Blackbaud Inc

10-Year Study

BLKB.US · Technology · US · Common Stock

Executive Summary: Blackbaud Inc has compounded at -4.6% annually over the last 10 years, with a maximum drawdown of 62.9% and an annualized volatility of 36.4%.

1Y CAGR
-40.7%
3Y CAGR
-19.8%
5Y CAGR
-11.6%
10Y CAGR
-4.6%

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 →
62.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.15
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.21
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
30.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +48.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -39.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
40%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-15.2-9.6-20.5-0.3————————-39.2%
20254.4-14.3-6.1-2.42.83.25.0-1.1-3.6-0.4-12.012.3-14.3%
2024-6.7-14.57.25.10.0-2.34.25.31.3-10.811.2-11.9-14.7%
20235.7-10.524.40.15.8-3.06.00.9-7.6-7.015.015.247.3%
2022-13.7-8.3-4.2-3.19.7-8.85.6-14.7-15.824.18.4-0.7-25.5%
202115.53.53.30.1-0.68.3-6.8-2.30.90.96.34.737.2%
2020-1.6-13.3-18.1-0.56.1-2.69.62.1-12.6-11.611.74.5-27.6%
201913.88.03.2-0.6-2.88.69.00.1-0.7-7.1-1.1-4.027.3%
20181.47.1-0.73.1-7.05.1-2.64.9-3.0-29.32.3-14.1-33.1%
20172.59.27.24.93.03.77.7-8.54.015.4-2.7-4.048.5%
2016———-1.81.78.3-1.51.0-1.5-7.42.41.92.3%

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 36.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 24.6% of variance. Idiosyncratic stock-specific factors contribute 32.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019821.909018064793
2016-05-019984.348840087816
2016-06-0110817.573597910137
2016-07-0110650.29673687159
2016-08-0110752.151423750673
2016-09-0110587.773528856113
2016-10-019799.352455652332
2016-11-0110038.028572731477
2016-12-0110233.106193364298
2017-01-0110490.52787241943
2017-02-0111454.3201110076
2017-03-0112279.124837951049
2017-04-0112878.10335954346
2017-05-0113269.12177612164
2017-06-0113753.493417066768
2017-07-0114810.476016755374
2017-08-0113558.07378357426
2017-09-0114102.574542517083
2017-10-0116270.968645563928
2017-11-0115831.612411483813
2017-12-0115194.817039406396
2018-01-0115408.68908099516
2018-02-0116505.149736487234
2018-03-0116390.83600971968
2018-04-0116897.97593532374
2018-05-0115711.207598548563
2018-06-0116513.928066552442
2018-07-0116088.382637472881
2018-08-0116875.419372911278
2018-09-0116376.764623492702
2018-10-0111574.122329856746
2018-11-0111840.713210816726
2018-12-0110167.651446551534
2019-01-0111573.992039243532
2019-02-0112504.934756975434
2019-03-0112908.070200582397
2019-04-0112836.833807808314
2019-05-0112472.590112245363
2019-06-0113539.539943844746
2019-07-0114755.672527572751
2019-08-0114770.395366865792
2019-09-0114668.100949167118
2019-10-0113630.596796153819
2019-11-0113475.876692963655
2019-12-0112942.56464043048
2020-01-0112736.070304814888
2020-02-0111042.129469782349
2020-03-019047.054454961792
2020-04-018999.824107672162
2020-05-019545.416050500642
2020-06-019296.235252731216
2020-07-0110185.468687908378
2020-08-0110398.819567044293
2020-09-019092.656169586262
2020-10-018035.673569897656
2020-11-018972.137352364449
2020-12-019374.40962065888
2021-01-0110828.778590646436
2021-02-0111208.25000162863
2021-03-0111576.32098395471
2021-04-0111582.83551461535
2021-05-0111512.804310013486
2021-06-0112470.440317127352
2021-07-0111617.036800583703
2021-08-0111349.94104349752
2021-09-0111457.430799398056
2021-10-0111564.920555298595
2021-11-0112289.662091294631
2021-12-0112862.940789430826
2022-01-0111097.502980397778
2022-02-0110177.32552458258
2022-03-019750.623766310755
2022-04-019447.698090591062
2022-05-0110366.246913741099
2022-06-019457.469886582021
2022-07-019986.775502758903
2022-08-018517.748838784908
2022-09-017175.755522693368
2022-10-018908.620678423224
2022-11-019652.905806401177
2022-12-019586.131867129632
2023-01-0110131.72380995811
2023-02-019069.855312274027
2023-03-0111286.424369556295
2023-04-0111295.381849214675
2023-05-0111947.649231611109
2023-06-0111592.607310606309
2023-07-0112288.033458629472
2023-08-0112395.523214530009
2023-09-0111452.544901402576
2023-10-0110651.257630144037
2023-11-0112253.83217266112
2023-12-0114120.245206934065
2024-01-0113178.895526471795
2024-02-0111266.880777574379
2024-03-0112074.682579493561
2024-04-0112690.305726923903
2024-05-0112693.562992254221
2024-06-0112405.295010520967
2024-07-0112928.08609603721
2024-08-0113615.369080734576
2024-09-0113791.26140857182
2024-10-0112297.80525462043
2024-11-0113670.742591350005
2024-12-0112038.85266086005
2025-01-0112564.901011706614
2025-02-0110765.261916705209
2025-03-0110105.665687315557
2025-04-019859.74215487645
2025-05-0110134.98107528843
2025-06-0110457.450342990038
2025-07-0110980.241428506284
2025-08-0110864.608509279948
2025-09-0110473.736669641636
2025-10-0110429.763587682326
2025-11-019182.230966170042
2025-12-0110312.50203579083
2026-01-018745.75741190726
2026-02-017905.382956684885
2026-03-016288.150720181365
2026-04-016271.864393529768
Annual Return Matrix
YearAnnual Return
20170.48486849958222256
2018-0.3308473922270574
20190.2729158457551266
2020-0.2756914969252122
20210.3721334259902711
2022-0.2547480374778426
20230.4729867482161061
2024-0.14740484429065748
2025-0.1433982683982684
2026-0.39181933038534433
Total Factor Risk
0.36366316310695873
VTI.US Exposure
0.22896938643203957
VEA.US Exposure
-0.03137202436841831
VWO.US Exposure
-0.008323211642568662
QQQ.US Exposure
-0.09421997514757736
VTV.US Exposure
-0.027062530972325898
IJR.US Exposure
0.042130110173560956
QUAL.US Exposure
0.1537634320624575
SHV.US Exposure
0.24577151504191516
TLT.US Exposure
0.01931560087678444
LQD.US Exposure
0.06103551327733966
HYG.US Exposure
0.029756902340555228
GLD.US Exposure
0.0190178966629705
USO.US Exposure
0.0007335302130591488
VNQ.US Exposure
-0.020272200993570112
BTC-USD.CC Exposure
-0.0024958737312937834
CPER.US Exposure
-0.0030174724801420648
VIX.INDX Exposure
0.04200178424365482
UUP.US Exposure
0.017012025369830795
TIP.US Exposure
0.0012373738690285069
Idiosyncratic Exposure
0.3260182187726999
Value Score
43.6
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
36.4%

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 →16.0x
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$1.8B
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 →
-12.4%
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 →
-33.6%
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 →
46.2% 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 →
1.18
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Blackbaud Inc a high-risk investment?

Blackbaud Inc (BLKB.US) has an annualized volatility of 36.4% and experienced a maximum drawdown of 62.9% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BLKB.US has generated a Compound Annual Growth Rate (CAGR) of -4.6%. It has had a positive return in 40% 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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