Barrett Business Services Inc

10-Year Study

BBSI.US · Industrials · US · Common Stock

Executive Summary: Barrett Business Services Inc has compounded at 13.9% annually over the last 10 years, with a maximum drawdown of 57.9% and an annualized volatility of 44.3%.

1Y CAGR
-30.3%
3Y CAGR
+13.3%
5Y CAGR
+11.0%
10Y CAGR
+13.9%

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 →
57.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.56
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.79
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
35.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +60.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -22.9%
% 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.
20264.9-26.95.11.3————————-18.4%
2025-0.3-7.12.4-1.42.10.910.36.3-9.2-8.7-13.13.2-16.0%
2024-3.08.74.1-4.19.2-1.011.20.42.7-3.518.81.251.4%
20236.5-3.4-7.3-5.70.83.84.05.8-5.71.420.55.325.8%
2022-7.3-6.029.3-7.14.5-2.712.0-0.8-3.311.813.1-5.137.1%
2021-7.612.9-2.96.52.0-2.50.86.3-1.67.5-13.6-2.22.9%
2020-8.4-27.7-33.423.44.34.8-0.89.8-8.913.013.12.2-22.9%
20199.425.4-1.2-5.8-0.814.75.9-0.11.9-1.21.12.460.1%
20188.16.611.95.6-1.212.0-4.9-18.1-11.0-5.812.2-18.6-10.1%
2017-6.26.9-14.75.6-0.60.4-3.9-5.89.67.59.6-2.82.4%
2016———7.921.410.64.09.16.3-9.630.610.0126.7%

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 44.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 34.8% of variance. Idiosyncratic stock-specific factors contribute 13.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110786.183207332146
2016-05-0113097.382064493348
2016-06-0114485.642285035552
2016-07-0115067.655414840852
2016-08-0116435.53072984382
2016-09-0117474.679379143192
2016-10-0115790.918283815667
2016-11-0120615.078409656348
2016-12-0122669.780581371084
2017-01-0121258.72778928107
2017-02-0122735.269096804226
2017-03-0119394.070721176227
2017-04-0120473.507648352355
2017-05-0120352.96383685655
2017-06-0120431.29323766874
2017-07-0119625.367169066307
2017-08-0118487.504213415512
2017-09-0120261.63303959808
2017-10-0121788.574822233993
2017-11-0123875.53971846359
2017-12-0123202.677324601533
2018-01-0125073.59432432866
2018-02-0126728.623938620567
2018-03-0129907.54562527086
2018-04-0131581.836567631333
2018-05-0131203.03044894946
2018-06-0134948.71671401743
2018-07-0133251.47268904191
2018-08-0127242.740886984157
2018-09-0124247.12283911976
2018-10-0122845.70071106403
2018-11-0125635.704081796437
2018-12-0120862.104942135757
2019-01-0122829.810115407457
2019-02-0128620.246866021414
2019-03-0128267.4435402321
2019-04-0126633.440875748383
2019-05-0126412.57764722878
2019-06-0130292.61167557503
2019-07-0132089.69358437264
2019-08-0132063.369769345594
2019-09-0132685.18964382594
2019-10-0132284.072486797962
2019-11-0132624.676971477187
2019-12-0133399.94542623714
2020-01-0130582.81568514149
2020-02-0122116.498932601404
2020-03-0114722.39610921173
2020-04-0118169.05025601515
2020-05-0118958.925217893775
2020-06-0119867.57836952858
2020-07-0119699.362771063064
2020-08-0121635.28675302162
2020-09-0119707.38832442497
2020-10-0122266.737291536254
2020-11-0125177.284473764466
2020-12-0125743.407007913196
2021-01-0123795.9262291135
2021-02-0126871.960321664177
2021-03-0126100.22311038346
2021-04-0127794.577936148693
2021-05-0128342.081186497806
2021-06-0127634.22737997785
2021-07-0127862.474117590406
2021-08-0129614.13139435964
2021-09-0129140.302723872806
2021-10-0131333.686457681255
2021-11-0127079.66164267026
2021-12-0126492.67266978058
2022-01-0124551.612333670408
2022-02-0123074.589492945535
2022-03-0129837.402288887817
2022-04-0127718.97722347956
2022-05-0128952.504775204252
2022-06-0128183.014718864863
2022-07-0131555.512752604296
2022-08-0131298.053000754397
2022-09-0130273.35034750646
2022-10-0133851.78408051235
2022-11-0138284.61822442657
2022-12-0136318.518161827255
2023-01-0138693.43991268198
2023-02-0137369.705141169485
2023-03-0134633.633489029075
2023-04-0132668.33598176594
2023-05-0132941.84684033964
2023-06-0134196.722364007
2023-07-0135581.130318935495
2023-08-0137641.12935586909
2023-09-0135501.035296383685
2023-10-0135980.96338742556
2023-11-0143372.49803373942
2023-12-0145680.16564742138
2024-01-0144287.57162806376
2024-02-0148121.86000224715
2024-03-0150113.48132453732
2024-04-0148049.1484887883
2024-05-0152461.11619396156
2024-06-0151961.60575271665
2024-07-0157780.93449543346
2024-08-0158023.94825123192
2024-09-0159613.16832795621
2024-10-0157515.28867915442
2024-11-0168324.58548016885
2024-12-0169168.55267170671
2025-01-0168993.27458628271
2025-02-0164089.17994895748
2025-03-0165654.80489879777
2025-04-0164713.56800051363
2025-05-0166061.70045424631
2025-06-0166645.15818365676
2025-07-0173487.10293574742
2025-08-0178146.25768446733
2025-09-0170972.2155342611
2025-10-0164806.9854416462
2025-11-0156323.3334938444
2025-12-0158121.05744691096
2026-01-0160994.2055504727
2026-02-0144573.9233720165
2026-03-0146837.129420073514
2026-04-0147447.07147557824
Annual Return Matrix
YearAnnual Return
20170.02350692108896535
2018-0.10087509944311868
20190.6009863587052695
2020-0.22923805175769518
20210.02910514764565031
20220.37088917432082025
20230.25776512807820806
20240.5141922471467926
2025-0.1597184673970301
2026-0.183650925158796
Total Factor Risk
0.4425312643253925
VTI.US Exposure
-0.0038362133923728714
VEA.US Exposure
-0.0065931518909133026
VWO.US Exposure
0.0005208732831355093
QQQ.US Exposure
-0.03294533827734917
VTV.US Exposure
-0.01987900612593545
IJR.US Exposure
0.09743173265625076
QUAL.US Exposure
0.13451354507300678
SHV.US Exposure
0.3477074378758168
TLT.US Exposure
0.04626494168430122
LQD.US Exposure
0.2538855328632925
HYG.US Exposure
-0.005903877819652525
GLD.US Exposure
0.0001459596992544075
USO.US Exposure
-0.0007562085637570847
VNQ.US Exposure
0.0006958703749216616
BTC-USD.CC Exposure
0.012380279026442405
CPER.US Exposure
-0.0012765280478266756
VIX.INDX Exposure
0.016315418105213
UUP.US Exposure
0.009193619729129037
TIP.US Exposure
0.01801001843842409
Idiosyncratic Exposure
0.13412509530861885
Value Score
44.3
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
13.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
44.3%

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 →14.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.11%
Market Cap$758.0M
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
$128
Avg Yield on Cost
1.28%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$128.411.28%Solid

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 →
-1.7%
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 →
-23.2%
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 →
39.7% 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 →
0.98
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Barrett Business Services Inc a high-risk investment?

Barrett Business Services Inc (BBSI.US) has an annualized volatility of 44.3% and experienced a maximum drawdown of 57.9% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BBSI.US has generated a Compound Annual Growth Rate (CAGR) of 13.9%. 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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