Backblaze Inc

10-Year Study

BLZE.US · Technology · US · Common Stock

Executive Summary: Backblaze Inc has compounded at -31.7% annually over the last 10 years, with a maximum drawdown of 83.9% and an annualized volatility of 135.7%.

1Y CAGR
-32.0%
3Y CAGR
-1.6%
5Y CAGR
-31.7%
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 →
83.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.24
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.42
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
69.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +23.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -63.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
20%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-2.4-17.4-8.215.9————————-14.2%
20250.58.1-26.1-8.929.5-3.5-9.367.311.111.1-54.0-1.7-22.6%
20248.029.5-3.7-9.0-34.40.87.5-7.74.613.0-10.1-7.2-20.7%
202316.1-21.6-9.8-17.60.73.320.812.0-6.1-5.339.04.823.4%
2022-21.7-14.0-6.2-11.2-32.9-17.87.515.8-23.7-5.6-4.737.6-63.6%
2021———————————-21.3-21.3%

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 135.7%. The dominant macroeconomic risk driver is SHV.US, accounting for 58.1% of variance. Idiosyncratic stock-specific factors contribute 14.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-11-0110000
2021-12-017866.790870982767
2022-01-016162.086632510481
2022-02-015300.419189566838
2022-03-014969.725197950629
2022-04-014415.463437354449
2022-05-012962.2729389846304
2022-06-012435.957149510946
2022-07-012617.6059618071727
2022-08-013032.137866790871
2022-09-012314.8579413134607
2022-10-012184.4434094084772
2022-11-012081.9748486259896
2022-12-012864.4620400558924
2023-01-013325.570563577084
2023-02-012608.290638099674
2023-03-012352.119236143456
2023-04-011937.587331159758
2023-05-011951.5603167210063
2023-06-012016.7675826734978
2023-07-012435.957149510946
2023-08-012729.389846297159
2023-09-012561.71401956218
2023-10-012426.641825803447
2023-11-013372.1471821145788
2023-12-013535.1653469958082
2024-01-013819.2827200745223
2024-02-014946.436888681882
2024-03-014764.788076385655
2024-04-014336.283185840709
2024-05-012845.8313926408946
2024-06-012869.1197019096417
2024-07-013083.3721471821145
2024-08-012845.8313926408946
2024-09-012976.2459245458776
2024-10-013362.83185840708
2024-11-013022.8225430833722
2024-12-012803.9124359571492
2025-01-012817.885421518398
2025-02-013046.1108523521198
2025-03-012249.650675360969
2025-04-012049.371215649744
2025-05-012654.8672566371683
2025-06-012561.71401956218
2025-07-012324.1732650209597
2025-08-013889.147647880764
2025-09-014322.310200279459
2025-10-014802.04937121565
2025-11-012207.7317186772243
2025-12-012170.470423847229
2026-01-012119.2361434559853
2026-02-011751.280857009781
2026-03-011606.8933395435492
2026-04-011863.0647414997673
Annual Return Matrix
YearAnnual Return
2022-0.6358792184724689
20230.23414634146341462
2024-0.20685111989459815
2025-0.2259136212624584
2026-0.14163090128755362
Total Factor Risk
1.357169243279736
VTI.US Exposure
0.1335182226981435
VEA.US Exposure
-0.023167910372436665
VWO.US Exposure
0.03549505861243366
QQQ.US Exposure
-0.05727141930668511
VTV.US Exposure
0.0035356609838518606
IJR.US Exposure
0.02366849951699229
QUAL.US Exposure
0.09207490940039376
SHV.US Exposure
0.5808487540792707
TLT.US Exposure
-0.008181649372063846
LQD.US Exposure
-0.0002254004062881382
HYG.US Exposure
0.014206204305236569
GLD.US Exposure
0.005153229562392497
USO.US Exposure
0.0015813967500382584
VNQ.US Exposure
0.019817414403785257
BTC-USD.CC Exposure
0.004690300662055767
CPER.US Exposure
0.0009277185502967722
VIX.INDX Exposure
0.009982454512249227
UUP.US Exposure
0.0004736348003746404
TIP.US Exposure
0.021569906128975237
Idiosyncratic Exposure
0.14130301449098379
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
135.7%

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$218.8M
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 →
+5.2%
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 →
62.8% 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 →
1.30
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Backblaze Inc a high-risk investment?

Backblaze Inc (BLZE.US) has an annualized volatility of 135.7% and experienced a maximum drawdown of 83.9% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BLZE.US has generated a Compound Annual Growth Rate (CAGR) of -31.7%. It has had a positive return in 20% 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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