BW LPG Limited

10-Year Study

BWLP.US · Industrials · US · Common Stock

Executive Summary: BW LPG Limited has compounded at 28.6% annually over the last 10 years, with a maximum drawdown of 68.8% and an annualized volatility of 59.6%.

1Y CAGR
+92.0%
3Y CAGR
+51.2%
5Y CAGR
+41.9%
10Y CAGR
+28.6%

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 →
68.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.85
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.46
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
60.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +157.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -9.8%
% 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.
202619.416.6-4.74.5————————38.5%
202511.5-10.5-0.3-9.28.713.112.916.5-6.9-5.8-5.76.729.0%
2024-18.3-2.38.322.349.4-8.6-13.7-3.7-5.6-11.1-4.1-4.0-7.5%
202310.02.6-8.09.911.821.18.216.95.312.311.9-0.3157.7%
20220.211.611.5-3.533.0-10.814.7-20.82.525.011.2-13.160.5%
202116.0-23.828.26.5-4.9-3.1-12.3-6.14.1-6.2-0.65.6-6.2%
20205.4-36.0-51.228.45.18.21.913.43.89.417.921.3-9.8%
2019—-16.0—4.50.021.30.00.02.20.07.887.5120.1%
2018—8.94.4-19.5-0.9—21.1——-2.1——7.6%
201724.1———-23.5——6.3—-11.9—11.3-1.0%
2016———8.0-13.3-20.6-4.7-18.8-19.735.8—33.0-16.6%

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 59.6%. The dominant macroeconomic risk driver is QUAL.US, accounting for 16.7% of variance. Idiosyncratic stock-specific factors contribute 29.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110799.40138429881
2016-05-019363.347259462493
2016-06-017432.811623121532
2016-07-017085.48980482634
2016-08-015752.9463116543
2016-09-014618.694269501778
2016-10-016270.499469975683
2016-12-018341.335661283283
2017-01-0110351.68672444971
2017-05-017922.928228471659
2017-08-018420.527530086676
2017-10-017421.5875787242
2017-12-018261.520234457816
2018-02-018997.942258527157
2018-03-019396.395834632413
2018-04-017564.382365779136
2018-05-017495.167425328927
2018-07-019077.757685352623
2018-10-018890.690278730437
2019-02-017465.236640269378
2019-04-017802.454277695568
2019-05-017802.454277695568
2019-06-019466.974100597097
2019-07-019466.974100597097
2019-08-019466.974100597097
2019-09-019679.715517580104
2019-10-019679.715517580104
2019-11-0110436.659940959971
2019-12-0119565.872653371982
2020-01-0120621.005321906352
2020-02-0113189.185860225847
2020-03-016433.748474901303
2020-04-018262.767350501965
2020-05-018685.561927794935
2020-06-019398.511827248489
2020-07-019581.768699303942
2020-08-0110864.57126372665
2020-09-0111271.993187870285
2020-10-0112331.287068619564
2020-11-0114543.467911355565
2020-12-0117641.703560516307
2021-01-0120472.729987334587
2021-02-0115601.421712290328
2021-03-0120002.4942320883
2021-04-0121307.601172289083
2021-05-0120253.7881149841
2021-06-0119631.244866131565
2021-07-0117207.08361913076
2021-08-0116155.764793914073
2021-09-0116811.315188378463
2021-10-0115771.653052316518
2021-11-0115679.90700934098
2021-12-0116551.724137931033
2022-01-0116581.654922990583
2022-02-0118500.72126060886
2022-03-0120635.40562449336
2022-04-0119920.184573174534
2022-05-0126486.518637694095
2022-06-0123617.26008605101
2022-07-0127078.87069018039
2022-08-0121449.772401321945
2022-09-0121987.897377325768
2022-10-0127484.87060664858
2022-11-0130570.555590197666
2022-12-0126569.18376254911
2023-01-0129217.344258962494
2023-02-0129986.905281536452
2023-03-0127579.34775830891
2023-04-0130305.16154719847
2023-05-0133881.648687410365
2023-06-0141046.81574600314
2023-07-0144421.64993452641
2023-08-0151933.02986842926
2023-09-0154691.02700006236
2023-10-0161393.028621313206
2023-11-0168693.022385733
2023-12-0168466.04726569809
2024-01-0155910.082933216945
2024-02-0154613.70580532518
2024-03-0159120.78318887573
2024-04-0172296.56419529837
2024-05-01108002.12009727507
2024-06-0198741.03635343269
2024-07-0185181.76716343456
2024-08-0182025.31645569621
2024-09-0177424.70536883458
2024-10-0168822.09889630231
2024-11-0165972.43873542434
2024-12-0163302.363284903666
2025-01-0170602.35704932344
2025-02-0163191.3699569745
2025-03-0163021.138616948316
2025-04-0157228.90814990335
2025-05-0162208.64251418595
2025-06-0170356.05163060423
2025-07-0179455.63384672944
2025-08-0192598.98983600424
2025-09-0186178.8364407308
2025-10-0181169.79484941074
2025-11-0176582.90203903473
2025-12-0181686.10089168798
2026-01-0197524.4746523664
2026-02-01113674.62742408183
2026-03-01108312.0284342458
2026-04-01113175.78100642265
Annual Return Matrix
YearAnnual Return
2017-0.009568662629887092
20180.0761566910710243
20191.2007146846831707
2020-0.09834312667490774
2021-0.06178424996465437
20220.605221518987342
20231.5768968997160222
2024-0.07541963041557764
20250.29041155263106044
20260.3854961832061068
Total Factor Risk
0.5957042484073217
VTI.US Exposure
-0.011340027110209195
VEA.US Exposure
0.011273299305253068
VWO.US Exposure
0.04001164273783747
QQQ.US Exposure
0.05648124327899506
VTV.US Exposure
-0.003524992432843132
IJR.US Exposure
0.09893944473622854
QUAL.US Exposure
0.16700201071794346
SHV.US Exposure
0.06611473300909793
TLT.US Exposure
0.004726333360477935
LQD.US Exposure
0.08909363579467185
HYG.US Exposure
0.10510544133211881
GLD.US Exposure
0.002223779918581419
USO.US Exposure
0.003632924364250832
VNQ.US Exposure
-0.008578923066692543
BTC-USD.CC Exposure
0.0037693968620144806
CPER.US Exposure
-0.0023908005174200467
VIX.INDX Exposure
0.049785596276843765
UUP.US Exposure
0.012636058250457226
TIP.US Exposure
0.023987785042350225
Idiosyncratic Exposure
0.2910514181400429
Value Score
45.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
100
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
59.6%

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 →11.0x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →8.62%
Market Cap$2.7B
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
$3,554
Avg Yield on Cost
35.54%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$3,554.2835.54%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 →
+7.7%
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 →
+27.7%
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 →
3.1% 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 →
0.05
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is BW LPG Limited a high-risk investment?

BW LPG Limited (BWLP.US) has an annualized volatility of 59.6% and experienced a maximum drawdown of 68.8% over the last 10 years. Its primary macro risk driver is QUAL.US.

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

Over the past 10 years, BWLP.US has generated a Compound Annual Growth Rate (CAGR) of 28.6%. 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.

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