Brookfield Wealth Solutions Ltd.

10-Year Study

BNT.TO · Financial Services · CA · Common Stock

Executive Summary: Brookfield Wealth Solutions Ltd. has compounded at 1.9% annually over the last 10 years, with a maximum drawdown of 42.9% and an annualized volatility of 39.6%.

1Y CAGR
-22.7%
3Y CAGR
+16.3%
5Y CAGR
+1.9%
10Y CAGR
+1.9%

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 →
42.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.11
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.15
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
33.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +57.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -41.0%
% 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.
2026-1.7-2.4-4.89.4————————0.0%
20257.4-5.6-10.1-1.38.34.910.1-2.86.0-32.22.2-4.3-23.1%
20241.72.63.3-2.86.5-3.318.01.35.92.816.5-3.857.1%
202317.3-8.0-3.0-0.6-5.78.43.11.3-9.1-4.217.411.226.3%
2022-10.7-0.91.9-10.00.2-10.711.3-0.7-10.6-4.718.2-26.9-41.0%
2021——————3.114.2-8.88.6-3.88.621.8%

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 39.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 36.2% of variance. Idiosyncratic stock-specific factors contribute 26.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-06-0110000
2021-07-0110311.459588192205
2021-08-0111770.99570556194
2021-09-0110740.712453176044
2021-10-0111664.849833534112
2021-11-0111216.554937215109
2021-12-0112181.362763715644
2022-01-0110876.436831489305
2022-02-0110773.71054029377
2022-03-0110973.12244182373
2022-04-019878.422618531004
2022-05-019896.874468402726
2022-06-018841.682086603923
2022-07-019844.140018816373
2022-08-019771.651848483061
2022-09-018740.604831850358
2022-10-018327.703465059521
2022-11-019845.80641353668
2022-12-017192.50677840769
2023-01-018437.980607331443
2023-02-017761.719441618901
2023-03-017531.670178824983
2023-04-017483.969629956222
2023-05-017058.171062361352
2023-06-017650.192503306752
2023-07-017887.445451610328
2023-08-017988.140824240489
2023-09-017260.342930146816
2023-10-016957.614555957882
2023-11-018165.108471881325
2023-12-019082.233107791437
2024-01-019234.742941256114
2024-02-019472.950594868198
2024-03-019782.88265456679
2024-04-019511.607480723631
2024-05-0110131.402167007465
2024-06-019796.474186504285
2024-07-0111563.095605925422
2024-08-0111711.040212187594
2024-09-0112397.455970727
2024-10-0112738.61557315299
2024-11-0114835.582387596467
2024-12-0114265.762184643478
2025-01-0115323.436800244403
2025-02-0114465.903133863569
2025-03-0112999.16333098418
2025-04-0112834.936659642348
2025-05-0113894.572760695302
2025-06-0114573.559176106679
2025-07-0116045.107222085284
2025-08-0115601.915659597216
2025-09-0116539.470989109413
2025-10-0111210.65312258069
2025-11-0111460.282523338206
2025-12-0110968.696080847918
2026-01-0110784.69833048079
2026-02-0110527.795811100272
2026-03-0110024.40573934115
2026-04-0110970.43190868157
Annual Return Matrix
YearAnnual Return
2022-0.40954826500760233
20230.26273542557607477
20240.5707328820271318
2025-0.2311174167297364
20260.00015825288811521787
Total Factor Risk
0.3960556706784561
VTI.US Exposure
0.3061957784902858
VEA.US Exposure
0.0036621766252758433
VWO.US Exposure
0.02300685575188846
QQQ.US Exposure
-0.11907607722036506
VTV.US Exposure
-0.06137090608511039
IJR.US Exposure
0.05579058805582845
QUAL.US Exposure
0.0413001416179178
SHV.US Exposure
0.36182201497363087
TLT.US Exposure
-0.026379921123356177
LQD.US Exposure
0.12634743685242672
HYG.US Exposure
-0.021485988160165666
GLD.US Exposure
-0.0019292816707860237
USO.US Exposure
0.0034274455007893877
VNQ.US Exposure
0.018128299585150564
BTC-USD.CC Exposure
0.042802546122982066
CPER.US Exposure
0.00034507544296345555
VIX.INDX Exposure
-0.016800404295988742
UUP.US Exposure
-0.0033861565499682727
TIP.US Exposure
0.006585618086136195
Idiosyncratic Exposure
0.2610147580004647
Value Score
45
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
4.9
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
39.6%

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 →12.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.41%
Market Cap$16.0B
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
$31
Avg Yield on Cost
0.16%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2025$14.410.14%Solid
2026$16.660.17%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 →
+7.3%
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 →
-11.2%
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 →
37.2% 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 →
1.74
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Brookfield Wealth Solutions Ltd. a high-risk investment?

Brookfield Wealth Solutions Ltd. (BNT.TO) has an annualized volatility of 39.6% and experienced a maximum drawdown of 42.9% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of BNT.TO?

Over the past 10 years, BNT.TO has generated a Compound Annual Growth Rate (CAGR) of 1.9%. 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.

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