Belden Inc

10-Year Study

BDC.US · Technology · US · Common Stock

Executive Summary: Belden Inc has compounded at 7.3% annually over the last 10 years, with a maximum drawdown of 63.2% and an annualized volatility of 40.4%.

1Y CAGR
+21.0%
3Y CAGR
+13.6%
5Y CAGR
+20.8%
10Y CAGR
+7.3%

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 →
63.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.29
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.47
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
36.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +57.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -45.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.821.9-19.910.0————————8.4%
20253.4-5.5-8.82.93.09.16.85.3-7.61.3-6.92.83.7%
2024-4.014.88.8-12.217.7-1.9-1.215.79.2-2.87.5-8.046.1%
202312.84.12.9-9.110.99.41.0-2.82.9-26.6-6.316.47.7%
2022-14.90.7-1.6-6.811.5-7.421.51.2-8.316.015.5-10.69.7%
202112.7-6.40.5-2.516.90.0-3.116.81.93.32.46.757.5%
2020-10.4-19.0-9.5-5.2-0.4-4.2-2.96.6-7.5-0.824.69.0-23.4%
201928.315.3-13.03.4-7.816.4-23.70.317.1-3.94.82.432.1%
20189.8-14.2-5.1-10.6-10.310.75.912.3-1.7-24.33.2-25.0-45.7%
20172.3-7.6-2.00.71.96.3-4.67.14.6-0.86.0-8.83.5%
2016———2.92.4-6.621.31.9-7.4-6.114.01.222.1%

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 40.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 29.8% of variance. Idiosyncratic stock-specific factors contribute 24.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110286.733475415285
2016-05-0110535.998293672985
2016-06-019843.390753924466
2016-07-0111936.983462399505
2016-08-0112161.980145474454
2016-09-0111257.626828297487
2016-10-0110575.549475925844
2016-11-0112058.827975029853
2016-12-0112208.669014545765
2017-01-0112486.249456276208
2017-02-0111535.946230545604
2017-03-0111305.608878274727
2017-04-0111388.943471199853
2017-05-0111601.361030917102
2017-06-0112333.234245445738
2017-07-0111762.588780228103
2017-08-0112601.376146018596
2017-09-0113175.447700909088
2017-10-0113074.008575300915
2017-11-0113856.0639268026
2017-12-0112633.436955751378
2018-01-0113877.628138272947
2018-02-0111906.568519274271
2018-03-0111295.162663683954
2018-04-0110092.571599396068
2018-05-019053.828235345489
2018-06-0110021.984075400842
2018-07-0110617.199977831184
2018-08-0111924.068447897405
2018-09-0111717.277064848824
2018-10-018868.769009339454
2018-11-019152.630615470138
2018-12-016861.533914089122
2019-01-018806.477996610858
2019-02-0110150.210519774751
2019-03-018828.86514138498
2019-04-019133.031367194519
2019-05-018417.851942542462
2019-06-019802.395239750702
2019-07-017480.564498657275
2019-08-017505.235703213302
2019-09-018785.417621857108
2019-10-018446.133976900766
2019-11-018851.302669830762
2019-12-019066.995168205887
2020-01-018122.385297372827
2020-02-016582.643496895525
2020-03-015955.83703233456
2020-04-015643.84454286055
2020-05-015619.089365518423
2020-06-015380.7578040108765
2020-07-015223.711899447627
2020-08-015567.546869410561
2020-09-015152.318236705848
2020-10-015112.582314323574
2020-11-016370.847335795414
2020-12-016945.573878417482
2021-01-017830.76460580655
2021-02-017328.489783031115
2021-03-017363.153749132981
2021-04-017182.2763678747
2021-05-018397.02669158979
2021-06-018400.01612277493
2021-07-018139.230238264383
2021-08-019509.598929179032
2021-09-019685.790628972962
2021-10-0110009.992761545838
2021-11-0110252.707702487778
2021-12-0110936.565277924728
2022-01-019309.30703977455
2022-02-019375.863870036997
2022-03-019226.358721665481
2022-04-018598.494199999663
2022-05-019589.423459645197
2022-06-018880.004568119562
2022-07-0110788.705996160763
2022-08-0110915.387341270442
2022-09-0110012.86463083044
2022-10-0111616.05626848451
2022-11-0113419.43902819974
2022-12-0112002.43185188544
2023-01-0113536.547475694078
2023-02-0114085.746291341902
2023-03-0114493.383784183223
2023-04-0113177.177540302739
2023-05-0114613.649608434898
2023-06-0115984.95879455386
2023-07-0116150.401977727059
2023-08-0115692.498375126588
2023-09-0116143.70094939632
2023-10-0111854.874872151431
2023-11-0111109.146147916383
2023-12-0112925.527894919813
2024-01-0112411.866362349288
2024-02-0114252.381888077713
2024-03-0115504.43292337819
2024-04-0113605.925791569469
2024-05-0116020.076213700662
2024-06-0115711.76173225781
2024-07-0115525.82918927634
2024-08-0117969.689183129532
2024-09-0119629.51206772909
2024-10-0119083.168326808645
2024-11-0120512.68744825177
2024-12-0118879.685471532383
2025-01-0119526.830144886644
2025-02-0118447.12485577674
2025-03-0116815.718361993248
2025-04-0117295.45488897958
2025-05-0117813.768513900013
2025-06-0119432.780624455227
2025-07-0120750.112103669442
2025-08-0121849.29907915443
2025-09-0120190.6854026747
2025-10-0120455.92184484852
2025-11-0119037.35277471277
2025-12-0119574.05643978899
2026-01-0119735.2841891
2026-02-0124066.60049611122
2026-03-0119285.190055606778
2026-04-0121223.281958782798
Annual Return Matrix
YearAnnual Return
20170.03479232180834235
2018-0.45687512130533847
20190.32142393839782457
2020-0.23397181209794082
20210.574609307937644
20220.09745898706535816
20230.07690908429439358
20240.4606510175072047
20250.036778736028394654
20260.0842556842556843
Total Factor Risk
0.4038032600160008
VTI.US Exposure
-0.057859835872022806
VEA.US Exposure
0.14179292967767135
VWO.US Exposure
-0.029418395849194028
QQQ.US Exposure
0.03426741859680219
VTV.US Exposure
0.07247368186022249
IJR.US Exposure
0.28242562790155257
QUAL.US Exposure
-0.023775419947633825
SHV.US Exposure
0.2980041667139086
TLT.US Exposure
0.010364761903813956
LQD.US Exposure
0.07008521529200419
HYG.US Exposure
0.005564141478126679
GLD.US Exposure
-0.0027472615827296514
USO.US Exposure
0.005033738584453396
VNQ.US Exposure
-0.05190876051070166
BTC-USD.CC Exposure
-0.0020618446335514957
CPER.US Exposure
-0.0059677834980684475
VIX.INDX Exposure
0.0014673971736902864
UUP.US Exposure
-0.002690738242955759
TIP.US Exposure
0.011344781361574264
Idiosyncratic Exposure
0.24360617959303785
Value Score
42.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
40.4%

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 →19.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.17%
Market Cap$4.5B
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
$8
Avg Yield on Cost
0.08%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$8.40.08%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 →
-2.0%
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 →
+2.9%
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 →
16.3% 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 →
1.27
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Belden Inc a high-risk investment?

Belden Inc (BDC.US) has an annualized volatility of 40.4% and experienced a maximum drawdown of 63.2% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BDC.US has generated a Compound Annual Growth Rate (CAGR) of 7.3%. It has had a positive return in 80% 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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