Bridger Aerospace Group Holdings, Inc. Common Stock

10-Year Study

BAER.US · Industrials · US · Common Stock

Executive Summary: Bridger Aerospace Group Holdings, Inc. Common Stock has compounded at -26.2% annually over the last 10 years, with a maximum drawdown of 88.8% and an annualized volatility of 134.8%.

1Y CAGR
+27.4%
3Y CAGR
-32.0%
5Y CAGR
-26.9%
10Y CAGR
-26.2%

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 →
88.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.20
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.33
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
66.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +12.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -69.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
40%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202657.4-15.6-18.54.0————————12.6%
202531.9-37.4-35.828.313.817.0-10.918.0-8.9-7.05.21.1-14.1%
2024-10.9-18.80.4-19.34.2-11.4-10.2-19.9-17.552.3-18.6-22.5-69.2%
2023-21.3-16.3-31.8-1.541.7-11.86.25.035.5-40.315.418.3-31.8%
2022-0.40.40.50.2-0.10.10.40.40.40.20.71.03.8%
2021———0.7-1.30.10.8-0.50.90.20.1-0.20.8%

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 134.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 61.4% of variance. Idiosyncratic stock-specific factors contribute 22.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-03-0110000
2021-04-0110072.313732042745
2021-05-019938.016097391424
2021-06-019948.346912026305
2021-07-0110030.991458703933
2021-08-019979.338370730238
2021-09-0110072.313732042745
2021-10-0110092.975361312509
2021-11-0110103.305190746678
2021-12-0110082.644546677628
2022-01-0110041.322273338814
2022-02-0110082.644546677628
2022-03-0110134.29763465132
2022-04-0110154.958278720374
2022-05-0110144.627464085494
2022-06-0110154.958278720374
2022-07-0110196.280552059186
2022-08-0110237.602825398002
2022-09-0110278.925098736816
2022-10-0110294.421320689136
2022-11-0110361.569645414444
2022-12-0110464.875821361831
2023-01-018233.47059806412
2023-02-016890.4957293519665
2023-03-014700.413271993424
2023-04-014628.0990473503225
2023-05-016559.917050041103
2023-06-015785.123686037814
2023-07-016146.6938240526115
2023-08-016456.611366694068
2023-09-018750
2023-10-015227.272503363475
2023-11-016033.05781867105
2023-12-017138.4293693848485
2024-01-016363.63600538156
2024-02-015165.289093355254
2024-03-015185.950230024662
2024-04-014183.884362657898
2024-05-014359.50377804768
2024-06-013863.6362516817376
2024-07-013471.0741623626536
2024-08-012778.92559133717
2024-09-012293.3883870057543
2024-10-013491.7355453322375
2024-11-012840.90900134539
2024-12-012200.4132719934237
2025-01-012902.892411353611
2025-02-011818.1817510090425
2025-03-011167.355330172284
2025-04-011497.9338863330593
2025-05-011704.5453761772164
2025-06-011993.8015358490893
2025-07-011776.859477670229
2025-08-012097.107342346212
2025-09-011911.1569891714619
2025-10-011776.859477670229
2025-11-011869.8345926825596
2025-12-011890.4958525020552
2026-01-012975.2066359967116
2026-02-012510.330499370654
2026-03-012045.4544809686809
2026-04-012128.099106462365
Annual Return Matrix
YearAnnual Return
20220.03790982345104621
2023-0.3178677424137939
2024-0.6917510620150545
2025-0.1408450964352731
20260.12568303371088807
Total Factor Risk
1.3477792290012605
VTI.US Exposure
0.007836935495074667
VEA.US Exposure
0.0018345554376103964
VWO.US Exposure
0.0032065020701609248
QQQ.US Exposure
-0.000005806657474493146
VTV.US Exposure
-0.00047401929808967035
IJR.US Exposure
0.01964349952611649
QUAL.US Exposure
-0.000002516106716492812
SHV.US Exposure
0.6137921324163879
TLT.US Exposure
0.006004185630570029
LQD.US Exposure
0.0035502888764495704
HYG.US Exposure
0.11603321032963734
GLD.US Exposure
0.000079696077985266
USO.US Exposure
0.002743527518494442
VNQ.US Exposure
-0.0014629016503020275
BTC-USD.CC Exposure
-0.000004140155177589123
CPER.US Exposure
-0.00010404622165797604
VIX.INDX Exposure
-0.0005525691934346909
UUP.US Exposure
-0.0003293161284629663
TIP.US Exposure
0.0022917912456043013
Idiosyncratic Exposure
0.22591899078722458
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
134.8%

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 →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$113.0M
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
$0
Avg Yield on Cost
0.00%

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 →
-9.4%
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 →
+1.7%
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 →
37.0% 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 →
0.28
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Bridger Aerospace Group Holdings, Inc. Common Stock a high-risk investment?

Bridger Aerospace Group Holdings, Inc. Common Stock (BAER.US) has an annualized volatility of 134.8% and experienced a maximum drawdown of 88.8% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BAER.US has generated a Compound Annual Growth Rate (CAGR) of -26.2%. It has had a positive return in 40% 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.

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