BPCL.NSE

10-Year Study

BPCL.NSE · Unknown · Unknown · Common Stock

Executive Summary: BPCL.NSE has compounded at 13.4% annually over the last 10 years, with a maximum drawdown of 46.5% and an annualized volatility of 36.1%.

1Y CAGR
+3.3%
3Y CAGR
+27.1%
5Y CAGR
+13.1%
10Y CAGR
+13.4%

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 →
46.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.48
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.76
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
33.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +44.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -26.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-5.18.7-27.19.6————————-17.5%
2025-9.0-9.117.311.32.74.30.7-6.410.25.02.76.938.7%
202411.520.2-0.20.83.4-3.215.25.43.4-16.0-6.00.133.9%
20233.9-7.58.53.91.60.33.5-8.81.80.824.88.344.4%
20223.0-10.72.70.9-10.0-5.57.11.3-7.3-0.412.3-3.1-11.6%
20210.721.9-3.7-1.411.9-0.8-4.85.93.9-3.4-10.44.222.1%
2020-7.0-6.7-21.616.8-7.49.110.6-1.4-13.40.45.22.2-18.2%
2019-4.81.014.3-1.67.8-4.1-12.05.332.312.0-2.9-3.943.4%
2018-4.9-9.9-0.5-9.44.3-7.64.4-5.33.3-26.517.911.8-26.2%
20177.31.1-1.210.73.3-13.810.512.3-10.914.9-7.02.728.2%
2016———8.10.311.010.61.71.79.2-3.8-1.342.7%

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 36.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 43.5% of variance. Idiosyncratic stock-specific factors contribute 26.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110814.995072939957
2016-05-0110842.643330273266
2016-06-0112034.419033727148
2016-07-0113304.481078741608
2016-08-0113527.85080592625
2016-09-0113752.34091511529
2016-10-0115019.594985181378
2016-11-0114456.124268241729
2016-12-0114266.42777663795
2017-01-0115302.455405613853
2017-02-0115468.257902390298
2017-03-0115281.892605066936
2017-04-0116913.898876959778
2017-05-0117464.179599575284
2017-06-0115057.136674249447
2017-07-0116642.56425769872
2017-08-0118686.015610843126
2017-09-0116647.861970434646
2017-10-0119131.087128093077
2017-11-0117797.6378565941
2017-12-0118286.86384391553
2018-01-0117389.65032849563
2018-02-0115663.078948274855
2018-03-0115586.508279407733
2018-04-0114124.301188634516
2018-05-0114729.602308380045
2018-06-0113611.980543354384
2018-07-0114211.812663892139
2018-08-0113462.953824911154
2018-09-0113910.973715856895
2018-10-0110228.273387436146
2018-11-0112061.258594275327
2018-12-0113487.120193308483
2019-01-0112843.905795810051
2019-02-0112968.39362117947
2019-03-0114824.03824986035
2019-04-0114593.523162423753
2019-05-0115726.88924298493
2019-06-0115077.60493963977
2019-07-0113273.822672263646
2019-08-0113975.0779119449
2019-09-0118493.128323706347
2019-10-0120715.762174256186
2019-11-0120123.715632258612
2019-12-0119336.939771558136
2020-01-0117975.82445888451
2020-02-0116772.05683041778
2020-03-0113149.017545725064
2020-04-0115352.278241114444
2020-05-0114223.675422057353
2020-06-0115518.248280396141
2020-07-0117169.65297922398
2020-08-0116920.699792284733
2020-09-0114648.975987695829
2020-10-0114707.068309419372
2020-11-0115476.755770575717
2020-12-0115812.845100121156
2021-01-0115916.577310663864
2021-02-0119408.466381426333
2021-03-0118680.845192971527
2021-04-0118412.385940057597
2021-05-0120603.7127419164
2021-06-0120433.470836746583
2021-07-0119446.937510202308
2021-08-0120588.43174224737
2021-09-0121399.64634491517
2021-10-0120681.70143813245
2021-11-0118534.81364780656
2021-12-0119308.76829489278
2022-01-0119889.85811864181
2022-02-0117759.32397441523
2022-03-0118244.1770087504
2022-04-0118409.181104649855
2022-05-0116561.155447995556
2022-06-0115657.449894495021
2022-07-0116769.310630918273
2022-08-0116979.083207411255
2022-09-0115746.919464283306
2022-10-0115687.506458342381
2022-11-0117624.872517937343
2022-12-0117074.6610587039
2023-01-0117733.36705399249
2023-02-0116395.292111761897
2023-03-0117787.615258011712
2023-04-0118474.73421581122
2023-05-0118779.545512406756
2023-06-0118841.541855300184
2023-07-0119502.829315557978
2023-08-0117790.099379849373
2023-09-0118106.148192188288
2023-10-0118244.579485159666
2023-11-0122760.673674373746
2023-12-0124653.85344018115
2024-01-0127482.21990262692
2024-02-0133035.00908286296
2024-03-0132955.68940652139
2024-04-0133226.494254508856
2024-05-0134345.251377405315
2024-06-0133256.58077008901
2024-07-0138300.591097446464
2024-08-0140385.61732767645
2024-09-0141774.52410440575
2024-10-0135089.69420778416
2024-11-0132983.754180138705
2024-12-0133023.27549154538
2025-01-0130065.807700890015
2025-02-0127325.22602326351
2025-03-0132065.97318421364
2025-04-0135702.42803721802
2025-05-0136663.93481903912
2025-06-0138224.22541075058
2025-07-0138490.05827109613
2025-08-0136023.79889807575
2025-09-0139699.81250215278
2025-10-0141704.380890195454
2025-11-0142846.56775606111
2025-12-0145817.547522168024
2026-01-0143490.87445581445
2026-02-0147281.75669907944
2026-03-0134473.72559120977
2026-04-0137780.015005818124
Annual Return Matrix
YearAnnual Return
20170.2818109852181263
2018-0.2624694803644002
20190.4337337766999354
2020-0.1822467625730736
20210.22108122685302467
2022-0.11570428533133359
20230.44388537818814955
20240.33947723716583966
20250.38743195034963285
2026-0.17542476520510142
Total Factor Risk
0.36130278482246264
VTI.US Exposure
0.014502505967692418
VEA.US Exposure
0.0035104236871571323
VWO.US Exposure
0.033848308170685376
QQQ.US Exposure
-0.022819488816395644
VTV.US Exposure
-0.015387378606815286
IJR.US Exposure
-0.01487473896890205
QUAL.US Exposure
0.06350771579716342
SHV.US Exposure
0.43498359172523154
TLT.US Exposure
0.042137159849557286
LQD.US Exposure
0.005005804611508294
HYG.US Exposure
0.04453385553694319
GLD.US Exposure
0.01595624271022795
USO.US Exposure
0.056299804449819524
VNQ.US Exposure
0.02294061783637755
BTC-USD.CC Exposure
-0.0031130219273447866
CPER.US Exposure
0.040958586638629786
VIX.INDX Exposure
0.0005391958084168749
UUP.US Exposure
0.007836036573795687
TIP.US Exposure
0.0004583389584498641
Idiosyncratic Exposure
0.2691764399978017
Value Score
36
Growth Score
50
Profit Score
37.5
Health Score
26
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
36.1%

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 →0.00%
Market Cap$0
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
1.30
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 →
-8.4%
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 →
-7.1%
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 →
20.7% 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 →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is BPCL.NSE a high-risk investment?

BPCL.NSE (BPCL.NSE) has an annualized volatility of 36.1% and experienced a maximum drawdown of 46.5% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of BPCL.NSE?

Over the past 10 years, BPCL.NSE has generated a Compound Annual Growth Rate (CAGR) of 13.4%. It has had a positive return in 60% 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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