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BAE Systems plc (BA.L)

Equity · Currency in GBp · Last updated May 25, 2022

Company Info

BA.LShare Price Chart


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BA.LPerformance

The chart shows the growth of £10,000 invested in BAE Systems plc on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly £38,929 for a total return of roughly 289.29%. All prices are adjusted for splits and dividends.


BA.L (BAE Systems plc)
Benchmark (^GSPC)

BA.LReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M3.38%-8.25%
YTD42.93%-18.27%
6M38.20%-18.01%
1Y53.20%-8.76%
5Y8.19%7.91%
10Y16.12%9.94%

BA.LMonthly Returns Heatmap


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BA.LSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current BAE Systems plc Sharpe ratio is 2.34. A Sharpe ratio higher than 2.0 is considered very good.

The chart below displays rolling 12-month Sharpe Ratio.


BA.L (BAE Systems plc)
Benchmark (^GSPC)

BA.LDividend History

BAE Systems plc granted a 3.26% dividend yield in the last twelve months, as of May 25, 2022. The annual payout for that period amounted to £25.10 per share.


PeriodTTM202120202019201820172016201520142013201220112010
Dividend£25.10£24.20£37.00£22.60£22.00£21.50£21.10£20.70£20.30£19.70£19.10£18.00£16.60

Dividend yield

3.26%4.49%8.07%4.60%5.75%4.67%4.60%5.56%6.02%6.67%8.76%10.38%8.77%

BA.LDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


BA.L (BAE Systems plc)
Benchmark (^GSPC)

BA.LWorst Drawdowns

The table below shows the maximum drawdowns of the BAE Systems plc. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the BAE Systems plc is 36.10%, recorded on Oct 30, 2020. It took 306 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-36.1%Feb 24, 2020175Oct 30, 2020306Jan 18, 2022481
-33.06%Jul 20, 201899Dec 6, 2018281Jan 20, 2020380
-31.02%Mar 23, 2010350Aug 10, 2011274Sep 12, 2012624
-20.37%Mar 20, 2015128Sep 22, 201576Jan 11, 2016204
-19.75%Jun 12, 2017114Nov 17, 2017125May 21, 2018239
-15.69%Nov 8, 2013111Apr 16, 201493Sep 1, 2014204
-15.26%Sep 13, 201247Nov 16, 201271Feb 28, 2013118
-12.69%Jan 12, 201623Feb 11, 201696Jun 30, 2016119
-10.56%May 23, 201322Jun 24, 201315Jul 15, 201337
-9.69%Dec 8, 20146Dec 15, 201421Jan 16, 201527

BA.LVolatility Chart

Current BAE Systems plc volatility is 15.22%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


BA.L (BAE Systems plc)
Benchmark (^GSPC)

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