Brinks Company

10-Year Study

BCO.US · Industrials · US · Common Stock

Executive Summary: Brinks Company has compounded at 15.7% annually over the last 10 years, with a maximum drawdown of 56.6% and an annualized volatility of 42.6%.

1Y CAGR
+41.0%
3Y CAGR
+20.6%
5Y CAGR
+9.5%
10Y CAGR
+15.7%

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 →
56.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.46
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.80
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
37.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +92.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -19.6%
% 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.
20268.8-7.9-11.37.8————————-4.1%
20250.61.0-8.43.6-7.88.8-1.928.34.3-4.91.33.927.2%
2024-8.12.711.5-5.318.3-0.87.70.94.2-11.1-5.7-4.16.5%
202322.1-0.22.4-5.96.22.07.93.9-4.2-8.018.411.565.9%
20226.40.7-2.9-13.33.6-0.2-6.2-2.6-12.423.10.6-10.1-17.0%
2021-5.413.03.10.9-5.41.90.41.6-19.08.8-11.07.2-8.0%
2020-7.2-6.8-33.5-1.8-21.213.5-2.29.0-15.04.257.27.3-19.6%
201914.56.8-4.46.0-3.55.411.2-16.510.22.49.6-2.541.3%
20186.0-11.7-2.93.47.60.60.3-5.9-7.1-4.97.0-8.7-17.2%
20177.920.40.014.93.06.216.90.47.4-9.76.4-2.792.5%
2016———0.7-13.6-2.315.611.21.66.72.42.123.9%

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 42.6%. The dominant macroeconomic risk driver is IJR.US, accounting for 19.5% of variance. Idiosyncratic stock-specific factors contribute 16.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110074.405746107754
2016-05-018708.28317834892
2016-06-018511.091416553129
2016-07-019836.869535311314
2016-08-0110939.82724639215
2016-09-0111113.672138520353
2016-10-0111853.992777682242
2016-11-0112138.884112223708
2016-12-0112394.277702086005
2017-01-0113370.778714004153
2017-02-0116096.410005423353
2017-03-0116096.410005423353
2017-04-0118490.55543062739
2017-05-0119049.458326168336
2017-06-0120226.854852577417
2017-07-0123642.40929112819
2017-08-0123733.151232159154
2017-09-0125487.80407148243
2017-10-0123022.229130014948
2017-11-0124505.91277662403
2017-12-0123854.250717602084
2018-01-0125278.839667191365
2018-02-0122319.27671000939
2018-03-0121666.424159049722
2018-04-0122410.382412465773
2018-05-0124116.059736239895
2018-06-0124268.21121972513
2018-07-0124343.939734652573
2018-08-0122895.80550007275
2018-09-0121264.732337729336
2018-10-0120219.05051654122
2018-11-0121638.0507678673
2018-12-0119752.906784481278
2019-01-0122624.935515020043
2019-02-0124162.422783370148
2019-03-0123087.772325030754
2019-04-0124471.61999497348
2019-05-0123619.95529041389
2019-06-0124902.181245783675
2019-07-0127701.755314223738
2019-08-0123120.643130200133
2019-09-0125486.481302662734
2019-10-0126104.04899535708
2019-11-0128622.270135848357
2019-12-0127908.239526977868
2020-01-0125910.82554002037
2020-02-0124136.033545417267
2020-03-0116046.50855170042
2020-04-0115759.798410031877
2020-05-0112415.971110728979
2020-06-0114091.0263363272
2020-07-0113784.739216127198
2020-08-0115031.118136483286
2020-09-0112771.465231021573
2020-10-0113312.312332173706
2020-11-0120923.59025913041
2020-12-0122451.520522758237
2021-01-0121244.758528551967
2021-02-0124007.52655458406
2021-03-0124757.470336909217
2021-04-0124973.08165451924
2021-05-0123623.85745843199
2021-06-0124071.846188441643
2021-07-0124175.022156377727
2021-08-0124551.978200769856
2021-09-0119884.092382174367
2021-10-0121636.89334515007
2021-11-0119266.69003558248
2021-12-0120655.927988465453
2022-01-0121982.169076310533
2022-02-0122133.328483180998
2022-03-0121482.526223891848
2022-04-0118623.460627786084
2022-05-0119287.027606185267
2022-06-0119248.96493339859
2022-07-0118053.644889482664
2022-08-0117588.36095715552
2022-09-0115412.07555655498
2022-10-0118972.407042421197
2022-11-0119077.170332940914
2022-12-0117148.70567070993
2023-01-0120944.98604478895
2023-02-0120896.80419053162
2023-03-0121393.206259342056
2023-04-0120128.176298628285
2023-05-0121378.292040900007
2023-06-0121796.022434159186
2023-07-0123517.374568446674
2023-08-0124436.004444503236
2023-09-0123414.231669731085
2023-10-0121551.14485641344
2023-11-0125514.689347742693
2023-12-0128441.24922287332
2024-01-0126142.04552970277
2024-02-0126857.26663051099
2024-03-0129953.80229897221
2024-04-0128358.5100332015
2024-05-0133559.33940925145
2024-06-0133286.28685564624
2024-07-0135833.34435640683
2024-08-0136139.56533816585
2024-09-0137674.04330745116
2024-10-0133487.67840844456
2024-11-0131580.907154856544
2024-12-0130294.316062381782
2025-01-0130477.188851704388
2025-02-0130789.031600947103
2025-03-0128209.07022579664
2025-04-0129217.48303548989
2025-05-0126944.933134036164
2025-06-0129318.939403960372
2025-07-0128758.548393497265
2025-08-0136891.559412161536
2025-09-0138478.65051125015
2025-10-0136601.8069022077
2025-11-0137072.08428682919
2025-12-0138524.21989708859
2026-01-0141926.811201206365
2026-02-0138614.92876889906
2026-03-0134269.6331962063
2026-04-0136928.39852379
Annual Return Matrix
YearAnnual Return
20170.9246180609288204
2018-0.17193346299887846
20190.41286747472041796
2020-0.19552358359776956
2021-0.07997643333210591
2022-0.1697925321832069
20230.6585070482287831
20240.06515419997860605
20250.2716649492188523
2026-0.04142384654540898
Total Factor Risk
0.42645450121223805
VTI.US Exposure
-0.1130157702547248
VEA.US Exposure
-0.031935720215361244
VWO.US Exposure
0.07120132814145595
QQQ.US Exposure
0.13182476397393925
VTV.US Exposure
0.05044555237281925
IJR.US Exposure
0.19469111009028853
QUAL.US Exposure
0.17130810824301979
SHV.US Exposure
0.17009247213599768
TLT.US Exposure
0.03326082868118131
LQD.US Exposure
-0.010539793702983644
HYG.US Exposure
0.1274812873306541
GLD.US Exposure
0.01408746899154888
USO.US Exposure
0.004355466273063977
VNQ.US Exposure
-0.011284335448686712
BTC-USD.CC Exposure
-0.003129749539809148
CPER.US Exposure
-0.007687798115450624
VIX.INDX Exposure
0.030131251202177942
UUP.US Exposure
0.014466515798482404
TIP.US Exposure
-0.0018510270977540092
Idiosyncratic Exposure
0.166098041140141
Value Score
41.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
11.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
42.6%

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 →22.0x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.98%
Market Cap$4.3B
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 →
-2.9%
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 →
-0.5%
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 →
17.6% 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 →
1.12
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Brinks Company a high-risk investment?

Brinks Company (BCO.US) has an annualized volatility of 42.6% and experienced a maximum drawdown of 56.6% over the last 10 years. Its primary macro risk driver is IJR.US.

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

Over the past 10 years, BCO.US has generated a Compound Annual Growth Rate (CAGR) of 15.7%. 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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