Ballard Power Systems Inc

10-Year Study

BLDP.US · Industrials · US · Common Stock

Executive Summary: Ballard Power Systems Inc has compounded at 7.8% annually over the last 10 years, with a maximum drawdown of 96.8% and an annualized volatility of 62.9%.

1Y CAGR
+141.9%
3Y CAGR
-11.8%
5Y CAGR
-30.5%
10Y CAGR
+7.8%

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 →
96.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.38
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.09
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
62.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +225.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -61.9%
% 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.
2026-8.3-8.213.119.8————————14.2%
2025-18.1-9.6-10.610.95.723.315.110.434.731.2-20.4-10.653.0%
2024-11.4-4.3-11.5-5.417.5-27.21.3-19.3-2.2-12.2-5.711.4-55.1%
202336.3-12.9-2.1-20.6-5.44.38.3-11.0-12.6-9.35.45.4-22.8%
2022-17.29.81.9-28.7-12.4-13.327.5-2.9-21.5-7.47.6-21.5-61.9%
202146.0-18.6-12.5-10.1-20.84.6-10.83.9-16.429.0-16.3-17.2-46.3%
202037.5-9.8-14.533.56.242.7-7.716.7-9.0-2.239.014.0225.9%
201946.02.6-15.910.315.76.3-0.711.18.712.920.18.3200.4%
2018-16.00.9-5.1-9.6-7.5-4.07.016.121.5-13.5-19.9-19.8-45.8%
201712.72.716.247.3-15.34.71.06.550.06.8-4.6-7.5167.3%
2016———14.3-13.8-9.454.47.86.3-10.9-3.6-13.217.9%

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 62.9%. The dominant macroeconomic risk driver is SHV.US, accounting for 20.0% of variance. Idiosyncratic stock-specific factors contribute 31.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111428.57142857143
2016-05-019857.142857142857
2016-06-018928.57142857143
2016-07-0113785.714285714286
2016-08-0114857.142857142857
2016-09-0115785.714285714288
2016-10-0114071.428571428572
2016-11-0113571.428571428572
2016-12-0111785.714285714286
2017-01-0113285.714285714288
2017-02-0113642.857142857143
2017-03-0115857.142857142859
2017-04-0123357.14285714286
2017-05-0119785.714285714286
2017-06-0120714.285714285717
2017-07-0120928.57142857143
2017-08-0122285.714285714286
2017-09-0133428.57142857143
2017-10-0135714.28571428572
2017-11-0134071.42857142857
2017-12-0131500.000000000004
2018-01-0126464.285714285717
2018-02-0126714.285714285717
2018-03-0125357.142857142855
2018-04-0122928.57142857143
2018-05-0121214.285714285717
2018-06-0120357.14285714286
2018-07-0121785.714285714283
2018-08-0125285.71428571429
2018-09-0130714.285714285717
2018-10-0126571.428571428576
2018-11-0121285.714285714286
2018-12-0117071.428571428572
2019-01-0124928.571428571435
2019-02-0125571.428571428572
2019-03-0121500
2019-04-0123714.28523744856
2019-05-0127428.570815495084
2019-06-0129142.85659790039
2019-07-0128928.572790963313
2019-08-0132142.857142857145
2019-09-0134928.57047489712
2019-10-0139428.57129233224
2019-11-0147357.143674577994
2019-12-0151285.713059561596
2020-01-0170499.99918256488
2020-02-0163571.425846644815
2020-03-0154357.14381081718
2020-04-0172571.42748151507
2020-05-0177071.42829895021
2020-06-01109999.99727521624
2020-07-01101571.43047877721
2020-08-01118571.43129621234
2020-09-01107857.14558192663
2020-10-01105500.00326974053
2020-11-01146642.86204746793
2020-12-01167142.85441807337
2021-01-01244071.41549246653
2021-02-01198714.28353445872
2021-03-01173857.14394705638
2021-04-01156214.29170881
2021-05-01123714.28353445872
2021-06-01129428.5774230957
2021-07-01115500.00054495677
2021-08-01119999.99455043249
2021-09-01100357.14421953475
2021-10-01129428.5774230957
2021-11-01108285.71319580078
2021-12-0189714.28871154785
2022-01-0174285.71156093053
2022-02-0181571.42911638532
2022-03-0183142.85959516253
2022-04-0159285.71564810617
2022-05-0151928.57129233224
2022-06-0145000.00136239188
2022-07-0157357.14094979423
2022-08-0155714.2870766776
2022-09-0143714.284896850586
2022-10-0140500.000544956754
2022-11-0143571.42789023263
2022-12-0134214.28544180734
2023-01-0146642.858641488216
2023-02-0140642.85755157471
2023-03-0139785.71551186698
2023-04-0131571.429116385327
2023-05-0129857.14163099017
2023-06-0131142.85809653146
2023-07-0133714.28421565465
2023-08-0129999.99863760812
2023-09-0126214.286259242468
2023-10-0123785.713740757536
2023-11-0125071.42850330898
2023-12-0126428.5717691694
2024-01-0123428.571224212646
2024-02-0122428.572177886963
2024-03-0119857.142652784078
2024-04-0118785.715103149418
2024-05-0122071.42795835223
2024-06-0116071.428571428572
2024-07-0116285.714081355505
2024-08-0113142.857381275724
2024-09-0112857.142516544889
2024-10-0111285.71459225246
2024-11-0110642.857210976737
2024-12-0111857.14261872428
2025-01-019714.285816465106
2025-02-018785.714421953475
2025-03-017857.143027441843
2025-04-018714.285918644497
2025-05-019214.285441807338
2025-06-0111357.143095561438
2025-07-0113071.428877966746
2025-08-0114428.571292332243
2025-09-0119428.571632930212
2025-10-0125499.99952316284
2025-11-0120285.71367263794
2025-12-0118142.856870378768
2026-01-0116642.85659790039
2026-02-0115285.714285714286
2026-03-0117285.714285714286
2026-04-0120714.285714285717
Annual Return Matrix
YearAnnual Return
20171.6727272727272728
2018-0.4580498866213152
20192.004184028593566
20202.259052949579915
2021-0.46324783656532476
2022-0.6186305890267473
2023-0.22755739516700146
2024-0.5513513661545499
20250.5301204897146439
20260.14173230061166575
Total Factor Risk
0.6294407766474546
VTI.US Exposure
0.13516903367128338
VEA.US Exposure
0.043851731285733046
VWO.US Exposure
0.028060018534410914
QQQ.US Exposure
0.0504978909340236
VTV.US Exposure
0.0031408216464093716
IJR.US Exposure
0.14225295002782481
QUAL.US Exposure
-0.005249183885332847
SHV.US Exposure
0.1997739862869708
TLT.US Exposure
-0.023869722844688863
LQD.US Exposure
0.045950813682516134
HYG.US Exposure
-0.01320659711277058
GLD.US Exposure
-0.0005053902814572481
USO.US Exposure
0.00656379568106729
VNQ.US Exposure
0.04079590164402309
BTC-USD.CC Exposure
0.024965169480685584
CPER.US Exposure
0.030227748989275407
VIX.INDX Exposure
-0.030534616681347212
UUP.US Exposure
-0.000045596759601277096
TIP.US Exposure
0.005065527863892563
Idiosyncratic Exposure
0.31709571783708196
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
62.9%

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 →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$761.3M
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 →
+23.9%
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 →
+15.0%
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 →
27.1% 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 →
1.54
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Ballard Power Systems Inc a high-risk investment?

Ballard Power Systems Inc (BLDP.US) has an annualized volatility of 62.9% and experienced a maximum drawdown of 96.8% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BLDP.US has generated a Compound Annual Growth Rate (CAGR) of 7.8%. 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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