Babcock & Wilcox Enterprises Inc

10-Year Study

BW.US · Industrials · US · Common Stock

Executive Summary: Babcock & Wilcox Enterprises Inc has compounded at -22.0% annually over the last 10 years, with a maximum drawdown of 99.8% and an annualized volatility of 128.5%.

1Y CAGR
+3447.4%
3Y CAGR
+58.6%
5Y CAGR
+16.7%
10Y CAGR
-22.0%

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 →
99.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.33
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.60
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
109.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +286.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -93.1%
% 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.
202652.1-8.165.825.5————————190.7%
2025-17.1-20.6-37.7-32.954.837.80.9129.830.024.573.11.4286.6%
2024-9.6-3.0-11.7-9.714.723.9-6.9-12.672.912.7-13.9-17.212.3%
202315.1-2.3-6.62.6-22.822.9-7.1-4.2-19.8-37.5-46.02.8-74.7%
2022-21.3-1.316.4-8.0-12.8-7.932.00.3-20.1-28.50.026.5-36.0%
202158.127.633.8-4.8-4.4-8.6-9.12.0-12.26.633.2-0.9157.0%
202015.7-1.4-75.4-9.0131.76.00.94.8-3.72.277.2-16.4-3.6%
201950.49.2-35.9-15.123.2-20.32.94.230.2-4.2-24.65.2-6.8%
201814.4-2.2-31.3-47.88.3-3.6-9.7-34.9-26.4-5.1-9.4-55.9-93.1%
20170.3-0.8-43.40.313.710.4-10.7-78.547.331.57.320.9-65.8%
2016———6.8-4.8-32.54.66.40.9-4.61.34.1-22.5%

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 128.5%. The dominant macroeconomic risk driver is VTI.US, accounting for 42.2% of variance. Idiosyncratic stock-specific factors contribute 29.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110677.570093457944
2016-05-0110163.55140186916
2016-06-016864.485981308411
2016-07-017177.570093457944
2016-08-017640.18691588785
2016-09-017710.280373831776
2016-10-017355.140186915888
2016-11-017448.598130841122
2016-12-017752.336448598132
2017-01-017775.7009345794395
2017-02-017710.280373831776
2017-03-014364.485981308411
2017-04-014378.5046728971965
2017-05-014976.6355140186915
2017-06-015495.327102803738
2017-07-014906.542056074766
2017-08-011056.0747663551401
2017-09-011556.07476635514
2017-10-012046.7289719626167
2017-11-012196.2616822429904
2017-12-012654.205607476635
2018-01-013037.3831775700933
2018-02-012971.96261682243
2018-03-012042.056074766355
2018-04-011065.4205607476636
2018-05-011154.2056074766356
2018-06-011112.1495327102805
2018-07-011004.6728971962616
2018-08-01654.2056074766355
2018-09-01481.3084112149533
2018-10-01456.822429906542
2018-11-01413.8317757009346
2018-12-01182.42990654205607
2019-01-01274.3457943925234
2019-02-01299.53271028037386
2019-03-01192.14953271028037
2019-04-01163.13084112149534
2019-05-01200.9345794392523
2019-06-01160.2336448598131
2019-07-01164.9532710280374
2019-08-01171.9626168224299
2019-09-01223.8317757009346
2019-10-01214.48598130841123
2019-11-01161.6822429906542
2019-12-01170.09345794392522
2020-01-01196.7289719626168
2020-02-01193.92523364485982
2020-03-0147.66355140186916
2020-04-0143.35514018691589
2020-05-01100.46728971962615
2020-06-01106.54205607476635
2020-07-01107.47663551401868
2020-08-01112.61682242990656
2020-09-01108.41121495327103
2020-10-01110.74766355140189
2020-11-01196.26168224299064
2020-12-01164.01869158878503
2021-01-01259.3457943925234
2021-02-01330.8411214953271
2021-03-01442.52336448598135
2021-04-01421.49532710280374
2021-05-01402.803738317757
2021-06-01368.22429906542055
2021-07-01334.57943925233644
2021-08-01341.1214953271028
2021-09-01299.53271028037386
2021-10-01319.1588785046729
2021-11-01425.23364485981307
2021-12-01421.49532710280374
2022-01-01331.7757009345794
2022-02-01327.57009345794387
2022-03-01381.30841121495325
2022-04-01350.93457943925233
2022-05-01306.0747663551402
2022-06-01281.77570093457945
2022-07-01371.96261682242994
2022-08-01372.89719626168227
2022-09-01298.13084112149534
2022-10-01213.0841121495327
2022-11-01213.0841121495327
2022-12-01269.626168224299
2023-01-01310.28037383177565
2023-02-01303.2710280373832
2023-03-01283.1775700934579
2023-04-01290.6542056074766
2023-05-01224.29906542056074
2023-06-01275.70093457943926
2023-07-01256.0747663551402
2023-08-01245.3271028037383
2023-09-01196.7289719626168
2023-10-01122.89719626168224
2023-11-0166.35514018691589
2023-12-0168.22429906542055
2024-01-0161.68224299065421
2024-02-0159.81308411214953
2024-03-0152.803738317757
2024-04-0147.66355140186916
2024-05-0154.67289719626168
2024-06-0167.75700934579439
2024-07-0163.084112149532714
2024-08-0155.140186915887845
2024-09-0195.32710280373831
2024-10-01107.47663551401868
2024-11-0192.5233644859813
2024-12-0176.6355140186916
2025-01-0163.55140186915889
2025-02-0150.46728971962617
2025-03-0131.420560747663554
2025-04-0121.074766355140188
2025-05-0132.626168224299064
2025-06-0144.95794392523364
2025-07-0145.35514018691589
2025-08-01104.20560747663552
2025-09-01135.51401869158877
2025-10-01168.69158878504675
2025-11-01292.05607476635515
2025-12-01296.2616822429906
2026-01-01450.46728971962625
2026-02-01414.01869158878503
2026-03-01686.4485981308412
2026-04-01861.214953271028
Annual Return Matrix
YearAnnual Return
2017-0.6576250753465944
2018-0.9312676056338028
2019-0.06762295081967207
2020-0.03571428571428581
20211.5698005698005697
2022-0.3603104212860311
2023-0.7469670710571923
20240.12328767123287676
20252.8658536585365857
20261.9069400630914828
Total Factor Risk
1.2845196922447237
VTI.US Exposure
0.42195826346057824
VEA.US Exposure
0.023349692438872277
VWO.US Exposure
0.027355977712401124
QQQ.US Exposure
0.03168942520512623
VTV.US Exposure
0.014498104235347097
IJR.US Exposure
0.0011861300942585503
QUAL.US Exposure
0.0847583018886283
SHV.US Exposure
0.038248275342244314
TLT.US Exposure
-0.00029051450612252206
LQD.US Exposure
0.0028314257609703686
HYG.US Exposure
0.022453765733921806
GLD.US Exposure
0.0021950242472068256
USO.US Exposure
0.017807243076266688
VNQ.US Exposure
0.0008659125626395756
BTC-USD.CC Exposure
0.00015990378611864756
CPER.US Exposure
0.007434124421958419
VIX.INDX Exposure
-0.00847805979427577
UUP.US Exposure
0.00966276919010893
TIP.US Exposure
0.008733023225391524
Idiosyncratic Exposure
0.2935812119183594
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
128.5%

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 →0.00%
Market Cap$2.1B
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
$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 →
+43.6%
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 →
+192.5%
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 →
0.0% 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 →
1.10
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Babcock & Wilcox Enterprises Inc a high-risk investment?

Babcock & Wilcox Enterprises Inc (BW.US) has an annualized volatility of 128.5% and experienced a maximum drawdown of 99.8% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, BW.US has generated a Compound Annual Growth Rate (CAGR) of -22.0%. 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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