BJs Wholesale Club Holdings Inc

10-Year Study

BJ.US · Consumer Defensive · US · Common Stock

Executive Summary: BJs Wholesale Club Holdings Inc has compounded at 19.0% annually over the last 10 years, with a maximum drawdown of 34.7% and an annualized volatility of 49.1%.

1Y CAGR
-20.0%
3Y CAGR
+14.2%
5Y CAGR
+15.8%
10Y CAGR
+19.0%

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 →
34.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.63
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.37
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
32.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +79.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -1.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
88%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20262.76.9-0.4-6.3————————2.5%
202510.92.212.73.0-3.7-4.8-1.8-7.8-4.5-5.41.10.90.8%
2024-3.513.53.6-1.317.9-0.30.1-9.13.22.713.7-7.234.0%
20239.5-0.95.90.4-18.00.65.21.65.9-4.6-5.23.20.8%
2022-8.22.37.5-4.8-10.17.78.610.0-2.36.3-2.8-12.1-1.2%
202112.8-4.511.6-0.40.36.26.411.9-3.16.413.21.279.6%
2020-9.8-6.132.23.336.83.57.510.9-6.4-7.87.1-9.163.9%
201918.7-3.88.23.5-11.95.7-10.811.5-1.53.2-11.2-4.12.6%
2018——————4.819.0-9.2-17.35.5-5.1-6.3%

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 49.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 72.2% of variance. Idiosyncratic stock-specific factors contribute 13.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2018-06-0110000
2018-07-0110482.029598308669
2018-08-0112473.57293868922
2018-09-0111323.467230443975
2018-10-019365.750528541226
2018-11-019877.37843551797
2018-12-019369.978858350953
2019-01-0111124.735729386892
2019-02-0110706.131078224102
2019-03-0111585.623678646934
2019-04-0111987.315010570825
2019-05-0110562.367864693448
2019-06-0111162.790697674418
2019-07-019961.945031712474
2019-08-0111103.59408033827
2019-09-0110938.689217758985
2019-10-0111289.640591966174
2019-11-0110021.141649048626
2019-12-019615.22198731501
2020-01-018676.532769556026
2020-02-018143.763213530657
2020-03-0110769.55602536998
2020-04-0111124.735729386892
2020-05-0115221.987315010572
2020-06-0115758.985200845667
2020-07-0116934.460887949263
2020-08-0118778.01268498943
2020-09-0117568.710359408033
2020-10-0116190.274841437633
2020-11-0117331.923890063426
2020-12-0115763.213530655394
2021-01-0117788.58350951374
2021-02-0116989.42917547569
2021-03-0118968.287526427062
2021-04-0118887.949260042285
2021-05-0118938.689217758987
2021-06-0120118.393234672305
2021-07-0121412.262156448203
2021-08-0123957.716701902747
2021-09-0123221.987315010574
2021-10-0124710.35940803383
2021-11-0127970.40169133193
2021-12-0128317.124735729387
2022-01-0125991.54334038055
2022-02-0126583.509513742076
2022-03-0128587.737843551797
2022-04-0127209.302325581393
2022-05-0124469.34460887949
2022-06-0126350.95137420719
2022-07-0128625.79281183933
2022-08-0131496.82875264271
2022-09-0130786.469344608882
2022-10-0132727.272727272735
2022-11-0131813.95348837209
2022-12-0127974.63002114165
2023-01-0130642.706131078223
2023-02-0130359.40803382664
2023-03-0132164.90486257928
2023-04-0132291.75475687104
2023-05-0126490.486257928118
2023-06-0126642.706131078223
2023-07-0128038.054968287528
2023-08-0128494.714587737846
2023-09-0130177.58985200846
2023-10-0128803.382663847784
2023-11-0127306.553911205076
2023-12-0128186.04651162791
2024-01-0127205.073995771672
2024-02-0130883.720930232565
2024-03-0131987.31501057083
2024-04-0131577.16701902749
2024-05-0137238.90063424947
2024-06-0137141.6490486258
2024-07-0137192.38900634249
2024-08-0133809.72515856237
2024-09-0134875.26427061311
2024-10-0135826.63847780127
2024-11-0140718.81606765328
2024-12-0137780.12684989429
2025-01-0141881.60676532769
2025-02-0142816.067653276965
2025-03-0148245.24312896406
2025-04-0149708.245243128964
2025-05-0147868.92177589852
2025-06-0145594.08033826639
2025-07-0144778.01268498944
2025-08-0141302.32558139536
2025-09-0139429.1754756871
2025-10-0137319.23890063426
2025-11-0137729.386892177594
2025-12-0138067.65327695561
2026-01-0139086.680761099364
2026-02-0141771.67019027485
2026-03-0141615.22198731501
2026-04-0139002.11416490486
Annual Return Matrix
YearAnnual Return
20190.026173285198555885
20200.639401934916447
20210.7964055793991416
2022-0.012094967896072895
20230.007557436517533267
20240.34038403840384035
20250.007610520425293865
20260.024547373097856262
Total Factor Risk
0.49100924775751453
VTI.US Exposure
0.03020790685023744
VEA.US Exposure
0.001020519072943532
VWO.US Exposure
-0.00003182022415990087
QQQ.US Exposure
0.009392995856784367
VTV.US Exposure
0.02137682472355934
IJR.US Exposure
0.0015761763124464297
QUAL.US Exposure
0.027207916489352973
SHV.US Exposure
0.7219971430913145
TLT.US Exposure
0.0013992299249774983
LQD.US Exposure
0.0008435488609604359
HYG.US Exposure
0.002373308488149567
GLD.US Exposure
0.0007323739676580712
USO.US Exposure
0.009843026530318015
VNQ.US Exposure
0.009430488900378583
BTC-USD.CC Exposure
0.00512454078742454
CPER.US Exposure
0.004751373834581882
VIX.INDX Exposure
0.004373811508818414
UUP.US Exposure
0.008785281995485138
TIP.US Exposure
0.0007444117880675988
Idiosyncratic Exposure
0.13885094124070158
Value Score
41
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
49.1%

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 →22.4x
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$12.8B
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 →
-5.2%
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 →
-4.6%
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 →
23.0% 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 →
0.33
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is BJs Wholesale Club Holdings Inc a high-risk investment?

BJs Wholesale Club Holdings Inc (BJ.US) has an annualized volatility of 49.1% and experienced a maximum drawdown of 34.7% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BJ.US has generated a Compound Annual Growth Rate (CAGR) of 19.0%. It has had a positive return in 88% 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.

Run a Full Backtest on BJs Wholesale Club Holdings Inc

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest