Bayerische Motoren Werke Aktiengesellschaft

10-Year Study

BMW.XETRA · Consumer Cyclical · DE · Common Stock

Executive Summary: Bayerische Motoren Werke Aktiengesellschaft has compounded at 5.9% annually over the last 10 years, with a maximum drawdown of 44.0% and an annualized volatility of 32.2%.

1Y CAGR
+4.1%
3Y CAGR
-3.9%
5Y CAGR
+4.2%
10Y CAGR
+5.9%

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 →
44.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.18
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.34
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 →
2023 · +31.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -16.8%
% 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.
2026-6.12.3-12.83.8————————-13.0%
2025-0.56.7-12.20.810.9-3.411.26.7-4.5-5.59.15.824.4%
2024-4.012.9-2.1-4.2-3.4-5.2-2.9-2.3-5.5-8.7-3.212.8-16.8%
202311.84.83.30.59.010.4-1.5-12.3-0.8-9.19.15.431.2%
20225.0-6.9-9.2-0.110.5-8.98.2-7.6-4.713.68.5-3.41.4%
2021-3.12.123.7-5.78.53.0-6.1-4.23.05.4-2.64.127.9%
2020-12.0-8.4-20.014.72.88.0-3.710.03.1-5.324.5-1.14.3%
20193.91.2-7.510.4-14.04.92.7-9.06.26.46.7-0.28.9%
20185.9-5.61.54.9-3.5-9.16.50.9-6.8-1.9-5.3-2.1-14.9%
2017-5.20.21.42.5-1.1-2.4-4.40.410.01.9-3.22.51.8%
2016———-0.2-1.6-13.317.11.2-4.16.11.310.414.8%

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 32.2%. The dominant macroeconomic risk driver is VEA.US, accounting for 48.8% of variance. Idiosyncratic stock-specific factors contribute 21.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019975.227490651581
2016-05-019818.925770029962
2016-06-018512.154546289355
2016-07-019969.01300770297
2016-08-0110093.21724422918
2016-09-019679.196003937976
2016-10-0110269.187483048983
2016-11-0110403.749191156216
2016-12-0111482.805529394933
2017-01-0110890.230021291545
2017-02-0110916.091666826835
2017-03-0111063.594875507462
2017-04-0111340.47037869906
2017-05-0111211.696041310295
2017-06-0110941.141799124847
2017-07-0110460.576473377028
2017-08-0110499.614531212294
2017-09-0111553.620737152998
2017-10-0111778.409903878393
2017-11-0111398.813909336886
2017-12-0111688.225156483246
2018-01-0112380.125613706887
2018-02-0111686.879752958286
2018-03-0111865.903844223629
2018-04-0112447.417145566254
2018-05-0112007.833238300862
2018-06-0110917.885538193445
2018-07-0111629.51858044979
2018-08-0111730.786890217209
2018-09-0110929.13994545777
2018-10-0110720.986800096529
2018-11-0110155.618341053387
2018-12-019943.23678461371
2019-01-0110331.417734981133
2019-02-0110450.966448198762
2019-03-019669.009377249015
2019-04-0110674.581056291257
2019-05-019182.955659343828
2019-06-019637.509850275808
2019-07-019895.143947499366
2019-08-019003.803434409443
2019-09-019563.491300791653
2019-10-0110173.514343496468
2019-11-0110853.113968491933
2019-12-0110829.430595330383
2020-01-019526.460670438068
2020-02-018725.433038412339
2020-03-016976.045410572309
2020-04-018002.887278675782
2020-05-018224.942927128248
2020-06-018884.809967091003
2020-07-018553.306809663842
2020-08-019405.523842472468
2020-09-019693.226640698244
2020-10-019175.652040208346
2020-11-0111421.087812138958
2020-12-0111294.44903590092
2021-01-0110947.313570850445
2021-02-0111180.281936783118
2021-03-0113833.844800228931
2021-04-0113041.060434245006
2021-05-0114155.204042190146
2021-06-0114581.333914205967
2021-07-0113694.798413705175
2021-08-0113121.720578907918
2021-09-0113511.93031236853
2021-10-0114243.360006492107
2021-11-0113874.37775086971
2021-12-0114447.455585666969
2022-01-0115175.617871229933
2022-02-0114132.35353787738
2022-03-0112832.736443991706
2022-04-0112818.043783274712
2022-05-0114162.763928663717
2022-06-0112903.3380956347
2022-07-0113960.761199416565
2022-08-0112905.110611389802
2022-09-0112293.827587606058
2022-10-0113967.787195602452
2022-11-0115160.455387059781
2022-12-0114645.80650534638
2023-01-0116375.974082829876
2023-02-0117169.9116518352
2023-03-0117730.240186562623
2023-04-0117818.075816691977
2023-05-0119425.59811728929
2023-06-0121445.9243883219
2023-07-0121129.541003841878
2023-08-0118520.269678662116
2023-09-0118369.69126192444
2023-10-0116701.98884809967
2023-11-0118219.134200798275
2023-12-0119208.32612581445
2024-01-0118445.93079500535
2024-02-0120816.958918210148
2024-03-0120386.216234108757
2024-04-0119526.631515330126
2024-05-0118859.46085623189
2024-06-0117887.95137754372
2024-07-0117369.821531154634
2024-08-0116965.025915034566
2024-09-0116025.891543391403
2024-10-0114637.435105635532
2024-11-0114171.92548600033
2024-12-0115985.422659585147
2025-01-0115908.499746936006
2025-02-0116981.213468557067
2025-03-0114912.708937964086
2025-04-0115038.194511180734
2025-05-0116678.73258716827
2025-06-0116114.944443376664
2025-07-0117913.086932287762
2025-08-0119104.73005439274
2025-09-0118246.234471800984
2025-10-0117238.24960865842
2025-11-0118801.480370989684
2025-12-0119890.616557859827
2026-01-0118669.075579644687
2026-02-0119104.73005439274
2026-03-0116657.376975661013
2026-04-0117298.04532087874
Annual Return Matrix
YearAnnual Return
20170.017889323873199414
2018-0.1492945548624739
20190.08912528484567339
20200.04294024847170186
20210.27916426376743075
20220.013729124723954378
20230.3115239586705276
2024-0.16778679438902178
20250.2442971938519909
2026-0.13034142151599748
Total Factor Risk
0.32248809179422544
VTI.US Exposure
-0.0019386938565231825
VEA.US Exposure
0.48831627553272344
VWO.US Exposure
0.023296021172676724
QQQ.US Exposure
0.0643015965280381
VTV.US Exposure
-0.010740083385910596
IJR.US Exposure
0.07306521990356749
QUAL.US Exposure
-0.056807982283404
SHV.US Exposure
0.2506368983038588
TLT.US Exposure
-0.0007249356649961375
LQD.US Exposure
-0.010333418073786836
HYG.US Exposure
-0.01400681281466564
GLD.US Exposure
0.006445079803609456
USO.US Exposure
0.015438423494215366
VNQ.US Exposure
-0.045527935947212446
BTC-USD.CC Exposure
-0.004163898299298185
CPER.US Exposure
0.014777391735134517
VIX.INDX Exposure
-0.012511956759281798
UUP.US Exposure
0.000949415969130248
TIP.US Exposure
0.0002184863802210052
Idiosyncratic Exposure
0.21931090826190372
Value Score
47.3
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
66.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
32.2%

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 →6.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →5.57%
Market Cap$48.1B
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
$9,579
Avg Yield on Cost
9.58%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2016$683.386.83%Solid
2017$747.457.47%Solid
2018$854.228.54%Solid
2019$747.457.47%Solid
2020$533.895.34%Solid
2021$759.177.59%Solid
2022$1,238.6312.39%Solid
2023$1,815.2318.15%Solid
2024$1,281.3412.81%Solid
2025$918.299.18%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 →
-2.9%
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 →
-5.7%
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 →
16.9% 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 →
0.77
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Bayerische Motoren Werke Aktiengesellschaft a high-risk investment?

Bayerische Motoren Werke Aktiengesellschaft (BMW.XETRA) has an annualized volatility of 32.2% and experienced a maximum drawdown of 44.0% over the last 10 years. Its primary macro risk driver is VEA.US.

What is the 10-year return of BMW.XETRA?

Over the past 10 years, BMW.XETRA has generated a Compound Annual Growth Rate (CAGR) of 5.9%. 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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