Broadstone Net Lease Inc

10-Year Study

BNL.US · Real Estate · US · Common Stock

Executive Summary: Broadstone Net Lease Inc has compounded at 10.8% annually over the last 10 years, with a maximum drawdown of 41.0% and an annualized volatility of 32.9%.

1Y CAGR
+35.7%
3Y CAGR
+16.2%
5Y CAGR
+4.4%
10Y CAGR
+10.8%

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 →
41.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.39
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.67
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
24.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +32.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -30.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
67%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20266.64.8-5.89.5————————15.1%
2025-0.87.12.9-5.0-1.72.71.214.5-2.30.3-2.00.517.3%
2024-6.7-7.27.1-7.15.45.39.75.15.2-7.2-0.5-7.7-1.1%
202311.7-2.0-2.6-4.9-3.00.35.6-0.8-9.8-1.013.19.414.0%
2022-6.9-6.31.8-5.02.2-1.810.5-15.6-17.510.4-1.0-2.9-30.8%
2021-7.90.32.610.38.28.411.15.3-8.57.2-6.00.432.7%
2020—————————4.26.813.826.7%

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 32.9%. The dominant macroeconomic risk driver is VNQ.US, accounting for 24.9% of variance. Idiosyncratic stock-specific factors contribute 12.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-09-0110000
2020-10-0110421.112332069051
2020-11-0111134.841019460493
2020-12-0112670.057778880579
2021-01-0111667.080216936656
2021-02-0111705.894863705647
2021-03-0112004.448619332887
2021-04-0113237.655524440821
2021-05-0114326.592463932508
2021-06-0115523.997731381378
2021-07-0117254.794229201376
2021-08-0118169.862819467584
2021-09-0116622.150934032823
2021-10-0117814.682216156816
2021-11-0116749.406259969517
2021-12-0116809.134734677962
2022-01-0115651.075821488072
2022-02-0114669.100705398603
2022-03-0114926.358512636914
2022-04-0114179.398107121335
2022-05-0114494.612030768141
2022-06-0114239.037963914787
2022-07-0115738.630321505798
2022-08-0113287.990500159513
2022-09-0110965.226330154905
2022-10-0112102.016943745348
2022-11-0111982.02828683847
2022-12-0111639.874517032362
2023-01-0113004.147318421892
2023-02-0112745.648860373612
2023-03-0112416.344688242176
2023-04-0111803.197334373117
2023-05-0111445.535429442414
2023-06-0111475.488284711639
2023-07-0112114.689305590018
2023-08-0112018.09577824253
2023-09-0110839.477508773174
2023-10-0110725.78072383113
2023-11-0112128.07061075467
2023-12-0113269.380738009995
2024-01-0112383.201588033036
2024-02-0111489.401297366276
2024-03-0112306.015384070044
2024-04-0111434.369572152707
2024-05-0112054.783595051575
2024-06-0112696.465917549891
2024-07-0113928.520789762857
2024-08-0114640.47711885435
2024-09-0115397.539966679664
2024-10-0114292.474566658395
2024-11-0114227.517634965086
2024-12-0113125.731097798733
2025-01-0113026.479033001313
2025-02-0113945.09233986743
2025-03-0114347.506291871965
2025-04-0113623.409308425791
2025-05-0113396.104356456703
2025-06-0113760.855694587217
2025-07-0113923.82404026798
2025-08-0115938.640955655595
2025-09-0115574.155471270073
2025-10-0115617.755485448939
2025-11-0115312.732622026868
2025-12-0115392.931835099786
2026-01-0116403.17606607352
2026-02-0117183.01371805324
2026-03-0116190.493070079046
2026-04-0117723.582999539187
Annual Return Matrix
YearAnnual Return
20210.32668177430861567
2022-0.30752684770746674
20230.1399934525576898
2024-0.010825647635520852
20250.1727294822976586
20260.15141047783534822
Total Factor Risk
0.3288880063409021
VTI.US Exposure
-0.11343044774214954
VEA.US Exposure
-0.027614410292227498
VWO.US Exposure
0.044372575609681254
QQQ.US Exposure
0.16871492093905
VTV.US Exposure
0.18394305995771448
IJR.US Exposure
0.04831406397662675
QUAL.US Exposure
-0.02455964951640511
SHV.US Exposure
0.23690381877052805
TLT.US Exposure
-0.05186552882955942
LQD.US Exposure
0.0771337078100946
HYG.US Exposure
0.024167016541385818
GLD.US Exposure
-0.0042149863738685294
USO.US Exposure
0.0018153085037487158
VNQ.US Exposure
0.24887125376043825
BTC-USD.CC Exposure
0.001646425113551157
CPER.US Exposure
-0.01578964217976315
VIX.INDX Exposure
-0.002519293441708834
UUP.US Exposure
0.008250485905987578
TIP.US Exposure
0.07053382348590664
Idiosyncratic Exposure
0.12532749800096873
Value Score
35.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
75.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
32.9%

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 →37.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →6.27%
Market Cap$3.7B
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
$260
Avg Yield on Cost
2.60%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$259.652.60%Solid

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 →
+4.2%
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 →
+12.4%
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 →
0.7% 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 →
1.02
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Broadstone Net Lease Inc a high-risk investment?

Broadstone Net Lease Inc (BNL.US) has an annualized volatility of 32.9% and experienced a maximum drawdown of 41.0% over the last 10 years. Its primary macro risk driver is VNQ.US.

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

Over the past 10 years, BNL.US has generated a Compound Annual Growth Rate (CAGR) of 10.8%. It has had a positive return in 67% 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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