BP p.l.c.

10-Year Study

BPE5.XETRA · Energy · DE · Common Stock

Executive Summary: BP p.l.c. has compounded at 9.2% annually over the last 10 years, with a maximum drawdown of 98.1% and an annualized volatility of 552.7%.

1Y CAGR
-4.2%
3Y CAGR
-44.3%
5Y CAGR
+18.9%
10Y CAGR
+9.2%

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 →
98.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
2291.16
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
69931.25
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
2614.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +5202.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -71.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
40%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-42.03.127.9-3.7————————-26.4%
2025-11.7-4.0-27.220.7-19.535.322.9-1.847.9-23.9-29.71.1-21.7%
2024-20.932.2-12.7-22.9-0.72.819.7-16.6-6.4-31.39.9-25.6-62.3%
202322.2-4.0-7.72.5-2.810.33.4-11.4-15.6-21.020.82.3-10.2%
2022-96.82557.0-96.31253.0-5.68.225.4-4.9-9.5-3.8-8.9-28.8-71.4%
20212812.1-96.02927.4-96.53.46023.2-18.39.9-12.6-97.53187.18.45202.7%
2020-3.5-13.5-16.2-5.7-3.9-0.5-9.6-3.5-15.3-11.529.93.0-44.7%
20197.15.63.70.3-4.80.4-2.6-5.04.4-2.70.8-0.16.6%
2018-2.6-4.61.911.88.4-0.0-1.8-3.38.5-3.5-6.6-5.21.0%
2017-6.6-1.70.7-2.33.7-5.9-1.0-1.612.34.4-0.65.75.9%
2016———7.90.410.5-3.10.43.53.32.88.539.0%

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 552.7%. The dominant macroeconomic risk driver is QQQ.US, accounting for 16.8% of variance. Idiosyncratic stock-specific factors contribute 51.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110792.753735387472
2016-05-0110831.462413873189
2016-06-0111973.755515986684
2016-07-0111604.47472323295
2016-08-0111651.699310985521
2016-09-0112064.33382364326
2016-10-0112458.775257412712
2016-11-0112809.475884493304
2016-12-0113896.028489587365
2017-01-0112985.600371603312
2017-02-0112763.799643880158
2017-03-0112854.377951536735
2017-04-0112558.256561121001
2017-05-0113019.276921885885
2017-06-0112254.780521792985
2017-07-0112130.912750638694
2017-08-0111942.401486413251
2017-09-0113405.589533173337
2017-10-0114000.154834713943
2017-11-0113915.769915615081
2017-12-0114711.620345281413
2018-01-0114328.791515057675
2018-02-0113675.776109003637
2018-03-0113940.54346984594
2018-04-0115582.952697994888
2018-05-0116890.144770457537
2018-06-0116882.40303476039
2018-07-0116575.830301153517
2018-08-0116028.102500580628
2018-09-0117388.712549353568
2018-10-0116777.5025160641
2018-11-0115675.853526360608
2018-12-0114859.874583881707
2019-01-0115913.911899047765
2019-02-0116812.7274134861
2019-03-0117440.969265309282
2019-04-0117500.19354339243
2019-05-0116656.731439188665
2019-06-0116719.439498335527
2019-07-0116283.579778586356
2019-08-0115467.987922892313
2019-09-0116148.486490671208
2019-10-0115719.594333049468
2019-11-0115850.429666331192
2019-12-0115839.204149570332
2020-01-0115291.8634357823
2020-02-0113234.110087481611
2020-03-0111095.068514360919
2020-04-0110467.600836107456
2020-05-0110061.933885577146
2020-06-0110010.838429975998
2020-07-019046.218162111945
2020-08-018729.194085313928
2020-09-017396.067198265851
2020-10-016546.024618719517
2020-11-018503.135402957343
2020-12-018759.773941317642
2021-01-01255090.1971273473
2021-02-0110226.832855926297
2021-03-01309605.5493521286
2021-04-0110710.691336997754
2021-05-0111069.907873345204
2021-06-01677827.6713259718
2021-07-01553453.7152128433
2021-08-01608403.6659122002
2021-09-01531624.9761472889
2021-10-0113037.85708755903
2021-11-01428563.11967906874
2021-12-01464504.14182859793
2022-01-0114680.653402492839
2022-02-01390067.3401063188
2022-03-0114265.696369125957
2022-04-01193020.83176614848
2022-05-01182240.465398524
2022-06-01197259.4220193259
2022-07-01247309.74448265243
2022-08-01235271.34311100436
2022-09-01212897.73167144074
2022-10-01204730.1981483643
2022-11-01186498.4141254772
2022-12-01132809.48120032134
2023-01-01162247.42941676607
2023-02-01155802.4309050089
2023-03-01143820.53973865442
2023-04-01147480.05912410424
2023-05-01143291.3933559275
2023-06-01158047.54134495117
2023-07-01163428.04529187555
2023-08-01144804.5142748836
2023-09-01122176.97606622372
2023-10-0196500.73664618634
2023-11-01116590.54284753966
2023-12-01119261.43634722606
2024-01-0194371.75489961523
2024-02-01124758.06898752159
2024-03-01108942.8677743107
2024-04-0183997.8352672426
2024-05-0183378.49700211869
2024-06-0185720.37027856187
2024-07-01102593.48033631264
2024-08-0185546.18093005235
2024-09-0180049.54828975683
2024-10-0155014.32390029174
2024-11-0160462.955351703495
2024-12-0145002.32356024885
2025-01-0139715.10501231646
2025-02-0138128.04978504965
2025-03-0127749.476957369156
2025-04-0133502.360195754394
2025-05-0126975.304125964278
2025-06-0136504.99458900682
2025-07-0144868.0029220327
2025-08-0144047.766964049995
2025-09-0165142.06162969735
2025-10-0149590.46273092334
2025-11-0134839.74500790352
2025-12-0135230.31808998301
2026-01-0120437.79515367345
2026-02-0121069.133699775488
2026-03-0126948.981961755824
2026-04-0125942.556321127195
Annual Return Matrix
YearAnnual Return
20170.05869244268642593
20180.010077356206914745
20190.06590429550131538
2020-0.44695618172487106
202152.02695536897923
2022-0.7140833218892415
2023-0.10201112699672599
2024-0.6226582125908164
2025-0.2171444649337525
2026-0.2636298016138716
Total Factor Risk
5.527449084025394
VTI.US Exposure
-0.015205783426418876
VEA.US Exposure
0.0353218619879216
VWO.US Exposure
-0.013360661921755619
QQQ.US Exposure
0.16821584358838443
VTV.US Exposure
0.1645505951626354
IJR.US Exposure
0.005583002302483673
QUAL.US Exposure
-0.018535456787569637
SHV.US Exposure
0.05085680605055454
TLT.US Exposure
-0.0017653149520243231
LQD.US Exposure
0.009427157077043195
HYG.US Exposure
-0.00496560590059795
GLD.US Exposure
-0.00011461574478531059
USO.US Exposure
0.0006697879711293963
VNQ.US Exposure
0.014008229808053649
BTC-USD.CC Exposure
0.05535817883485531
CPER.US Exposure
0.003839059094538995
VIX.INDX Exposure
0.012097523609015596
UUP.US Exposure
0.018725494427518277
TIP.US Exposure
0.0016664077280697537
Idiosyncratic Exposure
0.513627491090948
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
59.9
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
552.7%

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 →4.99%
Market Cap$104.1B
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
$273
Avg Yield on Cost
2.73%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$272.512.73%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 →
+11.9%
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 →
-45.4%
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 →
96.2% 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 p.l.c. a high-risk investment?

BP p.l.c. (BPE5.XETRA) has an annualized volatility of 552.7% and experienced a maximum drawdown of 98.1% over the last 10 years. Its primary macro risk driver is QQQ.US.

What is the 10-year return of BPE5.XETRA?

Over the past 10 years, BPE5.XETRA has generated a Compound Annual Growth Rate (CAGR) of 9.2%. It has had a positive return in 40% 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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