Badger Meter, Inc. (BMI)

New York Stock Exchange
USD
US0565251081
21 February 1973  –  11 December 2024

Performance

Annualized Return
13.25%
Sharpe Ratio
0.52
Maximum Drawdown
-68.22%

Metrics

Metric Badger Meter, Inc.
Initial Balance $10,000
Final Balance $6,314,293
Returns   [View more details]
Month-To-Date 9.62%
Year-To-Date 54.94%
3M 23.93%
6M 28.21%
Annual Return (3Y) 30.95%
Annual Return (5Y) 31.3%
Annual Return (All) 13.25%
Risk   [View more details]
Annual Volatility 37%
Max Drawdown -68.22%
Sharpe Ratio 0.52
Sortino Ratio 0.8
Adjusted Sortino (S/√2) 0.57

  • Initial balance: The amount of starting capital used to invest in the asset or portfolio. In this case, we're starting with a $10,000 investment on February 1973.
  • Final balance: The amount of capital we've accrued over time as of December 2024.
  • Annual return: Also known as annualized return, or CAGR (Compound Annual Growth Rate), measures how much an investment has increased on average each year, during a specific time period. The time period in this case is approximately 52 year(s). Even a small difference in return can have a big impact on the final balance over a long period of time.
  • Annual volatility: Basically indicates how much, in percentage points, the investment can deviate from its annual return, under most circumstances. An investment with an annual return of 5% and an annual volatility of 10% would indicate returns from approximately -5% to 15% most of the time. A lower volatility is usually preferred to ensure more steady returns over time.
  • Best year: The best performance attained over its lifetime in a given year.
  • Worst year: The worst performance undergone over its lifetime in a given year.
  • Max drawdown: The largest percentage drop from a peak to a trough of an asset or portfolio, before a new peak is attained. Maximum drawdown is an indicator of downside risk over a specified time period.
  • Sharpe Ratio: The Sharpe ratio measures the performance of an investment compared to a risk-free asset, after adjusting for its risk. A Sharpe Ratio above 1 is considered good.
  • Sortino Ratio: The Sortino Ratio is a variation of the Sharpe ratio that only penalizes the investment for negative volatility/outcomes, and not for positive volatility. A Sortino Ratio above 1 is considered good.
  • Adjusted Sortino Ratio: Sortino Ratio/√2. To allow for comparing the Sortino ratio to the Sharpe ratio, we multiply the risk measure of the Sortino ratio by the square root of 2 (which is the same as dividing the Sortino ratio by the square root of 2).
  • Ulcer Index: The Ulcer Index (UI) is a technical indicator that measures downside risk in terms of both the depth and duration of price declines.
  • Gain to Pain Ratio: The sum of all returns divided by the absolute value of the sum of all negative returns. In essence, the GPR shows the ratio of net returns to the losses incurred in getting those returns.

Annualized Returns

Annual Return 1y Annual Return 3y Annual Return 5y Annual Return 10y Annual Return 20y Annual Return
Badger Meter, Inc. 58.01 30.95 31.3 25.41 20.66 13.25

Annual Returns

Year Badger Meter, Inc.
1973 -38.55%
1974 -40.68%
1975 34.33%
1976 42.54%
1977 29.84%
1978 -12.64%
1979 14.46%
1980 -16.09%
1981 -28.76%
1982 7.7%
1983 21.4%
1984 8.81%
1985 31.09%
1986 15.46%
1987 -9.82%
1988 43.56%
1989 8.27%
1990 -26.55%
1991 15.09%
1992 18.09%
1993 13%
1994 28.76%
1995 14.61%
1996 48.95%
1997 115.71%
1998 -11.03%
1999 -13.61%
2000 -21.32%
2001 1.39%
2002 48.06%
2003 22.77%
2004 60.65%
2005 33.03%
2006 42.85%
2007 64.06%
2008 -34.76%
2009 39.09%
2010 12.56%
2011 -32.23%
2012 64%
2013 16.64%
2014 10.43%
2015 0%
2016 27.71%
2017 30.91%
2018 4.09%
2019 33.46%
2020 46.37%
2021 14.11%
2022 3.23%
2023 42.58%
2024 54.94%

Badger Meter, Inc. had 39 positive years and 12 negative years. That's a positive ratio of 76%.

Monthly Returns

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
1973 - -0% -11.5% -2.3% -8.4% -11.9% 19.4% -2.5% -2.6% -7.9% -20% 5.3% -38.6%
1974 15.3% 2.9% -10% -0% -17.5% 7.7% -7.2% -5.8% -8.2% -20% 5.6% -7.9% -40.7%
1975 40% 14.3% 7.1% -3.3% -12.1% 25.5% -14.1% -10.9% -4.1% 14.9% 3.7% -16.1% 34.3%
1976 63.8% 3.9% -11.2% -1.4% -2.8% -0% -4.4% -3.1% 0% -0% 0% 6.4% 42.5%
1977 16.4% -5.1% 31.1% 7.2% -1% -1% -3.9% -2% 2.1% -13.3% 9.4% -6.5% 29.8%
1978 4.6% 5.5% -1% 9.5% 7.7% -16.1% 6.4% 6% -5.7% -22% 7.7% -9.5% -12.6%
1979 13.2% -2.3% 2.4% -2.3% 1.2% -4.7% 12.3% 13.2% -9.7% -11.8% 1.2% 4.8% 14.5%
1980 16.1% -5% -13.6% -8.4% 1.3% 2.6% 6.3% -3.6% 12.3% -7.7% 2.4% -15.1% -16.1%
1981 28.8% -8.5% -5.8% 1.2% -7.3% -4% -4.1% -8.6% -6.3% -13.3% 3.8% -3.7% -28.8%
1982 15.4% -6.6% -10.8% 4% -3.9% -2% -2% 2.1% 0% 14.3% 12.5% -11.1% 7.7%
1983 7.1% 23.3% 1.3% -2.7% 13.7% 8.5% -2.2% -11.4% -1.3% 0% -1.3% -10.5% 21.4%
1984 8.8% -5.4% 2.9% -9.7% -7.7% -0% 5% 6.4% 3% 5.8% -4.1% 5.7% 8.8%
1985 31.1% -10.3% 0% -12.6% 5.2% 7.5% 2.3% 4.6% -8.7% 0% -3.6% 19.7% 31.1%
1986 24.7% 9.1% -6.8% -3.3% 19.3% 4.2% -5.4% 0% -12.2% -2.4% -0.9% -5.9% 15.5%
1987 6.2% 12.6% 22.4% -4.3% -0.6% 3.8% -0.6% -4.3% -2.6% -32% -8.8% 8.6% -9.8%
1988 4% 13.3% 2.5% -1.6% 6.7% 1.6% 12.3% -2.7% -4.9% 5.9% 0% 1.4% 43.6%
1989 1.4% -12.2% 8.5% 6.4% -3.4% 2.8% -2% 6.2% 16.2% -5.6% -2.4% -4.9% 8.3%
1990 -11.5% 4.5% 2.8% 0% 2.1% -0.7% -5.4% -16.8% 2.6% -9.2% 1.2% 2.8% -26.6%
1991 10.8% 15.6% 1.4% -14% 2.6% 8.8% -5.9% 0.9% -5.5% -2.5% -1.5% 7% 15.1%
1992 4.1% 4% 3% -6.6% 8% -13.3% 4.3% 2.6% 4.8% -5.3% 9.9% 3.7% 18.1%
1993 16.4% -9.1% 8.8% 0% -0.4% 4.4% -1.8% -1% -1.9% 3.2% -4.2% 0% 13%
1994 9.2% 8% -3.4% -6.4% 5.2% 5.9% 10.1% 4.8% 1.5% -3.4% -3.3% -1% 28.8%
1995 -5.8% 0.8% 3.9% 3.7% 5% -6.4% 6.4% 1.3% 4% -4.8% -4.2% 11.6% 14.6%
1996 1.4% 4% -2.7% 0.5% 0.8% 3.2% 2.7% 9.9% 1.6% 11% 11.3% -1.9% 49%
1997 3.3% 12.5% 4.8% -8.1% 17.5% 18.5% 40.1% 18.4% 0.1% -16.4% 1.5% -1.8% 115.7%
1998 -14.7% 13.4% -8.6% 2.1% -1% -1.9% -5.6% -13.4% 1.5% 20.5% 3.3% -1.7% -11%
1999 2.8% -12.1% -4.1% 7.5% 2.4% 3.3% 9.4% 1.1% -10.5% -5.5% -4.9% -1.6% -13.6%
2000 2.1% 0.5% 18.1% -10.7% -1.3% -20.5% 9.4% 1.7% -0.9% -5% -9.2% -2.7% -21.3%
2001 16.3% 5.6% 1.8% 0.7% 5.2% -4% -9.6% -1.4% -0.4% -12.3% -2% 4.3% 1.4%
2002 1.5% 12.1% 8.9% 17.3% -1.7% -12.6% 5.5% 15.5% -8.3% 8% -5.9% 4.4% 48.1%
2003 -0.3% -1.3% -1.9% -7.7% 3.1% -11.2% 21.2% 7.4% -3.8% 13.8% 4.1% 1.5% 22.8%
2004 -9.6% 6.3% 2.3% 11.5% 1.8% 5.3% 1.1% -2.1% 4.8% 7.3% 16.9% 4.8% 60.7%
2005 -0.6% -4.4% -6.5% 28.1% 11.2% 9.8% 16.7% -8.8% -10.2% -16.1% 19.1% 0.3% 33%
2006 32.2% 3.3% 6.6% 8.3% -10.3% -2.2% -19.4% 20.7% -3.7% 0.2% 3.3% 6.7% 42.9%
2007 4.5% 2.2% -10% -9.6% 7.4% 10% 19.1% -6.4% 2.1% 20% 1.7% 15.3% 64.1%
2008 -15.4% 0.5% 13.2% 20.5% -5.4% 2.8% 11.5% -18.1% 2% -46.3% 25% -7.5% -34.8%
2009 -18.7% 6.9% 15.1% 34.9% 4.6% 0.9% -10.1% -1.5% 6.9% -3.7% -5.3% 13.2% 39.1%
2010 -5.1% -4.6% 7.2% 7.4% -4% -2.2% 1.2% -4.4% 8.5% 2.6% 2.5% 4.2% 12.6%
2011 -7.3% -3.8% 4.8% -8% -1.4% -0.6% -1.4% -3.5% -17.4% 13.2% -4.6% -5.3% -32.2%
2012 9.2% 0.6% 5.7% 8.7% -1.8% 4% -9.8% 0.6% 7.3% 17.7% 5.6% 5.2% 64%
2013 4.4% 2.9% 5.4% -18.4% 2.4% -0% 6.9% -5% 3.2% 11.9% 6% -0.8% 16.6%
2014 -6.5% 8.2% 0.3% -10.1% 0.3% 6.3% -5.2% 4.8% -3.1% 12.8% -2.9% 7.7% 10.4%
2015 0.9% -2.1% 2.6% 3.8% 4% -1.6% -7.4% -0.6% -0.4% 4.3% 0.7% -3.7% 0%
2016 -4.7% 18% 1.3% 7.3% 5.4% -2.6% -4.5% -5.1% 1.6% -4.1% 13.1% 1.9% 27.7%
2017 4.3% -4.8% 0.4% 8.2% -1.1% 1.7% 13.6% 1.7% 6.8% -10.6% 6.2% 3% 30.9%
2018 0.8% -1% -1% -10% 3.4% 2.2% 16.7% 5.7% -3.6% -7.3% 13.3% -11.3% 4.1%
2019 7.3% 11.7% -5.4% -0.3% -4.6% 13.1% -10.4% -3.3% 4.1% 7.6% 7.6% 4.7% 33.5%
2020 -9% 2.2% -11% 10.1% 3.9% 2.8% -0.5% -1.2% 6% 12.2% 12.7% 14.1% 46.4%
2021 -2.5% 18.6% -14.3% 0.3% 2.5% 2.7% 3% 6.2% -5.6% 1.1% 0.3% 4.1% 14.1%
2022 -5.1% -1.5% 0.3% -19.1% -1.7% 2.2% 18.9% -1.3% -2.4% 21.7% 3.2% -5.9% 3.2%
2023 6.3% 5.1% 0.2% 8.6% 4.4% 7% 11.6% 1% -13.4% -3.7% 6.6% 4.8% 42.6%
2024 -6.7% 10.4% 2% 13.1% 5.6% -3.4% 10.6% 0.6% 5.5% -8.4% 8.6% 9.6% 54.9%
Pos 68.6% 64.7% 62.7% 51% 57.7% 58% 53.8% 47.1% 46% 44.9% 64% 56.9% 76.5%
Avg 6.1% 3.2% 1.2% 1% 1.2% 1.1% 3.1% -0.1% -1% -1.4% 2.8% 1% 17.6%

Other Return Metrics

Metric Badger Meter, Inc.
Cumulative Return 63042.93%
Enh Ann Return 16.47%
Best Year 115.71%
Worst Year -40.68%
Best Month 63.81%
Worst Month -46.33%
Best Day 33.33%
Worst Day -28.9%
Win Ratio (Yearly) 76.92%
Win Ratio (Quarterly) 55.77%
Win Ratio (Monthly) 56.1%
Win Ratio (Daily) 50.52%

Annual Volatility

Annual Volatility 1y Annual Volatility 3y Annual Volatility 5y Annual Volatility 10y Annual Volatility 20y Annual Volatility
Badger Meter, Inc. 30.73 30.93 35.78 31.37 41.69 37

Sharpe Ratio

Sharpe Ratio 1y Sharpe Ratio 3y Sharpe Ratio 5y Sharpe Ratio 10y Sharpe Ratio 20y Sharpe Ratio
Badger Meter, Inc. 1.64 1.03 0.94 0.88 0.66 0.52

3-Year Rolling Sharpe Ratio

The rolling Sharpe Ratio gives a clue about the continued consistency or stability of the risk-adjusted returns.

Drawdown Periods

Simply said, a drawdown is the "pain" period experienced by an investor between a peak (new highs) and subsequent valley (a low point before moving higher). In the table below are the fifth largest drawdowns encountered for the portfolio/asset in question.

Badger Meter, Inc.

Start Valley End Days Drawdown
2008-08-11 2008-10-27 2014-04-01 2059 -68.22%
1973-03-16 1974-12-24 1977-03-24 1469 -64.95%
1978-05-08 1982-08-16 1986-01-28 2822 -62.3%
1997-09-08 2001-11-07 2004-09-30 2579 -60.13%
1987-03-13 1987-12-07 1993-06-17 2288 -53.69%

The Badger Meter, Inc. took approximately 75 months on average to recover from a major drawdown. The longest drawdown lasted 94 months.

Underwater plot

The underwater plot shows you the drawdown periods on a chart. Whereas the performance chart usually gives you a positive viewpoint, the underwater plot gives you a pessimistic viewpoint. It helps you to visualize downtrends that occurred and how long it took for the portfolio's value to rebound to hit a new high after suffering a loss.

Other Risk Metrics

Metric Badger Meter, Inc.
Sharpe Ratio 0.52
Sortino Ratio 0.8
Adjusted Sortino (S/√2) 0.57
Calmar Ratio 0.19
Omega Ratio 1.11
Gain to Pain Ratio 0.11
Ulcer Index 0.28
Kelly Criterion 5.12%
Skew 0.88
Kurtosis 16.37
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