Borr Drilling Ltd

10-Year Study

BORR.US · Energy · US · Common Stock

Executive Summary: Borr Drilling Ltd has compounded at -7.3% annually over the last 10 years, with a maximum drawdown of 96.0% and an annualized volatility of 79.8%.

1Y CAGR
+244.4%
3Y CAGR
-5.1%
5Y CAGR
+26.6%
10Y CAGR
-7.3%

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 →
96.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.53
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.96
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
192.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +269.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -91.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
75%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202616.131.0-5.9-5.7————————35.0%
2025-11.0-26.8-13.1-22.42.94.610.943.3-7.615.26.821.84.2%
2024-15.9-2.114.8-22.630.0-5.06.2-8.4-9.6-23.7-10.74.8-43.2%
202319.721.54.8-8.3-1.49.916.6-20.41.6-13.72.816.848.1%
20220.01.959.515.543.9-17.2-16.74.4-17.247.9-4.96.4141.3%
20216.342.1-21.63.7-8.0-11.7-9.08.14.820.5-6.28.726.5%
2020-41.5-54.5-79.983.4-30.380.8-20.2-1.0-37.9-29.194.17.5-91.0%
20194.1-1.219.8-4.0-29.0-17.5474.7-40.2-12.027.4-2.742.1269.4%
2018—————-9.9-4.3-0.5-1.0-20.6-11.4-23.4-54.2%

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 79.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 32.3% of variance. Idiosyncratic stock-specific factors contribute 27.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2018-05-0110000
2018-06-019009.305423790396
2018-07-018619.022627722492
2018-08-018579.358511132194
2018-09-018495.488585212248
2018-10-016747.643366100805
2018-11-015981.308411214953
2018-12-014579.439252336448
2019-01-014766.355140186915
2019-02-014710.240003229647
2019-03-015644.920368987303
2019-04-015420.5607476635505
2019-05-013850.4471044185625
2019-06-013177.4691669526246
2019-07-0118261.540945883207
2019-08-0110915.807109263034
2019-09-019607.395894309762
2019-10-0112242.889727700287
2019-11-0111906.501685472638
2019-12-0116915.786923961972
2020-01-019887.769726085464
2020-02-014495.367473405866
2020-03-01905.6135322258331
2020-04-011660.947498031933
2020-05-011157.9297955229001
2020-06-012093.417573323106
2020-07-011670.2327365212652
2020-08-011654.1854221755716
2020-09-011028.0373831775698
2020-10-01729.1940009285239
2020-11-011415.2923840859087
2020-12-011521.8707737025898
2021-01-011618.255586282069
2021-02-012299.004864657556
2021-03-011802.2446054782906
2021-04-011869.1588785046729
2021-05-011720.292283159403
2021-06-011519.2466845643003
2021-07-011383.1977553945217
2021-08-011495.3271028037382
2021-09-011567.085848085424
2021-10-011887.8302819886558
2021-11-011771.1592418400917
2021-12-011925.2740154619405
2022-01-011925.2740154619405
2022-02-011962.6168224299065
2022-03-013130.841121495327
2022-04-013616.8022446054783
2022-05-015205.58729133445
2022-06-014308.350659050079
2022-07-013588.7446761268443
2022-08-013747.602995498678
2022-09-013102.783553016693
2022-10-014588.8254173311
2022-11-014364.465796007347
2022-12-014644.839627783048
2023-01-015560.747663551401
2023-02-016757.029531095456
2023-03-017084.132334833774
2023-04-016495.226176298419
2023-05-016401.869158878504
2023-06-017037.403362871158
2023-07-018205.526735431258
2023-08-016532.669909771704
2023-09-016635.514018691589
2023-10-015728.9921479178865
2023-11-015887.850467289719
2023-12-016878.545043499324
2024-01-015787.630447508124
2024-02-015665.307523061706
2024-03-016501.786399144143
2024-04-015030.580731111603
2024-05-016539.633838638702
2024-06-016214.549565006761
2024-07-016599.886962314042
2024-08-016045.093962576452
2024-09-015467.390646131487
2024-10-014172.8063624068955
2024-11-013724.8945318019414
2024-12-013905.1492703013664
2025-01-013474.596798611251
2025-02-012543.347934034436
2025-03-012210.2904664823072
2025-04-011715.750590420056
2025-05-011766.2138430794694
2025-06-011846.955047334531
2025-07-012048.808057972184
2025-08-012936.9613047778607
2025-09-012714.9229930764413
2025-10-013128.7216648836315
2025-11-013340.667326053168
2025-12-014067.338164348721
2026-01-014723.360448921095
2026-02-016186.794776044085
2026-03-015823.459356896306
2026-04-015490.40188934418
Annual Return Matrix
YearAnnual Return
20192.693855511967206
2020-0.9100325169296859
20210.2650706280257311
20221.412560285175089
20230.4809004389205165
2024-0.432271033248232
20250.04153206006254373
20260.3498759305210919
Total Factor Risk
0.7976875236111839
VTI.US Exposure
-0.05100670873234658
VEA.US Exposure
0.04615446766525038
VWO.US Exposure
-0.009963890498032871
QQQ.US Exposure
-0.0030830490449362175
VTV.US Exposure
-0.05332066457141739
IJR.US Exposure
0.15057720444355693
QUAL.US Exposure
0.1405142450322416
SHV.US Exposure
0.3225754167295212
TLT.US Exposure
0.026008090427968502
LQD.US Exposure
0.0019213475179907548
HYG.US Exposure
0.007098809887607664
GLD.US Exposure
0.020426574775692038
USO.US Exposure
0.047118467646468536
VNQ.US Exposure
0.01137445738059577
BTC-USD.CC Exposure
-0.001788753278853334
CPER.US Exposure
0.02257266833712124
VIX.INDX Exposure
0.018046746252147666
UUP.US Exposure
0.010965099838474417
TIP.US Exposure
0.024184809878579475
Idiosyncratic Exposure
0.26962466031237015
Value Score
36.3
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
79.8%

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 →34.3x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$1.8B
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 →
-2.9%
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 →
+45.5%
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 →
11.3% 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 →
1.09
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Borr Drilling Ltd a high-risk investment?

Borr Drilling Ltd (BORR.US) has an annualized volatility of 79.8% and experienced a maximum drawdown of 96.0% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BORR.US has generated a Compound Annual Growth Rate (CAGR) of -7.3%. It has had a positive return in 75% 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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