Blend Labs Inc

10-Year Study

BLND.US · Technology · US · Common Stock

Executive Summary: Blend Labs Inc has compounded at -31.7% annually over the last 10 years, with a maximum drawdown of 96.7% and an annualized volatility of 279.2%.

1Y CAGR
-60.3%
3Y CAGR
+17.2%
5Y CAGR
-40.2%
10Y CAGR
-31.7%

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 →
96.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.20
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.41
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
88.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +77.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -80.4%
% 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.
2026-21.7-29.41.2-7.6————————-48.4%
2025-8.6-18.77.00.09.3-9.80.39.40.8-9.3-4.5-3.8-27.8%
20247.1-9.932.1-24.612.2-14.217.432.52.2-3.240.8-17.665.1%
202315.3-4.8-36.9-40.667.0-4.239.4-12.118.1-11.75.0100.877.1%
20228.411.1-35.5-24.4-21.6-30.211.919.3-29.813.6-47.49.1-80.4%
2021——————-0.7-10.4-16.77.6-21.1-35.8-59.6%

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 279.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 92.7% of variance. Idiosyncratic stock-specific factors contribute 2.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-11-0110000
2021-07-019929.130523779642
2021-08-018901.031183831254
2021-09-017411.111819521018
2021-10-017971.893277674685
2021-11-016289.548903213683
2021-12-014035.4273557332544
2022-01-014376.294516571758
2022-02-014860.105970665119
2022-03-013133.7787367410833
2022-04-012369.5765535708892
2022-05-011858.2758123131334
2022-06-011297.494354159466
2022-07-011451.4343622800807
2022-08-011731.8250913569145
2022-09-011215.0264926662796
2022-10-011379.9622156526523
2022-11-01725.7171811400403
2022-12-01791.6914703345894
2023-01-01912.6443338579295
2023-02-01868.6614743948968
2023-03-01547.6965574634153
2023-04-01325.52813860077106
2023-05-01543.6831215374135
2023-06-01520.7570560423078
2023-07-01725.7171811400403
2023-08-01637.7514622139747
2023-09-01753.2064683044358
2023-10-01665.2407493783703
2023-11-01698.2278939756449
2023-12-011401.9536453841688
2024-01-011500.9150791759926
2024-02-011352.472928488257
2024-03-011786.8036656857053
2024-04-011346.9750710553778
2024-05-011511.9107940417507
2024-06-011297.494354159466
2024-07-011522.9065089075089
2024-08-012017.7136778666272
2024-09-012061.69653732966
2024-10-011995.722248135111
2024-11-012809.405148201217
2024-12-012314.5979792420985
2025-01-012116.675111658451
2025-02-011720.8293764911562
2025-03-011841.7822400144964
2025-04-011841.7822400144964
2025-05-012012.2158204337484
2025-06-011814.2929528501006
2025-07-011819.79081028298
2025-08-011990.2243907022319
2025-09-012006.717963000869
2025-10-011819.79081028298
2025-11-011737.3229487897936
2025-12-011671.3486595952445
2026-01-011308.490069025224
2026-02-01923.6400487236876
2026-03-01934.6357635894459
2026-04-01863.1636169620177
Annual Return Matrix
YearAnnual Return
2022-0.8038147138964578
20230.7708333333333333
20240.6509803921568629
2025-0.2779097387173397
2026-0.48355263157894735
Total Factor Risk
2.792351913546434
VTI.US Exposure
0.022287283746243416
VEA.US Exposure
-0.00032914271847517875
VWO.US Exposure
-0.00015986254970427703
QQQ.US Exposure
-0.0038267302687163183
VTV.US Exposure
-0.0028629676729883453
IJR.US Exposure
0.02823814124224709
QUAL.US Exposure
-0.0027400057671516103
SHV.US Exposure
0.9270792911094837
TLT.US Exposure
0.0012506238624299293
LQD.US Exposure
-0.00018776999573376984
HYG.US Exposure
-0.00022781073584221106
GLD.US Exposure
0.00016950147012251995
USO.US Exposure
0.000160317731031413
VNQ.US Exposure
-0.0002808121295616997
BTC-USD.CC Exposure
0.002876948561432877
CPER.US Exposure
-0.00007482352404662452
VIX.INDX Exposure
-0.0011125722080939965
UUP.US Exposure
0.00010480205460801854
TIP.US Exposure
0.0008161597297022514
Idiosyncratic Exposure
0.02881942806301257
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
279.2%

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$519.5M
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 →
-16.6%
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 →
-48.3%
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 →
87.2% 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 →
1.22
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Blend Labs Inc a high-risk investment?

Blend Labs Inc (BLND.US) has an annualized volatility of 279.2% and experienced a maximum drawdown of 96.7% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BLND.US has generated a Compound Annual Growth Rate (CAGR) of -31.7%. 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.

Run a Full Backtest on Blend Labs Inc

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest