Boot Barn Holdings Inc

10-Year Study

BOOT.US · Consumer Cyclical · US · Common Stock

Executive Summary: Boot Barn Holdings Inc has compounded at 35.5% annually over the last 10 years, with a maximum drawdown of 71.0% and an annualized volatility of 76.1%.

1Y CAGR
-3.6%
3Y CAGR
+32.9%
5Y CAGR
+15.5%
10Y CAGR
+35.5%

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 →
71.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.86
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.54
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
61.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +183.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -49.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20261.16.0-22.75.9————————-12.2%
20255.9-23.9-12.3-2.953.6-5.213.13.4-6.814.42.2-9.016.2%
2024-6.528.92.911.911.78.43.50.524.7-25.510.110.797.8%
202333.5-7.2-1.0-5.4-6.725.210.9-2.3-11.5-14.45.44.722.8%
2022-25.3-5.48.9-5.0-10.4-14.6-9.66.9-12.2-2.818.6-7.2-49.2%
202132.05.63.113.28.310.02.83.3-0.517.617.10.6183.8%
2020-5.7-26.9-57.842.816.40.4-10.245.8-0.313.828.95.1-2.6%
201937.621.63.3-2.2-9.236.4-12.29.51.90.413.611.8161.5%
20185.50.50.610.421.0-12.412.728.0-5.1-13.1-8.3-24.82.5%
2017-13.3-5.3-3.77.3-26.6-9.113.11.19.9-7.580.012.232.7%
2016———-12.8-7.213.324.815.1-8.112.523.3-20.733.2%

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 76.1%. The dominant macroeconomic risk driver is VTI.US, accounting for 49.0% of variance. Idiosyncratic stock-specific factors contribute 14.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-018723.404255319148
2016-05-018095.744680851064
2016-06-019170.212765957445
2016-07-0111446.808510638297
2016-08-0113170.212765957447
2016-09-0112106.382978723404
2016-10-0113617.021276595744
2016-11-0116787.23404255319
2016-12-0113319.148936170212
2017-01-0111542.553191489362
2017-02-0110925.531914893616
2017-03-0110521.276595744683
2017-04-0111287.234042553191
2017-05-018287.234042553191
2017-06-017531.914893617021
2017-07-018521.27659574468
2017-08-018617.021276595744
2017-09-019468.085106382978
2017-10-018755.31914893617
2017-11-0115755.31914893617
2017-12-0117670.212765957443
2018-01-0118648.936170212768
2018-02-0118744.68085106383
2018-03-0118861.702127659573
2018-04-0120819.14893617021
2018-05-0125191.48936170213
2018-06-0122074.46808510638
2018-07-0124882.978723404256
2018-08-0131840.425531914894
2018-09-0130223.404255319147
2018-10-0126255.31914893617
2018-11-0124085.106382978724
2018-12-0118117.021276595748
2019-01-0124925.531914893618
2019-02-0130319.14893617021
2019-03-0131319.148936170215
2019-04-0130627.65957446808
2019-05-0127797.872340425532
2019-06-0137914.89361702128
2019-07-0133287.23404255319
2019-08-0136436.17021276595
2019-09-0137127.65957446808
2019-10-0137287.23404255319
2019-11-0142361.70212765957
2019-12-0147372.34042553191
2020-01-0144648.936170212764
2020-02-0132627.659574468085
2020-03-0113755.319148936169
2020-04-0119638.297872340427
2020-05-0122851.063829787232
2020-06-0122936.170212765956
2020-07-0120595.74468085106
2020-08-0130031.91489361702
2020-09-0129936.170212765956
2020-10-0134063.82978723404
2020-11-0143893.617021276594
2020-12-0146127.65957446808
2021-01-0160893.617021276594
2021-02-0164276.595744680846
2021-03-0166287.23404255319
2021-04-0175042.55319148937
2021-05-0181265.9574468085
2021-06-0189414.89361702127
2021-07-0191936.17021276597
2021-08-0194978.72340425532
2021-09-0194542.55319148937
2021-10-01111159.5744680851
2021-11-01130148.93617021275
2021-12-01130904.25531914893
2022-01-0197840.42553191488
2022-02-0192574.46808510637
2022-03-01100840.4255319149
2022-04-0195808.51063829787
2022-05-0185851.06382978724
2022-06-0173308.51063829787
2022-07-0166276.59574468085
2022-08-0170872.34042553192
2022-09-0162191.48936170213
2022-10-0160425.53191489361
2022-11-0171648.93617021276
2022-12-0166510.63829787234
2023-01-0188819.14893617021
2023-02-0182393.6170212766
2023-03-0181531.91489361701
2023-04-0177095.74468085106
2023-05-0171936.17021276597
2023-06-0190095.74468085106
2023-07-0199893.6170212766
2023-08-0197606.3829787234
2023-09-0186372.3404255319
2023-10-0173936.17021276595
2023-11-0177957.44680851063
2023-12-0181659.5744680851
2024-01-0176319.14893617021
2024-02-0198404.25531914894
2024-03-01101223.40425531915
2024-04-01113265.95744680852
2024-05-01126521.27659574468
2024-06-01137159.5744680851
2024-07-01141999.99999999997
2024-08-01142734.04255319145
2024-09-01177957.4468085106
2024-10-01132500
2024-11-01145893.6170212766
2024-12-01161510.63829787233
2025-01-01171117.02127659574
2025-02-01130244.68085106384
2025-03-01114287.23404255319
2025-04-01111000
2025-05-01170542.55319148937
2025-06-01161702.12765957447
2025-07-01182872.3404255319
2025-08-01189117.02127659574
2025-09-01176297.87234042553
2025-10-01201755.3191489362
2025-11-01206191.48936170212
2025-12-01187734.04255319145
2026-01-01189872.3404255319
2026-02-01201297.87234042553
2026-03-01155702.12765957447
2026-04-01164829.78723404254
Annual Return Matrix
YearAnnual Return
20170.3266773162939298
20180.025285972305840065
20191.6147974163241336
2020-0.026274421738154086
20211.8378690036900367
2022-0.4919138561560341
20230.22776711452335263
20240.9778530484627408
20250.16236332499011996
2026-0.12200374001246672
Total Factor Risk
0.7606470958115981
VTI.US Exposure
0.49007890466941534
VEA.US Exposure
0.004210232538862435
VWO.US Exposure
-0.00644121040038948
QQQ.US Exposure
-0.07311568865807315
VTV.US Exposure
-0.030528347027276487
IJR.US Exposure
0.01788628015706876
QUAL.US Exposure
0.013172528343287367
SHV.US Exposure
0.22569524443719732
TLT.US Exposure
-0.005427755241553164
LQD.US Exposure
0.11123013356388278
HYG.US Exposure
0.09223782378507046
GLD.US Exposure
-0.0008673502874215316
USO.US Exposure
0.00003462852876792478
VNQ.US Exposure
-0.007851183822393953
BTC-USD.CC Exposure
-0.002624357003139529
CPER.US Exposure
0.0009466248910862946
VIX.INDX Exposure
-0.005121097797002464
UUP.US Exposure
0.00045300070801108407
TIP.US Exposure
0.027555657056793123
Idiosyncratic Exposure
0.14847593155780692
Value Score
42.4
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
76.1%

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 →18.9x
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$4.1B
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 →
-9.9%
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 →
-13.2%
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 →
25.5% 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 →
1.75
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Boot Barn Holdings Inc a high-risk investment?

Boot Barn Holdings Inc (BOOT.US) has an annualized volatility of 76.1% and experienced a maximum drawdown of 71.0% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, BOOT.US has generated a Compound Annual Growth Rate (CAGR) of 35.5%. It has had a positive return in 70% 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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