Brookfield Wealth Solutions Ltd.

10-Year Study

BNT.US · Financial Services · US · Common Stock

Executive Summary: Brookfield Wealth Solutions Ltd. has compounded at 15.9% annually over the last 10 years, with a maximum drawdown of 36.1% and an annualized volatility of 31.0%.

1Y CAGR
+22.1%
3Y CAGR
+33.0%
5Y CAGR
+15.9%
10Y CAGR
+15.9%

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 →
36.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.55
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.19
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
30.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +43.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -25.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-0.7-2.7-6.811.5————————0.5%
20256.6-5.5-9.62.87.96.98.3-1.64.20.91.9-2.020.7%
2024-2.24.11.8-3.98.2-4.117.63.25.5-0.215.7-6.343.3%
202318.7-10.0-1.1-1.5-5.610.62.7-1.4-8.1-7.220.514.930.1%
2022-10.2-1.73.8-12.31.3-12.011.6-3.2-14.8-3.220.1-3.0-25.6%
2021——————4.212.7-8.811.0-7.09.521.0%

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 31.0%. The dominant macroeconomic risk driver is VTI.US, accounting for 92.2% of variance. Idiosyncratic stock-specific factors contribute 14.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-06-0110000
2021-07-0110419.063922911299
2021-08-0111745.481980869012
2021-09-0110709.16134269881
2021-10-0111883.008012424554
2021-11-0111052.248420458158
2021-12-0112104.982175002648
2022-01-0110869.939289117929
2022-02-0110688.29197698634
2022-03-0111092.04581553775
2022-04-019726.889273234267
2022-05-019856.826444530727
2022-06-018677.905827538738
2022-07-019680.385443507112
2022-08-019372.815996611487
2022-09-017988.510818537997
2022-10-017733.622180650171
2022-11-019287.794288941443
2022-12-019009.477251067734
2023-01-0110690.98337510148
2023-02-019619.89516783735
2023-03-019518.680950195898
2023-04-019380.14012918711
2023-05-018857.744167166707
2023-06-019793.556528184674
2023-07-0110062.563975856836
2023-08-019920.846422646571
2023-09-019120.662878119376
2023-10-018465.68246796795
2023-11-0110198.81049027567
2023-12-0111722.715400091773
2024-01-0111461.385055239843
2024-02-0111934.674031979104
2024-03-0112155.280434859342
2024-04-0111686.888920264022
2024-05-0112644.055981080795
2024-06-0112123.204263880556
2024-07-0114253.997388020187
2024-08-0114714.579435953548
2024-09-0115521.86650665349
2024-10-0115495.570223430164
2024-11-0117924.887931947334
2024-12-0116794.412481027848
2025-01-0117905.474568493875
2025-02-0116914.290000352972
2025-03-0115284.758744837813
2025-04-0115718.250326497478
2025-05-0116960.264374713213
2025-06-0118124.31612015107
2025-07-0119635.161130916662
2025-08-0119312.45808478345
2025-09-0120119.12745755533
2025-10-0120299.759980233666
2025-11-0120691.954043274152
2025-12-0120273.728424693803
2026-01-0120132.54032685045
2026-02-0119594.260703822667
2026-03-0118266.210158483642
2026-04-0120375.20737001871
Annual Return Matrix
YearAnnual Return
2022-0.2557215598654309
20230.3011537821134389
20240.4326384210348033
20250.20717104260696417
20260.005005440696409069
Total Factor Risk
0.3096281040974597
VTI.US Exposure
0.9216076483230247
VEA.US Exposure
0.004416458863474517
VWO.US Exposure
0.01682244084158618
QQQ.US Exposure
-0.24513477252186358
VTV.US Exposure
-0.14380484163179122
IJR.US Exposure
0.07098700345473202
QUAL.US Exposure
-0.012396980482942285
SHV.US Exposure
0.005987681156768062
TLT.US Exposure
-0.034521928919914395
LQD.US Exposure
0.1910088967807604
HYG.US Exposure
-0.05384338396460349
GLD.US Exposure
0.0054908752210149625
USO.US Exposure
-0.0005955477061278402
VNQ.US Exposure
0.07162820262978759
BTC-USD.CC Exposure
0.03793370255931484
CPER.US Exposure
-0.006292487302330804
VIX.INDX Exposure
0.029463163703596685
UUP.US Exposure
-0.0029697734818023088
TIP.US Exposure
-0.0002979673705728711
Idiosyncratic Exposure
0.14451160984788897
Value Score
45
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
6.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
31.0%

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 →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 →0.57%
Market Cap$11.5B
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
0.31%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$30.880.31%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 →
+5.5%
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 →
+3.0%
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 →
6.9% 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.US) has an annualized volatility of 31.0% and experienced a maximum drawdown of 36.1% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, BNT.US has generated a Compound Annual Growth Rate (CAGR) of 15.9%. It has had a positive return in 80% 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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