Bodycote PLC

10-Year Study

BOY.LSE · Industrials · GB · Common Stock

Executive Summary: Bodycote PLC has compounded at 5.1% annually over the last 10 years, with a maximum drawdown of 50.3% and an annualized volatility of 33.0%.

1Y CAGR
+27.6%
3Y CAGR
+6.5%
5Y CAGR
-1.2%
10Y CAGR
+5.1%

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 →
50.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.20
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.32
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
31.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +44.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -32.0%
% 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.
20266.84.6-21.714.7————————0.3%
20251.6-0.3-13.3-11.418.93.38.9-1.62.9-3.22.810.015.4%
20247.2-3.012.62.38.3-9.52.3-5.3-8.9-6.911.92.110.3%
202314.52.0-1.78.2-7.50.48.0-4.0-1.7-11.10.03.68.1%
2022-8.2-6.2-15.20.84.0-18.813.9-8.2-15.57.919.0-3.6-32.0%
2021-4.92.814.3-7.014.6-2.36.66.9-9.0-8.23.44.719.9%
2020-10.0-10.8-26.15.93.73.7-10.32.03.811.79.64.6-17.8%
20194.7-0.28.48.2-9.26.2-10.9-2.70.00.921.89.237.4%
20185.9-4.6-3.04.710.4-1.42.1-5.1-4.5-11.6-7.5-1.3-16.6%
20173.418.60.86.0-6.7-3.120.85.1-4.12.8-7.55.344.5%
2016———2.12.3-15.513.70.9-0.31.5-3.312.411.3%

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 33.0%. The dominant macroeconomic risk driver is VEA.US, accounting for 68.6% of variance. Idiosyncratic stock-specific factors contribute 24.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110211.703694118916
2016-05-0110443.008726353259
2016-06-018823.871068483315
2016-07-0110031.798969415686
2016-08-0110117.466959377389
2016-09-0110083.199276946792
2016-10-0110236.68512404614
2016-11-019899.782412742547
2016-12-0111126.4579392108
2017-01-0111506.554615471803
2017-02-0113648.915930957759
2017-03-0113761.216834725623
2017-04-0114593.499039512542
2017-05-0113613.013790255223
2017-06-0113192.8047839037
2017-07-0115932.915703301069
2017-08-0116738.316906865555
2017-09-0116046.722157173594
2017-10-0116496.48761727603
2017-11-0115264.093919085559
2017-12-0116073.953399454305
2018-01-0117024.65842984015
2018-02-0116250.01033697568
2018-03-0115757.050911915832
2018-04-0116498.32151837282
2018-05-0118212.31369729541
2018-06-0117955.672129616432
2018-07-0118331.468623995308
2018-08-0117396.56335690488
2018-09-0116608.30937181834
2018-10-0114674.297705872423
2018-11-0113576.722492821274
2018-12-0113401.480352206301
2019-01-0114028.664798390058
2019-02-0114000.995754786507
2019-03-0115181.578098648311
2019-04-0116428.31465462097
2019-05-0114913.91853101117
2019-06-0115843.643149114643
2019-07-0114118.38245058804
2019-08-0113734.992535487445
2019-09-0113734.992535487445
2019-10-0113852.88756726939
2019-11-0116871.11420923109
2019-12-0118418.92187046237
2020-01-0116571.225167544133
2020-02-0114781.573623345903
2020-03-0110921.72501504334
2020-04-0111570.558736641588
2020-05-0111996.894529283316
2020-06-0112443.060289620169
2020-07-0111164.052911694987
2020-08-0111386.631104227361
2020-09-0111823.01686945786
2020-10-0113203.21472646903
2020-11-0114471.778110614881
2020-12-0115131.430389346446
2021-01-0114390.801891496292
2021-02-0114789.694837884605
2021-03-0116906.889873995915
2021-04-0115724.556324842742
2021-05-0118022.920845034383
2021-06-0117606.92689252999
2021-07-0118771.70947309638
2021-08-0120061.28975296817
2021-09-0118251.7158163511
2021-10-0116756.347024677885
2021-11-0117322.227124516045
2021-12-0118139.609490948944
2022-01-0116651.554413596747
2022-02-0115624.584392771998
2022-03-0113256.271382338218
2022-04-0113356.77840491466
2022-05-0113892.335898686939
2022-06-0111278.820096248188
2022-07-0112842.64398920674
2022-08-0111792.954511956112
2022-09-019965.635028386552
2022-10-0110752.334818777008
2022-11-0112800.398593782153
2022-12-0112333.943174361188
2023-01-0114123.83064482784
2023-02-0114405.871985920308
2023-03-0114156.373876492355
2023-04-0115323.632466762367
2023-05-0114169.64412103358
2023-06-0114225.123277555824
2023-07-0115356.919960675712
2023-08-0114735.54124647874
2023-09-0114480.332262017284
2023-10-0112877.186513578896
2023-11-0112877.186513578896
2023-12-0113337.0870743051
2024-01-0114301.75310243043
2024-02-0113875.50487005327
2024-03-0115625.367570693968
2024-04-0115990.960862021075
2024-05-0117323.54296071414
2024-06-0115669.303365670638
2024-07-0116036.912975312383
2024-08-0115186.81955337455
2024-09-0113831.262614150617
2024-10-0112877.77754536473
2024-11-0114411.952559848658
2024-12-0114714.137626250958
2025-01-0114946.588238613396
2025-02-0114900.098602586822
2025-03-0112924.267181391304
2025-04-0111454.04034679702
2025-05-0113619.719447183405
2025-06-0114064.887993396009
2025-07-0115316.16795420793
2025-08-0115063.505514107663
2025-09-0115496.641820630852
2025-10-0115006.856455161605
2025-11-0115432.496630145928
2025-12-0116976.962407946194
2026-01-0118132.271454332214
2026-02-0118971.390656444168
2026-03-0114848.76153302457
2026-04-0117025.606999372972
Annual Return Matrix
YearAnnual Return
20170.44466041998936734
2018-0.1662610921429405
20190.37439457331518167
2020-0.17848446853927613
20210.1988033532983413
2022-0.3200546472339765
20230.08133197030039585
20240.10324972344214856
20250.15378575620077184
20260.002865329512893977
Total Factor Risk
0.3297893044978403
VTI.US Exposure
0.21398011449082674
VEA.US Exposure
0.6860383140091263
VWO.US Exposure
-0.07742578659011427
QQQ.US Exposure
-0.10068045197935628
VTV.US Exposure
-0.09636232785853764
IJR.US Exposure
0.09071612913307035
QUAL.US Exposure
-0.01167604169734118
SHV.US Exposure
0.022112378815313586
TLT.US Exposure
-0.015231444411006075
LQD.US Exposure
0.08710308915641193
HYG.US Exposure
-0.015666928717714107
GLD.US Exposure
0.0001728502905367287
USO.US Exposure
0.014057377445309965
VNQ.US Exposure
-0.05926563058409503
BTC-USD.CC Exposure
-0.0029980929602317474
CPER.US Exposure
-0.000899605996644874
VIX.INDX Exposure
-0.028349941699529403
UUP.US Exposure
0.0468668126094563
TIP.US Exposure
0.003413033782507739
Idiosyncratic Exposure
0.244096152762011
Value Score
41.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
43.1
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
33.0%

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 →20.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.59%
Market Cap$1.1B
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
$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 →
-1.2%
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 →
10.9% 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 →
1.30
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Bodycote PLC a high-risk investment?

Bodycote PLC (BOY.LSE) has an annualized volatility of 33.0% and experienced a maximum drawdown of 50.3% over the last 10 years. Its primary macro risk driver is VEA.US.

What is the 10-year return of BOY.LSE?

Over the past 10 years, BOY.LSE has generated a Compound Annual Growth Rate (CAGR) of 5.1%. 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.

Run a Full Backtest on Bodycote PLC

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest