Black Diamond Group Limited

10-Year Study

BDI.TO · Industrials · CA · Common Stock

Executive Summary: Black Diamond Group Limited has compounded at 14.6% annually over the last 10 years, with a maximum drawdown of 79.5% and an annualized volatility of 40.1%.

1Y CAGR
+87.1%
3Y CAGR
+43.8%
5Y CAGR
+33.8%
10Y CAGR
+14.6%

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 →
79.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.54
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.99
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
49.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +71.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · -44.0%
% 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.
202612.64.5-7.56.9————————16.3%
2025-2.4-7.56.0-9.119.22.419.7-2.321.46.8-5.03.658.3%
20246.110.8-6.5-5.4-6.83.113.66.80.0-7.7-4.18.816.8%
20235.630.4-10.415.3-10.4-1.11.81.515.5-12.835.7-3.871.4%
20223.6-7.816.5-11.0-2.5-12.21.18.8-6.614.52.88.511.1%
2021-2.219.98.813.810.1-8.01.2-7.40.819.8-2.00.263.6%
2020-10.2-13.0-37.526.7-2.318.512.3-15.01.414.82.954.526.5%
2019-4.84.5-13.546.7-17.8-5.5-9.8-7.64.7-4.56.418.12.9%
201810.97.2-18.05.232.79.51.1-9.22.1-6.9-28.9-5.4-12.6%
201719.9-25.3-2.50.8-18.7-10.5-2.6-30.525.4-7.33.77.2-44.0%
2016———3.918.84.6-5.4-10.6-0.3-1.5-20.431.412.1%

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 40.1%. The dominant macroeconomic risk driver is VTI.US, accounting for 33.9% of variance. Idiosyncratic stock-specific factors contribute 37.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110390.594309444974
2016-05-0112346.371850272182
2016-06-0112912.060160502833
2016-07-0112208.597564397554
2016-08-0110920.365901565745
2016-09-0110887.255177058194
2016-10-0110723.946349402322
2016-11-018533.587743419945
2016-12-0111209.383242606207
2017-01-0113439.025759021268
2017-02-0110033.391323867781
2017-03-019783.096694539536
2017-04-019861.383916044671
2017-05-018018.687917391549
2017-06-017173.242045008137
2017-07-016989.730063415455
2017-08-014861.103316684437
2017-09-016096.301700432123
2017-10-015649.587518940457
2017-11-015859.756439755317
2017-12-016280.094281385039
2018-01-016963.35372355351
2018-02-017462.539985408833
2018-03-016122.397440933835
2018-04-016437.7911218362415
2018-05-018540.041528705315
2018-06-019354.621471463044
2018-07-019459.565632190359
2018-08-018592.51360906897
2018-09-018776.58678938212
2018-10-018172.175767439249
2018-11-015807.2843593916605
2018-12-015491.890678489253
2019-01-015228.969077950502
2019-02-015465.514338627308
2019-03-014729.782816095179
2019-04-016936.977383691565
2019-05-015702.059599304113
2019-06-015386.665918401706
2019-07-014861.103316684437
2019-08-014493.237555418374
2019-09-014703.406476233234
2019-10-014493.237555418374
2019-11-014782.254896458836
2019-12-015649.587518940457
2020-01-015071.552836859532
2020-02-014414.389135192771
2020-03-012759.1335091755986
2020-04-013494.8650317077277
2020-05-013416.016611482126
2020-06-014046.523373926707
2020-07-014545.990235142264
2020-08-013862.730792973792
2020-09-013915.202873337449
2020-10-014493.237555418374
2020-11-014624.8386553678665
2020-12-017147.146304506426
2021-01-016989.730063415455
2021-02-018382.34468825411
2021-03-019118.07621078624
2021-04-0110379.370335035635
2021-05-0111430.495538470172
2021-06-0110510.690835624893
2021-07-0110642.011336214155
2021-08-019853.807733318366
2021-09-019932.656153543969
2021-10-0111903.305460463549
2021-11-0111664.234805544644
2021-12-0111690.330546046354
2022-01-0112112.632583197712
2022-02-0111162.52314944722
2022-03-0113009.147539143609
2022-04-0111578.371401313203
2022-05-0111286.828666030642
2022-06-019907.682810483191
2022-07-0110014.310567371907
2022-08-0110893.1477636231
2022-09-0110173.410404624277
2022-10-0111645.995847129469
2022-11-0111967.282114596777
2022-12-0112987.541388405634
2023-01-0113713.451933329592
2023-02-0117881.194230877154
2023-03-0116025.871261013523
2023-04-0118480.835063696057
2023-05-0116565.463830742465
2023-06-0116376.901060665583
2023-07-0116674.61698187328
2023-08-0116918.177226555923
2023-09-0119546.2708345025
2023-10-0117048.655929064484
2023-11-0123129.805264043996
2023-12-0122257.702452438407
2024-01-0123620.012346371852
2024-02-0126180.76210786239
2024-03-0124466.580616196195
2024-04-0123154.49800774454
2024-05-0121568.831023065268
2024-06-0122227.67832089343
2024-07-0125246.085638924742
2024-08-0126975.13889668332
2024-09-0126975.41949604355
2024-10-0124911.050002805998
2024-11-0123892.474325158535
2024-12-0125987.14854930131
2025-01-0125351.029799652057
2025-02-0123443.515348785004
2025-03-0124852.685335877435
2025-04-0122603.400864246032
2025-05-0126935.293787530165
2025-06-0127577.02452438408
2025-07-0133014.47892698805
2025-08-0132261.63084348168
2025-09-0139150.34513721309
2025-10-0141807.05987990347
2025-11-0139709.8602615186
2025-12-0141135.866210225046
2026-01-0146298.894438520685
2026-02-0148375.32970424827
2026-03-0144755.597957236656
2026-04-0147842.19091980471
Annual Return Matrix
YearAnnual Return
2017-0.43974667067187345
2018-0.12550824359948176
20190.02871449008788063
20200.2650740041720474
20210.6356640885713165
20220.11096442801593787
20230.7137733607000107
20240.16755755023826935
20250.5829311219807154
20260.16302864938608463
Total Factor Risk
0.4008201596254141
VTI.US Exposure
0.33914716709235715
VEA.US Exposure
0.1685948512139908
VWO.US Exposure
-0.026279780377175672
QQQ.US Exposure
-0.1043831491165673
VTV.US Exposure
-0.10454222774868341
IJR.US Exposure
0.08229174064098835
QUAL.US Exposure
0.05412052327620937
SHV.US Exposure
0.11064080725845803
TLT.US Exposure
0.033138970991023614
LQD.US Exposure
0.007671563789236225
HYG.US Exposure
0.054238285761920225
GLD.US Exposure
-0.003762451383412337
USO.US Exposure
-0.00007181701125216994
VNQ.US Exposure
0.008986450721307741
BTC-USD.CC Exposure
-0.0075837040725041304
CPER.US Exposure
0.00563597971049269
VIX.INDX Exposure
-0.007704973097232309
UUP.US Exposure
-0.002683352330812706
TIP.US Exposure
0.021743442902844044
Idiosyncratic Exposure
0.37080167177881174
Value Score
38.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
11.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
40.1%

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 →29.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.94%
Market Cap$1.1B
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
$253
Avg Yield on Cost
1.26%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2025$126.271.26%Solid
2026$126.271.26%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 →
+3.2%
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 →
+19.8%
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 →
6.3% 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 →
1.07
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Black Diamond Group Limited a high-risk investment?

Black Diamond Group Limited (BDI.TO) has an annualized volatility of 40.1% and experienced a maximum drawdown of 79.5% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of BDI.TO?

Over the past 10 years, BDI.TO has generated a Compound Annual Growth Rate (CAGR) of 14.6%. 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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