Bally's Corp

10-Year Study

BALY.US · Consumer Cyclical · US · Common Stock

Executive Summary: Bally's Corp has compounded at -13.0% annually over the last 10 years, with a maximum drawdown of 86.0% and an annualized volatility of 97.6%.

1Y CAGR
+11.2%
3Y CAGR
-6.8%
5Y CAGR
-28.6%
10Y CAGR
-13.0%

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 →
86.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.01
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.02
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
63.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +96.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -49.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
29%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-7.5-6.9-32.214.7————————-33.1%
20251.6-1.0-31.71.6-19.8-4.5-3.17.211.664.1-4.2-5.3-7.7%
2024-19.2-0.224.0-5.7-7.5-1.543.9-0.20.31.21.60.928.3%
20232.5-0.6-1.2-11.9-21.014.54.62.0-21.0-30.426.321.0-28.1%
2022-6.10.8-14.7-2.9-12.4-24.311.17.8-16.614.110.9-22.5-49.1%
20214.513.49.2-10.80.1-6.8-9.02.0-0.2-8.6-16.3-0.7-24.2%
20203.9-2.4-49.821.332.56.6-3.311.09.8-7.683.113.196.6%
2019———7.8-6.7-1.3-11.0-14.20.810.4-3.25.6-13.7%

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 97.6%. The dominant macroeconomic risk driver is VTI.US, accounting for 46.1% of variance. Idiosyncratic stock-specific factors contribute 15.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-03-0110000
2019-04-0110784.648288491622
2019-05-0110063.453020100214
2019-06-019933.235799937156
2019-07-018841.728976541304
2019-08-017588.650085989317
2019-09-017648.9608638800955
2019-10-018446.955234874158
2019-11-018177.736031381877
2019-12-018632.0434372751
2020-01-018968.567441640454
2020-02-018749.826838802976
2020-03-014395.7603381458075
2020-04-015331.675490848642
2020-05-017064.976838634037
2020-06-017531.2450374535
2020-07-017284.595917788131
2020-08-018085.360867934602
2020-09-018875.989552889343
2020-10-018200.238540107512
2020-11-0115011.808748948362
2020-12-0116971.486686015673
2021-01-0117731.70657539523
2021-02-0120110.350140387276
2021-03-0121955.150405281674
2021-04-0119583.264350417445
2021-05-0119606.91563586481
2021-06-0118282.443650812424
2021-07-0116640.368689752573
2021-08-0116974.865441079583
2021-09-0116941.07789044049
2021-10-0115478.076947767828
2021-11-0112954.146915027692
2021-12-0112859.541773238234
2022-01-0112075.67059841131
2022-02-0112170.275740200766
2022-03-0110386.293066456734
2022-04-0110082.20511070491
2022-05-018832.065737058525
2022-06-016683.177516412303
2022-07-017423.124875408406
2022-08-018004.270746400783
2022-09-016676.420006284486
2022-10-017615.713914051229
2022-11-018446.88765977288
2022-12-016548.027313855936
2023-01-016713.586311987486
2023-02-016673.041251220576
2023-03-016595.329884750665
2023-04-015811.4587099237415
2023-05-014591.728131852537
2023-06-015257.342879442642
2023-07-015500.613244044101
2023-08-015608.7334060891935
2023-09-014429.5478887848985
2023-10-013081.4246182851466
2023-11-013892.325833623343
2023-12-014709.984559089358
2024-01-013804.478201961705
2024-02-013797.7206918338875
2024-03-014709.984559089358
2024-04-014439.6841539766265
2024-05-014105.18740264962
2024-06-014044.3698114992553
2024-07-015821.594975115469
2024-08-015811.4587099237415
2024-09-015828.352485243287
2024-10-015895.92758652147
2024-11-015990.532728310926
2024-12-016044.592809333473
2025-01-016142.576706186838
2025-02-016081.759115036473
2025-03-014155.868728608258
2025-04-014223.44382988644
2025-05-013388.8913291008794
2025-06-013236.847351224968
2025-07-013135.484699307693
2025-08-013361.861288589606
2025-09-013750.418120939159
2025-10-016152.712971378567
2025-11-015895.92758652147
2025-12-015581.703365577919
2026-01-015162.737737653185
2026-02-014804.589700878814
2026-03-013257.119881608423
2026-04-013736.9031006835226
Annual Return Matrix
YearAnnual Return
20200.966103021762956
2021-0.24228548676089978
2022-0.49080399369416716
2023-0.2807017543859649
20240.28335724533715934
2025-0.07657909446618227
2026-0.3305084745762712
Total Factor Risk
0.9763292912135711
VTI.US Exposure
0.46114047334873937
VEA.US Exposure
-0.015645009313261366
VWO.US Exposure
-0.0031862665029400677
QQQ.US Exposure
-0.02950897820123218
VTV.US Exposure
0.01704688194161932
IJR.US Exposure
0.008562132163149395
QUAL.US Exposure
-0.03357880437099662
SHV.US Exposure
0.32825032057129994
TLT.US Exposure
-0.01186403997404609
LQD.US Exposure
0.12362981480817498
HYG.US Exposure
0.0012562278430360062
GLD.US Exposure
0.004157450291755467
USO.US Exposure
0.004519816683517115
VNQ.US Exposure
-0.007977413304204664
BTC-USD.CC Exposure
0.0027929037063531056
CPER.US Exposure
0.004576434057842631
VIX.INDX Exposure
-0.007774386878933426
UUP.US Exposure
-0.0002419407368138108
TIP.US Exposure
0.0019520267280757504
Idiosyncratic Exposure
0.1518923571388651
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
97.6%

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$468.4M
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 →
-15.2%
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 →
-17.2%
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 →
43.2% 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 →
2.05
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Bally's Corp a high-risk investment?

Bally's Corp (BALY.US) has an annualized volatility of 97.6% and experienced a maximum drawdown of 86.0% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, BALY.US has generated a Compound Annual Growth Rate (CAGR) of -13.0%. It has had a positive return in 29% 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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