Brand Engagement Network Inc

10-Year Study

BNAI.US · Technology · US · Common Stock

Executive Summary: Brand Engagement Network Inc has compounded at -16.6% annually over the last 10 years, with a maximum drawdown of 98.0% and an annualized volatility of 186.0%.

1Y CAGR
+1683.7%
3Y CAGR
-28.1%
5Y CAGR
-16.8%
10Y CAGR
-16.6%

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 →
98.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.90
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
5.69
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
443.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +1589.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -90.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026966.844.26.23.4————————1589.7%
2025-61.12.6-11.64.4-22.357.7-23.9-8.1-4.551.7-11.7-41.1-76.2%
20240.18.2-41.2-66.4139.6-36.6-39.7-43.8-11.1-17.6-4.318.8-90.8%
20230.9-1.70.31.41.2-0.10.44.7-3.21.40.3-0.45.2%
2022-0.50.20.9-0.1-0.10.20.30.60.00.90.40.53.5%
2021————-0.50.40.2-0.81.30.00.0-0.40.2%

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 186.0%. The dominant macroeconomic risk driver is SHV.US, accounting for 31.3% of variance. Idiosyncratic stock-specific factors contribute 35.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-04-0110000
2021-05-019948.506694129763
2021-06-019990.731204943359
2021-07-0110010.298661174049
2021-08-019927.909371781669
2021-09-0110061.791967044284
2021-10-0110061.791967044284
2021-11-0110061.791967044284
2021-12-0110020.597322348094
2022-01-019974.253347064881
2022-02-019997.94026776519
2022-03-0110092.687950566427
2022-04-0110082.38928939238
2022-05-0110072.090628218331
2022-06-0110092.687950566427
2022-07-0110123.583934088569
2022-08-0110185.375901132853
2022-09-0110185.375901132853
2022-10-0110274.974253347065
2022-11-0110319.258496395469
2022-12-0110370.751802265706
2023-01-0110463.439752832131
2023-02-0110288.362512873327
2023-03-0110314.109165808448
2023-04-0110463.439752832131
2023-05-0110587.0236869207
2023-06-0110571.57569515963
2023-07-0110617.919670442843
2023-08-0111112.255406797118
2023-09-0110762.100926879506
2023-10-0110916.580844490218
2023-11-0110947.476828012359
2023-12-0110906.282183316169
2024-01-0110916.580844490218
2024-02-0111813.594232749741
2024-03-016951.596292481978
2024-04-012337.796086508754
2024-05-015602.471678681772
2024-06-013553.0381050463443
2024-07-012142.121524201854
2024-08-011204.9433573635429
2024-09-011071.060762100927
2024-10-01882.5952626158601
2024-11-01844.4902162718847
2024-12-011003.0895983522142
2025-01-01390.3192584963955
2025-02-01400.6179196704429
2025-03-01354.2739443872297
2025-04-01369.72193614830076
2025-05-01287.33264675592176
2025-06-01453.14109165808446
2025-07-01345.005149330587
2025-08-01317.1987641606591
2025-09-01302.78063851699284
2025-10-01459.3202883625129
2025-11-01405.76725025746657
2025-12-01238.92893923789907
2026-01-012548.918640576725
2026-02-013674.562306900103
2026-03-013903.1925849639547
2026-04-014037.075180226571
Annual Return Matrix
YearAnnual Return
20220.03494347379239482
20230.05163853028798404
2024-0.9080264400377714
2025-0.7618069815195072
202615.896551724137932
Total Factor Risk
1.8603324066143978
VTI.US Exposure
0.1749759029537505
VEA.US Exposure
0.028450614844263176
VWO.US Exposure
0.001599523839156446
QQQ.US Exposure
0.016662080866061902
VTV.US Exposure
0.005960543616565633
IJR.US Exposure
0.004332012525510235
QUAL.US Exposure
0.018726402537352395
SHV.US Exposure
0.31290225147659834
TLT.US Exposure
0.0011783332979053446
LQD.US Exposure
0.002627562860717566
HYG.US Exposure
0.006344514958837475
GLD.US Exposure
0.002954309744111687
USO.US Exposure
0.008745396253028734
VNQ.US Exposure
-0.00007922979134131174
BTC-USD.CC Exposure
-0.0003706399569689261
CPER.US Exposure
0.016532865707745134
VIX.INDX Exposure
0.015613294565157415
UUP.US Exposure
0.023131506506972488
TIP.US Exposure
0.004846925993194349
Idiosyncratic Exposure
0.3548658272013814
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
186.0%

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$244.0M
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 →
+10.8%
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 →
+201.1%
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 →
37.8% 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 →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Brand Engagement Network Inc a high-risk investment?

Brand Engagement Network Inc (BNAI.US) has an annualized volatility of 186.0% and experienced a maximum drawdown of 98.0% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BNAI.US has generated a Compound Annual Growth Rate (CAGR) of -16.6%. It has had a positive return in 60% 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 Brand Engagement Network Inc

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

Start a Free Backtest