Peabody Energy Corp

10-Year Study

BTU.US · Energy · US · Common Stock

Executive Summary: Peabody Energy Corp has compounded at 2.2% annually over the last 10 years, with a maximum drawdown of 96.9% and an annualized volatility of 111.1%.

1Y CAGR
+120.4%
3Y CAGR
+16.0%
5Y CAGR
+34.1%
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 →
96.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.34
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.70
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
72.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +317.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -73.6%
% 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.
202618.7-10.34.5-18.3————————-9.1%
2025-13.3-23.7-1.7-8.97.22.020.38.252.43.4-0.49.044.2%
20249.8-6.9-2.1-9.613.3-10.70.45.813.4-1.0-9.0-12.2-12.8%
20235.6-2.1-6.2-6.2-24.219.33.6-3.520.4-9.21.42.0-7.0%
20227.260.641.5-7.74.3-9.7-1.617.50.6-3.733.6-17.3162.4%
202158.912.3-28.820.979.219.647.736.5-7.4-19.6-16.21.1317.9%
2020-25.9-13.6-50.316.9-7.1-8.68.3-16.3-11.9-43.94.778.5-73.6%
201917.1-13.2-2.31.6-17.82.5-12.6-11.8-20.1-27.8-8.1-5.8-67.3%
20182.61.0-10.31.017.75.1-6.6-2.5-13.7-0.2-12.2-2.1-21.6%
2017————-4.40.714.73.40.06.57.818.254.9%

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 111.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 66.3% of variance. Idiosyncratic stock-specific factors contribute 20.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2017-04-0110000
2017-05-019559.213658934765
2017-06-019622.202571253656
2017-07-0111035.031630501326
2017-08-0111412.829059247671
2017-09-0111416.774369090537
2017-10-0112156.633335600753
2017-11-0113108.994852957847
2017-12-0115493.911978776956
2018-01-0115903.181189488243
2018-02-0116065.93655760379
2018-03-0114404.507629866448
2018-04-0114542.593474366826
2018-05-0117122.96215676938
2018-06-0117997.551186994082
2018-07-0116814.32102124572
2018-08-0116395.61934562275
2018-09-0114145.205541573136
2018-10-0114123.982495521845
2018-11-0112406.775049316371
2018-12-0112143.84508990318
2019-01-0114223.567557762512
2019-02-0112342.743124050518
2019-03-0112062.580776817902
2019-04-0112249.914971770626
2019-05-0110067.342357662743
2019-06-0110315.624787429424
2019-07-019014.398113507017
2019-08-017947.5319139287585
2019-09-016347.686098451352
2019-10-014582.273314740493
2019-11-014212.366505679885
2019-12-013968.66426320205
2020-01-012941.7046459424528
2020-02-012541.369067863864
2020-03-011261.9549690497245
2020-04-011475.1830941205812
2020-05-011370.74575425708
2020-06-011253.2480783620163
2020-07-011357.6854182255174
2020-08-011135.7957508559507
2020-09-011000.8842935854703
2020-10-01561.3677074121941
2020-11-01587.4883794753192
2020-12-011048.7268439788677
2021-01-011666.6893408611659
2021-02-011871.2105752443142
2021-03-011331.6100945513908
2021-04-011610.0945513910617
2021-05-012885.109856472349
2021-06-013450.8310092283973
2021-07-015095.753123370292
2021-08-016953.903362583043
2021-09-016436.070108609392
2021-10-015174.0697911706675
2021-11-014334.217626918804
2021-12-014382.105525701199
2022-01-014699.770990635558
2022-02-017545.699839013218
2022-03-0110674.557286352401
2022-04-019852.073555086956
2022-05-0110274.176359884814
2022-06-019281.998956987052
2022-07-019134.072512074008
2022-08-0110731.106727433506
2022-09-0110800.716504546175
2022-10-0110400.380926467587
2022-11-0113899.099834478378
2022-12-0111496.995669228849
2023-01-0112136.680044441422
2023-02-0111879.917465932022
2023-03-0111140.149196199805
2023-04-0110452.622270593836
2023-05-017928.2135002154055
2023-06-019456.227467519217
2023-07-019796.748520508809
2023-08-019452.871686733328
2023-09-0111384.622361290614
2023-10-0110333.310659138835
2023-11-0110477.609232932
2023-12-0110688.569938552931
2024-01-0111734.57587919189
2024-02-0110920.708341836156
2024-03-0110695.82568079269
2024-04-019672.992766931955
2024-05-0110961.657937101785
2024-06-019785.003287758203
2024-07-019824.819173298867
2024-08-0110391.356597056889
2024-09-0111780.740539192344
2024-10-0111660.88474706936
2024-11-0110615.468335487381
2024-12-019320.22764891277
2025-01-018078.407364578373
2025-02-016167.0181166814045
2025-03-016059.678479922
2025-04-015518.536154003129
2025-05-015915.470602906832
2025-06-016032.378749744916
2025-07-017259.506156043805
2025-08-017853.5247035349075
2025-09-0111969.888669705007
2025-10-0112376.074189964402
2025-11-0112325.283994286103
2025-12-0113438.360202253814
2026-01-0115954.062081944538
2026-02-0114302.881890120852
2026-03-0114942.294174999433
2026-04-0112212.321157290886
Annual Return Matrix
YearAnnual Return
2018-0.2162182729231058
2019-0.6731954143171888
2020-0.7357481574587214
20213.1785003891723598
20221.6236236443414191
2023-0.07031625947634557
2024-0.12801921094277036
20250.4418489234886269
2026-0.09123427460720268
Total Factor Risk
1.1106234897728593
VTI.US Exposure
0.009948079281092837
VEA.US Exposure
0.010696684926083628
VWO.US Exposure
0.012843909831965662
QQQ.US Exposure
0.027148675882717053
VTV.US Exposure
-0.003153405069390122
IJR.US Exposure
0.016126146296508118
QUAL.US Exposure
0.023570194917363053
SHV.US Exposure
0.663028871103312
TLT.US Exposure
-0.00041820827954576045
LQD.US Exposure
0.00016191391332504165
HYG.US Exposure
0.010255402217996569
GLD.US Exposure
0.004768383272442784
USO.US Exposure
0.011889141625922715
VNQ.US Exposure
-0.0013236226539675216
BTC-USD.CC Exposure
0.0013448070852700343
CPER.US Exposure
0.007887573223031848
VIX.INDX Exposure
-0.0000917885088287416
UUP.US Exposure
0.001023443864331366
TIP.US Exposure
-0.00017088960271836165
Idiosyncratic Exposure
0.20446468667308781
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
10.7
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
111.1%

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 →0.89%
Market Cap$4.0B
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
$34
Avg Yield on Cost
0.34%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$34.010.34%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 →
-20.3%
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 →
-1.4%
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 →
31.8% 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 →
0.62
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Peabody Energy Corp a high-risk investment?

Peabody Energy Corp (BTU.US) has an annualized volatility of 111.1% and experienced a maximum drawdown of 96.9% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BTU.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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