138678.9998618524
2025-12-0142227.510958763254
2026-01-0139440.19155205357
2026-02-0133427.85588619161
2026-03-011327.9579829441334
2026-04-011455.2808654221608
Annual Return Matrix
YearAnnual Return
20170.18531294295056666
2018-0.00881607103764448
20190.1923514647659854
20200.08449988313263135
20210.0772066312654558
2022-0.16003049896882338
20230.7601623775484776
20240.41307054602934334
20250.08588275995363626
2026-0.965537138410945
Total Factor Risk
3.7517530755734394
VTI.US Exposure
0.00003977138188138554
VEA.US Exposure
0.013131478269372433
VWO.US Exposure
-0.0004721889434342069
QQQ.US Exposure
0.0008142699525644103
VTV.US Exposure
0.010103346893887179
IJR.US Exposure
0.001728147612208423
QUAL.US Exposure
0.000026672905826595493
SHV.US Exposure
0.8621843944647163
TLT.US Exposure
0.0017339008376698482
LQD.US Exposure
0.004428214320414237
HYG.US Exposure
0.007092238737924258
GLD.US Exposure
0.001607623287107087
USO.US Exposure
0.00012694662389280698
VNQ.US Exposure
0.0007877452953043936
BTC-USD.CC Exposure
-0.00006905271684881256
CPER.US Exposure
-0.00011033460938958876
VIX.INDX Exposure
0.00014041847836906372
UUP.US Exposure
0.005274146111820348
TIP.US Exposure
0.004056687191329824
Idiosyncratic Exposure
0.08737557390538395
Value Score
0
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
11
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
375.2%

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 →632.6x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.92%
Market Cap$135.2B
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
$83
Avg Yield on Cost
0.83%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$82.790.83%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 →
-94.4%
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 →
-96.2%
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 →
96.8% 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 →
1.20
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Booking Holdings Inc a high-risk investment?

Booking Holdings Inc (BKNG.US) has an annualized volatility of 375.2% and experienced a maximum drawdown of 97.1% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BKNG.US has generated a Compound Annual Growth Rate (CAGR) of -17.5%. It has had a positive return in 70% 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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