Builders FirstSource Inc

10-Year Study

BLDR.US · Industrials · US · Common Stock

Executive Summary: Builders FirstSource Inc has compounded at 21.9% annually over the last 10 years, with a maximum drawdown of 60.5% and an annualized volatility of 40.7%.

1Y CAGR
-23.8%
3Y CAGR
-10.5%
5Y CAGR
+13.7%
10Y CAGR
+21.9%

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 →
60.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.67
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.14
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
46.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +157.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -49.9%
% 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.
202611.2-8.8-21.11.9————————-18.5%
202517.0-16.9-10.1-4.3-10.08.48.99.1-12.6-4.2-3.4-8.3-28.0%
20244.112.36.9-12.3-12.1-13.920.94.011.4-11.68.8-23.3-14.4%
202322.86.44.76.722.317.36.20.4-14.2-12.823.624.5157.3%
2022-20.79.5-13.3-4.65.7-17.526.6-13.80.54.73.71.5-24.3%
2021-6.313.17.25.0-8.5-4.24.319.8-2.912.619.223.4110.0%
2020-2.4-8.4-46.150.013.4-0.514.429.36.5-7.123.59.160.6%
201921.25.4-4.23.32.219.71.913.25.89.912.40.0132.9%
2018-1.7-10.53.4-8.17.4-6.6-2.0-12.9-6.0-15.79.3-19.4-49.9%
2017-1.920.315.17.4-14.712.22.33.910.50.213.26.898.6%
2016———-1.66.0-4.314.66.6-16.2-16.014.4-0.8-2.7%

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 40.7%. The dominant macroeconomic risk driver is IJR.US, accounting for 35.6% of variance. Idiosyncratic stock-specific factors contribute 44.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019840.283939662822
2016-05-0110434.782608695652
2016-06-019982.253771073647
2016-07-0111437.444543034606
2016-08-0112191.659272404615
2016-09-0110212.954747116239
2016-10-018580.301685891747
2016-11-019813.664596273293
2016-12-019733.806566104704
2017-01-019547.471162377995
2017-02-0111481.810115350489
2017-03-0113220.940550133098
2017-04-0114205.8562555457
2017-05-0112120.6743566992
2017-06-0113593.611357586515
2017-07-0113904.170363797693
2017-08-0114445.430346051467
2017-09-0115962.732919254659
2017-10-0115989.352262644188
2017-11-0118101.15350488021
2017-12-0119334.516415261758
2018-01-0119006.211180124224
2018-02-0117018.633540372673
2018-03-0117604.259094942325
2018-04-0116175.687666370897
2018-05-0117373.55811889973
2018-06-0116228.926353149955
2018-07-0115909.494232475598
2018-08-0113859.804791481809
2018-09-0113025.732031943211
2018-10-0110984.9157054126
2018-11-0112005.323868677906
2018-12-019680.567879325643
2019-01-0111730.257320319433
2019-02-0112360.24844720497
2019-03-0111836.73469387755
2019-04-0112227.15173025732
2019-05-0112493.345164152619
2019-06-0114960.070984915705
2019-07-0115244.010647737356
2019-08-0117258.207630878438
2019-09-0118256.433007985805
2019-10-0120062.111801242234
2019-11-0122546.583850931675
2019-12-0122546.583850931675
2020-01-0122000.88731144632
2020-02-0120150.842945874003
2020-03-0110851.818988464951
2020-04-0116282.165039929017
2020-05-0118464.95119787045
2020-06-0118367.34693877551
2020-07-0121020.40816326531
2020-08-0127169.476486246676
2020-09-0128944.099378881987
2020-10-0126885.536823425024
2020-11-0133194.32120674357
2020-12-0136211.1801242236
2021-01-0133939.6628216504
2021-02-0138389.529724933454
2021-03-0141144.63176574978
2021-04-0143185.44809228039
2021-05-0139520.85181898846
2021-06-0137852.70629991127
2021-07-0139485.359361135765
2021-08-0147284.82697426797
2021-09-0145909.4942324756
2021-10-0151703.63797692991
2021-11-0161614.90683229814
2021-12-0176051.46406388642
2022-01-0160328.30523513753
2022-02-0166033.71783496007
2022-03-0157267.08074534162
2022-04-0154631.76574977817
2022-05-0157755.10204081633
2022-06-0147648.62466725821
2022-07-0160337.17834960071
2022-08-0152005.32386867791
2022-09-0152280.39041703639
2022-10-0154711.62377994676
2022-11-0156725.820763087846
2022-12-0157568.76663708962
2023-01-0170718.72227151731
2023-02-0175226.264418811
2023-03-0178775.51020408164
2023-04-0184090.5057675244
2023-05-01102883.7622005324
2023-06-01120674.35669920142
2023-07-01128154.39219165928
2023-08-01128695.65217391304
2023-09-01110461.40195208519
2023-10-0196291.03815439218
2023-11-01118997.33806566105
2023-12-01148127.77284826976
2024-01-01154152.61756876664
2024-02-01173185.4480922804
2024-03-01185048.8021295475
2024-04-01162218.27861579414
2024-05-01142670.80745341614
2024-06-01122812.77728482698
2024-07-01148509.31677018633
2024-08-01154392.19165927242
2024-09-01172014.19698314113
2024-10-01152085.1818988465
2024-11-01165456.96539485359
2024-12-01126823.4250221828
2025-01-01148429.45874001776
2025-02-01123327.41792369123
2025-03-01110860.69210292812
2025-04-01106149.06832298137
2025-05-0195545.69653948538
2025-06-01103540.37267080745
2025-07-01112803.90417036379
2025-08-01123052.35137533276
2025-09-01107586.51286601598
2025-10-01103078.97071872228
2025-11-0199582.9636202307
2025-12-0191295.47471162378
2026-01-01101508.42945874002
2026-02-0192537.7107364685
2026-03-0173052.35137533274
2026-04-0174445.43034605148
Annual Return Matrix
YearAnnual Return
20170.9863263445761166
2018-0.4993116108306562
20191.3290559120073326
20200.6060606060606062
20211.1002205341827982
2022-0.24302881810757204
20231.5730579531442666
2024-0.14382412842937575
2025-0.2801371300636676
2026-0.18456604140344046
Total Factor Risk
0.40676227901648293
VTI.US Exposure
-0.12388404368153738
VEA.US Exposure
0.005846550741882006
VWO.US Exposure
-0.020329739965023557
QQQ.US Exposure
-0.0011755049777517374
VTV.US Exposure
0.06649988927634358
IJR.US Exposure
0.3555286141039244
QUAL.US Exposure
0.06520386827972426
SHV.US Exposure
0.10520848740899728
TLT.US Exposure
0.07758974704367098
LQD.US Exposure
-0.0038173736764074827
HYG.US Exposure
0.040094704114529006
GLD.US Exposure
0.0036143441288930826
USO.US Exposure
0.009307121884183058
VNQ.US Exposure
-0.04385564076954106
BTC-USD.CC Exposure
0.03344370645228548
CPER.US Exposure
-0.004926286167012076
VIX.INDX Exposure
-0.00475675272846565
UUP.US Exposure
0.002643659852010461
TIP.US Exposure
-0.006399172749181744
Idiosyncratic Exposure
0.44416382142847716
Value Score
41.9
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
40.7%

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 →20.3x
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$8.8B
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 →
-13.1%
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 →
-27.4%
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 →
43.8% 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 →
1.64
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Builders FirstSource Inc a high-risk investment?

Builders FirstSource Inc (BLDR.US) has an annualized volatility of 40.7% and experienced a maximum drawdown of 60.5% over the last 10 years. Its primary macro risk driver is IJR.US.

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

Over the past 10 years, BLDR.US has generated a Compound Annual Growth Rate (CAGR) of 21.9%. 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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