Brookfield Business Partners LP

10-Year Study

BBU.US · Industrials · US · Common Stock

Executive Summary: Brookfield Business Partners LP has compounded at 12.0% annually over the last 10 years, with a maximum drawdown of 59.4% and an annualized volatility of 41.1%.

1Y CAGR
+40.1%
3Y CAGR
+24.1%
5Y CAGR
+4.2%
10Y CAGR
+12.0%

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 →
59.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.41
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.70
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
38.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +51.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -42.0%
% 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.
2026-0.5-2.7-7.27.7————————-3.2%
2025-6.314.4-6.3-5.813.93.3-6.911.721.28.2-1.21.151.7%
20245.1-0.93.4-15.0-3.44.38.10.414.2-4.519.0-11.415.2%
202322.4-12.93.4-10.111.9-7.8-0.8-11.81.2-18.634.624.023.2%
2022-4.7-1.911.4-22.5-0.9-10.0-7.310.7-10.316.3-16.0-10.5-42.0%
2021-3.713.6-2.08.84.51.4-5.0-2.87.65.9-7.02.123.4%
20201.9-7.9-34.224.7-2.70.2-13.818.1-3.8-3.523.24.9-8.4%
20194.816.86.6-2.3-3.83.1-0.9-15.723.0-0.26.0-0.337.1%
201812.9-11.74.9-2.213.5-4.22.510.26.1-13.8-10.0-14.3-11.4%
20171.64.1-2.97.40.22.22.59.0-1.7-0.95.012.144.8%
2016——————11.78.814.5-12.113.9-8.827.0%

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 41.1%. The dominant macroeconomic risk driver is VTI.US, accounting for 43.9% of variance. Idiosyncratic stock-specific factors contribute 24.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-06-0110000
2016-07-0111168.15283206182
2016-08-0112154.119972453023
2016-09-0113912.207425162555
2016-10-0112222.540224847733
2016-11-0113924.907655018827
2016-12-0112695.489629636255
2017-01-0112896.010160183887
2017-02-0113419.044978490105
2017-03-0113032.850664973303
2017-04-0113995.563863374147
2017-05-0114028.566573352771
2017-06-0114341.42153136152
2017-07-0114696.580776145032
2017-08-0116024.559740271356
2017-09-0115753.561877845255
2017-10-0115610.102943412425
2017-11-0116398.053823931885
2017-12-0118378.574175603037
2018-01-0120742.426817161413
2018-02-0118315.251902798525
2018-03-0119205.877881029257
2018-04-0118789.90063411711
2018-05-0121324.84862578147
2018-06-0120438.06849180299
2018-07-0120940.264200556307
2018-08-0123080.431807815115
2018-09-0124489.978445384542
2018-10-0121109.123594701683
2018-11-0119002.674203328894
2018-12-0116285.719396470768
2019-01-0117062.75881190244
2019-02-0119926.39232977667
2019-03-0121238.898478655567
2019-04-0120758.52570007781
2019-05-0119977.10381096334
2019-06-0120600.846085735495
2019-07-0120423.400620701377
2019-08-0117209.43752291855
2019-09-0121169.673282115036
2019-10-0121126.56405119445
2019-11-0122397.928610398092
2019-12-0122327.63015499647
2020-01-0122744.054593100736
2020-02-0120941.695212371098
2020-03-0113775.188043896287
2020-04-0117171.51570982658
2020-05-0116707.420690642077
2020-06-0116745.43194197247
2020-07-0114427.639993202694
2020-08-0117033.333631460795
2020-09-0116386.158538221433
2020-10-0115820.551118425172
2020-11-0119493.958446994428
2020-12-0120447.459506837557
2021-01-0119690.185942097683
2021-02-0122370.29219472493
2021-03-0121917.466393581915
2021-04-0123843.429419814147
2021-05-0124908.63883944942
2021-06-0125263.798084232934
2021-07-0124007.1013961309
2021-08-0123331.037751880445
2021-09-0125109.3382464739
2021-10-0126586.679068769063
2021-11-0124715.452244452597
2021-12-0125230.43762130061
2022-01-0124046.99085046821
2022-02-0123585.936731390142
2022-03-0126264.790848679444
2022-04-0120356.948009552
2022-05-0120179.323668041037
2022-06-0118164.816785768588
2022-07-0116844.708386623617
2022-08-0118646.97832911483
2022-09-0116729.780250248194
2022-10-0119463.63888416854
2022-11-0116355.749537157117
2022-12-0114630.396479710937
2023-01-0117906.69802967561
2023-02-0115592.48361044281
2023-03-0116120.616408339223
2023-04-0114498.117325081166
2023-05-0116227.316226779598
2023-06-0114967.757515047984
2023-07-0114854.797019917898
2023-08-0113100.287096745342
2023-09-0113257.340643418689
2023-10-0110797.699648507723
2023-11-0114536.665205842106
2023-12-0118021.983919004735
2024-01-0118941.40901000814
2024-02-0118768.256580418394
2024-03-0119404.967399762096
2024-04-0116502.3388099348
2024-05-0115934.227119462656
2024-06-0116612.795034389004
2024-07-0117961.25535511453
2024-08-0118034.236957668883
2024-09-0120597.984062105916
2024-10-0119678.558971102506
2024-11-0123426.02116108721
2024-12-0120754.143226395012
2025-01-0119442.620898138794
2025-02-0122237.744725379893
2025-03-0120842.865958912076
2025-04-0119643.49918164012
2025-05-0122368.77174467172
2025-06-0123096.530690731517
2025-07-0121511.05903818119
2025-08-0124023.021402570455
2025-09-0129111.52053949146
2025-10-0131503.993417345653
2025-11-0131133.450795553134
2025-12-0131482.259925408514
2026-01-0131321.27109624449
2026-02-0130480.5516550546
2026-03-0128298.25863749788
2026-04-0130480.5516550546
Annual Return Matrix
YearAnnual Return
20170.4476459523625016
2018-0.11387470862187266
20190.3709944038354871
2020-0.08420824938011484
20210.23391551957169288
2022-0.4201291036125615
20230.2318178761592118
20240.15160147293823378
20250.5169144580909288
2026-0.03181818181818197
Total Factor Risk
0.4108318918991512
VTI.US Exposure
0.4388218377423156
VEA.US Exposure
-0.010345359004102623
VWO.US Exposure
-0.036115312924147325
QQQ.US Exposure
0.05782199781483485
VTV.US Exposure
-0.04649344962563915
IJR.US Exposure
0.10668486168043162
QUAL.US Exposure
-0.12249398221388726
SHV.US Exposure
0.26767864356422977
TLT.US Exposure
-0.007001131471503518
LQD.US Exposure
0.011614915143815532
HYG.US Exposure
0.09576515486193997
GLD.US Exposure
0.007050680302311374
USO.US Exposure
0.002616265468790236
VNQ.US Exposure
0.0005348415652556466
BTC-USD.CC Exposure
-0.017578987750611823
CPER.US Exposure
0.06065852081974928
VIX.INDX Exposure
-0.0485004161370397
UUP.US Exposure
-0.00467926183270926
TIP.US Exposure
-0.0023350416785586988
Idiosyncratic Exposure
0.24629522367452542
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
9.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
41.1%

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 →0.78%
Market Cap$2.8B
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
$56
Avg Yield on Cost
0.56%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$56.350.56%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 →
+1.8%
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 →
+7.4%
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 →
8.3% 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 →
1.32
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Brookfield Business Partners LP a high-risk investment?

Brookfield Business Partners LP (BBU.US) has an annualized volatility of 41.1% and experienced a maximum drawdown of 59.4% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, BBU.US has generated a Compound Annual Growth Rate (CAGR) of 12.0%. 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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