Blue Foundry Bancorp

10-Year Study

BLFY.US · Financial Services · US · Common Stock

Executive Summary: Blue Foundry Bancorp has compounded at 1.4% annually over the last 10 years, with a maximum drawdown of 48.6% and an annualized volatility of 34.9%.

1Y CAGR
+51.2%
3Y CAGR
+12.9%
5Y CAGR
+1.4%
10Y CAGR
+1.4%

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 →
48.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.05
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.11
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
31.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +26.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -24.7%
% 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.
20265.80.20.50.0————————6.5%
2025-0.61.8-7.41.5-3.05.6-10.78.7-2.2-9.437.99.426.7%
2024-1.3-1.3-0.6-8.87.6-1.324.5-1.9-7.4-4.112.8-11.51.4%
2023-7.53.0-22.21.1-3.38.71.0-9.4-9.5-9.815.211.1-24.7%
20220.3-5.4-2.4-6.9-5.20.2-2.2-3.1-1.910.46.2-1.7-12.2%
2021———————9.02.22.03.60.418.2%

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 34.9%. The dominant macroeconomic risk driver is IJR.US, accounting for 39.1% of variance. Idiosyncratic stock-specific factors contribute 32.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-07-0110000
2021-08-0110896.607431340872
2021-09-0111138.933764135701
2021-10-0111365.105008077542
2021-11-0111768.98222940226
2021-12-0111817.447495961229
2022-01-0111857.835218093698
2022-02-0111219.709208400645
2022-03-0110945.072697899837
2022-04-0110193.861066235862
2022-05-019668.820678513732
2022-06-019684.97576736672
2022-07-019474.959612277868
2022-08-019184.16801292407
2022-09-019006.462035541195
2022-10-019943.45718901454
2022-11-0110557.350565428109
2022-12-0110379.644588045234
2023-01-019596.122778675282
2023-02-019886.91437802908
2023-03-017689.822294022616
2023-04-017770.597738287559
2023-05-017512.116316639742
2023-06-018166.397415185782
2023-07-018247.172859450728
2023-08-017471.72859450727
2023-09-016760.904684975766
2023-10-016098.5460420032305
2023-11-017027.4636510500795
2023-12-017810.985460420031
2024-01-017705.977382875605
2024-02-017609.046849757674
2024-03-017560.5815831987065
2024-04-016898.22294022617
2024-05-017423.2633279483025
2024-06-017326.332794830371
2024-07-019119.547657512116
2024-08-018941.84168012924
2024-09-018279.483037156704
2024-10-017940.226171243941
2024-11-018957.996768982228
2024-12-017924.071082390953
2025-01-017875.605815831987
2025-02-018021.001615508885
2025-03-017431.340872374798
2025-04-017544.426494345718
2025-05-017318.255250403877
2025-06-017730.210016155089
2025-07-016906.300484652666
2025-08-017504.038772213246
2025-09-017342.4878836833595
2025-10-016655.896607431341
2025-11-019176.090468497576
2025-12-0110040.387722132471
2026-01-0110621.970920840065
2026-02-0110646.203554119547
2026-03-0110694.668820678513
2026-04-0110694.668820678513
Annual Return Matrix
YearAnnual Return
2022-0.12166780587833226
2023-0.24747081712062258
20240.014477766287487093
20250.2670744138634047
20260.06516492357200332
Total Factor Risk
0.34911146559944367
VTI.US Exposure
-0.0694684333972966
VEA.US Exposure
-0.12020252639405911
VWO.US Exposure
0.029930122756556238
QQQ.US Exposure
-0.03538090676026246
VTV.US Exposure
0.03152918135260553
IJR.US Exposure
0.39117918198343654
QUAL.US Exposure
0.10052589432941686
SHV.US Exposure
0.0531288348327639
TLT.US Exposure
0.04400426742787198
LQD.US Exposure
-0.005176386334859703
HYG.US Exposure
0.04041773638565684
GLD.US Exposure
0.003913069751371483
USO.US Exposure
0.004599116576802991
VNQ.US Exposure
0.02713139283684694
BTC-USD.CC Exposure
-0.0010971885293519573
CPER.US Exposure
0.008521870749732563
VIX.INDX Exposure
0.05212636377179214
UUP.US Exposure
0.09556548595048261
TIP.US Exposure
0.020621505245572005
Idiosyncratic Exposure
0.3281314174649212
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
34.9%

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$274.9M
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 →
-1.0%
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 →
+23.8%
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 →
0.54
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Blue Foundry Bancorp a high-risk investment?

Blue Foundry Bancorp (BLFY.US) has an annualized volatility of 34.9% and experienced a maximum drawdown of 48.6% over the last 10 years. Its primary macro risk driver is IJR.US.

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

Over the past 10 years, BLFY.US has generated a Compound Annual Growth Rate (CAGR) of 1.4%. 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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