Bristol-Myers Squibb Company

10-Year Study

BMY.US · Healthcare · US · Common Stock

Executive Summary: Bristol-Myers Squibb Company has compounded at 1.4% annually over the last 10 years, with a maximum drawdown of 45.8% and an annualized volatility of 30.5%.

1Y CAGR
+29.7%
3Y CAGR
+1.4%
5Y CAGR
+1.7%
10Y CAGR
+1.4%

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 →
45.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.05
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 →
24.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +27.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -26.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20263.313.3-3.8-1.8————————10.6%
20255.41.12.3-16.8-3.8-4.1-5.28.9-4.43.66.89.60.1%
2024-3.73.86.9-18.0-6.51.116.35.03.69.06.2-4.515.8%
20231.8-5.10.5-2.9-3.5-0.8-1.9-0.9-5.9-10.3-4.23.9-26.1%
20225.05.87.13.10.22.8-4.2-8.65.59.83.6-10.419.0%
2021-1.0-0.23.7-1.15.31.72.3-1.5-10.8-1.3-8.216.32.9%
2020-1.2-6.2-5.610.0-1.8-1.50.56.0-3.1-2.36.80.20.4%
2019-4.34.6-7.6-1.8-2.3-0.0-1.28.25.514.1-0.712.727.7%
20182.85.8-4.5-17.10.95.26.93.12.5-18.15.8-2.8-12.9%
2017-15.315.4-4.13.8-3.73.32.86.35.4-2.72.5-3.07.7%
2016———13.0-0.73.11.7-23.3-6.0-4.910.93.5-7.4%

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 30.5%. The dominant macroeconomic risk driver is SHV.US, accounting for 33.8% of variance. Idiosyncratic stock-specific factors contribute 25.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111299.31273811532
2016-05-0111224.167431629821
2016-06-0111574.852831313026
2016-07-0111773.144425773746
2016-08-019031.699050715413
2016-09-018485.613945917288
2016-10-018067.4292199128495
2016-11-018943.737416447402
2016-12-019260.684107096302
2017-01-017841.5770436565745
2017-02-019045.873690160346
2017-03-018674.222092720107
2017-04-019005.474872329658
2017-05-018668.065873733976
2017-06-018952.456900990033
2017-07-019205.847750789246
2017-08-019785.058133548328
2017-09-0110312.477407114486
2017-10-0110036.411515853906
2017-11-0110285.464531634421
2017-12-019974.564518708552
2018-01-0110256.282739145008
2018-02-0110846.096716172016
2018-03-0110362.77875512927
2018-04-018595.48383280498
2018-05-018676.281468466357
2018-06-019124.765307843812
2018-07-019757.168927963474
2018-08-0110056.107034958999
2018-09-0110310.19894884204
2018-10-018447.581219369524
2018-11-018935.65327123074
2018-12-018688.287190901941
2019-01-018317.073758514096
2019-02-018702.856178894028
2019-03-018037.414913823889
2019-04-017890.782979040375
2019-05-017710.653326001371
2019-06-017707.235638592702
2019-07-017614.36655573788
2019-08-018241.906543775975
2019-09-018694.552951151169
2019-10-019919.092823075523
2019-11-019844.736213684333
2019-12-0111098.238795571904
2020-01-0110960.698785625558
2020-02-0110283.383247635551
2020-03-019705.312094012694
2020-04-0110675.716235548769
2020-05-0110484.347648915871
2020-06-0110322.840010603593
2020-07-0110376.843853311104
2020-08-0111003.047437939396
2020-09-0110665.178366038703
2020-10-0110417.43984541537
2020-11-0111121.439635096143
2020-12-0111143.676511505118
2021-01-0111035.887908616296
2021-02-0111017.92314146816
2021-03-0111429.754474212892
2021-04-0111301.218756093233
2021-05-0111898.678713284507
2021-06-0112097.846637850012
2021-07-0112378.7104364343
2021-08-0112194.505848408036
2021-09-0110879.87924171156
2021-10-0110738.286205030574
2021-11-019861.211219654333
2021-12-0111464.610504130802
2022-01-0112036.196814978235
2022-02-0112737.34853181845
2022-03-0113646.01521747227
2022-04-0114064.572383771241
2022-05-0114098.20155154245
2022-06-0114487.774099625587
2022-07-0113881.923281680976
2022-08-0112683.38850561618
2022-09-0113375.798829661146
2022-10-0114687.204923222527
2022-11-0115219.94790217527
2022-12-0113640.691512085688
2023-01-0113882.361446733372
2023-02-0113177.266244421611
2023-03-0113244.152139669493
2023-04-0112863.80296593924
2023-05-0112414.902869762012
2023-06-0112320.500209223812
2023-07-0112087.878382908057
2023-08-0111982.915944607175
2023-09-0111281.238429704086
2023-10-0110117.53777530458
2023-11-019695.4095638286
2023-12-0110074.35660939119
2024-01-019706.626589169875
2024-02-0110080.030846819687
2024-03-0110771.23621697057
2024-04-018828.938172720282
2024-05-018256.300265747104
2024-06-018344.70006506751
2024-07-019701.631507572587
2024-08-0110189.155853118311
2024-09-0110554.300699530506
2024-10-0111503.716735056929
2024-11-0112215.340596649352
2024-12-0111666.670318042103
2025-01-0112293.859774038283
2025-02-0112433.590609246596
2025-03-0112719.296131659834
2025-04-0110582.562345409893
2025-05-0110177.807378261317
2025-06-019758.286248847078
2025-07-019250.496769628151
2025-08-0110077.095140968653
2025-09-019632.817686094173
2025-10-019975.243674539763
2025-11-0110652.975469329542
2025-12-0111679.28947155104
2026-01-0112060.493067133457
2026-02-0113664.177158893985
2026-03-0113151.743130119685
2026-04-0112917.10574456292
Annual Return Matrix
YearAnnual Return
20170.07708722199747808
2018-0.1289557379065558
20190.27737936738481395
20200.004094137526698738
20210.02879965084183289
20220.1898085423112128
2023-0.2614482483922985
20240.15805611915371132
20250.0010816413908105726
20260.1059838679422247
Total Factor Risk
0.3052675962764679
VTI.US Exposure
0.018462506916298617
VEA.US Exposure
-0.022448376442618077
VWO.US Exposure
0.00393897691549218
QQQ.US Exposure
0.0011327885405112556
VTV.US Exposure
0.2613653266592021
IJR.US Exposure
0.0021011910032559316
QUAL.US Exposure
0.08256429626164678
SHV.US Exposure
0.33768218472343786
TLT.US Exposure
0.007722409501915356
LQD.US Exposure
-0.0007682151364259744
HYG.US Exposure
0.003057601053051246
GLD.US Exposure
0.007494442890119837
USO.US Exposure
0.0000292297205011652
VNQ.US Exposure
0.012046947467477002
BTC-USD.CC Exposure
0.00397918258965219
CPER.US Exposure
-0.0032585553460139733
VIX.INDX Exposure
0.0001299483348915616
UUP.US Exposure
-0.0012576803361749713
TIP.US Exposure
0.02895717983987754
Idiosyncratic Exposure
0.2570686148439023
Value Score
43.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
49
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
30.5%

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 →17.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.08%
Market Cap$121.7B
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
$138
Avg Yield on Cost
1.38%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$138.021.38%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 →
-1.4%
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 →
+16.1%
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 →
5.5% 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 →
0.27
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Bristol-Myers Squibb Company a high-risk investment?

Bristol-Myers Squibb Company (BMY.US) has an annualized volatility of 30.5% and experienced a maximum drawdown of 45.8% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BMY.US has generated a Compound Annual Growth Rate (CAGR) of 1.4%. It has had a positive return in 80% 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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