BCP Investment Corp.

10-Year Study

BCIC.US · Financial Services · US · Common Stock

Executive Summary: BCP Investment Corp. has compounded at -0.4% annually over the last 10 years, with a maximum drawdown of 66.7% and an annualized volatility of 43.4%.

1Y CAGR
-30.5%
3Y CAGR
-15.8%
5Y CAGR
-9.4%
10Y CAGR
-0.4%

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 →
66.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.06
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.06
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
33.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +43.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -32.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20263.8-8.4-33.26.6————————-32.2%
20254.22.5-14.8-15.03.03.5-2.64.2-5.62.114.9-9.2-15.8%
20243.5-2.37.13.05.3-1.41.2-2.6-0.60.8-4.8-4.63.9%
2023-2.43.0-8.0-1.5-2.34.13.6-1.0-2.8-11.22.48.3-9.0%
20221.0-4.33.7-1.6-3.34.73.0-5.0-5.9-0.39.33.63.8%
20214.73.96.910.21.70.8-1.75.90.61.62.40.243.6%
20208.0-6.4-55.011.730.9-15.4-4.517.013.7-1.127.019.47.2%
20198.5-3.83.15.8-11.5-16.75.82.6-5.5-1.8-2.41.0-16.6%
20180.8-11.46.15.1-0.62.27.5-6.24.1-4.8-0.313.414.4%
20171.73.8-0.2-1.7-12.64.1-1.0-1.29.3-4.50.00.9-3.0%
2016———4.6-1.710.412.14.54.8-5.8-6.20.523.9%

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 43.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 68.8% of variance. Idiosyncratic stock-specific factors contribute 13.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110462.502462083907
2016-05-0110288.679338191843
2016-06-0111361.039984242663
2016-07-0112740.791806184754
2016-08-0113313.103210557416
2016-09-0113945.612566476264
2016-10-0113132.509355918848
2016-11-0112323.468583809336
2016-12-0112385.63620248178
2017-01-0112600.69923182982
2017-02-0113081.667323222375
2017-03-0113049.53712822533
2017-04-0112821.178845775063
2017-05-0111201.989363797518
2017-06-0111664.614930076817
2017-07-0111546.558006696867
2017-08-0111409.912349812881
2017-09-0112468.854638566083
2017-10-0111905.52984045696
2017-11-0111905.52984045696
2017-12-0112011.153240102421
2018-01-0112107.543825093559
2018-02-0110730.130982863895
2018-03-0111382.583218436082
2018-04-0111968.312980106359
2018-05-0111893.588733504037
2018-06-0112155.308252905259
2018-07-0113066.648611384675
2018-08-0112257.238526688987
2018-09-0112758.272601930272
2018-10-0112148.906834744928
2018-11-0112109.14417963364
2018-12-0113736.950955288554
2019-01-0114910.133937364584
2019-02-0114338.314949773487
2019-03-0114787.64526295056
2019-04-0115644.94287965334
2019-05-0113849.714398266693
2019-06-0111541.387630490444
2019-07-0112208.243056923378
2019-08-0112525.359464250541
2019-09-0111841.14634626748
2019-10-0111630.638172148905
2019-11-0111353.161315737641
2019-12-0111461.246799290919
2020-01-0112380.34272207997
2020-02-0111593.830017727003
2020-03-015214.447508371085
2020-04-015824.675004924167
2020-05-017623.596612172541
2020-06-016450.659838487295
2020-07-016157.548749261375
2020-08-017207.13511916486
2020-09-018192.707307465038
2020-10-018103.949182588142
2020-11-0110290.772109513493
2020-12-0112284.567658065786
2021-01-0112863.403584794169
2021-02-0113370.469765609612
2021-03-0114297.1981485129
2021-04-0115753.397675792789
2021-05-0116018.071695883393
2021-06-0116153.855623399644
2021-07-0115882.410872562536
2021-08-0116825.01969667126
2021-09-0116922.272011030134
2021-10-0117200.241284222964
2021-11-0117606.11581642702
2021-12-0117634.552885562338
2022-01-0117812.684656293084
2022-02-0117050.546582627536
2022-03-0117681.20937561552
2022-04-0117403.36320661808
2022-05-0116823.54244632657
2022-06-0117620.765215678548
2022-07-0118147.28185936577
2022-08-0117237.17254284026
2022-09-0116217.746700807562
2022-10-0116171.459523340554
2022-11-0117675.300374236755
2022-12-0118303.993500098484
2023-01-0117866.234981288162
2023-02-0118399.52235572188
2023-03-0116931.504825684457
2023-04-0116685.050226511717
2023-05-0116306.504825684458
2023-06-0116977.422690565294
2023-07-0117580.387039590307
2023-08-0117397.08489265314
2023-09-0116913.777821548156
2023-10-0115024.743943273586
2023-11-0115385.562339964545
2023-12-0116658.582824502657
2024-01-0117235.572188300175
2024-02-0116832.652156785505
2024-03-0118019.74591294071
2024-04-0118560.911955879455
2024-05-0119541.683080559385
2024-06-0119276.393539491826
2024-07-0119512.26117786094
2024-08-0119013.07366555052
2024-09-0118890.95430372267
2024-10-0119043.603506007483
2024-11-0118129.185542643292
2024-12-0117303.156391569824
2025-01-0118023.31593460705
2025-02-0118478.678353358282
2025-03-0115751.428008666533
2025-04-0113391.520583021467
2025-05-0113792.963364191452
2025-06-0114271.715580066966
2025-07-0113906.957849123499
2025-08-0114488.748276541264
2025-09-0113670.720898168209
2025-10-0113955.21469371676
2025-11-0116040.476659444552
2025-12-0114563.226314752807
2026-01-0115117.195194012209
2026-02-0113849.221981485127
2026-03-019257.435493401614
2026-04-019872.956470356508
Annual Return Matrix
YearAnnual Return
2017-0.030235262545844854
20180.14368293207883642
2019-0.16566297451338852
20200.07183519151038631
20210.4355045595751077
20220.0379618705889746
2023-0.08989353474076422
20240.03869318139830469
2025-0.15834857033089778
2026-0.32206255283178364
Total Factor Risk
0.4335317486907929
VTI.US Exposure
0.08098112052824416
VEA.US Exposure
0.03500979025872094
VWO.US Exposure
0.01423976674225408
QQQ.US Exposure
-0.0319085087925975
VTV.US Exposure
0.005722732522419145
IJR.US Exposure
0.009220914344550494
QUAL.US Exposure
0.021322153504087196
SHV.US Exposure
0.6878120092250186
TLT.US Exposure
-0.004250085613902438
LQD.US Exposure
0.006815117819166043
HYG.US Exposure
-0.003980079036417051
GLD.US Exposure
0.0030305581008359082
USO.US Exposure
0.03140802377493704
VNQ.US Exposure
-0.004728547655931947
BTC-USD.CC Exposure
0.0012223010620126644
CPER.US Exposure
0.00699412127335545
VIX.INDX Exposure
-0.008071080342613134
UUP.US Exposure
0.00814736107856471
TIP.US Exposure
0.0020403517382569848
Idiosyncratic Exposure
0.1389719794690386
Value Score
47.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
100
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
43.4%

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 →7.3x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →22.91%
Market Cap$99.9M
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
$505
Avg Yield on Cost
5.05%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$504.735.05%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 →
-15.8%
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 →
-28.7%
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 →
0.47
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is BCP Investment Corp. a high-risk investment?

BCP Investment Corp. (BCIC.US) has an annualized volatility of 43.4% and experienced a maximum drawdown of 66.7% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BCIC.US has generated a Compound Annual Growth Rate (CAGR) of -0.4%. It has had a positive return in 50% 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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