The Baldwin Insurance Group, Inc.

10-Year Study

BWIN.US · Financial Services · US · Common Stock

Executive Summary: The Baldwin Insurance Group, Inc. has compounded at 6.7% annually over the last 10 years, with a maximum drawdown of 56.0% and an annualized volatility of 54.8%.

1Y CAGR
-40.2%
3Y CAGR
+6.4%
5Y CAGR
-0.5%
10Y CAGR
+6.7%

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 →
56.0%
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 →
0.79
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
55.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +86.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -38.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
43%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-8.86.0-5.69.5————————-0.0%
20255.70.58.6-6.9-7.411.1-13.9-14.0-10.9-21.729.0-15.7-38.0%
2024-6.624.04.0-7.926.45.323.37.26.2-7.15.8-20.861.4%
202314.00.3-11.4-1.1-20.423.50.56.7-12.6-9.9-16.437.3-4.5%
2022-15.5-9.0-3.4-13.89.1-4.214.213.9-16.17.66.0-16.3-30.4%
2021-22.614.32.76.5-15.38.42.338.1-11.69.61.5-2.520.5%
2020-6.02.4-31.7-5.023.839.31.057.7-9.52.415.51.886.7%
2019——————————9.3-6.81.9%

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 54.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 31.4% of variance. Idiosyncratic stock-specific factors contribute 31.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-10-0110000
2019-11-0110933.333333333332
2019-12-0110190.476190476193
2020-01-019574.603174603175
2020-02-019803.174603174602
2020-03-016698.412698412699
2020-04-016361.904761904762
2020-05-017873.015873015873
2020-06-0110965.079365079364
2020-07-0111079.36507936508
2020-08-0117466.666666666668
2020-09-0115815.873015873016
2020-10-0116190.47619047619
2020-11-0118698.4126984127
2020-12-0119028.571428571428
2021-01-0114736.507936507936
2021-02-0116844.444444444445
2021-03-0117301.587301587304
2021-04-0118425.396825396823
2021-05-0115606.349206349207
2021-06-0116920.63492063492
2021-07-0117307.93650793651
2021-08-0123904.761904761905
2021-09-0121136.507936507936
2021-10-0123174.603174603177
2021-11-0123517.460317460314
2021-12-0122926.984126984124
2022-01-0119377.777777777777
2022-02-0117631.74603174603
2022-03-0117034.920634920632
2022-04-0114679.365079365081
2022-05-0116012.698412698412
2022-06-0115333.333333333332
2022-07-0117504.761904761905
2022-08-0119936.507936507933
2022-09-0116730.15873015873
2022-10-0118000
2022-11-0119073.015873015873
2022-12-0115961.904761904761
2023-01-0118190.47619047619
2023-02-0118247.619047619046
2023-03-0116165.079365079368
2023-04-0115993.650793650795
2023-05-0112736.507936507935
2023-06-0115733.333333333334
2023-07-0115815.873015873016
2023-08-0116882.539682539682
2023-09-0114749.20634920635
2023-10-0113288.888888888889
2023-11-0111104.761904761905
2023-12-0115250.79365079365
2024-01-0114247.61904761905
2024-02-0117663.492063492064
2024-03-0118374.603174603173
2024-04-0116914.285714285714
2024-05-0121384.126984126986
2024-06-0122520.63492063492
2024-07-0127771.428571428572
2024-08-0129771.428571428572
2024-09-0131619.04761904762
2024-10-0129371.42857142857
2024-11-0131085.714285714286
2024-12-0124609.52380952381
2025-01-0126000
2025-02-0126120.634920634922
2025-03-0128374.603174603173
2025-04-0126425.396825396823
2025-05-0124463.492063492064
2025-06-0127180.95238095238
2025-07-0123390.47619047619
2025-08-0120107.93650793651
2025-09-0117911.11111111111
2025-10-0114031.746031746034
2025-11-0118101.587301587304
2025-12-0115257.142857142859
2026-01-0113917.46031746032
2026-02-0114749.20634920635
2026-03-0113930.15873015873
2026-04-0115257.142857142859
Annual Return Matrix
YearAnnual Return
20200.867289719626168
20210.20487153820487158
2022-0.3037939628911659
2023-0.044550517104216425
20240.613655287260616
2025-0.38003095975232193
20260
Total Factor Risk
0.5475141058416827
VTI.US Exposure
-0.015320977772777281
VEA.US Exposure
-0.0005163733353483615
VWO.US Exposure
0.035478314423433174
QQQ.US Exposure
-0.06900140944374232
VTV.US Exposure
-0.017510672991350663
IJR.US Exposure
0.020479843360961217
QUAL.US Exposure
0.18826898074285225
SHV.US Exposure
0.3136464645738428
TLT.US Exposure
0.06423029354263893
LQD.US Exposure
-0.01639295974709303
HYG.US Exposure
-0.01826825003655695
GLD.US Exposure
0.009555104673944615
USO.US Exposure
0.002925504294729753
VNQ.US Exposure
0.06818913207515663
BTC-USD.CC Exposure
0.07194737280120794
CPER.US Exposure
0.012579999284837388
VIX.INDX Exposure
0.009860248978280743
UUP.US Exposure
0.020716712915063353
TIP.US Exposure
0.002117530727607612
Idiosyncratic Exposure
0.31701514093231226
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
54.8%

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$2.2B
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 →
+17.8%
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 →
-11.3%
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 →
46.0% 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 →
1.30
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is The Baldwin Insurance Group, Inc. a high-risk investment?

The Baldwin Insurance Group, Inc. (BWIN.US) has an annualized volatility of 54.8% and experienced a maximum drawdown of 56.0% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BWIN.US has generated a Compound Annual Growth Rate (CAGR) of 6.7%. It has had a positive return in 43% 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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