BAE Systems plc

10-Year Study

BSP.XETRA · Industrials · DE · Common Stock

Executive Summary: BAE Systems plc has compounded at 3.2% annually over the last 10 years, with a maximum drawdown of 81.4% and an annualized volatility of 398.2%.

1Y CAGR
+88.7%
3Y CAGR
+37.4%
5Y CAGR
+36.6%
10Y CAGR
+3.2%

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 →
81.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.80
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
2.20
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
155.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +249.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -76.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
57%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026211.86.14.21.3————————249.2%
2025-4.9-11.82.056.122.2-23.5-3.2-3.620.4-33.23.0-13.2-16.4%
202415.2-5.22.5-30.6-30.424.03.43.29.627.6-1.33.21.9%
2023-4.8-6.2-20.3-15.85.5-6.18.1-9.2-6.2-23.632.1-2.6-46.4%
2022149.4-5.36.9-11.9-9.5-10.5-5.2-20.8-20.729.42.219.569.6%
202186.521.0-52.5-0.16.3129.5-11.7-46.1104.7-0.5-20.8-2.895.0%
2020-70.2-8.0-14.63.3-10.4144.6-59.311.6-9.8-14.225.3-0.9-76.9%

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 398.2%. The dominant macroeconomic risk driver is VTI.US, accounting for 24.4% of variance. Idiosyncratic stock-specific factors contribute 40.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-12-0110000
2020-01-012978.383099996957
2020-02-012739.686361361092
2020-03-012339.4382178690153
2020-04-012416.870159699861
2020-05-012165.32382676881
2020-06-015297.194788421053
2020-07-012156.6300492159326
2020-08-012406.408965831289
2020-09-012171.342595843879
2020-10-011862.6657247082057
2020-11-012334.040432904866
2020-12-012314.1689413554327
2021-01-014315.613089043683
2021-02-015223.942606376223
2021-03-012483.028851517086
2021-04-012479.685090919825
2021-05-012636.173086871615
2021-06-016049.392321993812
2021-07-015341.983674137282
2021-08-012876.828313857304
2021-09-015889.074277992302
2021-10-015860.192330084403
2021-11-014641.272084895799
2021-12-014512.388442337327
2022-01-0111253.402739903755
2022-02-0110660.028131199484
2022-03-0111396.2189612448
2022-04-0110036.459587048279
2022-05-019085.117378240724
2022-06-018131.959342235048
2022-07-017710.477878705658
2022-08-016104.608319786758
2022-09-014843.174667269937
2022-10-016266.685247082786
2022-11-016406.301221041292
2022-12-017653.729862130154
2023-01-017287.305864566077
2023-02-016833.213766320806
2023-03-015445.767810640838
2023-04-014582.929639019384
2023-05-014832.94253111916
2023-06-014538.701081314619
2023-07-014904.241309494763
2023-08-014451.920849978415
2023-09-014174.551195484868
2023-10-013189.145143541459
2023-11-014214.189163456701
2023-12-014106.137878592682
2024-01-014731.034354575931
2024-02-014486.075347808808
2024-03-014596.104180557183
2024-04-013188.5146606407566
2024-05-012220.519776663277
2024-06-012752.5359625806577
2024-07-012846.97332674667
2024-08-012937.3312296584986
2024-09-013220.4091688249164
2024-10-014110.446482114968
2024-11-014055.503815059321
2024-12-014184.477656761101
2025-01-013979.07507429585
2025-02-013510.948581568361
2025-03-013580.21218482916
2025-04-015587.667462909475
2025-05-016826.062523130614
2025-06-015223.579987598074
2025-07-015053.855266272427
2025-08-014872.336779183568
2025-09-015865.91132021115
2025-10-013915.7488979760224
2025-11-014031.619719682929
2025-12-013498.97327864046
2026-01-0110910.21314877556
2026-02-0111578.965268227652
2026-03-0112061.422154403805
2026-04-0112219.056582560368
Annual Return Matrix
YearAnnual Return
2020-0.7685831058644568
20210.9498958618355562
20220.6961593532860113
2023-0.46351152280544705
20240.019078701320976554
2025-0.16382077629522795
20262.4921834519719828
Total Factor Risk
3.9819189064769414
VTI.US Exposure
0.24354601442581353
VEA.US Exposure
0.007021204170314163
VWO.US Exposure
0.002552346875502597
QQQ.US Exposure
0.021123748633864466
VTV.US Exposure
0.040341668297995285
IJR.US Exposure
0.004963483409851244
QUAL.US Exposure
-0.00017855527919874453
SHV.US Exposure
0.20124164919215792
TLT.US Exposure
0.000013704424531845753
LQD.US Exposure
0.0012461622694597795
HYG.US Exposure
0.00036446969854786026
GLD.US Exposure
0.0032580805406032505
USO.US Exposure
0.002586988718506094
VNQ.US Exposure
0.003981264823014087
BTC-USD.CC Exposure
-0.0004957359592155025
CPER.US Exposure
0.020516736792513975
VIX.INDX Exposure
0.024008694961595113
UUP.US Exposure
0.02016647048246729
TIP.US Exposure
0.001197758833920057
Idiosyncratic Exposure
0.4025438446877557
Value Score
36.5
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
16.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
398.2%

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 →33.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.38%
Market Cap$77.2B
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 →
+2.9%
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 →
+63.1%
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 →
5.6% 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 →
-0.01
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is BAE Systems plc a high-risk investment?

BAE Systems plc (BSP.XETRA) has an annualized volatility of 398.2% and experienced a maximum drawdown of 81.4% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, BSP.XETRA has generated a Compound Annual Growth Rate (CAGR) of 3.2%. It has had a positive return in 57% 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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