Bloomin Brands Inc

10-Year Study

BLMN.US · Consumer Cyclical · US · Common Stock

Executive Summary: Bloomin Brands Inc has compounded at -8.2% annually over the last 10 years, with a maximum drawdown of 79.7% and an annualized volatility of 46.5%.

1Y CAGR
-15.5%
3Y CAGR
-33.5%
5Y CAGR
-24.2%
10Y CAGR
-8.2%

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 →
79.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.01
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.01
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
47.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +45.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -54.4%
% 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.
2026-2.82.0-11.818.5————————3.7%
20252.9-25.3-22.311.9-3.112.85.8-17.6-2.4-4.74.0-13.1-46.6%
2024-5.42.16.4-10.1-14.6-11.88.4-14.9-5.50.4-14.4-12.4-54.4%
202320.58.6-1.7-3.4-2.612.6-0.15.4-12.4-5.11.120.645.6%
2022-3.121.1-10.30.2-3.3-21.322.7-0.2-9.331.0-5.6-10.7-1.7%
20218.517.98.916.8-6.5-8.2-7.46.6-6.7-13.5-18.318.78.0%
2020-5.9-12.5-60.368.8-5.3-6.68.124.56.5-8.425.211.0-11.1%
20193.012.7-1.1-2.2-2.9-2.1-9.96.64.94.621.9-8.225.8%
20183.24.85.6-2.6-10.0-5.3-3.80.32.50.8-1.6-8.5-14.8%
2017-5.10.315.49.9-7.36.0-17.9-2.03.51.021.3-0.620.5%
2016———10.82.2-6.20.69.1-11.80.38.0-3.18.1%

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 46.5%. The dominant macroeconomic risk driver is SHV.US, accounting for 24.4% of variance. Idiosyncratic stock-specific factors contribute 30.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111084.735736441751
2016-05-0111334.096786670409
2016-06-0110632.048355415336
2016-07-0110697.49804712681
2016-08-0111669.990975071478
2016-09-0110296.381686220677
2016-10-0110332.178041362991
2016-11-0111154.735812281486
2016-12-0110812.926124513677
2017-01-0110261.192048962132
2017-02-0110295.244090188613
2017-03-0111885.603343015538
2017-04-0113066.352184563579
2017-05-0112110.771517628946
2017-06-0112836.330266880028
2017-07-0110538.765480786004
2017-08-0110332.936438717701
2017-09-0110691.35502855366
2017-10-0110800.715927102847
2017-11-0113103.817013886257
2017-12-0113024.488650583586
2018-01-0113445.626701654062
2018-02-0114092.615484957187
2018-03-0114877.101708669237
2018-04-0114497.220473694988
2018-05-0113050.50167985014
2018-06-0112361.725202302494
2018-07-0111894.324912594704
2018-08-0111927.921915408358
2018-09-0112230.749979144071
2018-10-0112329.64499419826
2018-11-0112133.06839985742
2018-12-0111102.861433219323
2019-01-0111437.997224265682
2019-02-0112893.058389012338
2019-03-0112749.721288972143
2019-04-0112462.895409420811
2019-05-0112099.471397043766
2019-06-0111848.821071312103
2019-07-0110670.87829997649
2019-08-0111370.954898109314
2019-09-0111931.941421388321
2019-10-0112486.633246623236
2019-11-0115225.0544150102
2019-12-0113971.575267145467
2020-01-0113148.562457814145
2020-02-0111507.390582221647
2020-03-014567.144709799251
2020-04-017707.819835124415
2020-05-017298.436943051943
2020-06-016818.750616197851
2020-07-017368.816217569033
2020-08-019172.664325746831
2020-09-019767.551210781377
2020-10-018942.339049121396
2020-11-0111193.944955519994
2020-12-0112422.093631737413
2021-01-0113477.555230287357
2021-02-0115889.031299058828
2021-03-0117302.683968238318
2021-04-0120213.109656673514
2021-05-0118901.76479064441
2021-06-0117360.24632746081
2021-07-0116074.535292020899
2021-08-0117136.36742835041
2021-09-0115991.33910220921
2021-10-0113829.299923401866
2021-11-0111302.699136185412
2021-12-0113419.992871064866
2022-01-0113004.163601477356
2022-02-0115741.902212245082
2022-03-0114114.305649301894
2022-04-0114146.4616971416
2022-05-0113673.676786215367
2022-06-0110765.37461037336
2022-07-0113207.338252804173
2022-08-0113182.993697717982
2022-09-0111950.749675785131
2022-10-0115654.003958834192
2022-11-0114772.367033983784
2022-12-0113198.00996534124
2023-01-0115907.156995836396
2023-02-0117277.96021447477
2023-03-0116980.06173354467
2023-04-0116397.460885656434
2023-05-0115978.977225327437
2023-06-0117985.544946419224
2023-07-0117972.19715297633
2023-08-0118943.32496568252
2023-09-0116600.711376718715
2023-10-0115756.842640132869
2023-11-0115927.785403884509
2023-12-0119210.28083454045
2024-01-0118166.119356575684
2024-02-0118548.275783614066
2024-03-0119738.42875236051
2024-04-0117749.455849897993
2024-05-0115154.220102080282
2024-06-0113367.663453589874
2024-07-0114493.807685598791
2024-08-0112330.100032611084
2024-09-0111646.70817628188
2024-10-0111688.950908939229
2024-11-0110003.86782650902
2024-12-018762.371356848707
2025-01-019013.476720993196
2025-02-016731.4590806707265
2025-03-015229.377279932047
2025-04-015849.291277672023
2025-05-015665.98663703861
2025-06-016393.744738618351
2025-07-016765.05608348438
2025-08-015574.220557118697
2025-09-015437.709033270892
2025-10-015179.853932669483
2025-11-015384.621218441189
2025-12-014679.311678560865
2026-01-014550.384128260161
2026-02-014641.391810825364
2026-03-014095.3457154341445
2026-04-014853.743070144172
Annual Return Matrix
YearAnnual Return
20170.20452951408371667
2018-0.14753955175646483
20190.2583760818038374
2020-0.11090242909485681
20210.08033261291622407
2022-0.01654120891541211
20230.45554374371498363
2024-0.5438707308695978
2025-0.4659765618238155
20260.037277147487844386
Total Factor Risk
0.46510780800941914
VTI.US Exposure
0.10038367245272628
VEA.US Exposure
0.06320190915676727
VWO.US Exposure
-0.03089127506674751
QQQ.US Exposure
0.08236219843569424
VTV.US Exposure
-0.018323050325577118
IJR.US Exposure
0.07888322587304435
QUAL.US Exposure
-0.05013768195345628
SHV.US Exposure
0.24403688930808864
TLT.US Exposure
0.0031184774014421436
LQD.US Exposure
0.005435945115727027
HYG.US Exposure
0.04379073908269498
GLD.US Exposure
-0.0012531701880267754
USO.US Exposure
0.005582322879464183
VNQ.US Exposure
-0.004256424123183984
BTC-USD.CC Exposure
-0.0010747822678367554
CPER.US Exposure
0.06730775687242249
VIX.INDX Exposure
-0.031041188744725563
UUP.US Exposure
0.014794109408454893
TIP.US Exposure
0.12005101071077848
Idiosyncratic Exposure
0.30802931597224903
Value Score
28
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
98.5
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
46.5%

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 →54.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →8.21%
Market Cap$468.0M
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 →
+5.5%
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 →
-9.2%
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 →
38.0% 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 →
1.11
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Bloomin Brands Inc a high-risk investment?

Bloomin Brands Inc (BLMN.US) has an annualized volatility of 46.5% and experienced a maximum drawdown of 79.7% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BLMN.US has generated a Compound Annual Growth Rate (CAGR) of -8.2%. 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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