Blue Bird Corp

10-Year Study

BLBD.US · Industrials · US · Common Stock

Executive Summary: Blue Bird Corp has compounded at 18.5% annually over the last 10 years, with a maximum drawdown of 69.0% and an annualized volatility of 133.6%.

1Y CAGR
+58.8%
3Y CAGR
+33.7%
5Y CAGR
+18.0%
10Y CAGR
+18.5%

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 →
69.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.56
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.06
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
53.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +151.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -31.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20267.015.8-2.54.1————————25.8%
2025-7.8-1.3-7.97.711.011.53.830.4-1.4-13.24.5-10.021.7%
20248.016.213.3-14.073.0-5.5-3.2-1.8-6.3-12.2-3.5-5.043.3%
202335.440.10.6-8.535.6-11.4-6.94.3-2.3-14.74.841.3151.7%
2022-0.837.4-11.7-14.8-23.8-24.621.26.4-29.79.828.8-9.3-31.5%
202112.318.63.07.6-2.9-5.00.6-13.4-3.6-6.03.2-22.7-14.3%
2020-13.9-9.4-38.912.317.04.5-16.4-9.26.9-5.142.211.3-20.3%
20199.2-6.4-9.02.28.74.65.2-12.04.42.74.112.626.0%
20186.39.72.20.2-21.119.20.91.86.8-24.02.8-4.9-8.6%
20179.10.90.98.5-1.9-6.84.42.513.20.2-5.62.128.8%
2016———-0.41.38.718.42.80.81.010.5-5.242.4%

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 133.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 74.8% of variance. Idiosyncratic stock-specific factors contribute 6.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019963.133640552996
2016-05-0110092.165898617512
2016-06-0110967.741935483873
2016-07-0112986.175115207374
2016-08-0113354.838709677419
2016-09-0113465.437788018433
2016-10-0113594.47004608295
2016-11-0115023.04147465438
2016-12-0114239.63133640553
2017-01-0115529.953917050694
2017-02-0115668.202764976959
2017-03-0115806.451612903225
2017-04-0117142.857142857145
2017-05-0116820.276497695853
2017-06-0115668.202764976959
2017-07-0116359.447004608297
2017-08-0116774.1935483871
2017-09-0118986.175115207374
2017-10-0119032.25806451613
2017-11-0117972.350230414748
2017-12-0118341.01382488479
2018-01-0119493.087557603685
2018-02-0121382.488479262673
2018-03-0121843.317972350233
2018-04-0121889.400921658987
2018-05-0117281.10599078341
2018-06-0120599.078341013825
2018-07-0120783.410138248848
2018-08-0121152.07373271889
2018-09-0122580.645161290326
2018-10-0117152.073732718894
2018-11-0117631.336405529953
2018-12-0116764.97695852535
2019-01-0118313.364055299542
2019-02-0117142.857142857145
2019-03-0115603.6866359447
2019-04-0115953.917050691245
2019-05-0117345.622119815667
2019-06-0118147.465437788018
2019-07-0119096.774193548386
2019-08-0116811.0599078341
2019-09-0117543.77880184332
2019-10-0118009.216589861753
2019-11-0118755.760368663596
2019-12-0121124.423963133646
2020-01-0118184.331797235023
2020-02-0116479.26267281106
2020-03-0110073.732718894009
2020-04-0111308.755760368664
2020-05-0113225.806451612903
2020-06-0113815.668202764977
2020-07-0111548.387096774193
2020-08-0110488.479262672812
2020-09-0111207.3732718894
2020-10-0110635.944700460828
2020-11-0115124.423963133642
2020-12-0116829.493087557606
2021-01-0118894.00921658986
2021-02-0122405.529953917052
2021-03-0123069.124423963134
2021-04-0124829.493087557606
2021-05-0124110.599078341016
2021-06-0122912.442396313363
2021-07-0123041.474654377882
2021-08-0119953.917050691245
2021-09-0119225.806451612905
2021-10-0118073.732718894007
2021-11-0118654.377880184333
2021-12-0114414.746543778803
2022-01-0114294.930875576038
2022-02-0119640.552995391703
2022-03-0117345.622119815667
2022-04-0114774.193548387098
2022-05-0111253.456221198157
2022-06-018488.479262672812
2022-07-0110285.714285714286
2022-08-0110940.092165898615
2022-09-017695.852534562212
2022-10-018451.612903225807
2022-11-0110884.792626728111
2022-12-019870.967741935485
2023-01-0113364.05529953917
2023-02-0118718.89400921659
2023-03-0118829.493087557606
2023-04-0117235.023041474655
2023-05-0123373.271889400923
2023-06-0120718.89400921659
2023-07-0119299.539170506912
2023-08-0120138.24884792627
2023-09-0119677.419354838712
2023-10-0116783.410138248848
2023-11-0117585.2534562212
2023-12-0124847.92626728111
2024-01-0126847.926267281106
2024-02-0131188.940092165903
2024-03-0135336.405529953925
2024-04-0130373.27188940092
2024-05-0152543.77880184331
2024-06-0149631.33640552995
2024-07-0148036.866359447005
2024-08-0147170.5069124424
2024-09-0144202.764976958526
2024-10-0138811.059907834104
2024-11-0137465.43778801843
2024-12-0135603.6866359447
2025-01-0132829.4930875576
2025-02-0132387.09677419355
2025-03-0129834.101382488476
2025-04-0132138.248847926265
2025-05-0135668.20276497696
2025-06-0139778.801843317975
2025-07-0141281.10599078341
2025-08-0153815.66820276498
2025-09-0153041.47465437788
2025-10-0146046.08294930876
2025-11-0148129.032258064515
2025-12-0143317.97235023042
2026-01-0146368.66359447005
2026-02-0153705.06912442397
2026-03-0152341.01382488479
2026-04-0154497.69585253456
Annual Return Matrix
YearAnnual Return
20170.28802588996763756
2018-0.08592964824120586
20190.2600329851566796
2020-0.20331588132635248
2021-0.14348302300109528
2022-0.3152173913043478
20231.5172735760971054
20240.43286350148367947
20250.21667098110276983
20260.25808510638297877
Total Factor Risk
1.3364031479632261
VTI.US Exposure
0.0586507818566449
VEA.US Exposure
0.04849263730312196
VWO.US Exposure
-0.011420330059303947
QQQ.US Exposure
-0.005920594000946609
VTV.US Exposure
0.0020491380555997477
IJR.US Exposure
0.05809797068745561
QUAL.US Exposure
-0.0026409001107845086
SHV.US Exposure
0.7476400016939109
TLT.US Exposure
0.02927796360524185
LQD.US Exposure
-0.0023143507606368198
HYG.US Exposure
0.014065151970420046
GLD.US Exposure
-0.003800811906221242
USO.US Exposure
-0.0008598548953724112
VNQ.US Exposure
-0.0016989300566274648
BTC-USD.CC Exposure
-0.002248794439004923
CPER.US Exposure
0.009222528837312815
VIX.INDX Exposure
-0.0046310931175604685
UUP.US Exposure
0.005628182624408921
TIP.US Exposure
0.0013671604561044414
Idiosyncratic Exposure
0.06104414225623719
Value Score
44.1
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
133.6%

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 →14.8x
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$2.0B
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 →
+2.6%
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 →
+11.1%
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 →
8.9% 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 →
1.40
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Blue Bird Corp a high-risk investment?

Blue Bird Corp (BLBD.US) has an annualized volatility of 133.6% and experienced a maximum drawdown of 69.0% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BLBD.US has generated a Compound Annual Growth Rate (CAGR) of 18.5%. It has had a positive return in 60% 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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