Baker Hughes Co

10-Year Study

BKR.US · Energy · US · Common Stock

Executive Summary: Baker Hughes Co has compounded at 9.3% annually over the last 10 years, with a maximum drawdown of 74.9% and an annualized volatility of 39.1%.

1Y CAGR
+73.6%
3Y CAGR
+34.3%
5Y CAGR
+23.2%
10Y CAGR
+9.3%

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 →
74.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.36
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.61
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
41.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +33.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -30.4%
% 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.
202623.116.9-6.5-0.7————————33.6%
202512.6-3.0-1.4-19.55.33.517.51.37.3-0.64.2-9.313.4%
2024-16.64.613.2-2.63.35.010.1-8.62.85.316.1-6.723.1%
20237.5-3.0-5.71.3-6.216.013.21.7-2.4-2.5-1.41.318.6%
202214.07.823.9-14.816.6-19.8-11.0-0.9-17.032.05.61.826.0%
2021-3.622.9-11.7-7.122.4-6.3-7.18.28.61.4-6.33.119.0%
2020-14.8-25.7-34.732.919.7-6.80.6-6.8-6.911.128.211.4-15.1%
20199.612.85.1-13.3-10.215.03.1-13.97.0-7.85.614.323.0%
20181.6-17.45.230.0-3.7-4.54.7-4.22.6-21.1-13.8-5.8-30.4%
2017-2.9-4.2-0.8-0.8-6.8-1.2-2.8-7.78.0-14.2-4.96.4-28.9%
2016———10.3-3.7-2.76.03.12.79.816.51.049.8%

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 39.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 28.6% of variance. Idiosyncratic stock-specific factors contribute 27.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111033.552506395485
2016-05-0110621.408486437345
2016-06-0110335.144506226348
2016-07-0110953.466246643693
2016-08-0111291.908919850313
2016-09-0111599.90697477748
2016-10-0112732.996469269963
2016-11-0114831.730057717925
2016-12-0114979.301887989175
2017-01-0114543.563288864456
2017-02-0113935.854880652867
2017-03-0113829.510137635047
2017-04-0113725.448740988182
2017-05-0112786.69739317956
2017-06-0112638.279879067211
2017-07-0112278.229983720588
2017-08-0111338.252394342375
2017-09-0112247.95450220935
2017-10-0110512.103849975687
2017-11-0110001.099388993427
2017-12-0110643.607687266116
2018-01-0110815.154654432441
2018-02-018930.421361973828
2018-03-019393.856106894438
2018-04-0112215.057400790714
2018-05-0111759.910357512845
2018-06-0111229.539736569484
2018-07-0111756.485337956407
2018-08-0111267.468656842639
2018-09-0111561.386075815557
2018-10-019121.292204909196
2018-11-017859.827903338338
2018-12-017405.188270365123
2019-01-018118.142032601113
2019-02-019155.922958202078
2019-03-019621.006786612825
2019-04-018336.83587390854
2019-05-017489.79893866678
2019-06-018616.249815006659
2019-07-018882.09053045519
2019-08-017645.869891541047
2019-09-018178.143301126875
2019-10-017543.626715152541
2019-11-017968.540561111228
2019-12-019109.45263113385
2020-01-017760.925178122159
2020-02-015765.15359732764
2020-03-013762.235988075858
2020-04-014998.37205860589
2020-05-015985.496522125203
2020-06-015579.483710015011
2020-07-015615.7212626059745
2020-08-015233.218461278252
2020-09-014870.420093448065
2020-10-015412.799424934989
2020-11-016939.766168417937
2020-12-017729.381170849278
2021-01-017447.641599188143
2021-02-019149.664897777966
2021-03-018076.999513731792
2021-04-017505.105816190617
2021-05-019184.507072031121
2021-06-018608.59637624474
2021-07-017995.052749529588
2021-08-018648.174380008035
2021-09-019388.486014503478
2021-10-019521.342945939661
2021-11-018924.839848622592
2021-12-019200.152223091396
2022-01-0110492.610837438424
2022-02-0111311.655637539905
2022-03-0114018.309055159727
2022-04-0111943.08547749424
2022-05-0113920.294297976701
2022-06-0111169.496183851667
2022-07-019939.195331825198
2022-08-019846.508382841075
2022-09-018170.3207255967345
2022-10-0110782.04613205353
2022-11-0111388.655151271696
2022-12-0111588.786232267068
2023-01-0112456.077295503077
2023-02-0112081.81991162604
2023-03-0111394.8286433117
2023-04-0111544.852956722129
2023-05-0110832.660309943127
2023-06-0112565.889342269395
2023-07-0114227.573521638937
2023-08-0114468.043721854585
2023-09-0114120.213958011798
2023-10-0113760.417767817504
2023-11-0113568.997230385423
2023-12-0113741.855007505446
2024-01-0111458.254931393898
2024-02-0111983.08632317808
2024-03-0113566.502463054187
2024-04-0113210.13129241633
2024-05-0113648.19552210406
2024-06-0114337.131863252922
2024-07-0115784.266052136409
2024-08-0114424.913845958687
2024-09-0114826.825091439567
2024-10-0115618.427450897481
2024-11-0118126.556586820017
2024-12-0116918.11666208588
2025-01-0119046.280048203982
2025-02-0118480.179284974314
2025-03-0118214.93054821455
2025-04-0114671.430685638175
2025-05-0115451.954586777734
2025-06-0115989.936362290957
2025-07-0118788.38876086175
2025-08-0119034.440474428637
2025-09-0120426.393792680607
2025-10-0120296.412186304147
2025-11-0121146.87414110235
2025-12-0119183.872809150296
2026-01-0123607.010719042686
2026-02-0127594.663734962687
2026-03-0125814.499249455588
2026-04-0125624.22038520899
Annual Return Matrix
YearAnnual Return
2017-0.28944567865339177
2018-0.30425956236393403
20190.23014463623957204
2020-0.1514988349099956
20210.19028315718068245
20220.2596298355999431
20230.18578898014733536
20240.2311377650867108
20250.13392484472825883
20260.335716757514509
Total Factor Risk
0.3914792876951161
VTI.US Exposure
-0.03447971718234622
VEA.US Exposure
-0.0009459213486305825
VWO.US Exposure
0.00121912585140421
QQQ.US Exposure
-0.000007223274687872444
VTV.US Exposure
0.2735594084765606
IJR.US Exposure
0.06693070531286911
QUAL.US Exposure
0.016559912841850082
SHV.US Exposure
0.2857725242223454
TLT.US Exposure
-0.0004398052740767131
LQD.US Exposure
0.00012110282021233377
HYG.US Exposure
-0.004361971563222564
GLD.US Exposure
0.017767160923242903
USO.US Exposure
0.07907921343998284
VNQ.US Exposure
-0.010146467181595302
BTC-USD.CC Exposure
0.00021758493083477533
CPER.US Exposure
-0.009413100657745565
VIX.INDX Exposure
0.011413870579457204
UUP.US Exposure
-0.00002394449483389686
TIP.US Exposure
0.03677073794379753
Idiosyncratic Exposure
0.2704068036345816
Value Score
40.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
18.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
39.1%

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 →23.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.52%
Market Cap$59.9B
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
$97
Avg Yield on Cost
0.97%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$97.250.97%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 →
-0.5%
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 →
+21.1%
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 →
7.1% 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 →
0.90
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Baker Hughes Co a high-risk investment?

Baker Hughes Co (BKR.US) has an annualized volatility of 39.1% and experienced a maximum drawdown of 74.9% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BKR.US has generated a Compound Annual Growth Rate (CAGR) of 9.3%. 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.

Run a Full Backtest on Baker Hughes Co

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest