Beacon Financial Corporation

10-Year Study

BBT.US · Financial Services · US · Common Stock

Executive Summary: Beacon Financial Corporation has compounded at 5.5% annually over the last 10 years, with a maximum drawdown of 75.7% and an annualized volatility of 33.8%.

1Y CAGR
+34.9%
3Y CAGR
+19.7%
5Y CAGR
+5.6%
10Y CAGR
+5.5%

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 →
75.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.24
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.30
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
34.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +69.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -45.3%
% 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.
20267.56.00.95.4————————21.2%
20253.4-2.5-8.4-4.80.41.1-1.66.8-9.32.76.43.0-4.2%
2024-3.3-10.57.6-7.04.33.421.1-0.2-1.61.112.6-6.717.9%
20233.8-5.8-13.8-15.1-2.91.410.0-7.6-4.1-2.27.618.6-14.3%
20224.15.5-6.8-14.66.0-5.113.70.6-3.27.17.2-4.17.2%
2021-3.221.611.3-0.625.1-0.8-1.4-4.85.30.6-1.26.469.1%
2020-14.4-12.6-39.114.7-36.54.2-9.6-7.811.428.925.95.1-45.3%
20191.015.9-13.010.1-0.57.54.5-8.5-0.15.93.84.231.3%
20183.7-2.63.40.05.23.30.05.7-3.7-18.03.0-21.0-22.9%
2017-3.91.32.04.0-3.1-2.05.7-7.614.6-1.22.2-5.15.3%
2016———0.93.1-2.0-2.07.8-0.66.615.78.543.2%

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 33.8%. The dominant macroeconomic risk driver is IJR.US, accounting for 39.2% of variance. Idiosyncratic stock-specific factors contribute 19.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110092.983085827089
2016-05-0110408.890035443494
2016-06-0110196.733814886267
2016-07-019988.447216115574
2016-08-0110763.997936201715
2016-09-0110694.51298846965
2016-10-0111404.616627035757
2016-11-0113190.755529633454
2016-12-0114317.488447216117
2017-01-0113754.093947687203
2017-02-0113934.844542150837
2017-03-0114210.765399973083
2017-04-0114782.347794876396
2017-05-0114326.124994391854
2017-06-0114046.390596258245
2017-07-0114845.607698864911
2017-08-0113713.547041141372
2017-09-0115721.936829826373
2017-10-0115539.33554668222
2017-11-0115873.46897572794
2017-12-0115070.55049576024
2018-01-0115626.430077616764
2018-02-0115223.092108214814
2018-03-0115741.004531383196
2018-04-0115741.004531383196
2018-05-0116558.16770604334
2018-06-0117105.85939252546
2018-07-0117105.85939252546
2018-08-0118075.339853739515
2018-09-0117412.176409888285
2018-10-0114276.26856296828
2018-11-0114703.665485216923
2018-12-0111612.230248104446
2019-01-0111732.80541971376
2019-02-0113592.803625106555
2019-03-0111822.08712817982
2019-04-0113015.557001211362
2019-05-0112947.810579209476
2019-06-0113923.628247117413
2019-07-0114549.104939656332
2019-08-0113312.564493696444
2019-09-0113294.394095742295
2019-10-0114084.189510520886
2019-11-0114625.656153259457
2019-12-0115242.215891246804
2020-01-0113049.486293687469
2020-02-0111411.00991520481
2020-03-016946.6440845259995
2020-04-017965.7566512629555
2020-05-015058.044326797973
2020-06-015269.527569653193
2020-07-014762.6631970927365
2020-08-014389.6653057562025
2020-09-014891.81883440262
2020-10-016304.679438287945
2020-11-017935.304410247207
2020-12-018337.632913096148
2021-01-018074.666876037507
2021-02-019818.127776033021
2021-03-0110926.017317959531
2021-04-0110862.364843644847
2021-05-0113584.11099645565
2021-06-0113475.649423482437
2021-07-0113293.72111804029
2021-08-0112658.878819148458
2021-09-0113325.631477410383
2021-10-0113409.585445735565
2021-11-0113247.958634303915
2021-12-0114101.070034546188
2022-01-0114676.409888285702
2022-02-0115485.329086096282
2022-03-0114424.772309210823
2022-04-0112318.52034635919
2022-05-0113063.058010677913
2022-06-0112392.660056530127
2022-07-0114093.723361299297
2022-08-0114172.461752433937
2022-09-0113715.285566871551
2022-10-0114694.97285656602
2022-11-0115756.763425905156
2022-12-0115109.919691327561
2023-01-0115691.035937009288
2023-02-0114773.262595899323
2023-03-0112739.804387814616
2023-04-0110813.069226972946
2023-05-0110494.133877697517
2023-06-0110637.814617075686
2023-07-0111705.213333931537
2023-08-0110813.349634348784
2023-09-0110373.558706088204
2023-10-0110145.923998384853
2023-11-0110919.343622414646
2023-12-0112953.97954147786
2024-01-0112520.974471712505
2024-02-0111211.472026560188
2024-03-0112058.077975683074
2024-04-0111216.29503342456
2024-05-0111695.062586926288
2024-06-0112096.94243797389
2024-07-0114643.658306788104
2024-08-0114611.804028893175
2024-09-0114385.010543317334
2024-10-0114545.29139934497
2024-11-0116376.407645026697
2024-12-0115275.023554219571
2025-01-0115801.51644308852
2025-02-0115402.160258423439
2025-03-0114104.659248956885
2025-04-0113423.493651577011
2025-05-0113476.995378886448
2025-06-0113629.36874691552
2025-07-0113411.66046031675
2025-08-0114321.358069002648
2025-09-0112995.031181300194
2025-10-0113340.324823904171
2025-11-0114199.26869756382
2025-12-0114632.049441428508
2026-01-0115730.74162142761
2026-02-0116678.63071470232
2026-03-0116824.44255013684
2026-04-0117732.96244784423
Annual Return Matrix
YearAnnual Return
20170.05259735681438937
2018-0.22947537640570692
20190.31260021249879255
2020-0.45299076114751624
20210.6912558014394294
20220.07154419163296066
2023-0.14268375966863123
20240.17917613697859158
2025-0.04209316669848606
20260.21192608860628503
Total Factor Risk
0.33795761333602903
VTI.US Exposure
-0.06565509486314462
VEA.US Exposure
-0.06031810239223013
VWO.US Exposure
0.005428609848539917
QQQ.US Exposure
0.13214182675317857
VTV.US Exposure
0.23302963969160947
IJR.US Exposure
0.39225668682022985
QUAL.US Exposure
-0.09178615608625858
SHV.US Exposure
0.2627291740211336
TLT.US Exposure
0.008544628281305618
LQD.US Exposure
-0.0013469649303580924
HYG.US Exposure
0.01107435278999082
GLD.US Exposure
-0.0028708846079327937
USO.US Exposure
0.0024782253461319826
VNQ.US Exposure
-0.047052801908545244
BTC-USD.CC Exposure
0.005930794493795988
CPER.US Exposure
0.013982517422330639
VIX.INDX Exposure
-0.00964668628184551
UUP.US Exposure
0.020548034375359528
TIP.US Exposure
-0.0013421602450032553
Idiosyncratic Exposure
0.1918743614717121
Value Score
38.3
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
36.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
33.8%

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 →29.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.02%
Market Cap$2.5B
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
$181
Avg Yield on Cost
1.81%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$181.141.81%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 →
+4.6%
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 →
+19.1%
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 →
2.0% 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 →
0.92
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Beacon Financial Corporation a high-risk investment?

Beacon Financial Corporation (BBT.US) has an annualized volatility of 33.8% and experienced a maximum drawdown of 75.7% over the last 10 years. Its primary macro risk driver is IJR.US.

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

Over the past 10 years, BBT.US has generated a Compound Annual Growth Rate (CAGR) of 5.5%. 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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