Bayerische Motoren Werke AG

10-Year Study

BMWKY.US · Consumer Cyclical · US · Common Stock

Executive Summary: Bayerische Motoren Werke AG has compounded at 6.3% annually over the last 10 years, with a maximum drawdown of 50.6% and an annualized volatility of 34.4%.

1Y CAGR
+8.5%
3Y CAGR
-0.8%
5Y CAGR
+3.3%
10Y CAGR
+6.3%

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 →
50.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.19
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.36
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
28.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +40.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -22.1%
% 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.
2026-5.12.1-13.54.1————————-12.8%
2025-1.46.1-6.65.910.10.57.79.6-4.5-7.310.26.740.7%
2024-6.413.3-2.4-5.7-1.5-6.7-1.90.0-5.8-9.8-6.211.0-22.1%
202314.11.76.02.35.713.0-1.0-13.6-3.3-8.912.66.836.0%
20224.9-9.0-9.7-5.715.2-11.25.9-10.1-7.716.015.3-2.1-4.3%
2021-3.52.019.8-3.68.80.1-6.5-4.33.03.4-4.93.916.4%
2020-12.8-8.5-21.015.05.08.50.611.71.0-5.727.01.213.6%
20194.30.1-8.710.4-14.56.7-0.4-8.94.98.95.40.95.9%
201810.1-8.03.32.2-5.7-9.77.2-0.2-6.9-4.4-4.7-1.5-18.6%
2017-1.9-2.22.44.42.5-0.5-1.71.39.11.1-1.52.916.3%
2016———0.9-5.3-12.416.91.2-3.43.5-2.69.65.8%

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 34.4%. The dominant macroeconomic risk driver is VEA.US, accounting for 54.7% of variance. Idiosyncratic stock-specific factors contribute 19.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110091.579526692349
2016-05-019559.273527793064
2016-06-018372.041827187672
2016-07-019787.837094111173
2016-08-019903.852504127683
2016-09-019569.51018161805
2016-10-019907.264722069345
2016-11-019651.348376444688
2016-12-0110579.306549257017
2017-01-0110374.628508530543
2017-02-0110149.4771601541
2017-03-0110388.277380297191
2017-04-0110845.404512933404
2017-05-0111115.244909190973
2017-06-0111061.970280682443
2017-07-0110870.280682443587
2017-08-0111008.750687947164
2017-09-0112013.428728673636
2017-10-0112141.221794166207
2017-11-0111963.731425426526
2017-12-0112308.090258668133
2018-01-0113554.15520088057
2018-02-0112471.381397908639
2018-03-0112879.636763896531
2018-04-0113160.099064391852
2018-05-0112412.107870115575
2018-06-0111212.107870115573
2018-07-0112018.326912493118
2018-08-0111992.294991744631
2018-09-0111160.099064391852
2018-10-0110669.730324711061
2018-11-0110171.931755641166
2018-12-0110019.592735277929
2019-01-0110450.522839845898
2019-02-0110461.69510181618
2019-03-019551.513483764447
2019-04-0110547.110621904236
2019-05-019013.153549807374
2019-06-019619.537699504677
2019-07-019584.314804623004
2019-08-018731.535498073747
2019-09-019157.897633461751
2019-10-019971.601541001652
2019-11-0110511.447440836544
2019-12-0110609.24600990644
2020-01-019247.881122729774
2020-02-018465.492570170609
2020-03-016689.48816730875
2020-04-017694.826637314254
2020-05-018078.3709411117225
2020-06-018764.2267473858
2020-07-018813.538800220142
2020-08-019848.486516235553
2020-09-019947.055586130984
2020-10-019376.169510181619
2020-11-0111906.053935057786
2020-12-0112053.935057787561
2021-01-0111635.002751788661
2021-02-0111864.997248211337
2021-03-0114210.071546505227
2021-04-0113692.625206384148
2021-05-0114897.358282883872
2021-06-0114909.961474958722
2021-07-0113935.277930654924
2021-08-0113342.927903137039
2021-09-0113737.809576224545
2021-10-0114199.944964226746
2021-11-0113502.58668134287
2021-12-0114031.920748486515
2022-01-0114725.096312603191
2022-02-0113393.340671436432
2022-03-0112099.394606494221
2022-04-0111414.584479911942
2022-05-0113149.69730324711
2022-06-0111682.058337919645
2022-07-0112366.042927903136
2022-08-0111111.337369290037
2022-09-0110255.200880572373
2022-10-0111899.504678040727
2022-11-0113724.986241056688
2022-12-0113435.057787561915
2023-01-0115333.021463951565
2023-02-0115586.681342872866
2023-03-0116528.83874518437
2023-04-0116904.788112272978
2023-05-0117862.19042377545
2023-06-0120179.63676389653
2023-07-0119973.417721518985
2023-08-0117253.32966428178
2023-09-0116678.86626307099
2023-10-0115191.19427627958
2023-11-0117110.952118877267
2023-12-0118274.573472757293
2024-01-0117106.05393505779
2024-02-0119384.25976884975
2024-03-0118917.776554760596
2024-04-0117847.440836543752
2024-05-0117583.2691249312
2024-06-0116405.50357732526
2024-07-0116098.018712162904
2024-08-0116098.018712162904
2024-09-0115165.162355531094
2024-10-0113679.911942762794
2024-11-0112825.261419922948
2024-12-0114232.30599889928
2025-01-0114034.287286736379
2025-02-0114894.166208035222
2025-03-0113909.246009906437
2025-04-0114732.636213538799
2025-05-0116213.538800220142
2025-06-0116296.092460099064
2025-07-0117550.90809025867
2025-08-0119235.002751788663
2025-09-0118376.44468904788
2025-10-0117039.075399009354
2025-11-0118772.702256466702
2025-12-0120027.51788662631
2026-01-0118998.34892680242
2026-02-0119389.10291689598
2026-03-0116774.903687396807
2026-04-0117468.354430379746
Annual Return Matrix
YearAnnual Return
20170.1634118173400061
2018-0.18593441186202708
20190.058850024168387804
20200.13617264097110549
20210.1640946032325814
2022-0.04253608409162213
20230.36021547221596384
2024-0.2211962692253252
20250.4071871338471236
2026-0.12778235779060187
Total Factor Risk
0.3439770758414317
VTI.US Exposure
0.007139836073032425
VEA.US Exposure
0.5468597072447744
VWO.US Exposure
0.03584953518934637
QQQ.US Exposure
0.06328131250583859
VTV.US Exposure
-0.019716519677177143
IJR.US Exposure
0.06210069065070359
QUAL.US Exposure
-0.06214781229326545
SHV.US Exposure
0.1748042684476994
TLT.US Exposure
-0.002882192513212597
LQD.US Exposure
-0.02051978128446311
HYG.US Exposure
-0.010406757463259406
GLD.US Exposure
-0.01567701038257352
USO.US Exposure
0.022240614818985913
VNQ.US Exposure
-0.06060093903970662
BTC-USD.CC Exposure
-0.004102363430739599
CPER.US Exposure
0.014867927716863646
VIX.INDX Exposure
-0.01619707045522966
UUP.US Exposure
0.09106825458745804
TIP.US Exposure
0.0007711589677170784
Idiosyncratic Exposure
0.19326714033720752
Value Score
47.3
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
100
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
34.4%

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 →6.6x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →14.44%
Market Cap$55.8B
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 →
-2.1%
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 →
-5.1%
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 →
15.7% 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 AG a high-risk investment?

Bayerische Motoren Werke AG (BMWKY.US) has an annualized volatility of 34.4% and experienced a maximum drawdown of 50.6% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, BMWKY.US has generated a Compound Annual Growth Rate (CAGR) of 6.3%. 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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