Blackboxstocks Inc

10-Year Study

BLBX.US · Technology · US · Common Stock

Executive Summary: Blackboxstocks Inc has compounded at 50.0% annually over the last 10 years, with a maximum drawdown of 98.1% and an annualized volatility of 216.8%.

1Y CAGR
+244.4%
3Y CAGR
+47.0%
5Y CAGR
+1.6%
10Y CAGR
+50.0%

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 →
98.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
643.37
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
56438.01
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
5067.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +268.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -91.6%
% 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.
202638.464.7-47.119.8————————44.4%
202539.12.09.0-4.415.756.626.5-15.4-6.060.5-26.516.0268.0%
202414.9-17.6-5.63.213.8-8.8-19.45.09.48.3-5.8-13.7-22.0%
2023139.741.9-24.5-2.326.2-21.1-7.7-2.31.7-29.1103.6-29.0135.0%
2022-41.7-22.165.492.5-69.8-5.1-11.5-9.2-37.8-31.1-18.8-27.5-91.6%
20219.0-23.511.60.0-3.29.3-6.88.7150.8-9.3-55.016.719.0%
2020-59.60.010.50.00.011.312.2-20.36.86.430.0-7.7-39.4%
20199.10.00.00.0-26.70.0-24.4-4.80.00.00.04.2-40.0%
20180.0-47.547.20.00.00.0-33.35.80.00.00.00.0-45.5%
20170.00.04.60.02.50.80.0-0.813.923.00.0-3.844.3%
2016———48.8—-18.7—15959.1-5.50.40.027.323337.5%

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 216.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 62.0% of variance. Idiosyncratic stock-specific factors contribute 14.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0114882.8125
2016-06-0112092.633928571428
2016-08-011941964.2857142854
2016-09-011834821.4285714286
2016-10-011841517.8571428573
2016-11-011841517.8571428573
2016-12-012343750
2017-01-012343750
2017-02-012343750
2017-03-012450892.8571428573
2017-04-012450892.8571428573
2017-05-012511160.7142857146
2017-06-012531250
2017-07-012531250
2017-08-012511160.7142857146
2017-09-012859375
2017-10-013515625
2017-11-013515625
2017-12-013381696.428571429
2018-01-013381696.428571429
2018-02-011774553.5714285714
2018-03-012611607.1428571427
2018-04-012611607.1428571427
2018-05-012611607.1428571427
2018-06-012611607.1428571427
2018-07-011741071.4285714286
2018-08-011841517.8571428573
2018-09-011841517.8571428573
2018-10-011841517.8571428573
2018-11-011841517.8571428573
2018-12-011841517.8571428573
2019-01-012008928.5714285714
2019-02-012008928.5714285714
2019-03-012008928.5714285714
2019-04-012008928.5714285714
2019-05-011473214.2857142854
2019-06-011473214.2857142854
2019-07-011113839.285714286
2019-08-011060267.8571428573
2019-09-011060267.8571428573
2019-10-011060267.8571428573
2019-11-011060267.8571428573
2019-12-011104910.7142857143
2020-01-01446428.5714285715
2020-02-01446428.5714285715
2020-03-01493303.5714285715
2020-04-01493303.5714285715
2020-05-01493303.5714285715
2020-06-01549107.1428571428
2020-07-01616071.4285714285
2020-08-01491071.42857142864
2020-09-01524553.5714285715
2020-10-01558035.7142857143
2020-11-01725446.4285714286
2020-12-01669642.857142857
2021-01-01729910.7142857143
2021-02-01558035.7142857143
2021-03-01622767.8571428572
2021-04-01622767.8571428572
2021-05-01602678.5714285715
2021-06-01658482.142857143
2021-07-01613839.2857142857
2021-08-01667410.7142857143
2021-09-011674107.1428571427
2021-10-011517857.1428571427
2021-11-01683035.7142857143
2021-12-01796875
2022-01-01464285.7142857143
2022-02-01361607.1428571429
2022-03-01598214.2857142858
2022-04-011151785.7142857143
2022-05-01348214.28571428574
2022-06-01330357.14285714284
2022-07-01292410.7142857143
2022-08-01265625
2022-09-01165178.57142857142
2022-10-01113839.28571428571
2022-11-0192410.71428571429
2022-12-0166964.28571428571
2023-01-01160491.07142857142
2023-02-01227678.57142857142
2023-03-01171875
2023-04-01167968.75
2023-05-01212053.57142857142
2023-06-01167410.71428571426
2023-07-01154575.89285714287
2023-08-01150948.6607142857
2023-09-01153459.82142857142
2023-10-01108816.96428571429
2023-11-01221540.17857142858
2023-12-01157366.07142857142
2024-01-01180803.57142857145
2024-02-01148995.5357142857
2024-03-01140625
2024-04-01145089.28571428574
2024-05-01165178.57142857142
2024-06-01150669.64285714287
2024-07-01121484.375
2024-08-01127511.16071428572
2024-09-01139508.92857142858
2024-10-01151116.07142857145
2024-11-01142299.10714285713
2024-12-01122767.85714285716
2025-01-01170758.92857142858
2025-02-01174107.14285714287
2025-03-01189732.14285714284
2025-04-01181361.60714285716
2025-05-01209821.42857142858
2025-06-01328683.0357142857
2025-07-01415736.60714285716
2025-08-01351562.5
2025-09-01330357.14285714284
2025-10-01530133.9285714286
2025-11-01389508.92857142864
2025-12-01451729.91071428574
2026-01-01625279.0178571428
2026-02-011030133.9285714286
2026-03-01544642.8571428572
2026-04-01652343.75
Annual Return Matrix
YearAnnual Return
20170.44285714285714284
2018-0.4554455445544554
2019-0.4
2020-0.3939393939393939
20210.18999999999999995
2022-0.9159663865546218
20231.35
2024-0.21985815602836867
20252.6795454545454547
20260.4441012970969733
Total Factor Risk
2.168108556436109
VTI.US Exposure
0.06165055226900351
VEA.US Exposure
0.04896556918861087
VWO.US Exposure
-0.008595023574223516
QQQ.US Exposure
0.0033012210103550224
VTV.US Exposure
0.001000181175575255
IJR.US Exposure
0.0038315259336459255
QUAL.US Exposure
-0.008099796594026144
SHV.US Exposure
0.6199363339475529
TLT.US Exposure
-0.00012449559776735037
LQD.US Exposure
0.028249477222928206
HYG.US Exposure
0.007878638189232838
GLD.US Exposure
-0.00047687867481512687
USO.US Exposure
0.010158711543920257
VNQ.US Exposure
0.06139089008060766
BTC-USD.CC Exposure
-0.0012437391947516159
CPER.US Exposure
0.00902039633230104
VIX.INDX Exposure
-0.0035948979914276397
UUP.US Exposure
0.01528992638801203
TIP.US Exposure
0.007283554464494402
Idiosyncratic Exposure
0.14417785388077134
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
216.8%

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$78.1M
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 →
-5.5%
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 →
+32.1%
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 →
54.8% 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 →
0.67
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Blackboxstocks Inc a high-risk investment?

Blackboxstocks Inc (BLBX.US) has an annualized volatility of 216.8% and experienced a maximum drawdown of 98.1% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BLBX.US has generated a Compound Annual Growth Rate (CAGR) of 50.0%. 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.

Run a Full Backtest on Blackboxstocks Inc

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

Start a Free Backtest