Balchem Corporation

10-Year Study

BCPC.US · Basic Materials · US · Common Stock

Executive Summary: Balchem Corporation has compounded at 12.0% annually over the last 10 years, with a maximum drawdown of 30.7% and an annualized volatility of 24.0%.

1Y CAGR
+5.8%
3Y CAGR
+13.3%
5Y CAGR
+6.6%
10Y CAGR
+12.0%

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 →
30.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.42
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.71
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
24.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +46.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -27.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202611.06.6-6.62.9————————13.8%
2025-1.98.8-4.6-5.76.5-4.5-4.26.3-7.42.21.8-1.2-5.3%
2024-5.812.2-1.4-8.88.60.215.3-0.2-0.6-4.97.9-9.210.1%
20237.0-0.5-2.73.9-5.99.0-0.14.3-11.7-6.37.320.222.8%
2022-12.8-5.9-1.2-9.91.04.34.6-2.9-7.815.00.7-12.8-27.1%
2021-7.111.55.11.43.00.22.84.13.35.53.27.146.9%
20206.3-12.64.5-9.612.8-5.85.7-2.6-0.12.43.711.714.0%
20196.06.94.69.4-10.710.22.7-13.511.72.0-1.62.530.4%
2018-2.0-4.78.67.99.31.82.210.61.1-16.5-7.4-9.1-2.2%
20171.62.3-5.4-1.5-3.0-1.3-0.1-3.48.43.73.5-7.2-3.5%
2016———-1.1-2.3-0.57.19.610.7-2.15.25.635.9%

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 24.0%. The dominant macroeconomic risk driver is IJR.US, accounting for 24.5% of variance. Idiosyncratic stock-specific factors contribute 32.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019893.589282579762
2016-05-019666.247999686426
2016-06-019617.865548252079
2016-07-0110298.3044839404
2016-08-0111291.53366747162
2016-09-0112500.822280127406
2016-10-0112237.99939671054
2016-11-0112876.497785382331
2016-12-0113593.38971987941
2017-01-0113807.216637155472
2017-02-0114119.836464246579
2017-03-0113350.420854046553
2017-04-0113146.324961697936
2017-05-0112751.102196212227
2017-06-0112587.498274489888
2017-07-0112569.672263852222
2017-08-0112142.052513450459
2017-09-0113167.388966619686
2017-10-0113653.326698285395
2017-11-0114136.026435667018
2017-12-0113123.573791333423
2018-01-0112863.051588065775
2018-02-0112252.468118537858
2018-03-0113310.815071329605
2018-04-0114367.543026979309
2018-05-0115701.068367692998
2018-06-0115979.501791974204
2018-07-0116329.563058234475
2018-08-0118055.499222029266
2018-09-0118250.88661396121
2018-10-0115248.430850927856
2018-11-0114116.802974864642
2018-12-0112836.551161161791
2019-01-0113601.672168416602
2019-02-0114537.17984331516
2019-03-0115203.985118859953
2019-04-0116631.00328400789
2019-05-0114858.286623845614
2019-06-0116378.695360976717
2019-07-0116816.13134668182
2019-08-0114546.996078618502
2019-09-0116250.896839206316
2019-10-0116581.853939190467
2019-11-0116322.984817215223
2019-12-0116735.91429881234
2020-01-0117788.177230765035
2020-02-0115555.188204157244
2020-03-0116256.708186842494
2020-04-0114695.585932107782
2020-05-0116574.525846863322
2020-06-0115621.055824725665
2020-07-0116510.3113075873
2020-08-0116088.741493874228
2020-09-0116077.204008977766
2020-10-0116459.25325034979
2020-11-0117075.136805258506
2020-12-0119071.632954601617
2021-01-0117715.987000305053
2021-02-0119756.89479756571
2021-03-0120758.321219258225
2021-04-0121052.944614959873
2021-05-0121683.58660697396
2021-06-0121726.634888877146
2021-07-0122327.470291402442
2021-08-0123242.817191363752
2021-09-0124012.50547476665
2021-10-0125340.01496294201
2021-11-0126152.73448617291
2021-12-0128016.47286986842
2022-01-0124417.203634052115
2022-02-0122988.123377807467
2022-03-0122715.60355361352
2022-04-0120472.30407152218
2022-05-0120676.68967914885
2022-06-0121559.06016363801
2022-07-0122559.41293459422
2022-08-0121904.69049035163
2022-09-0120203.107451988217
2022-10-0123230.734360061557
2022-11-0123396.911635135984
2022-12-0120410.015286741436
2023-01-0121834.08517288333
2023-02-0121728.782190349753
2023-03-0121140.438628930966
2023-04-0121962.78692463824
2023-05-0120664.078543516083
2023-06-0122532.759129013622
2023-07-0122521.051223365368
2023-08-0123483.809176475803
2023-09-0120732.604727812497
2023-10-0119428.885976587597
2023-11-0120846.258327183987
2023-12-0125063.950387110737
2024-01-0123616.56694212341
2024-02-0126486.077476682178
2024-03-0126108.646637683778
2024-04-0123822.128452937457
2024-05-0125881.169018189008
2024-06-0125940.134598309767
2024-07-0129901.513847538186
2024-08-0129829.050943875336
2024-09-0129655.511492323396
2024-10-0128194.63072379398
2024-11-0130417.12183209125
2024-12-0127607.872075366875
2025-01-0127093.81491965514
2025-02-0129476.978712743894
2025-03-0128116.86773475033
2025-04-0126516.24194974974
2025-05-0128235.42945177348
2025-06-0126965.079083749868
2025-07-0125825.168759149463
2025-08-0127454.595651203254
2025-09-0125416.95993237705
2025-10-0125981.001494589993
2025-11-0126458.63973564333
2025-12-0126135.726495143863
2026-01-0129000.499332802752
2026-02-0130919.436998004374
2026-03-0128882.909014064822
2026-04-0129729.900150481524
Annual Return Matrix
YearAnnual Return
2017-0.03456208776674097
2018-0.02187076742473737
20190.3037703109421199
20200.13956325385551427
20210.46901279699327425
2022-0.27149947170215316
20230.22802212712660475
20240.10149723602885685
2025-0.053323399072706223
20260.1375195618153362
Total Factor Risk
0.24016519292872507
VTI.US Exposure
0.09087889315154919
VEA.US Exposure
0.10512537056625927
VWO.US Exposure
-0.019747898430589893
QQQ.US Exposure
-0.10225617813284553
VTV.US Exposure
-0.027330407227537365
IJR.US Exposure
0.24461365280298814
QUAL.US Exposure
0.15062801763952227
SHV.US Exposure
0.1424207597480594
TLT.US Exposure
0.07621519029368289
LQD.US Exposure
-0.030042264359150334
HYG.US Exposure
-0.0292767870281901
GLD.US Exposure
-0.011051409524771311
USO.US Exposure
0.012255494438289908
VNQ.US Exposure
0.12007796153493905
BTC-USD.CC Exposure
-0.005454986276654035
CPER.US Exposure
-0.012499042539082562
VIX.INDX Exposure
-0.03750737706211759
UUP.US Exposure
0.013841056667909522
TIP.US Exposure
-0.004867843853558047
Idiosyncratic Exposure
0.3239777975912969
Value Score
35.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
6.7
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
24.0%

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 →35.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.56%
Market Cap$5.5B
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 →
+0.7%
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 →
+9.0%
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 →
4.8% 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 →
0.95
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Balchem Corporation a high-risk investment?

Balchem Corporation (BCPC.US) has an annualized volatility of 24.0% and experienced a maximum drawdown of 30.7% over the last 10 years. Its primary macro risk driver is IJR.US.

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

Over the past 10 years, BCPC.US has generated a Compound Annual Growth Rate (CAGR) of 12.0%. It has had a positive return in 60% 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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