Barratt Developments PLC

10-Year Study

BTDPY.US · Consumer Cyclical · US · Common Stock

Executive Summary: Barratt Developments PLC has compounded at 2.3% annually over the last 10 years, with a maximum drawdown of 59.3% and an annualized volatility of 37.4%.

1Y CAGR
-41.8%
3Y CAGR
-10.3%
5Y CAGR
-14.8%
10Y CAGR
+2.3%

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 →
59.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.17
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.23
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
39.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +82.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -48.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20262.6-10.0-28.85.6————————-30.6%
20252.7-5.11.615.4-0.10.5-20.8-1.88.0-1.85.40.20.0%
2024-4.1-14.21.8-4.312.5-6.813.3-1.4-1.3-10.6-5.31.4-20.5%
202318.60.31.611.4-8.7-8.411.8-2.2-1.1-6.729.510.362.0%
2022-19.0-0.1-16.1-7.82.5-12.79.7-18.4-17.013.49.30.8-48.0%
2021-4.25.910.94.70.3-10.41.94.0-9.42.11.59.815.6%
20207.0-8.6-43.522.6-6.1-0.39.44.9-12.51.432.710.6-5.2%
201920.212.5-2.02.1-9.12.28.4-2.53.79.25.614.782.1%
2018————————-15.5-2.4-10.2-0.1-25.9%
2017—7.37.88.2——————16.38.758.3%
2016——————7.210.9-0.5—-2.8—15.0%

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 37.4%. The dominant macroeconomic risk driver is QQQ.US, accounting for 22.7% of variance. Idiosyncratic stock-specific factors contribute 23.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-06-0110000
2016-07-0110717.663183142025
2016-08-0111887.613500085661
2016-09-0111829.535720404316
2016-11-0111503.512078122325
2017-02-0112343.841014219634
2017-03-0113311.461367140655
2017-04-0114398.66369710468
2017-11-0116750.21415110502
2017-12-0118205.927702586945
2018-09-0115389.583690251844
2018-10-0115022.271714922048
2018-11-0113488.607161212953
2018-12-0113481.754325852322
2019-01-0116205.927702586947
2019-02-0118224.601678944666
2019-03-0117859.688195991093
2019-04-0118234.880931985612
2019-05-0116570.669864656502
2019-06-0116937.981839986292
2019-07-0118361.658386157273
2019-08-0117900.291245502827
2019-09-0118560.39061161556
2019-10-0120272.742847353093
2019-11-0121408.25766660956
2019-12-0124549.426075038547
2020-01-0126267.089258180575
2020-02-0124007.02415624465
2020-03-0113572.211752612644
2020-04-0116639.369539146825
2020-05-0115617.61178687682
2020-06-0115574.43892410485
2020-07-0117033.407572383072
2020-08-0117873.393866712355
2020-09-0115634.22991262635
2020-10-0115856.604420078807
2020-11-0121039.23248243961
2020-12-0123278.396436525614
2021-01-0122296.042487579238
2021-02-0123610.073667980127
2021-03-0126188.795614185372
2021-04-0127430.87202329964
2021-05-0127523.213979784137
2021-06-0124647.59294157958
2021-07-0125105.704985437726
2021-08-0126101.421963337336
2021-09-0123648.792187767693
2021-10-0124136.200102792533
2021-11-0124504.026040774374
2021-12-0126907.48672263149
2022-01-0121792.359088572895
2022-02-0121772.48586602707
2022-03-0118266.74661641254
2022-04-0116842.898749357548
2022-05-0117259.379818399862
2022-06-0115070.070241562447
2022-07-0116538.975501113586
2022-08-0113488.435840328937
2022-09-0111201.130717834505
2022-10-0112701.045057392497
2022-11-0113887.099537433614
2022-12-0113995.545657015591
2023-01-0116597.90988521501
2023-02-0116652.218605448004
2023-03-0116913.14031180401
2023-04-0118841.52818228542
2023-05-0117197.019016618127
2023-06-0115761.007366798014
2023-07-0117616.75518245674
2023-08-0117221.00394038033
2023-09-0117023.813602878192
2023-10-0115880.76066472503
2023-11-0120566.729484324136
2023-12-0122677.231454514305
2024-01-0121758.780195305808
2024-02-0118658.55747815659
2024-03-0118996.7449032037
2024-04-0118181.771457940726
2024-05-0120460.167894466336
2024-06-0119061.50419736166
2024-07-0121600.308377591227
2024-08-0121287.305122494432
2024-09-0121005.482268288502
2024-10-0118774.54171663526
2024-11-0117784.820969676206
2024-12-0118031.86568442693
2025-01-0118516.018502655475
2025-02-0117577.1800582491
2025-03-0117856.775740962825
2025-04-0120614.699331848555
2025-05-0120589.857803666266
2025-06-0120700.87373650848
2025-07-0116403.289360973104
2025-08-0116101.764605105363
2025-09-0117392.324824396095
2025-10-0117080.692136371425
2025-11-0118005.824910056537
2025-12-0118040.089086859687
2026-01-0118502.655473702245
2026-02-0116652.38992633202
2026-03-0111855.405173890698
2026-04-0112523.556621552169
Annual Return Matrix
YearAnnual Return
20170.58264081255771
2018-0.25948545187638794
20190.8209370592047576
2020-0.05177431173453362
20210.15589949659984104
2022-0.4798642548341706
20230.6203177789746854
2024-0.20484712957157003
20250.0004560483411240046
2026-0.3057929724596391
Total Factor Risk
0.3743762203298171
VTI.US Exposure
-0.15675256633006895
VEA.US Exposure
0.1315871055357414
VWO.US Exposure
-0.005652384609107062
QQQ.US Exposure
0.22673141797911717
VTV.US Exposure
0.1783027438977416
IJR.US Exposure
0.04024666380187351
QUAL.US Exposure
-0.10965689063352344
SHV.US Exposure
0.021855207046083434
TLT.US Exposure
-0.06671300209318738
LQD.US Exposure
0.0828265776563477
HYG.US Exposure
0.17409805117888064
GLD.US Exposure
0.011918511017599802
USO.US Exposure
0.08392954613815641
VNQ.US Exposure
0.07160515069128776
BTC-USD.CC Exposure
-0.00008828919578446715
CPER.US Exposure
0.033054851844532544
VIX.INDX Exposure
-0.008525441473279242
UUP.US Exposure
0.026031286278992684
TIP.US Exposure
0.033130023667447675
Idiosyncratic Exposure
0.2320714376011482
Value Score
42.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
77.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
37.4%

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 →17.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →6.45%
Market Cap$4.9B
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
$230
Avg Yield on Cost
2.30%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$229.572.30%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 →
-14.0%
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 →
-24.8%
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 →
42.3% 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 →
1.43
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Barratt Developments PLC a high-risk investment?

Barratt Developments PLC (BTDPY.US) has an annualized volatility of 37.4% and experienced a maximum drawdown of 59.3% over the last 10 years. Its primary macro risk driver is QQQ.US.

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

Over the past 10 years, BTDPY.US has generated a Compound Annual Growth Rate (CAGR) of 2.3%. It has had a positive return in 50% 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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