BigBearai Holdings Inc

10-Year Study

BBAI.US · Technology · US · Common Stock

Executive Summary: BigBearai Holdings Inc has compounded at -17.3% annually over the last 10 years, with a maximum drawdown of 93.3% and an annualized volatility of 176.9%.

1Y CAGR
-10.7%
3Y CAGR
+19.9%
5Y CAGR
-17.5%
10Y CAGR
-17.3%

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 →
93.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.48
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
2.10
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
200.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +217.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -88.1%
% 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.
2026-6.7-21.4-11.16.5————————-30.6%
2025-4.721.7-44.619.222.063.2-6.5-20.228.66.1-8.4-14.821.3%
2024-24.3107.4-39.0-19.0-9.60.70.05.3-8.28.944.094.3107.9%
2023385.2-10.1-17.018.9-23.86.3-14.5-18.4-7.9-15.933.925.9217.5%
2022-9.713.142.621.5-46.8-31.0-31.0-39.41.9-14.0-28.1-30.5-88.1%
2021————-0.31.8-0.71.0-0.21.10.3-43.4-41.7%

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 176.9%. The dominant macroeconomic risk driver is SHV.US, accounting for 30.5% of variance. Idiosyncratic stock-specific factors contribute 23.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-04-0110000
2021-05-019969.104291603158
2021-06-0110144.1816094467
2021-07-0110072.09031364492
2021-08-0110175.077317843541
2021-09-0110154.479524141072
2021-10-0110267.76542519093
2021-11-0110298.66113358777
2021-12-015829.04204446558
2022-01-015262.615976765312
2022-02-015952.6263512882415
2022-03-018486.096538358675
2022-04-0110308.960030439004
2022-05-015489.186305629733
2022-06-013789.9073659112796
2022-07-012615.8598886450195
2022-08-011585.9937752862422
2022-09-011616.8898519919076
2022-10-011390.3192775882706
2022-11-01998.9701594227196
2022-12-01694.1297859398941
2023-01-013367.662171040064
2023-02-013027.8064322042164
2023-03-012512.8733755248277
2023-04-012986.61182695614
2023-05-012276.004149809172
2023-06-012420.18526817744
2023-07-012070.0308780295736
2023-08-011688.9804111760416
2023-09-011555.0978213501849
2023-10-011307.9299443225098
2023-11-011750.7724418177643
2023-12-012203.913590625038
2024-01-011668.3831085520033
2024-02-013460.350032848236
2024-03-012111.22548327765
2024-04-011709.57771380008
2024-05-011544.7991700381656
2024-06-011555.0978213501849
2024-07-011555.0978213501849
2024-08-011637.4871546159459
2024-09-011503.604564790089
2024-10-011637.4871546159459
2024-11-012358.393360305325
2024-12-014582.904008015185
2025-01-014366.632084923568
2025-02-015314.108987786192
2025-03-012945.4169761688477
2025-04-013511.8435349475476
2025-05-014284.242874427415
2025-06-016992.790870419822
2025-07-016539.649721612548
2025-08-015221.4213715172355
2025-09-016714.72703945609
2025-10-017126.673583015286
2025-11-016529.3513158397445
2025-12-015561.277110353082
2026-01-015190.525172041962
2026-02-014078.269808900757
2026-03-013625.1287190228954
2026-04-013861.997925095414
Annual Return Matrix
YearAnnual Return
2022-0.880918720324047
20232.1750742228138273
20241.079439061272569
20250.21348321951033422
2026-0.3055555678198856
Total Factor Risk
1.7687232878860069
VTI.US Exposure
0.29520938573831385
VEA.US Exposure
0.05378048844895379
VWO.US Exposure
0.0018582832476439898
QQQ.US Exposure
-0.05266389812201135
VTV.US Exposure
0.013150684544312662
IJR.US Exposure
-0.004265391983542649
QUAL.US Exposure
0.002597666691105046
SHV.US Exposure
0.3046146625335563
TLT.US Exposure
0.02614599152140903
LQD.US Exposure
0.0029936472607270353
HYG.US Exposure
-0.002657034495922957
GLD.US Exposure
0.0010334418880439604
USO.US Exposure
0.004363814490287152
VNQ.US Exposure
0.012372178951405676
BTC-USD.CC Exposure
0.013296277300821476
CPER.US Exposure
0.007723978719640853
VIX.INDX Exposure
0.00009925488400165132
UUP.US Exposure
0.09155185602738673
TIP.US Exposure
-0.0016038807705377827
Idiosyncratic Exposure
0.23039859312440558
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
176.9%

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 →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$1.7B
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 →
-2.7%
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 →
-34.8%
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 →
57.9% 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 →
3.24
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is BigBearai Holdings Inc a high-risk investment?

BigBearai Holdings Inc (BBAI.US) has an annualized volatility of 176.9% and experienced a maximum drawdown of 93.3% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BBAI.US has generated a Compound Annual Growth Rate (CAGR) of -17.3%. 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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