Bed Bath & Beyond, Inc.

10-Year Study

BBBY.US · · US · Common Stock

Executive Summary: Bed Bath & Beyond, Inc. has compounded at -9.8% annually over the last 10 years, with a maximum drawdown of 95.7% and an annualized volatility of 114.4%.

1Y CAGR
-20.2%
3Y CAGR
-35.5%
5Y CAGR
-43.4%
10Y CAGR
-9.8%

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 →
95.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.38
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.10
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
111.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +606.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -82.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20268.2-9.8-12.912.3————————-4.6%
202568.2-22.9-9.2-29.857.57.330.10.78.7-21.2-21.9-9.310.8%
2024-20.652.57.1-43.9-24.8-13.5-13.6-13.02.5-36.4-1.9-21.6-82.2%
202325.1-20.04.60.4-8.073.912.0-28.4-39.4-1.423.244.143.0%
2022-18.818.7-22.7-23.7-7.7-19.316.0-10.0-6.7-4.514.5-27.3-67.2%
202161.8-13.4-1.423.04.87.9-24.53.68.022.2-6.3-33.923.0%
202015.2-20.4-19.8152.945.654.8165.915.8-17.0-22.820.3-28.9606.9%
201927.814.2-15.5-20.7-27.544.965.6-30.2-32.2-0.6-27.9-4.8-45.1%
20187.5-12.1-39.85.1-12.31.15.9-18.1-4.6-27.4-2.8-30.0-78.3%
2017-5.111.1-6.10.9-19.017.2-1.837.236.254.52.636.0274.7%
2016———1.516.9-4.81.2-5.50.3-4.415.74.024.6%

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 114.4%. The dominant macroeconomic risk driver is VTI.US, accounting for 51.9% of variance. Idiosyncratic stock-specific factors contribute 17.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110145.984204181053
2016-05-0111856.705841828576
2016-06-0111287.859527109596
2016-07-0111421.049610025342
2016-08-0110797.418211939541
2016-09-0110827.107134362877
2016-10-0110353.64263394871
2016-11-0111979.070129827525
2016-12-0112455.979201351583
2017-01-0111815.45300210775
2017-02-0113132.181315662137
2017-03-0112331.318532612708
2017-04-0112438.838359399988
2017-05-0110072.992102090528
2017-06-0111801.018608885353
2017-07-0111583.846601766574
2017-08-0115891.528815477606
2017-09-0121636.58134518703
2017-10-0133438.33807645308
2017-11-0134312.60302958231
2017-12-0146666.39328800716
2018-01-0150171.81848750523
2018-02-0144110.35749727305
2018-03-0126555.592917305694
2018-04-0127910.8676218517
2018-05-0124482.45319073903
2018-06-0124754.656322018192
2018-07-0126225.898253930503
2018-08-0121481.001550057
2018-09-0120498.72468855336
2018-10-0114889.322649695318
2018-11-0114474.90793973641
2018-12-0110134.502300481421
2019-01-0112947.978774880876
2019-02-0114783.771149256549
2019-03-0112497.39606826812
2019-04-019910.687191936422
2019-05-017181.110628142146
2019-06-0110402.276697476442
2019-07-0117224.98790299432
2019-08-0112031.476818856565
2019-09-018161.009095308002
2019-10-018114.75342611805
2019-11-015849.045771788963
2019-12-015565.442750408018
2020-01-016410.100794711764
2020-02-015099.687528192174
2020-03-014092.478532940762
2020-04-0110350.116049240965
2020-05-0115065.897925876112
2020-06-0123316.465870041255
2020-07-0161994.078618234904
2020-08-0171761.89812270875
2020-09-0159582.8788413119
2020-10-0146009.62839638813
2020-11-0155350.977192018436
2020-12-0139341.922890815295
2021-01-0163642.55193511084
2021-02-0155088.53367888396
2021-03-0154342.209938407796
2021-04-0166841.0822514373
2021-05-0170064.2166471201
2021-06-0175616.53722187139
2021-07-0157114.26954589071
2021-08-0159172.81085203928
2021-09-0163904.995448245325
2021-10-0178101.54923686347
2021-11-0173205.33744494838
2021-12-0148396.22409395478
2022-01-0139317.31881145894
2022-02-0146665.737179224314
2022-03-0136094.18441577614
2022-04-0127523.76343997835
2022-05-0125416.013975117075
2022-06-0120511.600823416524
2022-07-0123783.943377812044
2022-08-0121405.549040030837
2022-09-0119970.31107757666
2022-10-0119068.161501176895
2022-11-0121832.019748874365
2022-12-0115877.832544635901
2023-01-0119855.492040580328
2023-02-0115886.033904421354
2023-03-0116624.156285112073
2023-04-0116697.968523181145
2023-05-0115361.146878152398
2023-06-0126711.828821218558
2023-07-0129910.359137545005
2023-08-0121413.75039981629
2023-09-0112974.551180585742
2023-10-0112794.121265305788
2023-11-0115763.013507639567
2023-12-0122709.565245917776
2024-01-0118034.79016820989
2024-02-0127499.159360621994
2024-03-0129451.08298955967
2024-04-0116509.33724811574
2024-05-0112408.657355389525
2024-06-0110727.378599371777
2024-07-019267.536557561245
2024-08-018061.936669099738
2024-09-018266.970663736047
2024-10-015257.071622475007
2024-11-015158.655305049578
2024-12-014043.270374228047
2025-01-016798.927262140062
2025-02-015240.668902904102
2025-03-014756.788675562409
2025-04-013337.9534326791386
2025-05-015257.071622475007
2025-06-015642.535532391271
2025-07-017340.217007979923
2025-08-017389.425166692638
2025-09-018029.131229957927
2025-10-016323.248394583822
2025-11-014937.218590842362
2025-12-014477.9424428570255
2026-01-014847.003633202386
2026-02-014371.324765646144
2026-03-013805.4309404499263
2026-04-014272.908448220715
Annual Return Matrix
YearAnnual Return
20172.7465053958137178
2018-0.7828308213592778
2019-0.45084202604170887
20206.06896551724138
20210.23014383989993736
2022-0.6719200135570242
20230.43026859504132253
2024-0.821957385337667
20250.10750507099391493
2026-0.045787545787545736
Total Factor Risk
1.143897283834834
VTI.US Exposure
0.5189507250539827
VEA.US Exposure
0.030823072049160457
VWO.US Exposure
-0.016967531485716784
QQQ.US Exposure
-0.0981268363385536
VTV.US Exposure
-0.02680315342120509
IJR.US Exposure
0.05323363251360197
QUAL.US Exposure
0.038715617921103444
SHV.US Exposure
0.16166138703482572
TLT.US Exposure
-0.005807499288871173
LQD.US Exposure
0.09795131295005434
HYG.US Exposure
0.0735046588152422
GLD.US Exposure
-0.0025889096315727445
USO.US Exposure
0.00017171890675020808
VNQ.US Exposure
-0.016528028383411535
BTC-USD.CC Exposure
0.010224367270228876
CPER.US Exposure
0.00499296635708059
VIX.INDX Exposure
-0.017252851271027624
UUP.US Exposure
0.007758395336228678
TIP.US Exposure
0.007193106287338039
Idiosyncratic Exposure
0.17889384932476146
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
114.4%

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$320.4M
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 →
+4.7%
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 →
-27.7%
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 →
57.0% 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 →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Bed Bath & Beyond, Inc. a high-risk investment?

Bed Bath & Beyond, Inc. (BBBY.US) has an annualized volatility of 114.4% and experienced a maximum drawdown of 95.7% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, BBBY.US has generated a Compound Annual Growth Rate (CAGR) of -9.8%. It has had a positive return in 50% 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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