Brighthouse Financial Inc

10-Year Study

BHF.US · Financial Services · US · Common Stock

Executive Summary: Brighthouse Financial Inc has compounded at -0.7% annually over the last 10 years, with a maximum drawdown of 63.4% and an annualized volatility of 45.0%.

1Y CAGR
+4.5%
3Y CAGR
+16.1%
5Y CAGR
+5.2%
10Y CAGR
-0.7%

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 →
63.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.05
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.08
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
36.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +43.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -48.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
44%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-1.1-6.4-0.24.0————————-3.8%
202528.5-3.9-2.20.42.7-10.1-11.0-1.212.37.514.9-1.234.9%
2024-2.2-10.110.7-6.4-7.8-2.615.1-8.0-1.95.010.5-8.1-9.2%
20239.82.8-23.70.2-8.917.610.1-4.7-1.4-7.414.91.73.2%
20225.1-4.0-1.1-0.6-4.4-16.55.99.5-8.731.4-2.3-8.0-1.0%
2021-2.312.810.95.74.0-6.4-5.413.7-7.611.1-3.26.643.1%
2020-0.8-7.9-32.66.415.6-6.41.97.1-11.423.06.03.1-7.7%
201922.53.7-6.315.2-15.13.46.8-10.014.8-6.79.0-4.728.7%
20189.6-15.5-5.3-1.2-7.2-14.98.4-4.46.6-10.41.6-24.3-48.0%
2017———————-13.56.52.3-5.5-0.3-11.2%

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 45.0%. The dominant macroeconomic risk driver is VTI.US, accounting for 32.6% of variance. Idiosyncratic stock-specific factors contribute 26.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2017-07-0110000
2017-08-018646.969696969698
2017-09-019212.121212121212
2017-10-019421.212121212122
2017-11-018907.575757575758
2017-12-018884.848484848486
2018-01-019736.363636363638
2018-02-018222.727272727272
2018-03-017787.878787878788
2018-04-017693.939393939394
2018-05-017137.878787878787
2018-06-016071.212121212122
2018-07-016580.303030303031
2018-08-016289.393939393939
2018-09-016703.030303030303
2018-10-016004.545454545455
2018-11-016100
2018-12-014618.181818181819
2019-01-015657.575757575758
2019-02-015866.666666666667
2019-03-015498.484848484848
2019-04-016331.818181818182
2019-05-015377.272727272727
2019-06-015559.090909090909
2019-07-015934.848484848485
2019-08-015342.424242424242
2019-09-016131.818181818182
2019-10-015721.212121212121
2019-11-016236.363636363635
2019-12-015943.939393939394
2020-01-015893.939393939394
2020-02-015430.303030303031
2020-03-013662.121212121212
2020-04-013895.454545454546
2020-05-014501.515151515152
2020-06-014215.151515151515
2020-07-014293.939393939394
2020-08-014600
2020-09-014077.272727272727
2020-10-015015.151515151516
2020-11-015318.181818181819
2020-12-015485.606060606061
2021-01-015357.575757575758
2021-02-016043.939393939394
2021-03-016704.545454545454
2021-04-017089.39393939394
2021-05-017372.727272727272
2021-06-016899.999999999999
2021-07-016524.242424242425
2021-08-017418.181818181818
2021-09-016853.030303030303
2021-10-017610.60606060606
2021-11-017365.151515151515
2021-12-017848.484848484848
2022-01-018250
2022-02-017918.181818181817
2022-03-017827.272727272727
2022-04-017781.818181818182
2022-05-017442.424242424241
2022-06-016215.151515151516
2022-07-016578.78787878788
2022-08-017204.545454545455
2022-09-016578.78787878788
2022-10-018646.969696969698
2022-11-018445.454545454546
2022-12-017768.181818181819
2023-01-018525.757575757576
2023-02-018762.121212121212
2023-03-016683.333333333333
2023-04-016696.969696969698
2023-05-016100
2023-06-017174.242424242424
2023-07-017898.484848484849
2023-08-017524.242424242423
2023-09-017415.151515151515
2023-10-016863.636363636363
2023-11-017883.333333333333
2023-12-018018.181818181819
2024-01-017843.939393939394
2024-02-017053.030303030302
2024-03-017809.090909090909
2024-04-017310.606060606061
2024-05-016743.939393939393
2024-06-016566.666666666667
2024-07-017556.060606060606
2024-08-016954.545454545454
2024-09-016822.727272727273
2024-10-017166.666666666667
2024-11-017919.69696969697
2024-12-017278.787878787879
2025-01-019350
2025-02-018986.363636363636
2025-03-018786.363636363636
2025-04-018821.21212121212
2025-05-019062.121212121212
2025-06-018146.969696969697
2025-07-017250
2025-08-017160.606060606061
2025-09-018042.424242424242
2025-10-018646.969696969698
2025-11-019931.818181818182
2025-12-019816.666666666668
2026-01-019706.060606060608
2026-02-019087.878787878786
2026-03-019072.727272727274
2026-04-019439.393939393938
Annual Return Matrix
YearAnnual Return
2018-0.48021828103683495
20190.2870734908136481
2020-0.07710935508539385
20210.4307416102748238
2022-0.010231660231660111
20230.03218256290228205
2024-0.09221466364323516
20250.34866777685262296
2026-0.038431856768019856
Total Factor Risk
0.4503497264552137
VTI.US Exposure
0.32630870789402183
VEA.US Exposure
0.08076530692590693
VWO.US Exposure
-0.004349319838678286
QQQ.US Exposure
0.04671556920360228
VTV.US Exposure
0.2094177232875436
IJR.US Exposure
-0.02950291224026472
QUAL.US Exposure
-0.0578139958583442
SHV.US Exposure
0.0002387739805807912
TLT.US Exposure
-0.004637840162964829
LQD.US Exposure
0.09769475278125818
HYG.US Exposure
0.08356535169953291
GLD.US Exposure
-0.0005063519557560502
USO.US Exposure
-0.0009136563632566289
VNQ.US Exposure
0.00571659874258904
BTC-USD.CC Exposure
0.0009234297563150523
CPER.US Exposure
-0.0010953712337913068
VIX.INDX Exposure
-0.024951229707624086
UUP.US Exposure
-0.0007711023383600141
TIP.US Exposure
0.009681100483329142
Idiosyncratic Exposure
0.2635144649443605
Value Score
45.8
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
45.0%

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 →10.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$3.4B
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 →
+1.7%
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 →
+9.7%
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 →
5.6% 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 →
0.92
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Brighthouse Financial Inc a high-risk investment?

Brighthouse Financial Inc (BHF.US) has an annualized volatility of 45.0% and experienced a maximum drawdown of 63.4% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, BHF.US has generated a Compound Annual Growth Rate (CAGR) of -0.7%. It has had a positive return in 44% 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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