Benchmark Electronics Inc

10-Year Study

BHE.US · Technology · US · Common Stock

Executive Summary: Benchmark Electronics Inc has compounded at 14.0% annually over the last 10 years, with a maximum drawdown of 42.0% and an annualized volatility of 33.7%.

1Y CAGR
+84.7%
3Y CAGR
+42.8%
5Y CAGR
+18.2%
10Y CAGR
+14.0%

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 →
42.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.43
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.77
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
33.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +67.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -25.5%
% 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.
202621.910.9-3.012.9————————48.0%
2025-6.0-6.3-4.4-14.512.36.8-0.85.4-4.613.72.5-4.5-4.2%
2024-1.913.2-1.70.742.6-8.021.3-11.24.7-2.312.0-6.067.1%
20234.9-15.00.3-9.910.610.12.6-2.9-5.1-0.23.111.46.3%
2022-10.98.3-3.6-5.17.3-10.813.47.3-9.114.61.7-7.01.1%
2021-6.212.19.5-2.93.1-7.5-7.22.4-0.6-12.71.215.62.7%
2020-10.4-11.7-25.83.42.62.7-5.7-3.73.63.416.811.7-19.0%
201920.07.8-3.63.0-18.314.47.7-2.110.316.71.70.165.7%
2018-0.53.60.0-11.95.35.8-17.06.8-8.9-6.79.2-10.5-25.5%
20170.31.62.3-0.31.90.04.2-3.45.1-9.4-1.5-4.6-4.6%
2016———-15.76.72.010.82.93.40.812.77.632.3%

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 33.7%. The dominant macroeconomic risk driver is IJR.US, accounting for 40.6% of variance. Idiosyncratic stock-specific factors contribute 27.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-018425.138439034585
2016-05-018993.469856859261
2016-06-019175.686971058405
2016-07-0110169.209069062794
2016-08-0110464.214815588757
2016-09-0110824.26078779647
2016-10-0110911.03332985059
2016-11-0112299.341761571413
2016-12-0113232.10740779438
2017-01-0113275.467558248876
2017-02-0113492.37279281162
2017-03-0113796.102810573608
2017-04-0113752.690418973983
2017-05-0114013.008045136348
2017-06-0114013.008045136348
2017-07-0114598.683523142829
2017-08-0114099.780587190471
2017-09-0114815.58875770557
2017-10-0113427.332567129873
2017-11-0113232.10740779438
2017-12-0112624.699613415527
2018-01-0112559.65938773378
2018-02-0113015.149932086511
2018-03-0113015.829066973149
2018-04-0111467.871695747572
2018-05-0112078.361717688853
2018-06-0112775.258593668374
2018-07-0110605.840560025077
2018-08-0111328.962490857799
2018-09-0110318.827708703375
2018-10-019626.475812349807
2018-11-0110512.851321700971
2018-12-019407.324208546652
2019-01-0111290.565249190264
2019-02-0112169.992686239684
2019-03-0111726.674328701285
2019-04-0112075.122766691047
2019-05-019868.300073137603
2019-06-0111290.617490335388
2019-07-0112162.574443631805
2019-08-0111901.891129453557
2019-09-0113128.826663880473
2019-10-0115315.43203427019
2019-11-0115572.928638595758
2019-12-0115590.01149305193
2020-01-0113965.677567652283
2020-02-0112332.253683000732
2020-03-019150.297774527218
2020-04-019456.953296416257
2020-05-019699.561174380942
2020-06-019964.58050360464
2020-07-019392.539964476022
2020-08-019046.546860307179
2020-09-019368.561278863232
2020-10-019684.724689165187
2020-11-0111307.386897920804
2020-12-0112632.379061749036
2021-01-0111846.67223905548
2021-02-0113282.46787169575
2021-03-0114539.807752585939
2021-04-0114116.602235921013
2021-05-0114553.912861769932
2021-06-0113459.617594817679
2021-07-0112485.372479364747
2021-08-0112783.355971162888
2021-09-0112707.919757601087
2021-10-0111090.324939922682
2021-11-0111218.785915787275
2021-12-0112972.521157663778
2022-01-0111555.58457841396
2022-02-0112513.008045136352
2022-03-0112063.264026747467
2022-04-0111446.60954968133
2022-05-0112280.064779019956
2022-06-0110947.915578309476
2022-07-0112413.436422526383
2022-08-0113320.91735450841
2022-09-0112103.75091422004
2022-10-0113867.046285654584
2022-11-0114101.504544979625
2022-12-0113119.371016612684
2023-01-0113758.384703792708
2023-02-0111693.919130707343
2023-03-0111728.13708076481
2023-04-0110569.689687597955
2023-05-0111688.538292759376
2023-06-0112870.703165813395
2023-07-0113209.53923309999
2023-08-0112825.880263295372
2023-09-0112172.134573189845
2023-10-0112147.05882352941
2023-11-0112518.336641939191
2023-12-0113949.326089227876
2024-01-0113686.866576115348
2024-02-0115498.641730226727
2024-03-0115231.21930832724
2024-04-0115332.723853306867
2024-05-0121859.68028419183
2024-06-0120112.631908891446
2024-07-0124399.226831052136
2024-08-0121667.22390554801
2024-09-0122675.843694493786
2024-10-0122154.006895831157
2024-11-0124809.424302580715
2024-12-0123315.22306968969
2025-01-0121908.10782572354
2025-02-0120521.52335179187
2025-03-0119616.184306760006
2025-04-0116779.281161843068
2025-05-0118837.321074077943
2025-06-0120115.923101034376
2025-07-0119944.9378330373
2025-08-0121027.68780691673
2025-09-0120060.495246055794
2025-10-0122802.894159439973
2025-11-0123380.524501097065
2025-12-0122338.313655835336
2026-01-0127238.53306864487
2026-02-0130200.60599728346
2026-03-0129286.38595758019
2026-04-0133068.64486469543
Annual Return Matrix
YearAnnual Return
2017-0.045904085846602105
2018-0.2548476798172654
20190.6572206025267251
2020-0.1897132938369568
20210.026926210356107427
20220.011320070876288613
20230.06326180360051126
20240.671422900328817
2025-0.04190006721935924
20260.4803554724041159
Total Factor Risk
0.3366072451036829
VTI.US Exposure
-0.12567726808047272
VEA.US Exposure
-0.05401868157169907
VWO.US Exposure
0.021697873180647583
QQQ.US Exposure
0.16204436759049914
VTV.US Exposure
0.12508389303471779
IJR.US Exposure
0.4057771548979125
QUAL.US Exposure
-0.012137056403330593
SHV.US Exposure
0.10384213422637799
TLT.US Exposure
-0.0064688618749387155
LQD.US Exposure
0.02372434969894299
HYG.US Exposure
0.08310291126315297
GLD.US Exposure
0.003483132312161346
USO.US Exposure
-0.0007258752085806019
VNQ.US Exposure
-0.03184610245349617
BTC-USD.CC Exposure
-0.0064786967859889666
CPER.US Exposure
0.03479331874088995
VIX.INDX Exposure
-0.0001008618227376411
UUP.US Exposure
0.0036583828170656807
TIP.US Exposure
-0.0023432360802376814
Idiosyncratic Exposure
0.27258912251911427
Value Score
17.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
14.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
33.7%

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 →82.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.20%
Market Cap$2.0B
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
$89
Avg Yield on Cost
0.89%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$88.810.89%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 →
+10.1%
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 →
+37.3%
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 →
2.4% 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 →
0.98
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Benchmark Electronics Inc a high-risk investment?

Benchmark Electronics Inc (BHE.US) has an annualized volatility of 33.7% and experienced a maximum drawdown of 42.0% over the last 10 years. Its primary macro risk driver is IJR.US.

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

Over the past 10 years, BHE.US has generated a Compound Annual Growth Rate (CAGR) of 14.0%. 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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