BlackRock Inc

10-Year Study

BLK.US · Financial Services · US · Common Stock

Executive Summary: BlackRock Inc has compounded at 13.8% annually over the last 10 years, with a maximum drawdown of 40.2% and an annualized volatility of 32.1%.

1Y CAGR
+6.7%
3Y CAGR
+19.1%
5Y CAGR
+5.6%
10Y CAGR
+13.8%

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 →
40.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.53
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.86
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
24.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +47.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -21.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20264.5-5.0-9.56.6————————-4.2%
20254.9-9.1-2.7-3.47.27.65.41.93.9-7.1-3.32.76.6%
2024-4.64.83.4-9.52.32.711.32.95.93.34.30.729.3%
20237.1-9.2-2.20.3-2.05.96.9-5.2-7.0-5.322.78.817.9%
2022-10.1-9.63.4-18.37.1-8.39.9-0.4-16.817.410.9-0.3-20.4%
2021-2.8-1.09.28.77.00.2-0.98.8-10.712.5-4.11.729.4%
20204.9-12.2-4.314.15.33.65.73.3-4.66.316.53.847.2%
20195.76.8-2.813.5-14.413.8-0.3-9.66.33.67.22.331.9%
20189.4-2.2-0.9-3.72.4-6.10.7-4.7-1.0-12.74.0-7.5-21.6%
2017-1.73.6-0.40.36.43.91.0-1.26.75.36.43.038.2%
2016———4.62.1-5.36.92.4-2.8-5.98.73.313.8%

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 32.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 35.0% of variance. Idiosyncratic stock-specific factors contribute 9.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110462.751438219322
2016-05-0110683.559579257026
2016-06-0110121.121278014838
2016-07-0110822.000463103068
2016-08-0111083.33947437428
2016-09-0110775.641526803682
2016-10-0110144.78891216042
2016-11-0111023.285705040755
2016-12-0111381.77161986196
2017-01-0111185.566296870016
2017-02-0111588.746520648301
2017-03-0111543.143212940253
2017-04-0111575.047946878563
2017-05-0112317.58396361611
2017-06-0112792.129941184416
2017-07-0112916.898436409927
2017-08-0112765.843792118345
2017-09-0113621.350023996822
2017-10-0114344.628733861999
2017-11-0115269.59668510974
2017-12-0115729.501423536936
2018-01-0117201.989622451296
2018-02-0116823.225179938734
2018-03-0116675.226716632922
2018-04-0116052.813201504825
2018-05-0116444.670218619813
2018-06-0115444.689296371376
2018-07-0115559.817915953901
2018-08-0114826.330738634433
2018-09-0114683.195231609516
2018-10-0112816.837499826992
2018-11-0113333.66127115433
2018-12-0112333.856163479124
2019-01-0113032.782684583792
2019-02-0113916.32572978946
2019-03-0113520.690569717775
2019-04-0115351.522535500519
2019-05-0113147.058416449361
2019-06-0114960.847590835348
2019-07-0114909.202995132182
2019-08-0113470.819082689335
2019-09-0114320.235397009881
2019-10-0114836.30728048148
2019-11-0115903.48303632516
2019-12-0116264.08620749636
2020-01-0117061.59607462169
2020-02-0114979.973971961694
2020-03-0114342.552625603616
2020-04-0116365.968882316834
2020-05-0117233.09757970666
2020-06-0117855.08839171188
2020-07-0118869.77414560664
2020-08-0119499.190317779234
2020-09-0118604.77295418235
2020-10-0119782.034818018827
2020-11-0123054.99891331631
2020-12-0123941.56073215174
2021-01-0123268.647286414285
2021-02-0123044.341557589934
2021-03-0125165.458346722055
2021-04-0127346.355831488843
2021-05-0129273.586553701443
2021-06-0129341.046979524337
2021-07-0129079.483524117084
2021-08-0131632.07172037553
2021-09-0128246.14489140832
2021-10-0131775.816967303355
2021-11-0130467.345061536973
2021-12-0130978.366951947635
2022-01-0127844.528295111122
2022-02-0125169.838748110462
2022-03-0126028.199161252265
2022-04-0121277.064689662962
2022-05-0122789.361796839905
2022-06-0120892.876180529394
2022-07-0122955.955456816762
2022-08-0122860.244995737434
2022-09-0119017.406016823585
2022-10-0122322.33095709339
2022-11-0124744.606887966096
2022-12-0124658.730820780987
2023-01-0126418.803031941025
2023-02-0123990.612998083627
2023-03-0123452.53810780875
2023-04-0123525.441303930656
2023-05-0123047.01244280883
2023-06-0124402.475469191115
2023-07-0126086.999784159558
2023-08-0124734.364753891397
2023-09-0122991.59344488457
2023-10-0121774.960338850797
2023-11-0126716.539400606973
2023-12-0129063.286138966083
2024-01-0127721.10272396626
2024-02-0129046.815680116237
2024-03-0130032.548140461633
2024-04-0127184.55405381647
2024-05-0127810.99634118651
2024-06-0128548.811549595983
2024-07-0131782.542809913404
2024-08-0132700.302363658604
2024-09-0134633.68659593435
2024-10-0135783.390460600516
2024-11-0137306.96214487794
2024-12-0137576.38114504665
2025-01-0139423.47408848561
2025-02-0135841.454158594475
2025-03-0134883.50788229102
2025-04-0133696.00762511545
2025-05-0136114.86826438472
2025-06-0138876.009951853
2025-07-0140979.03654362017
2025-08-0141761.92761601798
2025-09-0143400.85984548518
2025-10-0140308.857575606824
2025-11-0138986.95642903395
2025-12-0140038.58942845675
2026-01-0141856.586930393525
2026-02-0139772.62312724748
2026-03-0135975.02834542402
2026-04-0138340.66953930223
Annual Return Matrix
YearAnnual Return
20170.3819906029468991
2018-0.21587748833390974
20190.31865379261149096
20200.4720507765826225
20210.2939159354947982
2022-0.20400159056058087
20230.17862051985551441
20240.29291577577894023
20250.0655254233744822
2026-0.04240708559896844
Total Factor Risk
0.32141677347453784
VTI.US Exposure
0.11392466279654795
VEA.US Exposure
-0.13878900047186107
VWO.US Exposure
0.08734221545009922
QQQ.US Exposure
-0.12274465824273896
VTV.US Exposure
-0.017746314276347333
IJR.US Exposure
0.051288964084392034
QUAL.US Exposure
0.28911434615876935
SHV.US Exposure
0.3502843333129675
TLT.US Exposure
-0.05745990532219238
LQD.US Exposure
0.2101317712897033
HYG.US Exposure
0.05629945178908369
GLD.US Exposure
-0.003785551148240207
USO.US Exposure
0.004039476251681841
VNQ.US Exposure
0.03975413374945386
BTC-USD.CC Exposure
0.00499616481034881
CPER.US Exposure
0.002052824043452547
VIX.INDX Exposure
-0.0008804509601074178
UUP.US Exposure
0.03660758552195344
TIP.US Exposure
0.0001309984870388162
Idiosyncratic Exposure
0.09543895267599516
Value Score
39
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
26.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
32.1%

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 →27.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.18%
Market Cap$150.3B
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
$214
Avg Yield on Cost
2.14%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$214.342.14%Solid

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 →
+1.1%
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 →
-5.0%
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 →
14.4% 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 →
1.49
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is BlackRock Inc a high-risk investment?

BlackRock Inc (BLK.US) has an annualized volatility of 32.1% and experienced a maximum drawdown of 40.2% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BLK.US has generated a Compound Annual Growth Rate (CAGR) of 13.8%. It has had a positive return in 70% 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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