Blackline Safety Corp

10-Year Study

BLN.TO · Technology · CA · Common Stock

Executive Summary: Blackline Safety Corp has compounded at 16.3% annually over the last 10 years, with a maximum drawdown of 82.2% and an annualized volatility of 124.7%.

1Y CAGR
+17.4%
3Y CAGR
+50.4%
5Y CAGR
+0.3%
10Y CAGR
+16.3%

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 →
82.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.51
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.78
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
38.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +96.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -70.7%
% 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.
2026-3.98.95.025.7————————38.1%
20252.2-3.3-4.40.019.2-6.4-12.19.35.6-4.72.6-9.8-5.6%
202415.510.2-9.35.6-8.39.65.51.120.511.14.75.192.4%
202329.35.1-6.119.0-1.516.223.8-10.3-9.42.814.7-5.196.1%
2022-1.65.3-10.3-8.0-18.8-32.4-23.1-9.4-15.3-6.40.612.4-70.7%
202112.6-2.90.54.91.11.9-7.4-7.1-6.5-3.6-10.1-1.1-18.1%
202014.5-1.7-38.418.65.50.913.32.4-2.51.019.22.221.8%
20196.0-0.217.64.2-5.3-0.3-3.45.32.5-5.7-0.37.328.6%
20180.044.4-12.5-0.7-0.97.1-3.3-8.6-6.0-1.6-2.00.47.1%
2017-6.77.91.014.87.12.714.33.40.9-5.22.31.150.0%
2016———-11.58.15.0-2.414.611.118.8-3.20.043.5%

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 124.7%. The dominant macroeconomic risk driver is SHV.US, accounting for 90.4% of variance. Idiosyncratic stock-specific factors contribute 4.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-018851.674641148325
2016-05-019569.377990430623
2016-06-0110047.846889952154
2016-07-019808.612440191388
2016-08-0111244.019138755983
2016-09-0112488.038277511961
2016-10-0114832.535885167466
2016-11-0114354.066985645935
2016-12-0114354.066985645935
2017-01-0113397.129186602871
2017-02-0114449.760765550242
2017-03-0114593.301435406698
2017-04-0116746.41148325359
2017-05-0117942.583732057417
2017-06-0118421.05263157895
2017-07-0121052.63157894737
2017-08-0121770.334928229666
2017-09-0121961.72248803828
2017-10-0120813.397129186604
2017-11-0121291.866028708137
2017-12-0121531.100478468903
2018-01-0121531.100478468903
2018-02-0131100.47846889952
2018-03-0127224.880382775125
2018-04-0127033.492822966513
2018-05-0126794.258373205743
2018-06-0128708.13397129187
2018-07-0127751.196172248805
2018-08-0125358.851674641148
2018-09-0123827.751196172252
2018-10-0123444.976076555027
2018-11-0122966.507177033494
2018-12-0123062.200956937802
2019-01-0124449.76076555024
2019-02-0124401.913875598086
2019-03-0128708.13397129187
2019-04-0129904.306220095696
2019-05-0128325.359216717443
2019-06-0128229.665528073838
2019-07-0127272.726360120272
2019-08-0128708.13397129187
2019-09-0129425.837776877666
2019-10-0127751.197084855805
2019-11-0127655.503396212203
2019-12-0129665.07085772793
2020-01-0133971.29140972521
2020-02-0133397.129277863576
2020-03-0120574.16359203284
2020-04-0124401.913419294586
2020-05-0125741.627341822576
2020-06-0125980.86042267284
2020-07-0129425.837776877666
2020-08-0130143.541582463462
2020-09-0129377.98979179711
2020-10-0129665.07085772793
2020-11-0135358.85103581625
2020-12-0136124.402826482605
2021-01-0140669.85645933014
2021-02-0139473.68421052632
2021-03-0139665.07158781353
2021-04-0141626.79334576621
2021-05-0142105.26407050174
2021-06-0142894.73757219087
2021-07-0139712.91957289408
2021-08-0136889.95233563145
2021-09-0134497.607838023796
2021-10-0133253.587604139415
2021-11-0129904.306220095696
2021-12-0129569.37716908432
2022-01-0129090.90872586629
2022-02-0130622.01002568149
2022-03-0127464.113737407486
2022-04-0125263.158898604546
2022-05-0120526.315606952285
2022-06-0113875.598542427902
2022-07-0110669.856550590845
2022-08-019665.071679074228
2022-09-018181.818364339582
2022-10-017655.502506420373
2022-11-017703.349350742177
2022-12-018660.286807557613
2023-01-0111196.171838130678
2023-02-0111770.335110751066
2023-03-0111052.631305165269
2023-04-0113157.894736842107
2023-05-0112966.507359554893
2023-06-0115071.770791231731
2023-07-0118660.287537643213
2023-08-0116746.41148325359
2023-09-0115167.464479875336
2023-10-0115598.086078771565
2023-11-0117894.736887735613
2023-12-0116985.645704862603
2024-01-0119617.224424079275
2024-02-0121626.794167112508
2024-03-0119617.224424079275
2024-04-0120717.7029842395
2024-05-0118995.215447895836
2024-06-0120813.396672883104
2024-07-0121961.72321812388
2024-08-0122200.956298974143
2024-09-0126746.41221333919
2024-10-0129712.918842808485
2024-11-0131100.47846889952
2024-12-0132679.425472277773
2025-01-0133397.129277863576
2025-02-0132296.650717703353
2025-03-0130861.243106531754
2025-04-0130861.243106531754
2025-05-0136794.258646987844
2025-06-0134449.759852943236
2025-07-0130287.080974670123
2025-08-0133110.04821193276
2025-09-0134976.076281241825
2025-10-0133349.28129278302
2025-11-0134210.52677209298
2025-12-0130861.244019138758
2026-01-0129665.071770334933
2026-02-0132296.650717703353
2026-03-0133923.44497607656
2026-04-0142631.57894736843
Annual Return Matrix
YearAnnual Return
20170.5
20180.07111111111111112
20190.2863070143703603
20200.21774200370979324
2021-0.18145699705775686
2022-0.7071197422239855
20230.9613260025106398
20240.9239436663230529
2025-0.05563688549792267
20260.38139534883720927
Total Factor Risk
1.246656570230176
VTI.US Exposure
0.03764309138221559
VEA.US Exposure
0.009345632311008658
VWO.US Exposure
-0.00198943489401426
QQQ.US Exposure
-0.008799901496088646
VTV.US Exposure
-0.006511634934899255
IJR.US Exposure
-0.0021853279035965686
QUAL.US Exposure
0.010613509950475197
SHV.US Exposure
0.9035403406998775
TLT.US Exposure
0.0002296839237508866
LQD.US Exposure
-0.00019742600935645734
HYG.US Exposure
-0.0011933355021849026
GLD.US Exposure
0.0028598081980394387
USO.US Exposure
0.004861710488460391
VNQ.US Exposure
0.005557204333275093
BTC-USD.CC Exposure
0.00014863425154823897
CPER.US Exposure
0.0010501646892537944
VIX.INDX Exposure
-0.0006414187531821764
UUP.US Exposure
-0.0004126484730524016
TIP.US Exposure
0.000955422916425613
Idiosyncratic Exposure
0.045125924822044194
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
124.7%

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 →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$636.1M
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 →
+26.1%
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 →
+29.2%
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 →
0.4% 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 →
1.28
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Blackline Safety Corp a high-risk investment?

Blackline Safety Corp (BLN.TO) has an annualized volatility of 124.7% and experienced a maximum drawdown of 82.2% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of BLN.TO?

Over the past 10 years, BLN.TO has generated a Compound Annual Growth Rate (CAGR) of 16.3%. 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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