BorgWarner Inc

10-Year Study

BWA.US · Consumer Cyclical · US · Common Stock

Executive Summary: BorgWarner Inc has compounded at 7.6% annually over the last 10 years, with a maximum drawdown of 55.0% and an annualized volatility of 32.0%.

1Y CAGR
+70.2%
3Y CAGR
+12.6%
5Y CAGR
+4.8%
10Y CAGR
+7.6%

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 →
55.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.22
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.39
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
31.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +43.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -31.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20265.221.1-5.5-1.8————————18.3%
20250.3-6.7-3.4-0.916.61.59.916.23.2-2.30.25.143.9%
2024-5.4-7.811.6-5.78.8-9.39.5-3.56.9-7.32.1-7.1-10.1%
202317.56.7-2.3-2.0-7.610.38.1-12.1-0.9-8.6-8.46.42.6%
2022-2.7-6.1-5.1-5.39.9-17.215.3-1.5-16.719.513.7-5.3-9.2%
20218.77.63.04.85.9-5.40.9-12.51.24.3-3.64.118.4%
2020-21.0-7.3-22.917.213.19.83.711.4-4.6-9.711.5-0.5-9.2%
201917.7-0.3-5.48.7-14.718.3-10.0-13.212.413.61.33.227.1%
201810.1-12.52.3-2.60.0-11.56.6-4.5-2.3-7.90.9-12.2-31.0%
20173.53.7-0.91.20.9-0.410.3-0.410.42.95.9-8.231.2%
2016———-6.5-4.9-13.312.44.02.31.9-0.310.83.9%

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 32.0%. The dominant macroeconomic risk driver is VEA.US, accounting for 33.3% of variance. Idiosyncratic stock-specific factors contribute 23.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019354.169747535017
2016-05-018896.665096140287
2016-06-017717.601015224934
2016-07-018674.464272817628
2016-08-019025.322158522284
2016-09-019232.666031577897
2016-10-019405.859553672452
2016-11-019380.031846148026
2016-12-0110391.783281116195
2017-01-0110758.048374505199
2017-02-0111153.99297733971
2017-03-0111048.240379952747
2017-04-0111177.791610637853
2017-05-0111276.046950714132
2017-06-0111236.256461225767
2017-07-0112398.090606761976
2017-08-0112349.564780774004
2017-09-0113632.14603831855
2017-10-0114028.606507481782
2017-11-0114862.349667954039
2017-12-0113637.167137251394
2018-01-0115017.178348746273
2018-02-0113145.30578836412
2018-03-0113453.312377696691
2018-04-0113107.819501810689
2018-05-0113110.054922568464
2018-06-0111599.632703173953
2018-07-0112368.273532962137
2018-08-0111808.696130658625
2018-09-0111541.614936737593
2018-10-0110632.417727918342
2018-11-0110724.620236404344
2018-12-019413.184855540232
2019-01-0111082.28755764806
2019-02-0111049.168939344436
2019-03-0110450.592042589924
2019-04-0111364.775959253437
2019-05-019698.252588789192
2019-06-0111474.96500706737
2019-07-0110332.389871136591
2019-08-018965.791184188352
2019-09-0110078.618028496456
2019-10-0111452.473235135312
2019-11-0111600.561262565643
2019-12-0111967.479786637687
2020-01-019459.784780567657
2020-02-018766.426043683561
2020-03-016760.703366543661
2020-04-017925.839056583658
2020-05-018966.547788137137
2020-06-019845.068145942023
2020-07-0110207.619001764264
2020-08-0111367.114553276955
2020-09-0110849.012803802278
2020-10-019796.026453625338
2020-11-0110926.87422834995
2020-12-0110867.824729256155
2021-01-0111810.037383113287
2021-02-0112704.549597108396
2021-03-0113088.491710028096
2021-04-0113715.269299419133
2021-05-0114528.412197831298
2021-06-0113749.454041468774
2021-07-0113874.087346486778
2021-08-0112137.612501848522
2021-09-0112288.3486430996
2021-10-0112817.317976565912
2021-11-0112355.17052821273
2021-12-0112866.15332235111
2022-01-0112517.874768290041
2022-02-0111754.598948320512
2022-03-0111149.797264532815
2022-04-0110556.482204331212
2022-05-0111605.788708029973
2022-06-019605.293476354407
2022-07-0111070.388240998991
2022-08-0110900.117961433833
2022-09-019078.593954734448
2022-10-0110850.973095851401
2022-11-0112340.898226451562
2022-12-0111684.785038500822
2023-01-0113725.655408170634
2023-02-0114646.23606731024
2023-03-0114305.42037947127
2023-04-0114019.97434424792
2023-05-0112960.247340709075
2023-06-0114299.26437461525
2023-07-0115455.389599446991
2023-08-0113580.937707421252
2023-09-0113454.309719265542
2023-10-0112297.84058354799
2023-11-0111264.285198419386
2023-12-0111986.498058623047
2024-01-0111334.511801302047
2024-02-0110445.674116922823
2024-03-0111657.031430015853
2024-04-0110996.000316398016
2024-05-0111965.72584112005
2024-06-0110851.626526534443
2024-07-0111884.941174042982
2024-08-0111467.570923022426
2024-09-0112255.539544593206
2024-10-0111357.24431085417
2024-11-0111590.243935991306
2024-12-0110770.360384217242
2025-01-0110807.640324239183
2025-02-0110086.012112541399
2025-03-019742.548310881684
2025-04-019650.724104370074
2025-05-0111252.385881770315
2025-06-0111422.965681132704
2025-07-0112555.70496572928
2025-08-0114589.21564244273
2025-09-0115058.61961048653
2025-10-0114716.084368218508
2025-11-0114750.337892445308
2025-12-0115496.624514655763
2026-01-0116304.815096312243
2026-02-0119740.484845566814
2026-03-0118660.60466411943
2026-04-0118330.450213740616
Annual Return Matrix
YearAnnual Return
20170.3123028808763424
2018-0.30974044969888936
20190.2713528917467394
2020-0.09188693668063297
20210.1838756736401408
2022-0.09181985122142233
20230.02582101588759178
2024-0.10145896394910114
20250.4388213543313122
20260.1828672880603639
Total Factor Risk
0.3197020552303591
VTI.US Exposure
0.13647485741798288
VEA.US Exposure
0.33256641470793763
VWO.US Exposure
-0.011327285542789433
QQQ.US Exposure
0.12943582827269315
VTV.US Exposure
0.16671135887830943
IJR.US Exposure
0.12414732643926317
QUAL.US Exposure
-0.16435452990775293
SHV.US Exposure
0.008832462625159057
TLT.US Exposure
-0.00663523905020231
LQD.US Exposure
0.12438125698908457
HYG.US Exposure
0.025727259220711972
GLD.US Exposure
-0.012918810281902502
USO.US Exposure
-0.0002375342890866843
VNQ.US Exposure
-0.03438424315276354
BTC-USD.CC Exposure
-0.0006967316441758548
CPER.US Exposure
0.001167937406283195
VIX.INDX Exposure
-0.05407506138686398
UUP.US Exposure
-0.00292967052142709
TIP.US Exposure
-0.000914851752366874
Idiosyncratic Exposure
0.23902925557190613
Value Score
33.5
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
12.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
32.0%

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 →41.3x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.03%
Market Cap$10.9B
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
$58
Avg Yield on Cost
0.58%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$58.460.58%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 →
-3.2%
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 →
+16.6%
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 →
19.9% 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 →
1.03
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is BorgWarner Inc a high-risk investment?

BorgWarner Inc (BWA.US) has an annualized volatility of 32.0% and experienced a maximum drawdown of 55.0% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, BWA.US has generated a Compound Annual Growth Rate (CAGR) of 7.6%. It has had a positive return in 60% 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.

Run a Full Backtest on BorgWarner Inc

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest