BJs Restaurants Inc

10-Year Study

BJRI.US · Consumer Cyclical · US · Common Stock

Executive Summary: BJs Restaurants Inc has compounded at -1.6% annually over the last 10 years, with a maximum drawdown of 81.3% and an annualized volatility of 54.3%.

1Y CAGR
-17.7%
3Y CAGR
+8.0%
5Y CAGR
-7.7%
10Y CAGR
-1.6%

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 →
81.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.16
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.26
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
49.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · +40.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · -24.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
40%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20266.1-9.2-7.66.3————————-5.3%
20253.05.4-10.1-2.834.0-0.0-20.6-5.3-9.011.212.92.712.1%
2024-3.91.23.3-9.97.5-1.0-9.0-3.06.313.93.6-8.6-2.4%
202319.71.4-8.911.7-8.56.818.4-21.9-20.29.616.420.336.5%
2022-12.96.6-11.8-1.8-5.5-17.58.36.9-4.937.7-2.3-17.8-23.6%
202121.418.84.65.0-9.4-11.1-17.45.4-2.3-20.2-10.415.7-10.2%
20204.8-17.2-57.757.4-0.6-3.6-4.257.1-6.6-4.217.116.51.8%
2019-1.5-4.0-0.95.6-15.94.9-9.6-7.96.61.94.3-7.8-24.1%
20183.715.23.524.40.57.15.419.9-4.6-15.3-11.0-6.940.0%
2017-9.52.311.111.6-0.7-16.9-5.2-14.71.24.113.21.8-7.0%
2016———7.30.4-2.2-11.42.3-10.51.52.85.9-5.5%

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 54.3%. The dominant macroeconomic risk driver is VTI.US, accounting for 37.8% of variance. Idiosyncratic stock-specific factors contribute 22.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110728.909392530182
2016-05-0110777.020428648071
2016-06-0110543.65965274018
2016-07-019343.281884686798
2016-08-019554.985277429596
2016-09-018551.847923635474
2016-10-018684.165634479741
2016-11-018924.720815069188
2016-12-019453.942212365971
2017-01-018551.847923635474
2017-02-018744.292068107032
2017-03-019718.552911014362
2017-04-0110849.186982824905
2017-05-0110777.020428648071
2017-06-018960.791730637535
2017-07-018491.696766968042
2017-08-017240.809827902919
2017-09-017324.991779589152
2017-10-017625.6981168460325
2017-11-018630.936929052292
2017-12-018787.854064838646
2018-01-019113.777903041182
2018-02-0110501.976607059418
2018-03-0110867.012294767865
2018-04-0113517.223305915482
2018-05-0113580.41539652048
2018-06-0114550.448599563393
2018-07-0115338.594396275723
2018-08-0118389.466995977564
2018-09-0117539.21692242652
2018-10-0114862.181412723961
2018-11-0113219.978194278594
2018-12-0112307.327167407122
2019-01-0112127.244543006966
2019-02-0111642.920186609508
2019-03-0111535.67163847004
2019-04-0112177.358145376422
2019-05-0110245.302004296866
2019-06-0110746.685258392854
2019-07-019709.677339603099
2019-08-018940.296330359151
2019-09-019529.100254400084
2019-10-019713.113842182947
2019-11-0110128.905931304562
2019-12-019343.702176369225
2020-01-019791.683663756765
2020-02-018110.516934046347
2020-03-013434.0302758349594
2020-04-015404.456575216141
2020-05-015369.844319016222
2020-06-015177.004605902379
2020-07-014959.441852645737
2020-08-017792.702253010648
2020-09-017278.463018040403
2020-10-016974.36962428396
2020-11-018166.020159166934
2020-12-019515.898150963829
2021-01-0111555.548962744853
2021-02-0113728.704191296996
2021-03-0114359.141714938403
2021-04-0115078.582183093891
2021-05-0113666.896590939996
2021-06-0112148.901926172057
2021-07-0110032.609689948353
2021-08-0110571.5719650614
2021-09-0110324.341563633398
2021-10-018237.716975581054
2021-11-017382.299786640164
2021-12-018541.810369337498
2022-01-017439.1627789686045
2022-02-017928.678973796051
2022-03-016996.62036041248
2022-04-016870.532855684199
2022-05-016494.742645513634
2022-06-015359.955102959101
2022-07-015802.497521515226
2022-08-016200.538467814311
2022-09-015896.445074057868
2022-10-018121.518686909893
2022-11-017931.15127781033
2022-12-016521.937989670714
2023-01-017805.063773082049
2023-02-017911.37284569609
2023-03-017204.293897612002
2023-04-018044.877262467212
2023-05-017362.521354525924
2023-06-017861.92676541049
2023-07-019310.696917778585
2023-08-017271.046105997563
2023-09-015800.0252175009455
2023-10-016358.765924728233
2023-11-017399.605914740124
2023-12-018902.76675542238
2024-01-018556.644193423177
2024-02-018658.008658008659
2024-03-018944.795923665142
2024-04-018057.238782538613
2024-05-018662.953266037219
2024-06-018578.894929551698
2024-07-017807.536077096329
2024-08-017572.667195739727
2024-09-018049.821870495773
2024-10-019169.775588964625
2024-11-019503.536630892428
2024-12-018686.440154172878
2025-01-018947.268227679422
2025-02-019426.895206449748
2025-03-018470.113552923376
2025-04-018230.300063538214
2025-05-0111028.948207703206
2025-06-0111026.475903688926
2025-07-018759.37312259414
2025-08-018297.052271923774
2025-09-017547.944155596926
2025-10-018395.944432494976
2025-11-019481.285894763909
2025-12-019740.87781626331
2026-01-0110339.175387719077
2026-02-019392.282950249828
2026-03-018677.7870901229
2026-04-019221.693973264504
Annual Return Matrix
YearAnnual Return
2017-0.07045612640365706
20180.40049289355524786
2019-0.2408016745411885
20200.01842909495018996
2021-0.10236425045466369
2022-0.23646888567293778
20230.3650492797573919
2024-0.024298805887253527
20250.12138892841895554
2026-0.053299492385786795
Total Factor Risk
0.5425383402054424
VTI.US Exposure
0.37823583727143806
VEA.US Exposure
0.1430863058322474
VWO.US Exposure
-0.023926302366330175
QQQ.US Exposure
0.04656275706748905
VTV.US Exposure
-0.019289279618490418
IJR.US Exposure
0.012619354971977833
QUAL.US Exposure
-0.06641128930949333
SHV.US Exposure
0.24430066818849103
TLT.US Exposure
0.00208638371676667
LQD.US Exposure
0.02480095416735854
HYG.US Exposure
0.02695755025137273
GLD.US Exposure
-0.0037629542726329715
USO.US Exposure
0.0075077790395769685
VNQ.US Exposure
0.013054743318095847
BTC-USD.CC Exposure
-0.00568397589604845
CPER.US Exposure
0.02671601386136978
VIX.INDX Exposure
-0.031159807629601962
UUP.US Exposure
-0.005800438136262104
TIP.US Exposure
0.004415374829213929
Idiosyncratic Exposure
0.22569032471346143
Value Score
43.4
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
54.3%

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 →16.6x
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$759.7M
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
$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 →
-1.8%
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 →
+0.7%
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 →
20.3% 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 →
1.32
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is BJs Restaurants Inc a high-risk investment?

BJs Restaurants Inc (BJRI.US) has an annualized volatility of 54.3% and experienced a maximum drawdown of 81.3% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, BJRI.US has generated a Compound Annual Growth Rate (CAGR) of -1.6%. It has had a positive return in 40% 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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