Dmc Global Inc

10-Year Study

BOOM.US · Industrials · US · Common Stock

Executive Summary: Dmc Global Inc has compounded at -6.4% annually over the last 10 years, with a maximum drawdown of 92.4% and an annualized volatility of 58.8%.

1Y CAGR
-18.6%
3Y CAGR
-31.6%
5Y CAGR
-37.3%
10Y CAGR
-6.4%

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 →
92.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.22
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.42
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
62.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +58.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -60.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
30%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202628.6-31.5-11.52.7————————-20.0%
202510.74.2-0.7-22.9-0.524.80.4-17.226.1-4.6-23.07.7-9.0%
2024-9.6-2.016.8-18.7-18.011.0-6.4-8.44.9-22.3-20.2-8.7-60.9%
202317.017.7-17.9-13.8-14.49.56.227.41.9-22.6-15.818.0-3.2%
20221.8-27.13.7-34.538.4-34.826.2-1.9-28.435.4-15.05.7-50.9%
202132.210.2-13.9-0.5-1.96.1-22.1-8.2-8.113.2-12.68.5-8.4%
2020-6.9-13.8-35.912.210.6-3.36.420.6-7.08.014.85.9-3.3%
2019-1.736.15.739.6-2.4-6.3-17.5-16.91.61.73.0-2.228.8%
2018-8.6-7.426.344.715.90.2-8.6-4.44.0-5.5-5.6-3.540.5%
20170.6-6.3-16.923.4-17.33.76.1-6.830.628.7-7.424.458.9%
2016———50.87.62.5-4.77.4-2.91.850.7-2.9145.9%

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 58.8%. The dominant macroeconomic risk driver is HYG.US, accounting for 22.2% of variance. Idiosyncratic stock-specific factors contribute 48.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0115077.149271192335
2016-05-0116219.053340500204
2016-06-0116623.296550415784
2016-07-0115834.729819458058
2016-08-0117009.99146299048
2016-09-0116516.583931450976
2016-10-0116810.95266702501
2016-11-0125332.62718563253
2016-12-0124589.591172099786
2017-01-0124744.83827109748
2017-02-0123193.315837733582
2017-03-0119268.03048028583
2017-04-0123774.30676320865
2017-05-0119656.464413317735
2017-06-0120388.117747494227
2017-07-0121633.09830208366
2017-08-0120154.614727922344
2017-09-0126331.61539191197
2017-10-0133888.291649539955
2017-11-0131395.32677775318
2017-12-0139062.035602491545
2018-01-0135709.36225377051
2018-02-0133058.46270591583
2018-03-0141745.02798242008
2018-04-0160393.809087172354
2018-05-0169991.30489771398
2018-06-0170100.38890821133
2018-07-0164089.54374426914
2018-08-0161279.28668542701
2018-09-0163730.040787934355
2018-10-0160215.63853669333
2018-11-0156857.27384829418
2018-12-0154889.17696904544
2019-01-0153951.52875707465
2019-02-0173425.2379296171
2019-03-0177615.32867486641
2019-04-01108355.04474025358
2019-05-01105759.47766149175
2019-06-0199083.852404591
2019-07-0181707.08571789927
2019-08-0167927.561893319
2019-09-0168982.19875422897
2019-10-0170174.2182312581
2019-11-0172291.71277705758
2019-12-0170685.33215290733
2020-01-0165793.6256995605
2020-02-0156718.15221171784
2020-03-0136377.14610933696
2020-04-0140803.743636766056
2020-05-0145135.48550289309
2020-06-0143633.60419894394
2020-07-0146447.65548423815
2020-08-0156012.26799886173
2020-09-0152075.75805482657
2020-10-0156233.59787523319
2020-11-0164580.89606981377
2020-12-0168375.12252189586
2021-01-0190381.63594397192
2021-02-0199582.63509027097
2021-03-0185781.1363708224
2021-04-0185370.09517184684
2021-05-0183741.73965282827
2021-06-0188863.94536313908
2021-07-0169197.20491984698
2021-08-0163505.86524172384
2021-09-0158352.04097764567
2021-10-0166051.15881999557
2021-11-0157703.86062541499
2021-12-0162620.54573623802
2022-01-0163774.62294874633
2022-02-0146479.2740380055
2022-03-0148218.29449520979
2022-04-0131602.744490467
2022-05-0143744.269137129675
2022-06-0128504.12622126664
2022-07-0135981.91418724508
2022-08-0135286.30600436336
2022-09-0125263.224460113193
2022-10-0134211.27517627344
2022-11-0129073.260189078952
2022-12-0130733.23426186486
2023-01-0135950.29563347772
2023-02-0142321.43421759888
2023-03-0134732.98131343472
2023-04-0129942.7704176811
2023-05-0125642.647105321397
2023-06-0128077.275745407405
2023-07-0129816.29620261169
2023-08-0137973.88307458817
2023-09-0138685.300534353555
2023-10-0129958.579694564767
2023-11-0125215.796629462166
2023-12-0129753.05909507699
2024-01-0126907.38925601543
2024-02-0126369.873841970464
2024-03-0130812.280646283234
2024-04-0125057.703860625414
2024-05-0120536.250671894268
2024-06-0122796.97726625984
2024-07-0121342.52379296171
2024-08-0119556.075505106393
2024-09-0120520.44139501059
2024-10-0115951.560375628418
2024-11-0112726.46789135865
2024-12-0111619.818509501374
2025-01-0112868.751383311728
2025-02-0113406.26679735669
2025-03-0113311.411136054636
2025-04-0110260.220697505296
2025-05-0110212.79286685427
2025-06-0112742.277168242324
2025-07-0112789.70499889335
2025-08-0110592.215512062478
2025-09-0113358.838966705662
2025-10-0112742.277168242324
2025-11-019817.560944762386
2025-12-0110576.406235178803
2026-01-0113595.978119960791
2026-02-019311.664084484775
2026-03-018236.633256394853
2026-04-018457.963132766306
Annual Return Matrix
YearAnnual Return
20170.5885597824339877
20180.4051796359927635
20190.28778269334900175
2020-0.032683013019080165
2021-0.08416184971098262
2022-0.5092148447361777
2023-0.03189300411522633
2024-0.6094580233793836
2025-0.0897959183673468
2026-0.20029895366218242
Total Factor Risk
0.5881976427149156
VTI.US Exposure
-0.031300937220562215
VEA.US Exposure
-0.020184517972413205
VWO.US Exposure
0.03218831705514826
QQQ.US Exposure
-0.030832831640744147
VTV.US Exposure
-0.04852465279642704
IJR.US Exposure
0.17857334267780106
QUAL.US Exposure
0.10755020393400264
SHV.US Exposure
0.004813334048302114
TLT.US Exposure
0.005063156571505733
LQD.US Exposure
0.04181456242858298
HYG.US Exposure
0.22205043796608973
GLD.US Exposure
-0.003804527044503633
USO.US Exposure
0.0417166384178677
VNQ.US Exposure
-0.011441352398392913
BTC-USD.CC Exposure
-0.0093533175384381
CPER.US Exposure
0.06990147680700787
VIX.INDX Exposure
-0.038260773871368614
UUP.US Exposure
-0.005232745657135848
TIP.US Exposure
0.011378786319317444
Idiosyncratic Exposure
0.48388539991436014
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
58.8%

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
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%
Market Cap$111.9M
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
$0
Avg Yield on Cost
0.00%

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 →
-12.4%
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 →
-23.9%
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 →
40.4% 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 →
1.65
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Dmc Global Inc a high-risk investment?

Dmc Global Inc (BOOM.US) has an annualized volatility of 58.8% and experienced a maximum drawdown of 92.4% over the last 10 years. Its primary macro risk driver is HYG.US.

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

Over the past 10 years, BOOM.US has generated a Compound Annual Growth Rate (CAGR) of -6.4%. It has had a positive return in 30% 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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