Brazilian Critical Minerals Ltd

10-Year Study

BCM.AU · Basic Materials · AU · Common Stock

Executive Summary: Brazilian Critical Minerals Ltd has compounded at 11.1% annually over the last 10 years, with a maximum drawdown of 99.7% and an annualized volatility of 217.9%.

1Y CAGR
-98.6%
3Y CAGR
-74.7%
5Y CAGR
-60.0%
10Y CAGR
+11.1%

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 →
99.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.99
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
5.19
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
253.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +580.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -98.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
40%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-7.456.0-30.822.221.227.5——————88.9%
202530.1-3.219.6-8.87.014.8-10.06.0-2.64.2-99.217.4-98.4%
2024-14.312.22.0-12.68.10.0-17.71.92.1-6.93.93.1-21.0%
202313.3-6.9-4.910.3-11.7-3.09.4-8.99.0-17.39.6-16.7-22.2%
2022-2.5-14.7-8.3-1.61.7-21.312.1-12.3-6.81.47.213.0-32.5%
2021-15.1-4.8-2.90.34.615.6-5.30.3-8.110.7-10.4-4.8-21.6%
202028.0733.3-19.0-19.842.3-29.74.223.6-13.4-1.7-1.4-9.3580.0%
2019-22.918.571.912.7-19.4200.0-26.7-9.1-8.013.011.529.3328.6%
2018-7.58.1-12.514.3-10.00.0-13.90.03.212.5-11.19.4-12.5%
201730.013.510.223.11.2146.912.5-11.10.00.00.00.0400.0%
2016—————-6.320.016.7128.6-22.9-16.229.0150.0%

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 217.9%. The dominant macroeconomic risk driver is QUAL.US, accounting for 9.9% of variance. Idiosyncratic stock-specific factors contribute 55.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-05-0110000
2016-06-019375
2016-07-0111250
2016-08-0113125
2016-09-0130000
2016-10-0123125
2016-11-0119375
2016-12-0125000
2017-01-0132500
2017-02-0136874.99999999999
2017-03-0140625
2017-04-0150000
2017-05-0150625
2017-06-01125000
2017-07-01140625
2017-08-01125000
2017-09-01125000
2017-10-01125000
2017-11-01125000
2017-12-01125000
2018-01-01115625
2018-02-01125000
2018-03-01109374.99999999999
2018-04-01125000
2018-05-01112500
2018-06-01112500
2018-07-0196875
2018-08-0196875
2018-09-01100000
2018-10-01112500
2018-11-01100000
2018-12-01109374.99999999999
2019-01-0184375
2019-02-01100000
2019-03-01171875
2019-04-01193750
2019-05-01156250
2019-06-01468750
2019-07-01343750.0074505806
2019-08-01312500
2019-09-01287500.0052154064
2019-10-01324999.98807907104
2019-11-01362499.98956918716
2019-12-01468750
2020-01-01599999.9865889549
2020-02-015000000
2020-03-014050000.011920929
2020-04-013249999.8807907104
2020-05-014625000.059604645
2020-06-013249999.8807907104
2020-07-013387500.047683716
2020-08-014187499.8807907104
2020-09-013625000.1192092896
2020-10-013562499.8807907104
2020-11-013512499.9284744263
2020-12-013187499.940395355
2021-01-012706249.952316284
2021-02-012574999.9284744263
2021-03-012500000
2021-04-012506250.1430511475
2021-05-012621875.1072883606
2021-06-013031249.940395355
2021-07-012871874.8688697815
2021-08-012881250.0834465027
2021-09-012646875.0834465027
2021-10-012931250.035762787
2021-11-012624999.8807907104
2021-12-012500000
2022-01-012437500.059604645
2022-02-012078125.0298023224
2022-03-011906249.9701976776
2022-04-011875000
2022-05-011906249.9701976776
2022-06-011500000.0596046448
2022-07-011681250.0357627869
2022-08-011474999.9344348907
2022-09-011375000.0298023224
2022-10-011393750.011920929
2022-11-011493750.0655651093
2022-12-011687500.0298023224
2023-01-011912499.9642372131
2023-02-011781249.9403953552
2023-03-011693750.023841858
2023-04-011868750.0059604645
2023-05-011650000.0655651093
2023-06-011599999.9642372131
2023-07-011749999.9701976776
2023-08-011593749.9701976776
2023-09-011737499.9821186066
2023-10-011437499.9701976776
2023-11-011574999.988079071
2023-12-011312499.9403953552
2024-01-011124999.9701976776
2024-02-011262499.988079071
2024-03-011287499.9642372131
2024-04-011124999.9701976776
2024-05-011215625.0327825546
2024-06-011215625.0327825546
2024-07-011000000.0149011612
2024-08-011018749.9970197678
2024-09-011040624.9761581421
2024-10-01968749.9701976776
2024-11-011006250.0089406967
2024-12-011037499.9791383743
2025-01-011350000.0536441803
2025-02-011306249.9463558197
2025-03-011562500
2025-04-011424999.9821186066
2025-05-011525000.0357627869
2025-06-011749999.9701976776
2025-07-011574999.988079071
2025-08-011668750.0476837158
2025-09-011624999.9403953552
2025-10-011693750.023841858
2025-11-0114375
2025-12-0116875
2026-01-0115625
2026-02-0124375
2026-03-0116875
2026-04-0120625
2026-05-0125000
2026-06-0131874.999999999996
Annual Return Matrix
YearAnnual Return
20174
2018-0.1250000000000001
20193.2857142857142856
20205.799999872843425
2021-0.21568625984353196
2022-0.32499998807907104
2023-0.2222222712795422
2024-0.2095237895204357
2025-0.983734939431985
20260.8888888888888888
Total Factor Risk
2.178697862164109
VTI.US Exposure
0.025813483763234422
VEA.US Exposure
0.07721037196026184
VWO.US Exposure
0.021986347890329726
QQQ.US Exposure
0.009731410701050184
VTV.US Exposure
0.046404505044400114
IJR.US Exposure
0.02715179417915029
QUAL.US Exposure
0.09922418539338537
SHV.US Exposure
0.019660739723548544
TLT.US Exposure
0.021105242634893183
LQD.US Exposure
0.04986589647376675
HYG.US Exposure
0.0007501186952653226
GLD.US Exposure
0.0008059495177696139
USO.US Exposure
0.00019264288893151816
VNQ.US Exposure
0.0005129141291591423
BTC-USD.CC Exposure
0.010942892263591311
CPER.US Exposure
0.006231604930519214
VIX.INDX Exposure
0.012414145513348449
UUP.US Exposure
0.006692199834917207
TIP.US Exposure
0.009398512718772253
Idiosyncratic Exposure
0.5539050417437056
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
217.9%

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
Forward P/EForward P/E RatioA valuation metric that compares the current stock price to estimated future earnings per share.Click for full definition →No estimate availableN/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%
Squeeze RiskShort Squeeze RiskA situation where a sharp rise in the price of a stock forces short sellers to buy shares to cover their positions, further driving up the price.Click for full definition →Low
Market Cap$66.4M
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: distance from 50/200-Day SMA, 52-Week High proximity, Golden Cross trend signal, RSI momentum gauge, Fibonacci retracement levels, and Beta (market sensitivity).

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 →
+42.2%
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 →
-93.6%
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 →
98.3% 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 →
1.69
Market sensitivity coefficient
Trend SignalGolden Cross & Death CrossTechnical chart patterns that occur when a short-term moving average crosses over a long-term moving average.Click for full definition →
✦ Death Cross
Bearish — 50 SMA below 200 SMA
RSI (14-Day)Relative Strength Index (RSI)A momentum oscillator that measures the speed and change of price movements to identify overbought or oversold conditions.Click for full definition →
68
OversoldNeutralOverbought
Neutral
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement-97.2%
50.0% retracement-96.5%
61.8% retracement-95.5%
% distance of current price from each 52-week Fibonacci support level.

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Frequently Asked Questions & Methodology

Is Brazilian Critical Minerals Ltd a high-risk investment?

Brazilian Critical Minerals Ltd (BCM.AU) has an annualized volatility of 217.9% and experienced a maximum drawdown of 99.7% over the last 10 years. Its primary macro risk driver is QUAL.US.

What is the 10-year return of BCM.AU?

Over the past 10 years, BCM.AU has generated a Compound Annual Growth Rate (CAGR) of 11.1%. It has had a positive return in 40% 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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