B3 S.A. - Brasil Bolsa Balcão

10-Year Study

BOLSY.US · Financial Services · US · Common Stock

Executive Summary: B3 S.A. - Brasil Bolsa Balcão has compounded at 9.1% annually over the last 10 years, with a maximum drawdown of 50.4% and an annualized volatility of 138.6%.

1Y CAGR
+84.2%
3Y CAGR
+21.8%
5Y CAGR
+9.1%
10Y CAGR
+9.1%

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 →
50.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.38
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.78
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
49.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +63.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -40.1%
% 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.
202628.612.33.59.6————————63.7%
202511.9-6.618.410.16.98.7-17.38.73.7-6.120.3-6.555.7%
2024-11.0-2.5-6.3-13.5-0.9-9.94.318.3-12.0-7.6-16.714.1-40.1%
202321.8-20.91.013.113.214.47.7-18.0-5.5-9.822.710.445.5%
202237.75.811.0-13.4-0.3-21.5-4.628.8-7.611.7-18.8—13.0%
2021————1.1——-9.5—-27.0-0.0-7.4-38.2%

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 138.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 86.6% of variance. Idiosyncratic stock-specific factors contribute 9.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-04-0110000
2021-05-0110108.06132217749
2021-08-019149.80394213998
2021-10-016676.065203991974
2021-11-016675.278349704274
2021-12-016180.609287503443
2022-01-018508.911124808204
2022-02-019006.46531939727
2022-03-019997.246009993049
2022-04-018655.003737557867
2022-05-018630.217827495311
2022-06-016773.766278048076
2022-07-016462.565407262665
2022-08-018321.77094671685
2022-09-017690.713807981325
2022-10-018593.760245498537
2022-11-016982.1515219073335
2023-01-018507.337416232804
2023-02-016729.833580318152
2023-03-016799.207900017048
2023-04-017688.090960355658
2023-05-018704.837842445542
2023-06-019958.559007514457
2023-07-0110727.840216122646
2023-08-018797.293221250311
2023-09-018311.148413832898
2023-10-017496.360798919386
2023-11-019197.277484164557
2023-12-0110155.666006583346
2024-01-019040.168911387093
2024-02-018818.276002255649
2024-03-018264.330583714738
2024-04-017149.620342806185
2024-05-017084.1802945457885
2024-06-016380.601418960566
2024-07-016653.639856792519
2024-08-017868.018307476426
2024-09-016920.3834603228715
2024-10-016394.371368995317
2024-11-015325.95438867979
2024-12-016078.711657246273
2025-01-016799.470184779615
2025-02-016352.405806984642
2025-03-017521.802420888358
2025-04-018278.756245655908
2025-05-018846.471614231572
2025-06-019620.473948565957
2025-07-017954.441136742161
2025-08-018645.299201342898
2025-09-018966.335750724562
2025-10-018415.275464571885
2025-11-0110119.864136492992
2025-12-019461.922809594376
2026-01-0112170.012983095747
2026-02-0113665.036129726042
2026-03-0114137.148702346136
2026-04-0115487.91522956474
Annual Return Matrix
YearAnnual Return
20220.12968660485051653
20230.4545181345203886
2024-0.4014462809917355
20250.556567138419054
20260.6368676368676369
Total Factor Risk
1.3856613411073844
VTI.US Exposure
-0.00022358478372798228
VEA.US Exposure
0.011617223770745191
VWO.US Exposure
-0.0008553201424711008
QQQ.US Exposure
0.00021125125605523095
VTV.US Exposure
0.007444962216700776
IJR.US Exposure
0.0005352512465553607
QUAL.US Exposure
-0.0003014179092598582
SHV.US Exposure
0.8660836396345674
TLT.US Exposure
0.011100603845960672
LQD.US Exposure
0.00041759660276469027
HYG.US Exposure
0.0038133104348771025
GLD.US Exposure
0.0025238750150637698
USO.US Exposure
0.0000015571425886169218
VNQ.US Exposure
-0.002690981315237963
BTC-USD.CC Exposure
0.003868158373751071
CPER.US Exposure
0.0005178799045339962
VIX.INDX Exposure
-0.00011776673454389971
UUP.US Exposure
-0.00041414254304217616
TIP.US Exposure
0.002522108675902342
Idiosyncratic Exposure
0.09394579530821688
Value Score
40.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
33
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
138.6%

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 →22.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.75%
Market Cap$18.2B
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
$56
Avg Yield on Cost
0.56%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$56.390.56%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 →
+14.5%
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 →
+50.9%
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 →
0.8% 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 →
0.25
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is B3 S.A. - Brasil Bolsa Balcão a high-risk investment?

B3 S.A. - Brasil Bolsa Balcão (BOLSY.US) has an annualized volatility of 138.6% and experienced a maximum drawdown of 50.4% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BOLSY.US has generated a Compound Annual Growth Rate (CAGR) of 9.1%. 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.

Run a Full Backtest on B3 S.A. - Brasil Bolsa Balcão

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

Start a Free Backtest