BP PLC

10-Year Study

BP.LSE · Energy · GB · Common Stock

Executive Summary: BP PLC has compounded at 11.2% annually over the last 10 years, with a maximum drawdown of 61.9% and an annualized volatility of 26.2%.

1Y CAGR
+77.5%
3Y CAGR
+14.8%
5Y CAGR
+19.7%
10Y CAGR
+11.2%

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 →
61.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.40
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.74
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
26.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · +50.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -41.7%
% 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.
20267.24.426.9-3.7————————36.7%
20257.54.9-0.3-19.74.31.710.78.4-1.53.94.1-4.716.7%
2024-0.80.87.65.0-5.1-2.7-3.4-5.1-8.8-3.83.82.2-11.0%
20232.913.7-7.24.6-14.21.15.42.19.0-5.4-3.5-2.72.6%
202215.8-4.03.24.312.1-10.63.011.7-1.910.84.8-4.550.1%
20216.68.91.02.82.22.9-8.24.014.62.9-6.01.636.3%
2020-3.2-11.7-13.1-9.00.30.5-10.4-2.7-14.8-12.728.42.9-41.7%
20194.94.24.50.1-1.91.6-0.5-6.83.1-5.1-0.3-1.81.1%
2018-4.1-3.70.912.38.50.3-0.9-3.27.7-3.7-7.0-4.60.4%
2017-7.2-2.30.9-3.37.3-5.10.71.57.26.9-2.86.99.5%
2016———6.7-2.622.6-2.62.15.27.5-3.310.953.8%

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 26.2%. The dominant macroeconomic risk driver is USO.US, accounting for 19.5% of variance. Idiosyncratic stock-specific factors contribute 30.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110673.99459138257
2016-05-0110401.211261452323
2016-06-0112756.58726525699
2016-07-0112427.589346317003
2016-08-0112689.25705597476
2016-09-0113344.630564747853
2016-10-0114343.992549530196
2016-11-0113864.905751455137
2016-12-0115378.29006829767
2017-01-0114269.279083539259
2017-02-0113935.357296159738
2017-03-0114058.255423002052
2017-04-0113595.844601286317
2017-05-0114585.012599909465
2017-06-0113838.107075553122
2017-07-0113931.859160050166
2017-08-0114141.411261146808
2017-09-0115162.74479951403
2017-10-0116207.90334349507
2017-11-0115761.465815776035
2017-12-0116844.243325663232
2018-01-0116148.175342672219
2018-02-0115546.613045552658
2018-03-0115680.759182098098
2018-04-0117603.02316356765
2018-05-0119104.808129525747
2018-06-0119171.109774769935
2018-07-0119005.353115708873
2018-08-0118396.397378078243
2018-09-0119808.142255498362
2018-10-0119068.655631158974
2018-11-0117740.316095041355
2018-12-0116919.82750675568
2019-01-0117743.727668830896
2019-02-0118491.178026613332
2019-03-0119325.07868260296
2019-04-0119342.380962807223
2019-05-0118972.69875345167
2019-06-0119271.287838554144
2019-07-0119169.414171677523
2019-08-0117866.07587034594
2019-09-0118423.27243249794
2019-10-0117476.749106244046
2019-11-0117416.81233747288
2019-12-0117104.892655085307
2020-01-0116564.468815415017
2020-02-0114619.566241306216
2020-03-0112702.394161015083
2020-04-0111554.679635399507
2020-05-0111591.682481263077
2020-06-0111646.654646385286
2020-07-0110431.564084376876
2020-08-0110148.225243303768
2020-09-018650.193008514168
2020-10-017551.630604973871
2020-11-019694.429918381917
2020-12-019974.321542357235
2021-01-0110628.055458950876
2021-02-0111576.203101680685
2021-03-0111691.26988451059
2021-04-0112022.584618486759
2021-05-0112290.815788763499
2021-06-0112646.113377290021
2021-07-0111610.339207180805
2021-08-0112074.603480925483
2021-09-0113837.30255516693
2021-10-0114239.858078530355
2021-11-0113391.526974601089
2021-12-0113599.322369791176
2022-01-0115751.348208134517
2022-02-0115114.992950262818
2022-03-0115605.592536902283
2022-04-0116279.123765277614
2022-05-0118243.68107793511
2022-06-0116313.23441127184
2022-07-0116804.770907728132
2022-08-0118778.651491443317
2022-09-0118421.36806145721
2022-10-0120407.69325165245
2022-11-0121379.609889083116
2022-12-0120408.395934015072
2023-01-0121007.885827355018
2023-02-0123894.219826539294
2023-03-0122171.05427304709
2023-04-0123195.402216911934
2023-05-0119892.10261402931
2023-06-0120113.707245215268
2023-07-0121195.420547756177
2023-08-0121644.729907739842
2023-09-0123593.86894362909
2023-10-0122315.165260198693
2023-11-0121530.65095373855
2023-12-0120948.677200452366
2024-01-0120782.401167471104
2024-02-0120954.064431899133
2024-03-0122545.970956814057
2024-04-0123669.402205709754
2024-05-0122459.41372868212
2024-06-0121863.595096091816
2024-07-0121111.343075498127
2024-08-0120033.565812568137
2024-09-0118274.680572309324
2024-10-0117572.5277674101
2024-11-0118242.937660363063
2024-12-0118638.955182613397
2025-01-0120038.06196130868
2025-02-0121028.30435108048
2025-03-0120968.204641471602
2025-04-0116842.837960937988
2025-05-0117569.228215446485
2025-06-0117859.807739995307
2025-07-0119766.90803975553
2025-08-0121419.74425417141
2025-09-0121104.968015222752
2025-10-0121925.370041188387
2025-11-0122822.792164378792
2025-12-0121747.479381619152
2026-01-0123305.178514417465
2026-02-0124321.46597871687
2026-03-0130872.196844752514
2026-04-0129736.70288196515
Annual Return Matrix
YearAnnual Return
20170.09532615465406158
20180.004487241108497297
20190.010937768027229344
2020-0.41687318690118436
20210.3634333234636471
20220.5006921212007751
20230.02647348023745444
2024-0.11025622265968615
20250.16677566787141695
20260.3673631946099667
Total Factor Risk
0.26195354582099944
VTI.US Exposure
0.09818597469460888
VEA.US Exposure
0.05034633981846766
VWO.US Exposure
0.004205376475694623
QQQ.US Exposure
-0.00008280744122003128
VTV.US Exposure
0.12426872384107943
IJR.US Exposure
-0.00501143229452194
QUAL.US Exposure
0.0476041185093687
SHV.US Exposure
0.005188921966093457
TLT.US Exposure
-0.026101494471403718
LQD.US Exposure
0.0219735892872517
HYG.US Exposure
0.026646022330589294
GLD.US Exposure
0.04050439669549786
USO.US Exposure
0.19504124965683245
VNQ.US Exposure
0.014815786458413607
BTC-USD.CC Exposure
0.00024965425206330597
CPER.US Exposure
0.02307454583352524
VIX.INDX Exposure
-0.0012282076158680307
UUP.US Exposure
0.0721276770325963
TIP.US Exposure
0.007523933801323839
Idiosyncratic Exposure
0.30066763116960726
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
68.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
26.2%

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 →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →5.73%
Market Cap$91.3B
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
$3
Avg Yield on Cost
0.03%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$3.150.03%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 →
+12.2%
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 →
+31.3%
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 →
3.7% 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 →
-0.20
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is BP PLC a high-risk investment?

BP PLC (BP.LSE) has an annualized volatility of 26.2% and experienced a maximum drawdown of 61.9% over the last 10 years. Its primary macro risk driver is USO.US.

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

Over the past 10 years, BP.LSE has generated a Compound Annual Growth Rate (CAGR) of 11.2%. 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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