Burke & Herbert Financial Services Corp. Common Stock

10-Year Study

BHRB.US · Financial Services · US · Common Stock

Executive Summary: Burke & Herbert Financial Services Corp. Common Stock has compounded at 6.8% annually over the last 10 years, with a maximum drawdown of 43.5% and an annualized volatility of 30.8%.

1Y CAGR
+19.2%
3Y CAGR
-3.4%
5Y CAGR
+9.1%
10Y CAGR
+6.8%

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 →
43.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.21
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.35
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
23.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +35.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · -21.5%
% 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.
20265.1-0.8-3.34.5————————5.4%
20253.1-2.2-10.0-0.42.84.9-2.910.6-2.9-4.611.8-4.53.6%
2024-7.2-5.42.5-6.5-3.31.832.8-1.3-7.93.910.3-10.02.9%
20230.512.0-7.08.80.7-19.7-15.9-7.5-6.1-3.77.632.3-7.8%
20220.02.10.2-1.8-5.9-0.70.08.55.74.619.4-0.933.4%
20215.22.96.85.1-0.71.7-0.38.6-1.10.23.0-1.134.0%
2020-1.6-1.8-9.4-3.3-2.4-4.5-4.2-3.52.14.13.00.1-20.2%
20190.40.7-1.0-3.5-3.6-1.1-9.6-5.00.20.2-2.91.7-21.5%
20185.7-0.1-0.11.32.50.50.30.50.20.43.20.115.1%
20175.5-0.10.00.70.51.31.23.43.21.82.611.035.1%
2016———-1.31.4-1.00.70.10.8-0.75.60.56.2%

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 30.8%. The dominant macroeconomic risk driver is IJR.US, accounting for 34.3% of variance. Idiosyncratic stock-specific factors contribute 52.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019871.79487179487
2016-05-0110013.630074479674
2016-06-019915.305131148989
2016-07-019982.572345373721
2016-08-019995.819717978156
2016-09-0110074.15584797904
2016-10-0110001.059789808356
2016-11-0110562.92501987106
2016-12-0110615.737878654068
2017-01-0111196.708763872943
2017-02-0111186.964585357238
2017-03-0111186.964585357238
2017-04-0111266.890400070653
2017-05-0111320.615855633076
2017-06-0111471.047131207866
2017-07-0111605.37548941682
2017-08-0111997.880420383291
2017-09-0112377.049662927964
2017-10-0112593.71780152492
2017-11-0112925.903029232535
2017-12-0114346.933969207219
2018-01-0115161.294121110423
2018-02-0115143.83702787836
2018-03-0115132.826989313786
2018-04-0115325.443786982247
2018-05-0115706.85036356678
2018-06-0115784.421089817184
2018-07-0115828.755630133357
2018-08-0115901.351232005652
2018-09-0115929.259030292327
2018-10-0115990.638523359536
2018-11-0116501.633842621213
2018-12-0116517.648444169685
2019-01-0116585.12172863493
2019-02-0116693.04365745238
2019-03-0116528.893991580557
2019-04-0115957.166828578998
2019-05-0115388.736789425651
2019-06-0115223.380140716536
2019-07-0113769.466278077069
2019-08-0113080.279077982867
2019-09-0113109.04059583738
2019-10-0113137.772675086106
2019-11-0112761.017398216021
2019-12-0112971.856692867026
2020-01-0112761.017398216021
2020-02-0112526.862727781212
2020-03-0111350.26053166122
2020-04-0110975.624834407843
2020-05-0110710.942329771262
2020-06-0110225.705790573758
2020-07-019797.344637757955
2020-08-019450.99944066649
2020-09-019648.915187376726
2020-10-0110039.830433630663
2020-11-0110345.81530218729
2020-12-0110351.879654979539
2021-01-0110885.572139303484
2021-02-0111196.591009449792
2021-03-0111956.931319732697
2021-04-0112570.108039683239
2021-05-0112483.41134563867
2021-06-0112700.138361447202
2021-07-0112662.986840943211
2021-08-0113750.684447584563
2021-09-0113600.69475109659
2021-10-0113625.688127410285
2021-11-0114032.79460684742
2021-12-0113875.121434248871
2022-01-0113875.121434248871
2022-02-0114169.919632606201
2022-03-0114201.742765462628
2022-04-0113947.010509582267
2022-05-0113122.34684565339
2022-06-0113025.84709588154
2022-07-0113025.84709588154
2022-08-0114138.449763019224
2022-09-0114951.014159969385
2022-10-0115633.548235155584
2022-11-0118670.43480820748
2022-12-0118502.92914127587
2023-01-0118594.512643881186
2023-02-0120826.34166445877
2023-03-0119376.402013600637
2023-04-0121089.964379286997
2023-05-0121236.303688657306
2023-06-0117042.156083487887
2023-07-0114331.861403043951
2023-08-0113261.709205452027
2023-09-0112456.151196679326
2023-10-0111991.021225234772
2023-11-0112901.73393388089
2023-12-0117063.0574935971
2024-01-0115842.326827401454
2024-02-0114982.101327681119
2024-03-0115351.997409402691
2024-04-0114351.90909358533
2024-05-0113875.710206364627
2024-06-0114119.432423680413
2024-07-0118750.21342989196
2024-08-0118506.461773970383
2024-09-0117039.683240601724
2024-10-0117696.223026877447
2024-11-0119510.37710854014
2024-12-0117561.600282610616
2025-01-0118110.748034973065
2025-02-0117712.767523330094
2025-03-0115937.531278518649
2025-04-0115880.714769348522
2025-05-0116324.207365539167
2025-06-0117130.089198975536
2025-07-0116631.075392269424
2025-08-0118396.184756689923
2025-09-0117854.955989284346
2025-10-0117035.85622184933
2025-11-0119051.54699873414
2025-12-0118195.913921516676
2026-01-0119121.6108805087
2026-02-0118970.237569548706
2026-03-0118337.30754511466
2026-04-0119170.42008890459
Annual Return Matrix
YearAnnual Return
20170.35147779016433445
20180.15130162860033125
2019-0.21466686152617764
2020-0.20197394250648504
20210.3403480234214815
20220.33353277151174154
2023-0.07781857870637021
20240.02921767035014633
20250.0361193529461068
20260.05355631883021594
Total Factor Risk
0.3079525722171537
VTI.US Exposure
-0.004956578707416469
VEA.US Exposure
0.07298023696307057
VWO.US Exposure
-0.024939408310536076
QQQ.US Exposure
-0.017553900545655223
VTV.US Exposure
0.002608670231359911
IJR.US Exposure
0.34345578658813586
QUAL.US Exposure
-0.030419758561680804
SHV.US Exposure
0.06118026894187368
TLT.US Exposure
0.04808358072973684
LQD.US Exposure
0.006926833272836284
HYG.US Exposure
0.002570044249357824
GLD.US Exposure
-0.001968038039768581
USO.US Exposure
0.012242303100434554
VNQ.US Exposure
-0.01577615310389901
BTC-USD.CC Exposure
-0.0018841606754587672
CPER.US Exposure
0.006665825559694678
VIX.INDX Exposure
-0.004077918184299084
UUP.US Exposure
-0.0021430210710629534
TIP.US Exposure
0.01834321218834763
Idiosyncratic Exposure
0.5286621753749291
Value Score
46.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
42.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
30.8%

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 →8.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.52%
Market Cap$946.7M
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
$162
Avg Yield on Cost
1.62%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$161.911.62%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 →
+0.7%
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 →
+4.4%
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 →
0.27
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Burke & Herbert Financial Services Corp. Common Stock a high-risk investment?

Burke & Herbert Financial Services Corp. Common Stock (BHRB.US) has an annualized volatility of 30.8% and experienced a maximum drawdown of 43.5% over the last 10 years. Its primary macro risk driver is IJR.US.

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

Over the past 10 years, BHRB.US has generated a Compound Annual Growth Rate (CAGR) of 6.8%. 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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