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BAE Systems plc (BSP.DE)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINGB0002634946
SectorIndustrials
IndustryAerospace & Defense

Highlights

Market Cap€45.64B
EPS (TTM)€0.71
PE Ratio21.16
PEG Ratio3.30
Total Revenue (TTM)€24.56B
Gross Profit (TTM)€11.24B
EBITDA (TTM)€3.01B
Year Range€11.69 - €16.87

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons: BSP.DE vs. SPY, BSP.DE vs. VOO

Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in BAE Systems plc, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-5.06%
9.67%
BSP.DE (BAE Systems plc)
Benchmark (^GSPC)

Returns By Period

BAE Systems plc had a return of 18.98% year-to-date (YTD) and 22.88% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date18.98%21.24%
1 month-0.90%0.55%
6 months-5.06%11.47%
1 year22.88%32.45%
5 years (annualized)N/A13.43%
10 years (annualized)N/A11.05%

Monthly Returns

The table below presents the monthly returns of BSP.DE, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20247.92%4.36%9.03%-0.88%4.33%-5.37%-0.74%5.06%-9.30%2.40%18.98%
20230.82%5.48%9.61%3.58%-6.57%1.15%-0.00%8.86%-2.76%11.28%-5.14%7.31%36.81%
20226.45%24.66%-2.98%5.97%1.81%8.46%-5.13%-1.73%0.22%4.01%3.42%1.03%52.97%
2021-4.86%6.77%5.63%-0.48%6.31%-1.13%10.77%-0.35%-1.69%1.10%-1.03%0.18%22.09%
202014.12%-8.02%-14.61%3.63%-10.41%-2.08%1.71%11.19%-9.77%-14.44%25.30%-0.85%-11.60%
20190.90%0.90%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of BSP.DE is 70, suggesting that the investment has average results relative to other stocks in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of BSP.DE is 7070
Combined Rank
The Sharpe Ratio Rank of BSP.DE is 7070Sharpe Ratio Rank
The Sortino Ratio Rank of BSP.DE is 6363Sortino Ratio Rank
The Omega Ratio Rank of BSP.DE is 5959Omega Ratio Rank
The Calmar Ratio Rank of BSP.DE is 8787Calmar Ratio Rank
The Martin Ratio Rank of BSP.DE is 7070Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for BAE Systems plc (BSP.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


BSP.DE
Sharpe ratio
The chart of Sharpe ratio for BSP.DE, currently valued at 0.96, compared to the broader market-4.00-2.000.002.000.96
Sortino ratio
The chart of Sortino ratio for BSP.DE, currently valued at 1.42, compared to the broader market-4.00-2.000.002.004.001.42
Omega ratio
The chart of Omega ratio for BSP.DE, currently valued at 1.17, compared to the broader market0.501.001.502.001.17
Calmar ratio
The chart of Calmar ratio for BSP.DE, currently valued at 1.81, compared to the broader market0.002.004.006.001.81
Martin ratio
The chart of Martin ratio for BSP.DE, currently valued at 3.85, compared to the broader market-10.000.0010.0020.0030.003.85
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.70, compared to the broader market-4.00-2.000.002.002.70
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.58, compared to the broader market-4.00-2.000.002.004.003.58
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.50, compared to the broader market0.501.001.502.001.50
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.49, compared to the broader market0.002.004.006.003.49
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 17.22, compared to the broader market-10.000.0010.0020.0030.0017.22

Sharpe Ratio

The current BAE Systems plc Sharpe ratio is 0.96. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of BAE Systems plc with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
0.96
2.51
BSP.DE (BAE Systems plc)
Benchmark (^GSPC)

Dividends

Dividend History

BAE Systems plc provided a 2.39% dividend yield over the last twelve months, with an annual payout of €0.36 per share. The company has been increasing its dividends for 2 consecutive years.


2.00%3.00%4.00%5.00%6.00%7.00%€0.00€0.10€0.20€0.30€0.402020202120222023
Dividends
Dividend Yield
PeriodTTM2023202220212020
Dividend€0.36€0.32€0.30€0.28€0.42

Dividend yield

2.39%2.45%3.09%4.29%7.43%

Monthly Dividends

The table displays the monthly dividend distributions for BAE Systems plc. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024€0.00€0.00€0.00€0.22€0.00€0.00€0.00€0.00€0.00€0.15€0.00€0.36
2023€0.00€0.00€0.00€0.19€0.00€0.00€0.00€0.00€0.00€0.13€0.00€0.00€0.32
2022€0.00€0.00€0.00€0.18€0.00€0.00€0.00€0.00€0.00€0.12€0.00€0.00€0.30
2021€0.00€0.00€0.00€0.16€0.00€0.00€0.00€0.00€0.00€0.12€0.00€0.00€0.28
2020€0.16€0.00€0.00€0.00€0.15€0.00€0.10€0.00€0.00€0.42

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%2.4%
BAE Systems plc has a dividend yield of 2.39%, which is quite average when compared to the overall market.
Payout Ratio
200.0%400.0%600.0%800.0%50.0%
BAE Systems plc has a payout ratio of 50.00%, which is quite average when compared to the overall market. This suggests that BAE Systems plc strikes a balance between reinvesting profits for growth and paying dividends to shareholders.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-8.18%
-2.37%
BSP.DE (BAE Systems plc)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the BAE Systems plc. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the BAE Systems plc was 41.54%, occurring on Mar 23, 2020. Recovery took 439 trading sessions.

The current BAE Systems plc drawdown is 8.18%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-41.54%Feb 24, 202021Mar 23, 2020439Jan 19, 2022460
-14.81%Jul 4, 202295Nov 11, 202213Nov 30, 2022108
-12.34%May 28, 202450Aug 5, 2024
-10.81%Apr 26, 202352Jul 7, 202321Aug 7, 202373
-8.83%Sep 20, 202313Oct 6, 20234Oct 12, 202317

Volatility

Volatility Chart

The current BAE Systems plc volatility is 8.55%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
8.55%
3.52%
BSP.DE (BAE Systems plc)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of BAE Systems plc over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Valuation

The Valuation section provides an assessment of the market value of BAE Systems plc compared to its peers in the Aerospace & Defense industry.


PE Ratio
50.0100.0150.021.2
The chart displays the price to earnings (P/E) ratio for BSP.DE in comparison to other companies of the Aerospace & Defense industry. Currently, BSP.DE has a PE value of 21.2. This PE ratio falls in the average range for the industry.
PEG Ratio
2.04.06.08.010.012.03.3
The chart displays the price to earnings to growth (PEG) ratio for BSP.DE in comparison to other companies of the Aerospace & Defense industry. Currently, BSP.DE has a PEG value of 3.3. This PEG ratio is much higher than those of other companies of the industry. This might be an indicator of the company being overvalued.

Historical P/E Ratio Chart

The chart below displays the historical trend of the price-to-earnings (P/E) ratio for BAE Systems plc.


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Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items