BlackBerry Ltd

10-Year Study

BB.TO · Technology · CA · Common Stock

Executive Summary: BlackBerry Ltd has compounded at -3.9% annually over the last 10 years, with a maximum drawdown of 82.5% and an annualized volatility of 79.3%.

1Y CAGR
+19.8%
3Y CAGR
-4.3%
5Y CAGR
-12.5%
10Y CAGR
-3.9%

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 →
82.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.11
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.25
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
60.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +51.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -62.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-6.4-4.5-2.642.4————————23.9%
202517.66.2-20.5-13.716.215.1-18.53.328.80.9-16.8-9.1-5.1%
2024-19.80.8-2.43.8-1.3-10.0-2.6-4.812.3-11.516.848.416.2%
202328.8-6.717.0-14.838.10.7-8.612.4-14.7-22.4-0.2-5.66.6%
2022-11.5-16.86.6-20.73.7-8.913.4-0.9-16.5-2.83.0-32.4-62.7%
2021112.8-28.3-18.13.114.122.2-16.213.2-14.38.4-9.0-2.940.0%
2020-3.5-14.0-16.72.97.73.4-4.17.1-10.1-2.127.910.31.1%
20199.08.117.7-8.8-13.7-8.0-1.3-5.1-24.1-0.35.913.9-14.0%
201811.1-0.2-4.9-9.314.2-17.40.78.85.3-16.9-3.9-16.9-30.8%
2017-0.60.511.623.812.0-9.2-9.8-1.020.61.2-1.40.951.9%
2016———-15.97.7-9.114.20.55.1-9.59.2-10.6-12.3%

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 79.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 40.4% of variance. Idiosyncratic stock-specific factors contribute 15.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-018406.07210626186
2016-05-019051.233396584441
2016-06-018225.806451612903
2016-07-019392.789373814043
2016-08-019440.22770398482
2016-09-019924.098671726757
2016-10-018984.819734345352
2016-11-019810.246679316888
2016-12-018766.603415559774
2017-01-018709.677419354839
2017-02-018757.115749525618
2017-03-019772.296015180267
2017-04-0112096.774193548388
2017-05-0113548.387096774195
2017-06-0112296.015180265656
2017-07-0111091.081593927895
2017-08-0110977.229601518029
2017-09-0113235.294117647058
2017-10-0113396.584440227703
2017-11-0113206.831119544593
2017-12-0113320.683111954459
2018-01-0114800.759013282734
2018-02-0114772.296015180265
2018-03-0114051.233396584441
2018-04-0112751.423149905124
2018-05-0114563.567362428845
2018-06-0112030.3605313093
2018-07-0112115.749525616699
2018-08-0113178.368121442129
2018-09-0113870.967741935485
2018-10-0111527.514231499052
2018-11-0111081.593927893739
2018-12-019212.523719165087
2019-01-0110037.950664136624
2019-02-0110853.889943074004
2019-03-0112779.88614800759
2019-04-0111660.341519784655
2019-05-0110066.413336505926
2019-06-019259.962266491306
2019-07-019136.622499469562
2019-08-018671.72708095138
2019-09-016584.440281992846
2019-10-016565.464968020821
2019-11-016954.459130650906
2019-12-017922.201500445662
2020-01-017647.059221647723
2020-02-016574.952398803248
2020-03-015474.383283611493
2020-04-015635.673678577286
2020-05-016072.106352341017
2020-06-016280.8348060332855
2020-07-016024.667841207371
2020-08-016451.613084188675
2020-09-015796.9640735430785
2020-10-015673.624306521334
2020-11-017258.064606610467
2020-12-018007.589734709014
2021-01-0117039.847328721688
2021-02-0112210.626077380535
2021-03-019999.999963807426
2021-04-0110313.092870549413
2021-05-0111764.705520427206
2021-06-0114373.813679819996
2021-07-0112049.335682414741
2021-08-0113643.26386569347
2021-09-0111698.292147728705
2021-10-0112685.009379088315
2021-11-0111546.48963595251
2021-12-0111214.42096283133
2022-01-019924.09870791933
2022-02-018254.269268752501
2022-03-018795.066847973125
2022-04-016973.43444462293
2022-05-017229.601409448845
2022-06-016584.440281992846
2022-07-017466.793060302735
2022-08-017400.379687604235
2022-09-016176.470805390737
2022-10-016005.6925272353465
2022-11-016185.958236173164
2022-12-014184.060576292324
2023-01-015388.994144533798
2023-02-015028.463179065336
2023-03-015882.352760213603
2023-04-015009.4878650933115
2023-05-016916.508502706857
2023-06-016963.947013840503
2023-07-016366.22394511098
2023-08-017153.700153560748
2023-09-016100.569097095468
2023-10-014734.345133888201
2023-11-014724.857703105775
2023-12-014459.202855090263
2024-01-013576.850076780374
2024-02-013605.3130477384107
2024-03-013519.924134864301
2024-04-013652.751332668471
2024-05-013605.3130477384107
2024-06-013244.7818560663623
2024-07-013159.392716988667
2024-08-013007.590205212472
2024-09-013377.609053870533
2024-10-012988.6148912404474
2024-11-013491.461163906264
2024-12-015180.26569084153
2025-01-016091.081666313042
2025-02-016470.588398160699
2025-03-015142.315062897481
2025-04-014440.227541118238
2025-05-015161.290376869506
2025-06-015939.279154536846
2025-07-014838.709586937921
2025-08-014999.999981903713
2025-09-016442.1252009990785
2025-10-016499.051142915151
2025-11-015407.969458505822
2025-12-014914.6110056926
2026-01-014601.518026565464
2026-02-014392.789373814042
2026-03-014278.937381404175
2026-04-016091.081593927894
Annual Return Matrix
YearAnnual Return
20170.5194805194805194
2018-0.30840455840455827
2019-0.1400617526807697
20200.0107783466828697
20210.40047396711925143
2022-0.6269035565759637
20230.06575963081341296
20240.16170218292001692
2025-0.05128205791038787
20260.23938223938223935
Total Factor Risk
0.7933896349828915
VTI.US Exposure
-0.0683314374719163
VEA.US Exposure
0.08709664405618958
VWO.US Exposure
0.010908275743763279
QQQ.US Exposure
0.20872163559285828
VTV.US Exposure
-0.012367088401907403
IJR.US Exposure
0.021165456438247975
QUAL.US Exposure
-0.050874236675725375
SHV.US Exposure
0.4039733437987571
TLT.US Exposure
-0.021474093672911032
LQD.US Exposure
0.07949648685089643
HYG.US Exposure
0.03410980345801742
GLD.US Exposure
-0.00005355519723619573
USO.US Exposure
0.000699383085647486
VNQ.US Exposure
0.046405657604308925
BTC-USD.CC Exposure
-0.0008095997124098303
CPER.US Exposure
0.009574640724811706
VIX.INDX Exposure
0.0033231442315366133
UUP.US Exposure
0.08893247106976869
TIP.US Exposure
0.004409316905301507
Idiosyncratic Exposure
0.15509375157200092
Value Score
17.9
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
79.3%

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 →80.3x
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$2.8B
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 →
+34.8%
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 →
7.6% 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 →
1.26
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is BlackBerry Ltd a high-risk investment?

BlackBerry Ltd (BB.TO) has an annualized volatility of 79.3% and experienced a maximum drawdown of 82.5% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of BB.TO?

Over the past 10 years, BB.TO has generated a Compound Annual Growth Rate (CAGR) of -3.9%. It has had a positive return in 60% 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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