BlackBerry Ltd

10-Year Study

BB.US · Technology · US · Common Stock

Executive Summary: BlackBerry Ltd has compounded at -4.3% annually over the last 10 years, with a maximum drawdown of 84.0% and an annualized volatility of 79.9%.

1Y CAGR
+20.3%
3Y CAGR
-4.4%
5Y CAGR
-14.4%
10Y CAGR
-4.3%

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 →
84.0%
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 →
0.24
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
61.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +62.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -65.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-5.8-5.0-4.444.8————————23.7%
202517.56.1-20.0-9.816.515.7-19.43.827.40.0-16.4-7.10.3%
2024-21.2-0.4-0.71.10.0-11.1-2.4-2.911.5-13.713.747.16.8%
202330.4-8.717.5-14.336.83.4-7.89.0-15.3-24.02.5-3.58.6%
2022-12.0-16.58.6-23.35.8-10.913.7-3.1-20.9-0.94.5-33.1-65.1%
2021112.7-28.7-16.14.714.021.4-16.912.3-14.711.0-11.9-1.841.0%
2020-5.0-15.2-20.13.68.45.4-3.110.1-12.1-2.230.712.93.3%
201913.57.816.0-9.0-14.5-5.0-2.1-5.9-23.60.25.915.3-9.7%
201813.3-4.1-5.3-9.013.0-18.41.78.86.7-18.7-5.0-19.1-36.3%
20172.5-1.411.420.513.2-5.5-6.1-1.220.6-2.1-1.63.762.1%
2016———-12.73.0-7.713.3-0.15.1-11.79.4-10.6-14.8%

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 79.9%. The dominant macroeconomic risk driver is SHV.US, accounting for 41.8% of variance. Idiosyncratic stock-specific factors contribute 15.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-018726.82323856613
2016-05-018986.402966625463
2016-06-018294.190358467244
2016-07-019394.313967861557
2016-08-019381.953028430162
2016-09-019864.029666254635
2016-10-018714.462299134735
2016-11-019530.284301606922
2016-12-018516.687268232386
2017-01-018726.82323856613
2017-02-018603.213844252163
2017-03-019579.72805933251
2017-04-0111545.1174289246
2017-05-0113065.512978986404
2017-06-0112348.578491965389
2017-07-0111594.561186650188
2017-08-0111458.59085290482
2017-09-0113819.530284301607
2017-10-0113522.867737948083
2017-11-0113312.73176761434
2017-12-0113807.16934487021
2018-01-0115648.949320148331
2018-02-0115006.1804697157
2018-03-0114215.080346106304
2018-04-0112941.903584672436
2018-05-0114622.991347342399
2018-06-0111928.306551297901
2018-07-0112126.081582200248
2018-08-0113189.12237330037
2018-09-0114066.749072929542
2018-10-0111433.868974042027
2018-11-0110865.265760197773
2018-12-018788.627935723116
2019-01-019975.278121137206
2019-02-0110754.017305315203
2019-03-0112472.187886279358
2019-04-0111347.342775248184
2019-05-019703.337335763372
2019-06-019221.260862975245
2019-07-019023.486020685863
2019-08-018491.965247909866
2019-09-016489.493201483313
2019-10-016501.85442383416
2019-11-016885.043475477598
2019-12-017935.72320926322
2020-01-017540.172935268935
2020-02-016390.605780338622
2020-03-015105.068126626598
2020-04-015290.482335980655
2020-05-015735.475731131763
2020-06-016044.499216916683
2020-07-015859.085007562626
2020-08-016452.410123846293
2020-09-015673.671387624092
2020-10-015550.061521777706
2020-11-017255.8713047701885
2020-12-018195.302984475795
2021-01-0117428.925069801888
2021-02-0112422.74436431998
2021-03-0110420.272317893427
2021-04-0110914.70942361688
2021-05-0112447.465630190629
2021-06-0115105.068315239565
2021-07-0112558.714273686166
2021-08-0114103.831702610765
2021-09-0112027.19350091017
2021-10-0113349.81482167474
2021-11-0111767.614904528642
2021-12-0111557.478839888414
2022-01-0110173.052586200653
2022-02-018491.965247909866
2022-03-019221.260862975245
2022-04-017070.457095416132
2022-05-017478.368591761266
2022-06-016662.546188486521
2022-07-017577.256012905955
2022-08-017342.398092979554
2022-09-015809.64129699028
2022-10-015760.197586417936
2022-11-016019.777361630509
2022-12-014029.666242847042
2023-01-015253.399258343634
2023-02-014796.044640841678
2023-03-015636.588309987072
2023-04-014833.127423770938
2023-05-016613.102477914175
2023-06-016835.599764905253
2023-07-016304.078992129256
2023-08-016872.682253126751
2023-09-015822.002519341128
2023-10-014425.216222133566
2023-11-014536.464865629105
2023-12-014375.77251156122
2024-01-013448.7020542064615
2024-02-013436.3411265633754
2024-03-013411.6192712772026
2024-04-013448.7020542064615
2024-05-013448.7020542064615
2024-06-013065.5130025630237
2024-07-012991.347436704506
2024-08-012904.82064849514
2024-09-013238.565989566232
2024-10-012793.572299707363
2024-11-013176.761351350801
2024-12-014672.435069703054
2025-01-015488.257178270036
2025-02-015822.002519341128
2025-03-014660.074142059967
2025-04-014202.7195245580115
2025-05-014894.932061986369
2025-06-015661.310165273245
2025-07-014561.186720915277
2025-08-014734.239707918486
2025-09-016032.1385839813565
2025-10-016032.1385839813565
2025-11-015043.263193703406
2025-12-014684.79599734614
2026-01-014412.8552944904795
2026-02-014190.358467243511
2026-03-014004.944375772559
2026-04-015797.280593325094
Annual Return Matrix
YearAnnual Return
20170.621190130624093
2018-0.3634735899731423
2019-0.09704640277159704
20200.032710285927005645
20210.41025644345078205
2022-0.6513369136407653
20230.08588956202726306
20240.06779661359406175
20250.002645500142578028
20260.23746703092496602
Total Factor Risk
0.7992425930766115
VTI.US Exposure
-0.07941072304638681
VEA.US Exposure
0.09595346845869758
VWO.US Exposure
0.00964895449270879
QQQ.US Exposure
0.22118612821575523
VTV.US Exposure
-0.013628169743646732
IJR.US Exposure
0.023423913819234848
QUAL.US Exposure
-0.0600983780898234
SHV.US Exposure
0.41764477478234246
TLT.US Exposure
-0.025101849104554548
LQD.US Exposure
0.09377066445061501
HYG.US Exposure
0.031207942559323052
GLD.US Exposure
-0.00042609999866444946
USO.US Exposure
0.0012234203991997698
VNQ.US Exposure
0.054213528479295205
BTC-USD.CC Exposure
-0.0006173635579564408
CPER.US Exposure
0.010970364363150449
VIX.INDX Exposure
0.004956836282251118
UUP.US Exposure
0.056875657851988
TIP.US Exposure
0.004144301982436884
Idiosyncratic Exposure
0.154062627404034
Value Score
15.4
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
79.9%

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 →86.5x
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$2.0B
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 →
+35.0%
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 →
+18.4%
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 →
6.2% 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 →
1.26
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is BlackBerry Ltd a high-risk investment?

BlackBerry Ltd (BB.US) has an annualized volatility of 79.9% and experienced a maximum drawdown of 84.0% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BB.US has generated a Compound Annual Growth Rate (CAGR) of -4.3%. It has had a positive return in 70% 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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