BP PLC ADR

10-Year Study

BP.US · Energy · US · Common Stock

Executive Summary: BP PLC ADR has compounded at 10.3% annually over the last 10 years, with a maximum drawdown of 61.7% and an annualized volatility of 26.4%.

1Y CAGR
+79.0%
3Y CAGR
+18.5%
5Y CAGR
+18.5%
10Y CAGR
+10.3%

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 →
61.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.38
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.59
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
25.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +38.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -41.3%
% 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.
20269.13.920.91.3————————38.9%
20255.18.12.0-18.77.72.97.411.2-2.21.94.2-3.824.5%
2024-0.80.97.72.9-2.0-3.9-2.0-2.6-7.6-6.51.40.9-11.8%
20233.710.4-4.26.2-15.44.75.70.94.1-5.50.5-2.56.0%
202216.1-4.60.7-2.313.9-12.43.66.2-7.416.69.0-2.737.0%
20218.311.3-0.23.35.50.7-8.52.411.75.3-8.82.636.4%
2020-4.3-11.9-22.1-2.4-0.20.8-5.5-3.8-16.6-11.328.94.9-41.3%
20198.45.22.50.0-5.52.4-4.7-5.52.8-0.20.30.95.8%
20181.8-7.84.310.04.1-0.3-1.2-3.67.5-5.9-5.6-6.0-4.6%
2017-3.7-4.11.8-0.67.1-4.11.40.510.75.8-0.04.920.0%
2016———11.3-4.813.1-3.10.23.81.10.26.830.7%

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 26.4%. The dominant macroeconomic risk driver is VTV.US, accounting for 28.4% of variance. Idiosyncratic stock-specific factors contribute 28.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111126.555576506082
2016-05-0110597.895257848591
2016-06-0111985.068822475723
2016-07-0111610.434147261243
2016-08-0111635.123031960029
2016-09-0112081.879890638258
2016-10-0112215.871594230226
2016-11-0112244.449420194213
2016-12-0113073.324219854814
2017-01-0112583.730083906854
2017-02-0112070.920147072688
2017-03-0112284.458376543793
2017-04-0112213.278966720092
2017-05-0113084.755350240406
2017-06-0112541.835580277177
2017-07-0112719.194871311396
2017-08-0112778.884227397002
2017-09-0114140.249363627792
2017-10-0114964.469218440652
2017-11-0114958.694729895353
2017-12-0115690.404921278401
2018-01-0115974.120863580654
2018-02-0114724.00301687565
2018-03-0115360.55199396625
2018-04-0116895.092863203543
2018-05-0117584.79070425191
2018-06-0117523.392570943717
2018-07-0117304.61016309984
2018-08-0116684.500801357593
2018-09-0117937.44696898275
2018-10-0116875.17677005751
2018-11-0115925.450174413123
2018-12-0114966.354765720751
2019-01-0116229.376826623928
2019-02-0117077.519562553032
2019-03-0117505.95125860281
2019-04-0117509.958046573018
2019-05-0116543.438295465257
2019-06-0116941.58338832846
2019-07-0116145.293202602055
2019-08-0115259.675214481003
2019-09-0115689.167530875839
2019-10-0115656.111530121618
2019-11-0115698.83096068634
2019-12-0115833.058357688318
2020-01-0115157.619967945697
2020-02-0113353.44583765438
2020-03-0110408.751296313754
2020-04-0110156.971811068162
2020-05-0110140.826812482324
2020-06-0110219.725181483927
2020-07-019658.774865654756
2020-08-019292.978693315736
2020-09-017752.309795418119
2020-10-016873.1733760724055
2020-11-018857.711888375601
2020-12-019292.389459790706
2021-01-0110062.281983595738
2021-02-0111203.68624493259
2021-03-0111176.110115961157
2021-04-0111547.91647025549
2021-05-0112182.28528330348
2021-06-0112270.552465353068
2021-07-0111230.201753558971
2021-08-0111504.784576223248
2021-09-0112854.718582068444
2021-10-0113541.411332139154
2021-11-0112353.870085792401
2021-12-0112672.704346186481
2022-01-0114714.22174036014
2022-02-0114042.083058357688
2022-03-0114133.414254737438
2022-04-0113806.50749505044
2022-05-0115731.710191383048
2022-06-0113778.047515791459
2022-07-0114278.601395304988
2022-08-0115165.57462053361
2022-09-0114039.490430847552
2022-10-0116365.489770906006
2022-11-0117844.524842085415
2022-12-0117362.355048552843
2023-01-0118008.508532101445
2023-02-0119876.437729801077
2023-03-0119043.26152540775
2023-04-0120217.780710851323
2023-05-0117104.683228056943
2023-06-0117906.394362213632
2023-07-0118926.239747336665
2023-08-0119087.866503252568
2023-09-0119878.50004713868
2023-10-0118779.874139719053
2023-11-0118866.78608466107
2023-12-0118404.06099745451
2024-01-0118248.090883378904
2024-02-0118415.551051192608
2024-03-0119831.30244178373
2024-04-0120404.98020175356
2024-05-0120001.826623927598
2024-06-0119219.2066559819
2024-07-0118841.213349674745
2024-08-0118342.72178749882
2024-09-0116954.60544923164
2024-10-0115858.159705854625
2024-11-0116086.075233336476
2024-12-0116223.24879796361
2025-01-0117046.52587913642
2025-02-0118432.403130008486
2025-03-0118805.270104647872
2025-04-0115282.419628547186
2025-05-0116457.52804751579
2025-06-0116926.9114735552
2025-07-0118182.45026869049
2025-08-0120212.713302536064
2025-09-0119770.90600546809
2025-10-0120155.321957198077
2025-11-0120999.104365041952
2025-12-0120202.22494579052
2026-01-0122034.564438578298
2026-02-0122897.614782690674
2026-03-0127693.975676440088
2026-04-0128065.19279720939
Annual Return Matrix
YearAnnual Return
20170.2001847928967413
2018-0.04614604652909471
20190.057910132796844094
2020-0.4131020520568949
20210.36377240762699503
20220.3700591897559411
20230.059997963754836015
2024-0.11849624926762259
20250.24526383077638303
20260.38921296404321337
Total Factor Risk
0.26408208981127745
VTI.US Exposure
0.057770152163764486
VEA.US Exposure
0.10275666600078347
VWO.US Exposure
0.02213527402970435
QQQ.US Exposure
0.014881500836429428
VTV.US Exposure
0.28392101762388633
IJR.US Exposure
-0.007764120959627011
QUAL.US Exposure
-0.01608332145857765
SHV.US Exposure
0.047863572476555934
TLT.US Exposure
-0.007480887990905453
LQD.US Exposure
0.012691067471595091
HYG.US Exposure
-0.003345275255491018
GLD.US Exposure
0.02980418114397751
USO.US Exposure
0.16080445942622687
VNQ.US Exposure
-0.014663386523913443
BTC-USD.CC Exposure
-0.000052614895522408786
CPER.US Exposure
0.03986561464317887
VIX.INDX Exposure
-0.004671626888845822
UUP.US Exposure
-0.00006390587771692344
TIP.US Exposure
0.00014939765485770548
Idiosyncratic Exposure
0.28148223637963976
Value Score
0
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
50.9
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
26.4%

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 →2356.0x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.24%
Market Cap$123.1B
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
$294
Avg Yield on Cost
2.94%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$294.152.94%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 →
+13.1%
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 →
+33.0%
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 →
0.0% 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 ADR a high-risk investment?

BP PLC ADR (BP.US) has an annualized volatility of 26.4% and experienced a maximum drawdown of 61.7% over the last 10 years. Its primary macro risk driver is VTV.US.

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

Over the past 10 years, BP.US has generated a Compound Annual Growth Rate (CAGR) of 10.3%. 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.

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