Topbuild Corp

10-Year Study

BLD.US · Industrials · US · Common Stock

Executive Summary: Topbuild Corp has compounded at 27.0% annually over the last 10 years, with a maximum drawdown of 46.4% and an annualized volatility of 41.9%.

1Y CAGR
+41.2%
3Y CAGR
+25.1%
5Y CAGR
+14.7%
10Y CAGR
+27.0%

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 →
46.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.85
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.61
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
41.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +139.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -43.3%
% 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.
202612.2-4.2-21.610.5————————-7.0%
202510.1-10.6-0.5-3.0-4.414.414.413.6-7.18.17.1-7.834.0%
2024-1.49.09.5-8.23.3-7.824.2-17.93.5-13.110.5-20.3-16.8%
202327.83.80.38.3-10.631.93.05.9-13.3-9.129.326.5139.2%
2022-15.7-7.7-15.5-0.18.9-15.326.7-13.2-10.33.3-9.41.6-43.3%
20218.6-4.810.06.2-10.9-0.12.57.9-6.425.55.02.349.9%
202011.1-11.8-29.130.123.1-0.816.016.611.0-10.213.75.778.6%
201917.412.78.99.911.34.4-2.014.24.17.86.1-6.5129.1%
20181.1-9.09.94.25.3-6.7-5.2-16.2-8.8-19.711.7-11.7-40.6%
20174.213.112.08.94.6-0.9-0.512.49.81.33.011.4112.8%
2016———5.015.80.24.3-9.6-2.7-9.220.4-1.919.7%

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 41.9%. The dominant macroeconomic risk driver is IJR.US, accounting for 32.2% of variance. Idiosyncratic stock-specific factors contribute 29.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110497.646267652994
2016-05-0112151.98386012105
2016-06-0112172.158708809686
2016-07-0112696.70477471419
2016-08-0111472.763954270342
2016-09-0111163.416274377943
2016-10-0110131.136516476126
2016-11-0112202.420981842637
2016-12-0111970.410221923337
2017-01-0112478.143913920645
2017-02-0114115.669132481506
2017-03-0115803.631472763955
2017-04-0117212.508406186953
2017-05-0118006.05245460659
2017-06-0117844.65366509751
2017-07-0117747.14189643578
2017-08-0119956.287827841294
2017-09-0121913.248150638872
2017-10-0122188.97108271688
2017-11-0122861.466039004707
2017-12-0125467.38399462004
2018-01-0125736.381977135174
2018-02-0123416.27437794217
2018-03-0125729.65702757229
2018-04-0126798.92400806994
2018-05-0128227.975790181576
2018-06-0126341.62743779422
2018-07-0124976.462676529925
2018-08-0120941.49293880296
2018-09-0119105.58170813719
2018-10-0115339.609952925353
2018-11-0117131.809011432415
2018-12-0115131.136516476126
2019-01-0117757.229320780098
2019-02-0120006.72494956288
2019-03-0121795.5615332885
2019-04-0123950.90786819099
2019-05-0126654.337592468055
2019-06-0127827.841291190318
2019-07-0127279.757901815738
2019-08-0131143.241425689313
2019-09-0132424.34431741762
2019-10-0134946.20040349698
2019-11-0137081.371889710834
2019-12-0134660.39004707465
2020-01-0138503.698722259585
2020-02-0133960.995292535306
2020-03-0124088.769334229997
2020-04-0131334.90248823134
2020-05-0138564.22326832549
2020-06-0138254.87558843309
2020-07-0144357.76731674513
2020-08-0151714.86213853397
2020-09-0157394.08204438467
2020-10-0151516.47612642906
2020-11-0158584.39811701413
2020-12-0161896.43577673168
2021-01-0167232.68325487559
2021-02-0164024.88231338265
2021-03-0170420.3093476799
2021-04-0174774.71418964358
2021-05-0166593.81304640215
2021-06-0166503.0262273033
2021-07-0168154.00134498991
2021-08-0173567.58574310693
2021-09-0168866.84599865502
2021-10-0186405.51445864157
2021-11-0190716.20712844655
2021-12-0192774.0416946873
2022-01-0178227.97579018159
2022-02-0172185.60860793544
2022-03-0160991.930060524544
2022-04-0160907.86819098857
2022-05-0166328.17753866846
2022-06-0156207.128446536655
2022-07-0171190.31607262946
2022-08-0161788.83658372563
2022-09-0155406.85944855414
2022-10-0157209.14593140552
2022-11-0151809.01143241426
2022-12-0152619.36785474109
2023-01-0167269.67047747143
2023-02-0169801.61398789509
2023-03-0169986.55010087424
2023-04-0175817.08137188971
2023-05-0167807.6664425017
2023-06-0189448.55413584398
2023-07-0192108.27168796233
2023-08-0197538.66845998654
2023-09-0184599.86550100874
2023-10-0176919.97310020175
2023-11-0199455.27908540684
2023-12-01125843.98117014123
2024-01-01124119.03160726295
2024-02-01135299.26025554808
2024-03-01148194.3510423672
2024-04-01136069.26698049766
2024-05-01140534.63349024882
2024-06-01129546.06590450573
2024-07-01160907.8681909886
2024-08-01132151.98386012105
2024-09-01136788.8365837256
2024-10-01118823.13382649631
2024-11-01131351.71486213853
2024-12-01104687.28984532616
2025-01-01115225.28581035644
2025-02-01103022.86482851379
2025-03-01102538.66845998654
2025-04-0199448.554135844
2025-05-0195121.0490921318
2025-06-01108856.7585743107
2025-07-01124556.15332885005
2025-08-01141479.48890383323
2025-09-01131425.6893073302
2025-10-01142057.83456624078
2025-11-01152151.98386012105
2025-12-01140279.08540685946
2026-01-01157380.63214525892
2026-02-01150739.74445191663
2026-03-01118123.73907195697
2026-04-01130501.00874243444
Annual Return Matrix
YearAnnual Return
20171.1275280898876403
2018-0.40586216002112485
20191.2906666666666666
20200.7857974388824216
20210.49885919165580184
2022-0.4328222971258744
20231.3915905169659402
2024-0.16811842034948976
20250.3399820132331215
2026-0.06970445120928115
Total Factor Risk
0.4190255804918177
VTI.US Exposure
0.20182305548260285
VEA.US Exposure
0.1132792842204615
VWO.US Exposure
-0.02278196340750204
QQQ.US Exposure
-0.0970253372042237
VTV.US Exposure
-0.05669116735186727
IJR.US Exposure
0.3215777637066989
QUAL.US Exposure
-0.02599202315938089
SHV.US Exposure
0.12720876706243753
TLT.US Exposure
0.15333870005360262
LQD.US Exposure
-0.03524000572511877
HYG.US Exposure
0.03275784277551169
GLD.US Exposure
-0.004632251513242476
USO.US Exposure
0.014864714652884097
VNQ.US Exposure
-0.07476868062302287
BTC-USD.CC Exposure
0.030630038952035345
CPER.US Exposure
-0.001388996743501628
VIX.INDX Exposure
-0.022878669104462596
UUP.US Exposure
0.006510792663333962
TIP.US Exposure
0.0484881630564011
Idiosyncratic Exposure
0.2909199722063528
Value Score
42.2
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
41.9%

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 →19.5x
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$10.0B
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 →
-8.1%
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 →
-8.1%
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 →
29.5% 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 →
1.79
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Topbuild Corp a high-risk investment?

Topbuild Corp (BLD.US) has an annualized volatility of 41.9% and experienced a maximum drawdown of 46.4% over the last 10 years. Its primary macro risk driver is IJR.US.

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

Over the past 10 years, BLD.US has generated a Compound Annual Growth Rate (CAGR) of 27.0%. 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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