EGSHARES BLUE CHIP ETF EGSHARES BLUE CHIP ETF

10-Year Study

BCHP.US · · US · ETF

Executive Summary: EGSHARES BLUE CHIP ETF EGSHARES BLUE CHIP ETF has compounded at 14.9% annually over the last 10 years, with a maximum drawdown of 25.9% and an annualized volatility of 40.5%.

1Y CAGR
+5.9%
3Y CAGR
+14.9%
5Y CAGR
+14.9%
10Y CAGR
+14.9%

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 →
25.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.63
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.81
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
20.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +29.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -16.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
67%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-16.3-6.6-5.212.9————————-16.3%
20254.9-4.5-5.63.75.04.54.2-1.0-0.52.71.013.329.8%
20242.74.42.3-3.32.24.1-0.10.91.9-1.26.1-0.221.3%
2023———————1.0-5.40.311.93.811.3%

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 40.5%. The dominant macroeconomic risk driver is SHV.US, accounting for 36.0% of variance. Idiosyncratic stock-specific factors contribute 7.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2023-07-0110000
2023-08-0110102.665734665672
2023-09-019554.069296392203
2023-10-019581.393871034363
2023-11-0110722.035998538453
2023-12-0111131.070583189034
2024-01-0111435.93022701638
2024-02-0111936.54979586001
2024-03-0112213.369977917931
2024-04-0111809.577898867301
2024-05-0112071.067723640523
2024-06-0112567.437685672074
2024-07-0112557.111538278234
2024-08-0112665.97296138021
2024-09-0112912.489872432363
2024-10-0112754.857260870256
2024-11-0113528.007689008215
2024-12-0113504.13840214784
2025-01-0114170.65150046865
2025-02-0113536.189175020258
2025-03-0112781.54638028818
2025-04-0113256.509444453273
2025-05-0113917.382877658982
2025-06-0114540.605588828697
2025-07-0115149.649705307642
2025-08-0114991.222774715236
2025-09-0114911.43342812207
2025-10-0115320.785740384768
2025-11-0115471.309196625733
2025-12-0117532.686228096656
2026-01-0114670.079590766836
2026-02-0113702.003272594406
2026-03-0112995.059335631562
2026-04-0114671.072489554705
Annual Return Matrix
YearAnnual Return
20240.21319313369037385
20250.29831950073231406
2026-0.16321593287605463
Total Factor Risk
0.4048579449323945
VTI.US Exposure
0.3392735734612527
VEA.US Exposure
0.030986694476509757
VWO.US Exposure
-0.01577267612031306
QQQ.US Exposure
-0.08560588023998536
VTV.US Exposure
-0.07097539466880398
IJR.US Exposure
-0.03371004949909709
QUAL.US Exposure
0.07133424023991458
SHV.US Exposure
0.3596179662153994
TLT.US Exposure
-0.015573040138275403
LQD.US Exposure
-0.01129572463479755
HYG.US Exposure
0.06723073658757966
GLD.US Exposure
-0.0012290813490977999
USO.US Exposure
0.00037342745155572945
VNQ.US Exposure
0.10526015021909982
BTC-USD.CC Exposure
0.04555758154065264
CPER.US Exposure
0.023333401207879894
VIX.INDX Exposure
-0.011199691155795416
UUP.US Exposure
0.0034063452243502683
TIP.US Exposure
0.12146387592215359
Idiosyncratic Exposure
0.07752354525981757
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
40.5%

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$0
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 →
+7.8%
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 →
-0.0%
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 →
23.2% 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 EGSHARES BLUE CHIP ETF EGSHARES BLUE CHIP ETF a high-risk investment?

EGSHARES BLUE CHIP ETF EGSHARES BLUE CHIP ETF (BCHP.US) has an annualized volatility of 40.5% and experienced a maximum drawdown of 25.9% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BCHP.US has generated a Compound Annual Growth Rate (CAGR) of 14.9%. It has had a positive return in 67% 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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