Bread Financial Holdings, Inc.

10-Year Study

BFH.US · Financial Services · US · Common Stock

Executive Summary: Bread Financial Holdings, Inc. has compounded at -3.5% annually over the last 10 years, with a maximum drawdown of 86.3% and an annualized volatility of 93.9%.

1Y CAGR
+73.9%
3Y CAGR
+48.1%
5Y CAGR
+3.7%
10Y CAGR
-3.5%

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 →
86.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.12
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.17
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 →
2024 · +89.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -42.4%
% 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.
2026-2.0-2.35.712.9————————14.2%
20253.7-14.4-7.3-5.38.411.57.38.4-15.712.38.59.323.1%
202410.16.2-2.7-0.913.76.722.57.0-18.24.818.43.889.0%
20238.90.6-26.2-9.02.911.432.4-9.1-9.0-21.04.817.2-10.2%
20223.7-2.0-16.8-2.41.0-32.76.9-2.5-18.214.814.3-8.2-42.4%
2021-8.743.116.25.13.0-13.9-10.55.52.8-15.526.0-2.342.8%
2020-8.4-15.8-60.848.8-6.9-2.6-1.72.3-6.922.842.51.3-32.4%
201918.3-2.11.1-8.5-13.71.912.0-21.64.9-22.07.74.9-23.5%
20181.3-5.8-11.7-4.64.210.6-3.66.4-1.0-12.7-2.5-25.1-40.0%
2017-0.16.72.50.3-3.26.5-5.9-6.3-1.81.07.35.912.2%
2016———-7.69.3-11.818.2-11.74.9-4.712.2-0.14.2%

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 93.9%. The dominant macroeconomic risk driver is SHV.US, accounting for 73.2% of variance. Idiosyncratic stock-specific factors contribute 7.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019241.367131823361
2016-05-0110099.545494679218
2016-06-018905.453643400422
2016-07-0110528.184795724876
2016-08-019299.094773399036
2016-09-019751.363305737867
2016-10-019294.09143082984
2016-11-0110432.356069811343
2016-12-0110419.582830546457
2017-01-0110414.116994126327
2017-02-0111111.784763770753
2017-03-0111387.08633078401
2017-04-0111415.895493207647
2017-05-0111055.049381729808
2017-06-0111768.42512434778
2017-07-0111068.80647155032
2017-08-0110367.539658847718
2017-09-0110185.939346033694
2017-10-0110286.165968020652
2017-11-0111032.185367535454
2017-12-0111687.37938370592
2018-01-0111833.998343431116
2018-02-0111142.174814266675
2018-03-019842.810953536185
2018-04-019389.188575560984
2018-05-019782.299939875798
2018-06-0110820.766814804847
2018-07-0110434.702174982447
2018-08-0111105.183715171059
2018-09-0110992.537031041747
2018-10-019597.058539108059
2018-11-019358.268759381268
2018-12-017009.825892087571
2019-01-018294.7431267107
2019-02-018117.027762244524
2019-03-018209.93016342851
2019-04-017511.766264016716
2019-05-016485.778314083777
2019-06-016609.827573883393
2019-07-017401.802044222821
2019-08-015799.462666235006
2019-09-016083.164803377046
2019-10-014747.650741461733
2019-11-015112.844295138348
2019-12-015365.828431599261
2020-01-014915.813505661345
2020-02-014138.344524283029
2020-03-011621.5118503538079
2020-04-012412.7547395108495
2020-05-012247.148304960036
2020-06-012188.4620397660624
2020-07-012151.5970753570664
2020-08-012200.083248893168
2020-09-012047.4266421685072
2020-10-012513.68771574287
2020-11-013580.770346576074
2020-12-013627.768130810078
2021-01-013311.994147350541
2021-02-014738.981084001497
2021-03-015504.576586879471
2021-04-015787.446235089829
2021-05-015958.333508520398
2021-06-015128.4429513834875
2021-07-014589.957156251445
2021-08-014842.672205380905
2021-09-014979.889926463477
2021-10-014207.903599463507
2021-11-015302.508818916839
2021-12-015178.821145218863
2022-01-015370.974726813291
2022-02-015262.288671843795
2022-03-014380.6913021724595
2022-04-014275.36883884612
2022-05-014317.279190719851
2022-06-012903.7802565579523
2022-07-013103.5860091405602
2022-08-013025.5927279148677
2022-09-012476.057534235056
2022-10-012842.941292712358
2022-11-013248.8679411875996
2022-12-012982.0258071568824
2023-01-013248.8679411875996
2023-02-013268.486089446311
2023-03-012412.964963988547
2023-04-012196.501023793206
2023-05-012260.896985801439
2023-06-012518.4387889388286
2023-07-013335.186111730105
2023-08-013030.7137961915737
2023-09-012758.128329430165
2023-10-012179.884881076013
2023-11-012283.710546121148
2023-12-012677.0573618509843
2024-01-012947.6919454593612
2024-02-013130.0238394557705
2024-03-013044.983833737665
2024-04-013018.0078287595497
2024-05-013432.6041346950274
2024-06-013662.757892878015
2024-07-014486.383760579546
2024-08-014802.611828910911
2024-09-013928.279817188794
2024-10-014115.699143545477
2024-11-014874.088151327987
2024-12-015058.84183130747
2025-01-015246.917058034569
2025-02-014489.310085309093
2025-03-014163.420099982762
2025-04-013944.769825219369
2025-05-014277.656081163466
2025-06-014768.530236586627
2025-07-015117.486051605904
2025-08-015545.856265320108
2025-09-014672.794009443283
2025-10-015249.254754226563
2025-11-015695.40154977485
2025-12-016225.167233572008
2026-01-016099.873444864426
2026-02-015958.60259585185
2026-03-016297.484453899874
2026-04-017107.269141989816
Annual Return Matrix
YearAnnual Return
20170.12167440614251279
2018-0.40022261090793443
2019-0.23452757397926138
2020-0.32391276071254504
20210.42755020676099176
2022-0.42418830009027897
2023-0.10226888197076345
20240.8897024409703571
20250.23055186170212782
20260.1416993110900986
Total Factor Risk
0.9391317425532654
VTI.US Exposure
0.19471484394622202
VEA.US Exposure
-0.004881257066559476
VWO.US Exposure
-0.001687149477508017
QQQ.US Exposure
-0.025628025538710675
VTV.US Exposure
-0.010901970132706764
IJR.US Exposure
0.043124866174809366
QUAL.US Exposure
-0.021654015869962004
SHV.US Exposure
0.7318299426522711
TLT.US Exposure
0.010063514426714772
LQD.US Exposure
-0.0007581957470189076
HYG.US Exposure
0.002171968805647407
GLD.US Exposure
0.010216501281807051
USO.US Exposure
0.0001937723488698909
VNQ.US Exposure
-0.007260925317655875
BTC-USD.CC Exposure
-0.002669504436284796
CPER.US Exposure
0.01256711168440031
VIX.INDX Exposure
-0.00905971191142781
UUP.US Exposure
0.0025657704823948894
TIP.US Exposure
0.0032599317457190605
Idiosyncratic Exposure
0.07379253194897842
Value Score
47.3
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
14
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
93.9%

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 →6.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.17%
Market Cap$3.3B
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
$19
Avg Yield on Cost
0.19%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$19.340.19%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 →
+12.8%
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 →
+25.3%
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 →
0.0% 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 →
1.14
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Bread Financial Holdings, Inc. a high-risk investment?

Bread Financial Holdings, Inc. (BFH.US) has an annualized volatility of 93.9% and experienced a maximum drawdown of 86.3% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BFH.US has generated a Compound Annual Growth Rate (CAGR) of -3.5%. 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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