Brenmiller Energy Ltd Ordinary Shares

10-Year Study

BNRG.US · Utilities · US · Common Stock

Executive Summary: Brenmiller Energy Ltd Ordinary Shares has compounded at -80.3% annually over the last 10 years, with a maximum drawdown of 100.0% and an annualized volatility of 157.5%.

1Y CAGR
-92.4%
3Y CAGR
-83.7%
5Y CAGR
-80.3%
10Y CAGR
-80.3%

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 →
100.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.27
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.81
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
179.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +-52.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -92.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
0%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-18.1-55.7-51.8284.7-28.9———————-52.1%
20254.65.9-13.8-4.1-58.2-0.4-30.618.0-22.2-4.4-23.2-57.6-92.4%
2024-24.8-19.0-43.94.0-38.9-27.5-19.4108.9-47.87.0-5.558.9-77.8%
202320.3-9.8-34.117.7-11.5-7.9-7.3-14.9-7.3-14.1-6.66.4-57.4%
2022—————12.59.77.8-9.9-23.9-49.7-4.1-56.0%

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 157.5%. The dominant macroeconomic risk driver is VTI.US, accounting for 22.0% of variance. Idiosyncratic stock-specific factors contribute 37.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2022-05-0110000
2022-06-0111250
2022-07-0112339.74358974359
2022-08-0113301.28205128205
2022-09-0111987.179487179486
2022-10-019118.589743589744
2022-11-014586.538461538462
2022-12-014397.4358974358975
2023-01-015288.461538461538
2023-02-014769.230769230769
2023-03-013141.025641025641
2023-04-013695.512820512821
2023-05-013269.230769230769
2023-06-013009.6153846153843
2023-07-012788.4615384615386
2023-08-012371.7948717948716
2023-09-012198.7179487179487
2023-10-011887.8205128205127
2023-11-011762.820512820513
2023-12-011875
2024-01-011410.2564102564102
2024-02-011142.6282051282053
2024-03-01641.025641025641
2024-04-01666.6666666666666
2024-05-01407.05128205128204
2024-06-01295.1923076923077
2024-07-01237.8205128205128
2024-08-01496.79487179487177
2024-09-01259.2948717948718
2024-10-01277.56410256410254
2024-11-01262.1794871794872
2024-12-01416.66666666666663
2025-01-01435.89743589743597
2025-02-01461.5384615384615
2025-03-01397.7564102564102
2025-04-01381.41025641025635
2025-05-01159.6153846153846
2025-06-01158.97435897435898
2025-07-01110.25641025641025
2025-08-01130.12820512820514
2025-09-01101.28205128205128
2025-10-0196.7948717948718
2025-11-0174.35897435897435
2025-12-0131.538461538461537
2026-01-0125.82417582417582
2026-02-0111.446886446886447
2026-03-015.521978021978022
2026-04-0121.245421245421245
2026-05-0115.109890109890108
Annual Return Matrix
YearAnnual Return
2023-0.5736151603498543
2024-0.7777777777777778
2025-0.9243076923076923
2026-0.5209059233449478
Total Factor Risk
1.5748922503129534
VTI.US Exposure
0.22017179023161604
VEA.US Exposure
0.005720145023404062
VWO.US Exposure
0.021606747667104954
QQQ.US Exposure
-0.0036032817067800683
VTV.US Exposure
0.024296557140285602
IJR.US Exposure
-0.005834309431916061
QUAL.US Exposure
0.011826493582086109
SHV.US Exposure
0.005715122123351764
TLT.US Exposure
0.0032691748553456334
LQD.US Exposure
0.07910078070720734
HYG.US Exposure
0.1475767982410654
GLD.US Exposure
0.0020807657515076075
USO.US Exposure
0.02089465425352115
VNQ.US Exposure
0.04123712089496111
BTC-USD.CC Exposure
-0.0013135948462384506
CPER.US Exposure
0.00047108061790933337
VIX.INDX Exposure
0.00042328707121449367
UUP.US Exposure
0.03368751151767633
TIP.US Exposure
0.02032301887323769
Idiosyncratic Exposure
0.3723501374334401
Value Score
48.3
Growth Score
25
Profit Score
12.5
Health Score
0
Yield Score
0
Moat Score
0

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
157.5%

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
Forward P/EForward P/E RatioA valuation metric that compares the current stock price to estimated future earnings per share.Click for full definition →No estimate availableN/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%
Squeeze RiskShort Squeeze RiskA situation where a sharp rise in the price of a stock forces short sellers to buy shares to cover their positions, further driving up the price.Click for full definition →Extreme
Market Cap$972964
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
1.0/ 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
-0.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators: distance from 50/200-Day SMA, 52-Week High proximity, Golden Cross trend signal, RSI momentum gauge, Fibonacci retracement levels, and Beta (market sensitivity).

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 →
-12.5%
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 →
-75.6%
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 →
93.4% 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 →
-0.69
Market sensitivity coefficient
Trend SignalGolden Cross & Death CrossTechnical chart patterns that occur when a short-term moving average crosses over a long-term moving average.Click for full definition →
✦ Death Cross
Bearish — 50 SMA below 200 SMA
RSI (14-Day)Relative Strength Index (RSI)A momentum oscillator that measures the speed and change of price movements to identify overbought or oversold conditions.Click for full definition →
37
OversoldNeutralOverbought
Neutral
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement-89.4%
50.0% retracement-87.0%
61.8% retracement-83.2%
% distance of current price from each 52-week Fibonacci support level.

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Frequently Asked Questions & Methodology

Is Brenmiller Energy Ltd Ordinary Shares a high-risk investment?

Brenmiller Energy Ltd Ordinary Shares (BNRG.US) has an annualized volatility of 157.5% and experienced a maximum drawdown of 100.0% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, BNRG.US has generated a Compound Annual Growth Rate (CAGR) of -80.3%. It has had a positive return in 0% 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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