Blackline Inc

10-Year Study

BL.US · Technology · US · Common Stock

Executive Summary: Blackline Inc has compounded at 3.9% annually over the last 10 years, with a maximum drawdown of 75.5% and an annualized volatility of 57.4%.

1Y CAGR
-44.3%
3Y CAGR
-14.7%
5Y CAGR
-21.0%
10Y CAGR
+3.9%

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 →
75.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.18
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.32
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
37.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +158.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -40.8%
% 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.
2026-16.0-24.15.0-11.6————————-40.8%
20255.1-24.40.2-2.518.41.2-5.01.1-2.37.8-0.5-3.0-9.0%
2024-6.0-3.313.8-10.1-17.81.5-1.94.311.30.412.0-2.0-2.7%
20236.7-4.8-1.8-17.0-6.53.47.93.4-7.6-11.517.87.9-7.2%
2022-11.3-18.0-2.8-8.49.2-9.0-5.17.5-11.8-6.520.9-0.6-35.0%
2021-2.8-4.3-12.67.1-10.47.02.8-4.68.27.5-13.3-5.9-22.4%
202018.62.3-15.915.522.311.67.2-1.72.69.025.88.5158.7%
201916.210.0-11.510.30.64.1-16.714.2-6.1-2.215.1-4.225.9%
20181.332.4-10.95.60.54.3-1.723.67.0-17.9-7.6-4.524.8%
2017-1.65.04.310.52.75.98.5-20.410.54.13.2-10.618.7%
2016——————————18.42.621.5%

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 57.4%. The dominant macroeconomic risk driver is VTI.US, accounting for 56.6% of variance. Idiosyncratic stock-specific factors contribute 17.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-10-0110000
2016-11-0111841.758241758242
2016-12-0112145.054945054944
2017-01-0111947.252747252747
2017-02-0112540.659340659342
2017-03-0113081.31868131868
2017-04-0114448.351648351647
2017-05-0114839.56043956044
2017-06-0115709.89010989011
2017-07-0117041.75824175824
2017-08-0113569.23076923077
2017-09-0114997.802197802197
2017-10-0115613.186813186814
2017-11-0116118.68131868132
2017-12-0114417.582417582418
2018-01-0114606.593406593405
2018-02-0119340.659340659342
2018-03-0117235.164835164836
2018-04-0118197.802197802197
2018-05-0118294.505494505494
2018-06-0119090.10989010989
2018-07-0118769.230769230773
2018-08-0123191.20879120879
2018-09-0124821.978021978022
2018-10-0120386.813186813186
2018-11-0118843.95604395604
2018-12-0118000
2019-01-0120914.28571428571
2019-02-0123006.59340659341
2019-03-0120360.43956043956
2019-04-0122452.747252747253
2019-05-0122597.802197802193
2019-06-0123520.87912087912
2019-07-0119604.395604395606
2019-08-0122386.81318681319
2019-09-0121015.384615384617
2019-10-0120545.054945054944
2019-11-0123657.142857142855
2019-12-0122663.736263736264
2020-01-0126887.91208791209
2020-02-0127503.296703296703
2020-03-0123125.274725274725
2020-04-0126698.9010989011
2020-05-0132659.340659340658
2020-06-0136443.95604395604
2020-07-0139081.318681318684
2020-08-0138404.395604395606
2020-09-0139397.80219780219
2020-10-0142936.26373626374
2020-11-0154021.97802197802
2020-12-0158628.57142857143
2021-01-0156975.82417582418
2021-02-0154514.28571428571
2021-03-0147648.35164835165
2021-04-0151015.38461538462
2021-05-0145701.0989010989
2021-06-0148909.89010989011
2021-07-0150281.31868131868
2021-08-0147956.043956043955
2021-09-0151894.5054945055
2021-10-0155767.03296703297
2021-11-0148373.62637362637
2021-12-0145512.08791208792
2022-01-0140382.41758241758
2022-02-0133103.296703296706
2022-03-0132184.615384615387
2022-04-0129472.52747252747
2022-05-0132184.615384615387
2022-06-0129274.72527472527
2022-07-0127789.01098901099
2022-08-0129863.736263736264
2022-09-0126329.67032967033
2022-10-0124615.384615384617
2022-11-0129753.846153846152
2022-12-0129569.230769230766
2023-01-0131560.439560439558
2023-02-0130048.35164835165
2023-03-0129516.483516483517
2023-04-0124487.912087912086
2023-05-0122887.91208791209
2023-06-0123657.142857142855
2023-07-0125529.670329670327
2023-08-0126400
2023-09-0124382.417582417584
2023-10-0121582.41758241758
2023-11-0125428.571428571428
2023-12-0127446.153846153844
2024-01-0125793.40659340659
2024-02-0124936.263736263732
2024-03-0128386.813186813186
2024-04-0125516.483516483513
2024-05-0120975.824175824175
2024-06-0121296.703296703297
2024-07-0120887.91208791209
2024-08-0121780.219780219777
2024-09-0124237.36263736264
2024-10-0124338.461538461535
2024-11-0127257.142857142855
2024-12-0126707.69230769231
2025-01-0128065.934065934067
2025-02-0121230.76923076923
2025-03-0121283.516483516483
2025-04-0120760.439560439558
2025-05-0124584.615384615383
2025-06-0124887.91208791209
2025-07-0123639.560439560442
2025-08-0123898.901098901097
2025-09-0123340.659340659342
2025-10-0125164.835164835164
2025-11-0125050.549450549453
2025-12-0124303.296703296703
2026-01-0120426.373626373625
2026-02-0115494.505494505494
2026-03-0116263.736263736264
2026-04-0114378.021978021978
Annual Return Matrix
YearAnnual Return
20170.18711545421643128
20180.24847560975609784
20190.25909645909645906
20201.58688906128782
2021-0.22372169740590786
2022-0.35029940119760483
2023-0.0718002081165452
2024-0.026905829596412523
2025-0.09002633311389074
2026-0.40839211430638445
Total Factor Risk
0.574278491654254
VTI.US Exposure
0.5656342070108836
VEA.US Exposure
0.007970252981084698
VWO.US Exposure
0.016464696331208905
QQQ.US Exposure
-0.05101313697442101
VTV.US Exposure
0.0037182656376747
IJR.US Exposure
-0.0004090844081894848
QUAL.US Exposure
0.005300848868246066
SHV.US Exposure
0.10931966933718851
TLT.US Exposure
-0.00684626707301561
LQD.US Exposure
0.15263010658982107
HYG.US Exposure
-0.0005085620067452943
GLD.US Exposure
0.0030657676670283176
USO.US Exposure
0.006750923895541331
VNQ.US Exposure
0.0008916100810765501
BTC-USD.CC Exposure
0.00012826500703075187
CPER.US Exposure
0.0033242410013582355
VIX.INDX Exposure
-0.00409600982559029
UUP.US Exposure
0.008128564331565493
TIP.US Exposure
0.009288231989123893
Idiosyncratic Exposure
0.17025740955912982
Value Score
12.8
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
57.4%

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 →93.1x
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$2.2B
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 →
-11.0%
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 →
-34.4%
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 →
44.4% 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 →
0.88
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Blackline Inc a high-risk investment?

Blackline Inc (BL.US) has an annualized volatility of 57.4% and experienced a maximum drawdown of 75.5% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, BL.US has generated a Compound Annual Growth Rate (CAGR) of 3.9%. 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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