Brunswick Corporation

10-Year Study

BC.US · Consumer Cyclical · US · Common Stock

Executive Summary: Brunswick Corporation has compounded at 6.8% annually over the last 10 years, with a maximum drawdown of 53.6% and an annualized volatility of 42.9%.

1Y CAGR
+61.9%
3Y CAGR
+3.0%
5Y CAGR
-3.6%
10Y CAGR
+6.8%

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 →
53.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.26
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.40
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
35.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +36.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -31.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20268.1-0.3-8.66.3————————4.7%
20254.3-9.1-11.5-14.510.89.15.59.8-0.64.50.612.318.1%
2024-16.68.810.4-16.52.9-11.811.9-2.46.0-4.91.5-19.7-31.8%
202317.04.1-6.23.4-10.514.8-0.4-7.9-0.2-12.114.122.736.9%
2022-9.95.6-15.3-6.5-0.0-13.122.5-6.3-12.48.05.5-2.9-27.1%
202113.42.57.912.3-4.3-2.64.8-6.9-1.7-2.31.27.333.8%
20204.8-15.0-33.534.915.816.44.6-7.2-4.88.117.62.129.2%
20198.35.2-4.61.7-18.610.67.1-4.811.811.71.32.131.4%
201813.7-8.63.80.86.51.4-0.33.60.9-22.42.4-12.4-14.8%
20179.80.32.2-7.3-2.313.5-9.8-7.06.7-9.59.7-0.22.5%
2016———0.1-0.0-5.39.5-7.06.1-10.815.68.814.8%

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 42.9%. The dominant macroeconomic risk driver is SHV.US, accounting for 40.9% of variance. Idiosyncratic stock-specific factors contribute 15.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110010.43893101379
2016-05-0110010.24056652897
2016-06-019476.987240204515
2016-07-0110376.173449905527
2016-08-019648.027017242834
2016-09-0110233.326225272627
2016-10-019125.658942023021
2016-11-0110550.758992110053
2016-12-0111481.212403731235
2017-01-0112601.12869391864
2017-02-0112642.016573352708
2017-03-0112918.561460756066
2017-04-0111979.206442878467
2017-05-0111699.9588393694
2017-06-0113281.54367242089
2017-07-0111985.777266438217
2017-08-0111147.067429047504
2017-09-0111888.380304390303
2017-10-0110758.372221037547
2017-11-0111800.306473129052
2017-12-0111772.585036375087
2018-01-0113384.346066680222
2018-02-0112234.104805875557
2018-03-0112702.492945663009
2018-04-0112807.303780331169
2018-05-0113644.426701843304
2018-06-0113833.220100273247
2018-07-0113794.613412414643
2018-08-0114291.243695728717
2018-09-0114420.354179787651
2018-10-0111186.417983724195
2018-11-0111457.458256673726
2018-12-0110033.92032690467
2019-01-0110869.902652629073
2019-02-0111437.944150479298
2019-03-0110915.27852853225
2019-04-0111106.12995849223
2019-05-019036.27094604982
2019-06-019996.974941606455
2019-07-0110709.326602165147
2019-08-0110200.174560746644
2019-09-0111408.43743336193
2019-10-0112748.042390490406
2019-11-0112916.37945142302
2019-12-0113182.311838888365
2020-01-0113813.08610506375
2020-02-0111736.433109016161
2020-03-017802.964557225674
2020-04-0110527.475960703996
2020-05-0112193.588859850533
2020-06-0114188.540483711795
2020-07-0114846.862617716924
2020-08-0113771.603132175214
2020-09-0113108.495454973743
2020-10-0114176.589023501234
2020-11-0116669.48509538852
2020-12-0117026.8387147965
2021-01-0119309.270068286976
2021-02-0119794.370415920734
2021-03-0121362.31769064067
2021-04-0123996.498866842878
2021-05-0122969.615520037296
2021-06-0122383.20051178037
2021-07-0123457.19542373134
2021-08-0121838.541227578615
2021-09-0121477.84020748925
2021-10-0120986.392196341167
2021-11-0121242.331972883574
2021-12-0122785.012571349227
2022-01-0120536.600727005836
2022-02-0121692.867309036992
2022-03-0118370.33657493962
2022-04-0117171.248059747384
2022-05-0117165.99140089958
2022-06-0114918.42260561669
2022-07-0118281.791628026916
2022-08-0117125.004339223105
2022-09-0115002.429964939078
2022-10-0116198.964537389227
2022-11-0117096.340671166236
2022-12-0116607.868127290494
2023-01-0119430.371586271194
2023-02-0120233.896523166495
2023-03-0118979.414725587532
2023-04-0119625.165510367027
2023-05-0117565.918997862624
2023-06-0120157.774152115806
2023-07-0120081.007096489448
2023-08-0118498.604009938063
2023-09-0118470.535435335656
2023-10-0116242.381564004781
2023-11-0118533.91288823649
2023-12-0122735.595019067783
2024-01-0118959.255934817433
2024-02-0120636.055720583787
2024-03-0122789.376590015323
2024-04-0119039.94068901904
2024-05-0119584.327222054162
2024-06-0117268.29788394686
2024-07-0119328.040307663316
2024-08-0118863.19793304207
2024-09-0120001.413346954363
2024-10-0119027.840455444857
2024-11-0119313.559700271264
2024-12-0115516.119593947898
2025-01-0116178.210653164657
2025-02-0114698.064458539344
2025-03-0113007.25518103239
2025-04-0111123.189304186977
2025-05-0112326.66663360592
2025-06-0113451.690809277508
2025-07-0114194.417031574669
2025-08-0115589.415271089863
2025-09-0115503.622631404072
2025-10-0116207.22145906997
2025-11-0116311.41240472306
2025-12-0118317.34846193138
2026-01-0119792.78350004215
2026-02-0119742.225351972986
2026-03-0118041.249894618868
2026-04-0119174.407014168184
Annual Return Matrix
YearAnnual Return
20170.02537821115034511
2018-0.14768758977728913
20190.3137748167624659
20200.2916428410202392
20210.3381822047535348
2022-0.27110559736210627
20230.3689652907171179
2024-0.3175406414067936
20250.180536689667957
20260.046789444117308454
Total Factor Risk
0.42913376972267714
VTI.US Exposure
0.23018088527264746
VEA.US Exposure
0.058525519473752556
VWO.US Exposure
-0.01855025622407794
QQQ.US Exposure
-0.04035502502113541
VTV.US Exposure
0.04555407733389433
IJR.US Exposure
0.24126474452117264
QUAL.US Exposure
-0.0809145532306095
SHV.US Exposure
0.4091746682636008
TLT.US Exposure
0.02911956293906464
LQD.US Exposure
0.011598783371810709
HYG.US Exposure
-0.002590272579716667
GLD.US Exposure
-0.0048878757887425095
USO.US Exposure
0.0014564467297375173
VNQ.US Exposure
-0.025338330044388596
BTC-USD.CC Exposure
0.004006798665364396
CPER.US Exposure
0.016180183556110225
VIX.INDX Exposure
-0.024359205072983215
UUP.US Exposure
-0.0017010767257471177
TIP.US Exposure
0.0016146726108373273
Idiosyncratic Exposure
0.15002025194940805
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
28.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
42.9%

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 →2.35%
Market Cap$4.8B
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
$109
Avg Yield on Cost
1.09%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$109.11.09%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 →
-0.6%
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 →
+10.8%
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 →
12.9% 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 →
1.38
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Brunswick Corporation a high-risk investment?

Brunswick Corporation (BC.US) has an annualized volatility of 42.9% and experienced a maximum drawdown of 53.6% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BC.US has generated a Compound Annual Growth Rate (CAGR) of 6.8%. It has had a positive return in 70% 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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