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BAE Systems plc (BA.L)

Equity · Currency in GBp · Last updated Oct 1, 2022

Company Info

ISINGB0002634946
SectorIndustrials
IndustryAerospace & Defense

BA.LShare Price Chart


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BA.LPerformance

The chart shows the growth of £10,000 invested in BAE Systems plc in Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly £39,919 for a total return of roughly 299.19%. All prices are adjusted for splits and dividends.


-20.00%-10.00%0.00%10.00%20.00%MayJuneJulyAugustSeptember
10.81%
-22.33%
BA.L (BAE Systems plc)
Benchmark (^GSPC)

BA.LReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-0.03%-10.66%
6M12.32%-21.44%
YTD46.57%-25.80%
1Y43.56%-19.90%
5Y9.56%4.98%
10Y14.30%7.95%

BA.LMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20224.98%24.67%-0.31%5.24%2.16%9.81%-7.25%0.81%1.75%
2021-5.46%4.72%4.36%3.04%4.03%-0.87%10.34%-1.32%-0.56%-0.72%-0.65%0.29%
202011.79%-3.64%-14.23%0.10%-2.40%-2.58%1.41%8.86%-7.24%-15.94%26.95%-3.02%
201911.45%-8.95%3.52%5.12%-8.42%9.50%10.74%-0.55%4.47%2.83%-0.49%-1.50%
20183.66%-2.46%0.35%7.42%4.65%1.16%0.99%-7.23%3.93%-15.15%-6.56%-6.53%
2017-1.61%8.25%1.98%-0.41%6.14%-4.81%-5.05%1.00%3.95%-4.65%-6.99%3.80%
20163.28%-0.58%-0.78%-3.87%1.32%8.35%1.91%0.84%-2.69%5.16%10.69%-1.50%
20157.52%4.83%-1.60%-0.67%1.38%-12.39%6.43%-5.83%-1.00%0.20%17.31%-3.27%
2014-1.36%-4.24%0.80%-0.35%5.78%2.32%-1.18%4.04%5.93%-0.91%4.88%-1.89%
20130.80%4.56%11.04%-1.82%7.88%-5.46%16.42%-2.42%4.44%1.85%-6.00%1.78%
20127.96%1.59%-4.09%2.24%-7.59%5.79%7.03%3.11%2.07%-1.64%4.84%2.93%
20113.64%-3.83%-1.22%4.28%0.70%-3.54%-4.55%-9.44%-2.91%6.27%-1.05%4.17%
2010-2.22%6.03%-0.80%-4.82%-6.30%-2.85%-0.35%-5.67%16.15%2.68%-4.18%-0.09%

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 1.70. A Sharpe ratio greater than 1.0 is considered acceptable.

The chart below displays rolling 12-month Sharpe Ratio.


-1.000.001.002.003.00MayJuneJulyAugustSeptember
1.70
-0.92
BA.L (BAE Systems plc)
Benchmark (^GSPC)

BA.LDividend History

BAE Systems plc granted a 0.03% dividend yield in the last twelve months. The annual payout for that period amounted to £0.25 per share.


PeriodTTM202120202019201820172016201520142013201220112010
Dividend£0.25£0.24£0.37£0.23£0.22£0.22£0.21£0.21£0.20£0.20£0.19£0.18£0.17

Dividend yield

0.03%0.04%0.08%0.05%0.06%0.05%0.05%0.06%0.06%0.07%0.09%0.10%0.09%

BA.LDrawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2022FebruaryMarchAprilMayJuneJulyAugustSeptember
-5.80%
-26.21%
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, 2010349Aug 10, 2011275Sep 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 40.23%. 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.


10.00%15.00%20.00%25.00%30.00%35.00%40.00%45.00%MayJuneJulyAugustSeptember
40.23%
19.40%
BA.L (BAE Systems plc)
Benchmark (^GSPC)