Bombardier Inc

10-Year Study

BDRBF.US · Industrials · US · Common Stock

Executive Summary: Bombardier Inc has compounded at 17.6% annually over the last 10 years, with a maximum drawdown of 94.6% and an annualized volatility of 69.1%.

1Y CAGR
+196.8%
3Y CAGR
+70.7%
5Y CAGR
+58.3%
10Y CAGR
+17.6%

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 →
94.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.69
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.30
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
71.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +248.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -74.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20261.020.3-14.37.4————————11.8%
2025-13.9-1.6-2.216.76.524.733.20.320.0-0.418.03.3149.9%
2024-7.8-2.018.56.047.7-4.66.50.310.9-3.2-7.3-0.469.5%
202325.23.29.0-20.5-7.723.61.4-18.4-14.3-8.28.415.43.9%
20220.8-6.8-7.3-14.8-4.1-35.910.649.3-28.064.319.59.717.0%
202128.0-7.372.7-4.06.719.926.021.717.1-5.3-17.3-1.5248.9%
2020-37.1-22.2-56.311.3-7.7-3.812.5-11.7-18.1-16.690.9-6.1-74.3%
20191.842.3-9.2-11.2-13.912.24.2-25.46.2-8.018.3-1.30.0%
201818.312.3-9.16.921.34.8-4.6-12.27.5-31.8-31.0-12.0-38.8%
201718.6-9.4-10.50.715.31.310.8-1.0-9.216.310.92.649.1%
2016———50.01.3-1.30.77.9-15.3-2.95.214.261.0%

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 69.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 43.6% of variance. Idiosyncratic stock-specific factors contribute 17.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0115000
2016-05-0115200
2016-06-0115000
2016-07-0115100
2016-08-0116299.999999999998
2016-09-0113799.999999999998
2016-10-0113399
2016-11-0114100
2016-12-0116100.000000000002
2017-01-0119100
2017-02-0117300
2017-03-0115490.000000000002
2017-04-0115600
2017-05-0117990
2017-06-0118222.999999999996
2017-07-0120200
2017-08-0120000
2017-09-0118151
2017-10-0121104
2017-11-0123400
2017-12-0124000
2018-01-0128400
2018-02-0131900
2018-03-0129000
2018-04-0131000
2018-05-0137597.00000000001
2018-06-0139400
2018-07-0137585
2018-08-0133013
2018-09-0135500
2018-10-0124200
2018-11-0116700
2018-12-0114700
2019-01-0114966
2019-02-0121300
2019-03-0119341
2019-04-0117180.000000000004
2019-05-0114800
2019-06-0116600
2019-07-0117300
2019-08-0112900
2019-09-0113700.000000000002
2019-10-0112600
2019-11-0114900
2019-12-0114700
2020-01-019242
2020-02-017193.999999999999
2020-03-013146
2020-04-013503
2020-05-013232.9999999999995
2020-06-013110
2020-07-013500
2020-08-013090
2020-09-012530
2020-10-012110
2020-11-014028
2020-12-013782.9999999999995
2021-01-014842
2021-02-014487
2021-03-017750
2021-04-017439
2021-05-017940.999999999999
2021-06-019521
2021-07-0112000
2021-08-0114600
2021-09-0117100
2021-10-0116200.000000000002
2021-11-0113400
2021-12-0113200
2022-01-0113307
2022-02-0112400
2022-03-0111500
2022-04-019800
2022-05-019401
2022-06-016027.5599999999995
2022-07-016664
2022-08-019952
2022-09-017167.84
2022-10-0111780
2022-11-0114080.000000000002
2022-12-0115440
2023-01-0119332.04
2023-02-0119944
2023-03-0121740
2023-04-0117280.000000000004
2023-05-0115952.000000000002
2023-06-0119720
2023-07-0120004
2023-08-0116316
2023-09-0113976
2023-10-0112824
2023-11-0113899.999999999998
2023-12-0116044
2024-01-0114800
2024-02-0114504
2024-03-0117184
2024-04-0118220
2024-05-0126919.999999999996
2024-06-0125692.000000000004
2024-07-0127355.999999999996
2024-08-0127436.000000000004
2024-09-0130416.000000000004
2024-10-0129440
2024-11-0127304.000000000004
2024-12-0127201.999999999996
2025-01-0123421.28
2025-02-0123040.000000000004
2025-03-0122540
2025-04-0126307.999999999996
2025-05-0128020
2025-06-0134940
2025-07-0146528
2025-08-0146656.00000000001
2025-09-0155996.00000000001
2025-10-0155796
2025-11-0165832
2025-12-0167988
2026-01-0168636
2026-02-0182544
2026-03-0170732.00000000001
2026-04-0176000
Annual Return Matrix
YearAnnual Return
20170.4906832298136645
2018-0.38749999999999996
20190
2020-0.7426530612244898
20212.4892942109436955
20220.16969696969696968
20230.03911917098445583
20240.6954624781849912
20251.4993750459525037
20260.11784432546920054
Total Factor Risk
0.6910103728916064
VTI.US Exposure
0.22941933525358202
VEA.US Exposure
0.10608010861801868
VWO.US Exposure
0.011166526840783994
QQQ.US Exposure
-0.06024509875338285
VTV.US Exposure
-0.055531929903845895
IJR.US Exposure
-0.016905382972874892
QUAL.US Exposure
0.018096695037931765
SHV.US Exposure
0.43636743079780316
TLT.US Exposure
0.006569074161701295
LQD.US Exposure
-0.029598170024851593
HYG.US Exposure
0.12036817852768292
GLD.US Exposure
-0.01196122489142504
USO.US Exposure
0.003474480932297692
VNQ.US Exposure
-0.034117953126675565
BTC-USD.CC Exposure
0.008415963045245039
CPER.US Exposure
0.048395827794552586
VIX.INDX Exposure
-0.025381931237273357
UUP.US Exposure
0.030094679478097363
TIP.US Exposure
0.03692789085431821
Idiosyncratic Exposure
0.17836549956831468
Value Score
42.3
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
69.1%

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 →19.3x
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%
Market Cap$18.0B
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 →
+2.6%
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 →
+24.2%
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 →
7.9% 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 →
2.06
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Bombardier Inc a high-risk investment?

Bombardier Inc (BDRBF.US) has an annualized volatility of 69.1% and experienced a maximum drawdown of 94.6% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BDRBF.US has generated a Compound Annual Growth Rate (CAGR) of 17.6%. It has had a positive return in 70% 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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