Brookdale Senior Living Inc

10-Year Study

BKD.US · Healthcare · US · Common Stock

Executive Summary: Brookdale Senior Living Inc has compounded at -2.4% annually over the last 10 years, with a maximum drawdown of 86.2% and an annualized volatility of 122.7%.

1Y CAGR
+132.8%
3Y CAGR
+62.1%
5Y CAGR
+16.2%
10Y CAGR
-2.4%

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 →
86.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.15
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.25
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
50.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +114.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -47.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202639.02.0-10.63.3————————31.0%
2025-8.023.19.84.8-0.86.911.4-0.610.09.420.1-3.1114.5%
2024-6.04.615.62.7-1.21.813.2-8.0-4.5-7.7-9.4-11.4-13.6%
20235.512.2-8.745.4-19.622.3-16.620.7-2.6-5.635.59.8113.2%
20222.530.12.5-12.3-7.8-20.46.2-8.7-3.04.7-29.5-13.3-47.1%
202111.517.84.08.13.117.2-4.8-2.9-13.73.2-9.8-11.916.5%
2020-9.4-0.3-52.515.71.4-19.4-6.1-0.7-7.615.744.24.5-39.1%
201921.6-17.1-2.7-6.10.016.78.05.0-7.3-3.0-2.91.88.5%
2018-2.1-31.32.87.98.715.55.53.4-0.9-9.2-4.3-21.6-30.9%
201720.5-3.8-6.7-3.35.87.1-3.5-14.6-12.6-5.46.6-9.3-21.9%
2016———16.2-2.8-13.919.6-6.81.4-17.3-19.46.8-21.8%

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 122.7%. The dominant macroeconomic risk driver is SHV.US, accounting for 64.8% of variance. Idiosyncratic stock-specific factors contribute 9.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111624.685138539044
2016-05-0111297.229219143577
2016-06-019722.921914357681
2016-07-0111630.982367758184
2016-08-0110837.531486146096
2016-09-0110988.66498740554
2016-10-019086.901763224181
2016-11-017323.67758186398
2016-12-017821.158690176322
2017-01-019426.952141057935
2017-02-019068.01007556675
2017-03-018457.178841309822
2017-04-018180.100755667507
2017-05-018652.392947103275
2017-06-019263.224181360201
2017-07-018942.065491183877
2017-08-017638.539042821159
2017-09-016675.06297229219
2017-10-016316.120906801008
2017-11-016731.738035264483
2017-12-016108.312342569268
2018-01-015982.367758186398
2018-02-014112.090680100756
2018-03-014225.44080604534
2018-04-014559.19395465995
2018-05-014955.919395465995
2018-06-015724.181360201511
2018-07-016039.04282115869
2018-08-016246.851385390429
2018-09-016190.176322418136
2018-10-015623.425692695214
2018-11-015384.130982367758
2018-12-014219.143576826196
2019-01-015132.241813602015
2019-02-014256.926952141058
2019-03-014143.576826196473
2019-04-013891.6876574307303
2019-05-013891.6876574307303
2019-06-014540.302267002518
2019-07-014905.5415617128465
2019-08-015151.133501259445
2019-09-014773.2997481108305
2019-10-014628.4634760705285
2019-11-014496.221662468513
2019-12-014578.08564231738
2020-01-014149.874055415617
2020-02-014137.279596977331
2020-03-011964.735516372796
2020-04-012273.299748110831
2020-05-012304.785894206549
2020-06-011857.6826196473553
2020-07-011744.3324937027708
2020-08-011731.7380352644834
2020-09-011599.4962216624683
2020-10-011851.3853904282116
2020-11-012670.0251889168762
2020-12-012789.672544080604
2021-01-013110.831234256927
2021-02-013664.9874055415617
2021-03-013809.823677581864
2021-04-014118.387909319898
2021-05-014244.33249370277
2021-06-014974.811083123425
2021-07-014735.516372795969
2021-08-014596.97732997481
2021-09-013967.2544080604534
2021-10-014093.1989924433246
2021-11-013690.176322418136
2021-12-013249.3702770780856
2022-01-013331.234256926952
2022-02-014332.49370277078
2022-03-014439.5465994962215
2022-04-013891.6876574307303
2022-05-013589.4206549118385
2022-06-012858.942065491184
2022-07-013035.2644836272043
2022-08-012770.780856423174
2022-09-012688.916876574307
2022-10-012814.8614609571787
2022-11-011983.6272040302267
2022-12-011719.1435768261965
2023-01-011813.60201511335
2023-02-012034.0050377833752
2023-03-011857.6826196473553
2023-04-012701.511335012594
2023-05-012172.544080604534
2023-06-012657.4307304785893
2023-07-012216.624685138539
2023-08-012676.32241813602
2023-09-012607.0528967254404
2023-10-012462.2166246851384
2023-11-013337.531486146095
2023-12-013664.9874055415617
2024-01-013444.584382871536
2024-02-013602.0151133501254
2024-03-014162.468513853904
2024-04-014275.818639798489
2024-05-014225.44080604534
2024-06-014301.007556675063
2024-07-014867.758186397985
2024-08-014477.329974811083
2024-09-014275.818639798489
2024-10-013948.3627204030217
2024-11-013576.8261964735516
2024-12-013167.506297229219
2025-01-012915.6171284634756
2025-02-013589.4206549118385
2025-03-013942.0654911838787
2025-04-014130.982367758186
2025-05-014099.496221662468
2025-06-014382.871536523929
2025-07-014880.352644836272
2025-08-014848.866498740554
2025-09-015333.75314861461
2025-10-015837.531486146095
2025-11-017008.816120906801
2025-12-016794.710327455919
2026-01-019445.843828715364
2026-02-019634.760705289673
2026-03-018614.609571788413
2026-04-018897.984886649874
Annual Return Matrix
YearAnnual Return
2017-0.21900161030595822
2018-0.3092783505154638
20190.08507462686567147
2020-0.390646492434663
20210.16478555304740428
2022-0.4709302325581396
20231.1318681318681318
2024-0.13573883161512024
20251.145129224652087
20260.3095458758109362
Total Factor Risk
1.2267825422566128
VTI.US Exposure
0.03151155036365385
VEA.US Exposure
0.021522737740605157
VWO.US Exposure
-0.002355668242991898
QQQ.US Exposure
0.0007358931437235722
VTV.US Exposure
0.0012973646775473243
IJR.US Exposure
0.0006647399471082013
QUAL.US Exposure
0.01600351443080373
SHV.US Exposure
0.6477747522555491
TLT.US Exposure
0.014817151007109414
LQD.US Exposure
0.11979195082275602
HYG.US Exposure
0.04590069699438086
GLD.US Exposure
0.0019161746961484506
USO.US Exposure
0.003244438701187559
VNQ.US Exposure
0.0054415589478683905
BTC-USD.CC Exposure
-0.0008315535143427635
CPER.US Exposure
0.000767189901781918
VIX.INDX Exposure
0.00027084196685149065
UUP.US Exposure
0.0004357666543896611
TIP.US Exposure
0.0007825110421865226
Idiosyncratic Exposure
0.09030838846368337
Value Score
50
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
122.7%

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 →N/A
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$3.3B
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 →
-3.7%
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 →
+33.0%
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 →
15.7% 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 →
0.73
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Brookdale Senior Living Inc a high-risk investment?

Brookdale Senior Living Inc (BKD.US) has an annualized volatility of 122.7% and experienced a maximum drawdown of 86.2% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BKD.US has generated a Compound Annual Growth Rate (CAGR) of -2.4%. It has had a positive return in 50% 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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