Bankwell Financial Group Inc

10-Year Study

BWFG.US · Financial Services · US · Common Stock

Executive Summary: Bankwell Financial Group Inc has compounded at 11.5% annually over the last 10 years, with a maximum drawdown of 59.3% and an annualized volatility of 23.1%.

1Y CAGR
+55.1%
3Y CAGR
+35.1%
5Y CAGR
+15.5%
10Y CAGR
+11.5%

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 →
0.46
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.53
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
28.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +72.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -30.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20265.2-2.73.95.5————————12.2%
20250.12.3-4.812.43.03.810.76.54.7-2.06.4-0.250.3%
2024-8.1-7.51.8-11.68.82.511.09.1-1.7-4.817.0-6.06.4%
20230.52.7-17.6-6.4-0.96.712.2-4.2-6.70.811.111.95.8%
20223.03.6-2.90.55.7-13.15.6-3.3-7.65.3-2.8-0.5-8.2%
2021-0.528.48.70.26.3-3.24.35.0-3.11.84.56.472.0%
2020-6.35.8-46.4-0.1-3.08.6-6.35.6-9.316.611.86.8-30.0%
20190.75.2-3.64.5-5.90.5-2.1-5.94.54.12.8-1.52.3%
2018-2.7-5.93.1-2.2-1.53.71.1-2.7-0.4-3.3-1.7-3.2-15.1%
2017-9.812.34.75.1-14.00.65.13.59.0-0.9-3.4-2.76.5%
2016———5.84.22.6-0.22.15.64.118.511.567.3%

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 23.1%. The dominant macroeconomic risk driver is IJR.US, accounting for 25.6% of variance. Idiosyncratic stock-specific factors contribute 44.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110577.413502163237
2016-05-0111017.102909270843
2016-06-0111298.831470368066
2016-07-0111273.20248169811
2016-08-0111514.520978976616
2016-09-0112161.335752439196
2016-10-0112659.261326871107
2016-11-0115003.489094992197
2016-12-0116727.736402045244
2017-01-0115085.831736808048
2017-02-0116944.948424832204
2017-03-0117739.320197419336
2017-04-0118642.04422903688
2017-05-0116036.895593590214
2017-06-0116140.236243450017
2017-07-0116956.811347805677
2017-08-0117557.570067371253
2017-09-0119132.04004212289
2017-10-0118955.999340243856
2017-11-0118315.97244249337
2017-12-0117822.93160105053
2018-01-0117335.029244959842
2018-02-0116305.55590798939
2018-03-0116816.10566248398
2018-04-0116451.40007866323
2018-05-0116206.655924483295
2018-06-0116813.314386490223
2018-07-0116996.333278353653
2018-08-0116536.59743456361
2018-09-0116463.136125455167
2018-10-0115917.18791631247
2018-11-0115639.265640661277
2018-12-0115133.219990611162
2019-01-0115233.388735932605
2019-02-0116025.222984889046
2019-03-0115448.126673179646
2019-04-0116141.695319537663
2019-05-0115187.649872489437
2019-06-0115262.062752959386
2019-07-0114943.032594491035
2019-08-0114064.224723092735
2019-09-0114700.381897306419
2019-10-0115299.047159876674
2019-11-0115722.559853838638
2019-12-0115486.252965730742
2020-01-0114514.38141517693
2020-02-0115362.485250643897
2020-03-018234.327619675958
2020-04-018228.935381960744
2020-05-017982.034332694723
2020-06-018669.005417612952
2020-07-018123.755027468693
2020-08-018580.065214357308
2020-09-017782.521537231814
2020-10-019075.07263661393
2020-11-0110147.683875306087
2020-12-0110840.871893119504
2021-01-0110785.363563698187
2021-02-0113845.23643376429
2021-03-0115045.548549170862
2021-04-0115079.043861095955
2021-05-0116025.793927705952
2021-06-0115509.534745042312
2021-07-0116171.701536470557
2021-08-0116982.05970793103
2021-09-0116462.81893500133
2021-10-0116761.929532968774
2021-11-0117517.794384460205
2021-12-0118641.727038583045
2022-01-0119203.72508468985
2022-02-0119897.29373104787
2022-03-0119314.93205780479
2022-04-0119411.992336678635
2022-05-0120523.491125011096
2022-06-0117830.29041957953
2022-07-0118823.7309209942
2022-08-0118209.269573822905
2022-09-0116816.993795754723
2022-10-0117700.94015250517
2022-11-0117206.693987337756
2022-12-0117113.630308182244
2023-01-0117195.02137863659
2023-02-0117662.940736135602
2023-03-0114549.399241280435
2023-04-0113612.989583465496
2023-05-0113496.580686907646
2023-06-0114400.319727977467
2023-07-0116154.57325196341
2023-08-0115480.797289924762
2023-09-0114439.587906162376
2023-10-0114558.597764441682
2023-11-0116168.846822386035
2023-12-0118099.965743430985
2024-01-0116642.602484235635
2024-02-0115393.887105573669
2024-03-0115677.962876029282
2024-04-0113858.748747097707
2024-05-0115079.424489640558
2024-06-0115463.415253054542
2024-07-0117157.846657446997
2024-08-0118721.912785312812
2024-09-0118396.411941586204
2024-10-0117511.89464201885
2024-11-0120494.499917530484
2024-12-0119258.02809038659
2025-01-0119276.552012890617
2025-02-0119716.81236281513
2025-03-0118777.294238552597
2025-04-0121098.049913089817
2025-05-0121721.329154877752
2025-06-0122547.356534757728
2025-07-0124969.232525977895
2025-08-0126592.04232589416
2025-09-0127831.051676668736
2025-10-0127264.99359275283
2025-11-0129001.357575142418
2025-12-0128950.860854891707
2026-01-0130448.31698745194
2026-02-0129625.588388291864
2026-03-0130780.161640255275
2026-04-0132486.6462818935
Annual Return Matrix
YearAnnual Return
20170.0654718111693453
2018-0.15091297383876134
20190.02332834488222635
2020-0.29996804797719123
20210.719578205735887
2022-0.08197184344766328
20230.057634494697315075
20240.06398146622879097
20250.5033138761150568
20260.12213057997563337
Total Factor Risk
0.23124812276181347
VTI.US Exposure
0.1636413554504006
VEA.US Exposure
-0.004527015743165399
VWO.US Exposure
0.01332928424050198
QQQ.US Exposure
-0.024947103587217655
VTV.US Exposure
0.21449648110643638
IJR.US Exposure
0.25582962257516567
QUAL.US Exposure
-0.1392391891647241
SHV.US Exposure
0.0016412654809353727
TLT.US Exposure
0.0068712091808855414
LQD.US Exposure
-0.003546773374062874
HYG.US Exposure
-0.023233406048861843
GLD.US Exposure
-0.003659084233194698
USO.US Exposure
-0.0008363501656033714
VNQ.US Exposure
-0.02776337789704045
BTC-USD.CC Exposure
-0.00743555040699009
CPER.US Exposure
-0.018554998695139983
VIX.INDX Exposure
0.06476012151488293
UUP.US Exposure
-0.0032237157309201545
TIP.US Exposure
0.0902161735577604
Idiosyncratic Exposure
0.4461810519399518
Value Score
45.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
19.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
23.1%

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 →11.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.62%
Market Cap$394.2M
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
$127
Avg Yield on Cost
1.27%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$126.881.27%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 →
+5.3%
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 →
+14.5%
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 →
4.1% 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 →
0.61
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Bankwell Financial Group Inc a high-risk investment?

Bankwell Financial Group Inc (BWFG.US) has an annualized volatility of 23.1% and experienced a maximum drawdown of 59.3% over the last 10 years. Its primary macro risk driver is IJR.US.

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

Over the past 10 years, BWFG.US has generated a Compound Annual Growth Rate (CAGR) of 11.5%. It has had a positive return in 70% 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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