Bayerische Motoren Werke Aktiengesellschaft

10-Year Study

BMW3.XETRA · Consumer Cyclical · DE · Common Stock

Executive Summary: Bayerische Motoren Werke Aktiengesellschaft has compounded at 6.9% annually over the last 10 years, with a maximum drawdown of 46.3% and an annualized volatility of 39.7%.

1Y CAGR
+12.0%
3Y CAGR
-2.3%
5Y CAGR
+7.1%
10Y CAGR
+6.9%

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 →
46.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.22
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.40
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
24.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +36.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -15.0%
% 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.
2026-4.51.7-12.44.0————————-11.5%
20251.66.9-12.42.58.4-3.69.76.1-3.5-4.98.312.632.7%
20240.911.6-1.9-2.9-3.3-6.7-3.8-1.4-5.0-9.1-4.512.2-15.0%
20239.13.55.12.17.58.4-1.9-13.2-0.5-9.28.73.321.7%
20223.8-4.2-3.60.510.6-7.29.3-6.3-3.411.710.6-3.816.4%
2021-2.33.921.10.511.22.4-4.5-2.1-6.911.5-5.75.636.0%
2020-8.4-7.7-15.810.41.44.30.98.1-0.8-4.924.8-0.46.2%
20193.80.7-9.712.3-15.23.0-1.4-9.24.28.41.4-1.7-6.6%
20185.4-5.11.95.3-2.4-8.93.72.0-6.3-1.5-3.9-3.1-13.1%
2017-4.61.54.92.20.8-1.3-6.73.58.2-0.6-3.02.76.8%
2016———-1.3-0.6-13.613.53.7-2.35.4-2.07.37.9%

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 39.7%. The dominant macroeconomic risk driver is SHV.US, accounting for 57.9% of variance. Idiosyncratic stock-specific factors contribute 12.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019870.469741693936
2016-05-019808.91104048587
2016-06-018470.39241019644
2016-07-019615.983100238596
2016-08-019970.647038297953
2016-09-019737.68590209078
2016-10-0110261.51249092298
2016-11-0110052.269490838104
2016-12-0110788.309740939483
2017-01-0110291.19552608995
2017-02-0110445.52844761734
2017-03-0110954.501730528023
2017-04-0111200.85441874063
2017-05-0111294.66601280685
2017-06-0111146.41587370446
2017-07-0110400.544149683601
2017-08-0110761.880287069607
2017-09-0111640.583004045757
2017-10-0111569.546479059196
2017-11-0111226.71803238492
2017-12-0111526.306855154331
2018-01-0112153.257825098786
2018-02-0111535.572488848233
2018-03-0111759.4801814461
2018-04-0112384.898667446269
2018-05-0112093.302337863199
2018-06-0111020.32781010402
2018-07-0111423.701160915529
2018-08-0111657.652517517472
2018-09-0110923.498401501363
2018-10-0110762.163207182399
2018-11-0110342.639833265748
2018-12-0110019.945867951754
2019-01-0110399.10597244358
2019-02-0110471.722134726557
2019-03-019455.213746145215
2019-04-0110616.930882616447
2019-05-019006.172373794054
2019-06-019278.058602186029
2019-07-019150.603091373765
2019-08-018309.458019370597
2019-09-018657.826984920359
2019-10-019388.515329554777
2019-11-019515.947263690976
2019-12-019354.517762667749
2020-01-018564.345464319058
2020-02-017905.047294812189
2020-03-016654.37535954431
2020-04-017344.27605458472
2020-05-017443.863934287088
2020-06-017767.666003376179
2020-07-017836.038363967295
2020-08-018472.844384507294
2020-09-018400.888369154163
2020-10-017987.141280873658
2020-11-019965.931703084772
2020-12-019929.953695408207
2021-01-019705.102935767703
2021-02-0110082.872016371644
2021-03-0112205.574469289022
2021-04-0112268.547771061045
2021-05-0113641.724115167348
2021-06-0113964.111583692484
2021-07-0113337.75003064968
2021-08-0113061.431387157314
2021-09-0112158.727613946074
2021-10-0113558.828522119638
2021-11-0112785.08916698888
2021-12-0113503.564793421165
2022-01-0114019.375312390957
2022-02-0113429.864104039156
2022-03-0112950.880353084302
2022-04-0113015.362562124541
2022-05-0114391.981100936466
2022-06-0113354.81954412139
2022-07-0114599.408696964267
2022-08-0113680.76709073248
2022-09-0113216.518762318814
2022-10-0114757.466733310072
2022-11-0116328.0270094401
2022-12-0115715.599271952244
2023-01-0117138.00371568415
2023-02-0117730.67419862878
2023-03-0118629.558550317346
2023-04-0119014.80143723417
2023-05-0120438.361138093307
2023-06-0122149.53271028037
2023-07-0121724.39808746004
2023-08-0118865.372464328488
2023-09-0118769.721889529126
2023-10-0117037.284155530615
2023-11-0118514.64583117214
2023-12-0119120.448522685478
2024-01-0119290.507087148828
2024-02-0121533.09693786131
2024-03-0121129.228476852422
2024-04-0120512.76912775729
2024-05-0119845.478465064083
2024-06-0118509.718305874365
2024-07-0117813.781981761083
2024-08-0117555.617378839463
2024-09-0116680.07393645614
2024-10-0115164.730235672452
2024-11-0114480.01640936654
2024-12-0116253.548289747916
2025-01-0116511.71289266954
2025-02-0117656.64343578185
2025-03-0115467.808406499616
2025-04-0115860.666559785734
2025-05-0117199.185190075164
2025-06-0116574.40327432877
2025-07-0118177.617246810074
2025-08-0119285.721021907448
2025-09-0118613.785754029253
2025-10-0117694.295387459093
2025-11-0119156.049303544987
2025-12-0121572.658600299896
2026-01-0120606.014881597937
2026-02-0120959.665022586454
2026-03-0118354.442317304336
2026-04-0119085.319275347287
Annual Return Matrix
YearAnnual Return
20170.06840711213678796
2018-0.13068895407109216
2019-0.06641034932257872
20200.061514227386143094
20210.3598819498690575
20220.163811150046006
20230.21665411492197428
2024-0.149938963489069
20250.32725840633254566
2026-0.1153005464480874
Total Factor Risk
0.39703063467994687
VTI.US Exposure
0.005754450176838275
VEA.US Exposure
0.26077784566805146
VWO.US Exposure
0.0250552943968702
QQQ.US Exposure
0.0139003516066432
VTV.US Exposure
-0.008583349428440318
IJR.US Exposure
0.03312715211298296
QUAL.US Exposure
-0.005704832799787196
SHV.US Exposure
0.5785282462942618
TLT.US Exposure
-0.0007722476828770081
LQD.US Exposure
-0.004615451241115113
HYG.US Exposure
-0.008912633631222314
GLD.US Exposure
-0.0037433432234942744
USO.US Exposure
0.008827168221241436
VNQ.US Exposure
-0.028202755546669706
BTC-USD.CC Exposure
-0.0013388376602304992
CPER.US Exposure
0.009874775510992587
VIX.INDX Exposure
0.0013466937571946804
UUP.US Exposure
0.0017916447705231932
TIP.US Exposure
0.000875064667839552
Idiosyncratic Exposure
0.12201476403039692
Value Score
47.3
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
67.1
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
39.7%

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 →5.59%
Market Cap$48.2B
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
$6,271
Avg Yield on Cost
12.54%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2021$452.674.53%Solid
2022$1,372.1613.72%Solid
2023$2,008.7320.09%Solid
2024$1,419.3214.19%Solid
2025$1,018.5110.19%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 →
-1.0%
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 →
14.5% 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 (BMW3.XETRA) has an annualized volatility of 39.7% and experienced a maximum drawdown of 46.3% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of BMW3.XETRA?

Over the past 10 years, BMW3.XETRA has generated a Compound Annual Growth Rate (CAGR) of 6.9%. 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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