Bentley Systems Inc

10-Year Study

BSY.US · Technology · US · Common Stock

Executive Summary: Bentley Systems Inc has compounded at 2.2% annually over the last 10 years, with a maximum drawdown of 52.6% and an annualized volatility of 39.3%.

1Y CAGR
-29.1%
3Y CAGR
-10.6%
5Y CAGR
-9.4%
10Y CAGR
+2.2%

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 →
52.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.08
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.14
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
30.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +41.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -23.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
33%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-8.04.1-3.9-1.3————————-9.2%
2025-0.3-5.7-10.29.311.013.27.4-4.0-7.4-1.3-17.5-8.9-17.8%
2024-3.41.91.80.6-4.4-1.6-1.35.6-1.2-5.02.6-5.5-10.1%
20235.73.76.3-1.014.611.3-0.6-7.30.5-3.07.00.341.8%
2022-16.9-4.415.2-4.1-18.9-3.118.9-7.1-16.715.312.4-6.7-23.3%
2021-3.012.95.99.112.013.0-6.16.1-6.0-2.5-18.90.819.6%
2020—————————11.70.615.029.1%

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 39.3%. The dominant macroeconomic risk driver is QUAL.US, accounting for 25.3% of variance. Idiosyncratic stock-specific factors contribute 30.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-09-0110000
2020-10-0111165.599250205021
2020-11-0111232.47549498184
2020-12-0112912.87538563674
2021-01-0112523.984327202197
2021-02-0114140.111427864776
2021-03-0114969.767381315005
2021-04-0116331.79729501048
2021-05-0118296.722250426315
2021-06-0120673.611382304316
2021-07-0119406.640111427863
2021-08-0120590.626261048412
2021-09-0119361.372541362387
2021-10-0118885.656265864804
2021-11-0115322.437875060205
2021-12-0115440.309290428399
2022-01-0112833.3723851551
2022-02-0112264.7127738509
2022-03-0114125.629710625999
2022-04-0113553.3252626235
2022-05-0110992.274247927
2022-06-0110655.907889769722
2022-07-0112671.893102146547
2022-08-0111766.313898543365
2022-09-019797.125785917913
2022-10-0111299.189023834628
2022-11-0112695.975058903166
2022-12-0111846.597935460357
2023-01-0112516.49939469676
2023-02-0112984.275133101626
2023-03-0113796.195050832455
2023-04-0113658.1794040692
2023-05-0115654.28073052941
2023-06-0117420.627172257584
2023-07-0117308.190468752033
2023-08-0116050.03840095807
2023-09-0116130.452610614286
2023-10-0115641.653974824592
2023-11-0116741.4509053514
2023-12-0116796.155999010687
2024-01-0116223.200687312063
2024-02-0116535.452545527914
2024-03-0116829.70802254592
2024-04-0116929.61559990107
2024-05-0116191.5687116804
2024-06-0115927.220421499329
2024-07-0115727.144921310579
2024-08-0116608.056390830632
2024-09-0116415.042761744837
2024-10-0115591.212038374924
2024-11-0115991.818643339713
2024-12-0115105.374832402598
2025-01-0115056.852943856498
2025-02-0114199.697999244998
2025-03-0112746.026477135158
2025-04-0113928.580726624232
2025-05-0115464.3261608154
2025-06-0117511.813176084663
2025-07-0118812.954791007665
2025-08-0118056.911521589147
2025-09-0116725.70000390518
2025-10-0116514.527277697503
2025-11-0113632.698090365915
2025-12-0112420.106481300685
2026-01-0111429.16650395074
2026-02-0111894.534046679943
2026-03-0111429.16650395074
2026-04-0111276.213535361423
Annual Return Matrix
YearAnnual Return
20210.19572975261598002
2022-0.23274866373278025
20230.41780417386622415
2024-0.10066476917145073
2025-0.17776906438241669
2026-0.09210009170706146
Total Factor Risk
0.3930889255514496
VTI.US Exposure
-0.1090392500651235
VEA.US Exposure
-0.05832220352704589
VWO.US Exposure
0.016410961689933962
QQQ.US Exposure
0.11910989258544256
VTV.US Exposure
-0.03565181567650546
IJR.US Exposure
0.038197098603731466
QUAL.US Exposure
0.25324633636936406
SHV.US Exposure
0.11707375733517011
TLT.US Exposure
0.017322435317356794
LQD.US Exposure
-0.014579910248826659
HYG.US Exposure
0.16141546634217016
GLD.US Exposure
0.004110344264848752
USO.US Exposure
-0.00033246488737688024
VNQ.US Exposure
0.07650443888544164
BTC-USD.CC Exposure
-0.00807199493296803
CPER.US Exposure
0.0017270457965785488
VIX.INDX Exposure
0.026712182665303796
UUP.US Exposure
0.05792333931823776
TIP.US Exposure
0.033504037263637196
Idiosyncratic Exposure
0.30274030290062953
Value Score
33.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
9.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
39.3%

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 →40.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.82%
Market Cap$10.5B
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
$23
Avg Yield on Cost
0.23%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$22.780.23%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 →
-2.5%
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 →
-23.2%
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 →
40.8% 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 →
1.16
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Bentley Systems Inc a high-risk investment?

Bentley Systems Inc (BSY.US) has an annualized volatility of 39.3% and experienced a maximum drawdown of 52.6% over the last 10 years. Its primary macro risk driver is QUAL.US.

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

Over the past 10 years, BSY.US has generated a Compound Annual Growth Rate (CAGR) of 2.2%. It has had a positive return in 33% 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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