Boston Properties Inc

10-Year Study

BXP.US · Real Estate · US · Common Stock

Executive Summary: Boston Properties Inc has compounded at -4.0% annually over the last 10 years, with a maximum drawdown of 60.8% and an annualized volatility of 52.7%.

1Y CAGR
-14.8%
3Y CAGR
+10.7%
5Y CAGR
-9.6%
10Y CAGR
-4.0%

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 →
60.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.17
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.28
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
28.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +26.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -38.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-4.2-11.0-9.98.2————————-16.8%
2025-1.6-3.0-3.9-5.15.61.7-3.010.83.5-4.21.6-5.8-4.7%
2024-5.2-2.72.6-5.2-2.03.115.85.58.30.11.8-8.112.3%
202310.3-12.2-15.8-1.4-8.820.415.70.2-9.4-9.96.325.011.0%
2022-2.79.16.1-8.7-5.5-19.12.4-12.9-4.4-3.0-0.9-4.8-38.6%
2021-3.48.63.18.07.5-1.72.4-3.7-3.34.9-5.17.726.2%
20204.0-10.1-27.75.4-11.56.3-1.4-2.5-6.5-9.835.6-2.7-28.3%
201917.20.61.62.8-4.9-0.73.1-3.41.75.81.00.226.1%
2018-4.9-3.94.4-1.50.33.70.13.9-4.9-1.98.6-13.5-10.9%
20174.16.2-4.2-4.4-4.22.0-1.7-0.32.5-1.43.54.45.9%
2016———1.4-2.55.57.8-1.4-2.3-11.62.82.20.6%

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 52.7%. The dominant macroeconomic risk driver is SHV.US, accounting for 64.8% of variance. Idiosyncratic stock-specific factors contribute 7.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110140.078212578137
2016-05-019885.899035097369
2016-06-0110432.89562061049
2016-07-0111242.063482776617
2016-08-0111083.871405603128
2016-09-0110831.108105135303
2016-10-019574.67522589674
2016-11-019844.873706110739
2016-12-0110056.576573203181
2017-01-0110465.940551887796
2017-02-0111115.95681692125
2017-03-0110647.477047580489
2017-04-0110180.272737697667
2017-05-019755.69685722109
2017-06-019952.714388352832
2017-07-019782.013447321186
2017-08-019756.93721229028
2017-09-0110002.469008675465
2017-10-019864.087508220277
2017-11-0110205.969150263165
2017-12-0110650.484323550128
2018-01-0110132.823305569662
2018-02-019736.389443408214
2018-03-0110159.935595148105
2018-04-0110010.69513710604
2018-05-0110040.3817485262
2018-06-0110408.357652873763
2018-07-0110417.48479394894
2018-08-0110825.783939508116
2018-09-0110295.57895328074
2018-10-0110100.691088399872
2018-11-0110973.912758573077
2018-12-019494.02874347351
2019-01-0111123.738289760984
2019-02-0111192.91733852566
2019-03-0111374.968698586697
2019-04-0111692.733625557867
2019-05-0111115.828100829165
2019-06-0111041.980168360647
2019-07-0111380.08223788138
2019-08-0110992.33086120427
2019-09-0111178.559643526632
2019-10-0111828.622714411755
2019-11-0111944.151257790247
2019-12-0111970.725280074514
2020-01-0112447.442879308772
2020-02-0111196.182046679474
2020-03-018093.094498674223
2020-04-018527.452802149324
2020-05-017544.670334685242
2020-06-018020.861368088238
2020-07-017906.385956372265
2020-08-017709.368425240523
2020-09-017211.728610310862
2020-10-016503.134821915436
2020-11-018815.741744032839
2020-12-018579.863654554092
2021-01-018283.968761774597
2021-02-018997.371851428867
2021-03-019278.909049209331
2021-04-0110020.23182938331
2021-05-0110772.553984699167
2021-06-0110589.297373957694
2021-07-0110847.127407868531
2021-08-0110441.449390002737
2021-09-0110100.304940123613
2021-10-0110593.427990367354
2021-11-0110052.761896292275
2021-12-0110828.802916940676
2022-01-0110537.3545800696
2022-02-0111499.144623060774
2022-03-0112199.535685951458
2022-04-0111138.704460831694
2022-05-0110530.626238892386
2022-06-018519.250076644583
2022-07-018727.969070693218
2022-08-017604.897764318494
2022-09-017271.031624373678
2022-10-017050.8685995923215
2022-11-016990.74648312532
2022-12-016652.585906290005
2023-01-017337.7182615370575
2023-02-016445.85616093724
2023-03-015427.65336522372
2023-04-015351.430035783073
2023-05-014881.078032375607
2023-06-015877.036347084112
2023-07-016799.5679819891075
2023-08-016813.855468210636
2023-09-016172.673807679436
2023-10-015559.341628890444
2023-11-015908.033522350964
2023-12-017382.921012785018
2024-01-016996.7727365275205
2024-02-016809.490822542634
2024-03-016983.643695134766
2024-04-016617.937874593082
2024-05-016487.478264532632
2024-06-016689.808259828644
2024-07-017749.35232402755
2024-08-018174.2558454658
2024-09-018851.091863504775
2024-10-018862.091238646655
2024-11-019019.405706101377
2024-12-018289.585463974705
2025-01-018153.57936049165
2025-02-017907.205058776448
2025-03-017600.334193780906
2025-04-017208.943662136639
2025-05-017616.166273107463
2025-06-017742.612281387419
2025-07-017508.5128142720405
2025-08-018320.980488980733
2025-09-018610.966142987196
2025-10-018246.091126312613
2025-11-018381.617469816076
2025-12-017896.147176319984
2026-01-017567.3360683552655
2026-02-016737.70234754749
2026-03-016073.059253867918
2026-04-016572.711720419286
Annual Return Matrix
YearAnnual Return
20170.059056652731057646
2018-0.10858244047357457
20190.2608688685826408
2020-0.283262838816005
20210.26211829848751433
2022-0.38565823412644806
20230.1097821383718598
20240.12280565505436325
2025-0.04746175660586949
2026-0.16760521636040315
Total Factor Risk
0.5270771448686087
VTI.US Exposure
0.2341784814749633
VEA.US Exposure
-0.02816467635098932
VWO.US Exposure
0.0072853929386025446
QQQ.US Exposure
-0.026172510554167302
VTV.US Exposure
0.004595905113180008
IJR.US Exposure
0.0114573782072952
QUAL.US Exposure
-0.04327163417752561
SHV.US Exposure
0.6479603736761923
TLT.US Exposure
-0.00013339861480974683
LQD.US Exposure
0.0008087008851773956
HYG.US Exposure
-0.0004912541909550163
GLD.US Exposure
-0.0025087097906317285
USO.US Exposure
0.0013207611044331706
VNQ.US Exposure
0.09822935603226503
BTC-USD.CC Exposure
-0.003817572961864001
CPER.US Exposure
0.009634936214183936
VIX.INDX Exposure
0.004284704697979536
UUP.US Exposure
0.010537978640408353
TIP.US Exposure
0.000285259572139685
Idiosyncratic Exposure
0.07398052808412221
Value Score
38.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
79.1
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
52.7%

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 →29.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →6.59%
Market Cap$9.2B
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
$82
Avg Yield on Cost
0.82%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$81.910.82%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 →
+0.2%
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 →
-14.8%
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 →
27.4% 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 →
1.05
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Boston Properties Inc a high-risk investment?

Boston Properties Inc (BXP.US) has an annualized volatility of 52.7% and experienced a maximum drawdown of 60.8% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BXP.US has generated a Compound Annual Growth Rate (CAGR) of -4.0%. It has had a positive return in 50% 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 Boston Properties Inc

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

Start a Free Backtest