Box Inc

10-Year Study

BOX.US · Technology · US · Common Stock

Executive Summary: Box Inc has compounded at 6.7% annually over the last 10 years, with a maximum drawdown of 45.3% and an annualized volatility of 29.8%.

1Y CAGR
-39.4%
3Y CAGR
-5.5%
5Y CAGR
+0.5%
10Y CAGR
+6.7%

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 →
45.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.25
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.49
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
34.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +52.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -20.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-15.2-7.10.41.1————————-20.1%
20255.7-2.1-5.61.221.1-9.7-6.11.7-1.1-0.6-7.91.3-5.3%
20241.4-0.79.8-8.14.7-3.06.415.90.4-3.010.5-9.923.4%
20232.84.3-19.7-1.26.54.36.4-15.3-8.62.75.3-2.1-17.7%
2022-0.2-2.013.55.4-14.7-3.713.1-9.5-5.319.1-5.513.418.9%
2021-3.95.825.1-7.29.49.6-6.47.8-8.29.1-9.411.945.1%
2020-10.411.4-16.215.023.83.9-13.59.4-11.6-10.720.6-3.47.6%
201923.9-3.3-4.66.8-10.3-4.8-6.1-11.513.22.27.8-8.0-0.6%
20185.38.2-14.611.212.3-2.7-4.12.5-2.6-24.74.4-10.2-20.1%
201723.23.2-7.45.78.5-2.53.34.1-1.513.6-4.20.452.4%
2016———5.5-2.9-17.712.717.914.7-8.55.5-8.913.1%

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 29.8%. The dominant macroeconomic risk driver is VTI.US, accounting for 28.9% of variance. Idiosyncratic stock-specific factors contribute 49.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110546.492659053834
2016-05-0110244.698205546494
2016-06-018433.931484502447
2016-07-019502.446982055466
2016-08-0111207.177814029363
2016-09-0112854.812398042415
2016-10-0111761.827079934748
2016-11-0112414.355628058729
2016-12-0111305.057096247961
2017-01-0113923.327895595432
2017-02-0114371.941272430671
2017-03-0113303.42577487765
2017-04-0114061.990212071778
2017-05-0115252.854812398042
2017-06-0114877.650897226753
2017-07-0115375.203915171289
2017-08-0116003.262642740621
2017-09-0115758.564437194127
2017-10-0117903.752039151714
2017-11-0117153.344208809136
2017-12-0117226.753670473085
2018-01-0118140.293637846655
2018-02-0119624.79608482871
2018-03-0116761.82707993475
2018-04-0118646.003262642742
2018-05-0120946.16639477977
2018-06-0120383.36052202284
2018-07-0119543.230016313217
2018-08-0120032.626427406198
2018-09-0119502.446982055466
2018-10-0114681.892332789559
2018-11-0115326.264274061989
2018-12-0113768.352365415985
2019-01-0117063.621533442092
2019-02-0116508.972267536705
2019-03-0115750.407830342576
2019-04-0116818.923327895598
2019-05-0115081.566068515498
2019-06-0114363.784665579118
2019-07-0113491.027732463295
2019-08-0111933.115823817294
2019-09-0113507.340946166392
2019-10-0113800.978792822187
2019-11-0114877.650897226753
2019-12-0113686.786296900491
2020-01-0112259.380097879282
2020-02-0113662.316476345839
2020-03-0111451.876019575855
2020-04-0113164.763458401305
2020-05-0116296.90048939641
2020-06-0116933.115823817294
2020-07-0114641.109298531812
2020-08-0116011.419249592169
2020-09-0114159.869494290377
2020-10-0112642.740619902122
2020-11-0115244.698205546494
2020-12-0114722.675367047308
2021-01-0114143.556280587274
2021-02-0114967.373572593802
2021-03-0118727.56933115824
2021-04-0117373.57259380098
2021-05-0119013.05057096248
2021-06-0120840.130505709625
2021-07-0119510.603588907015
2021-08-0121027.73246329527
2021-09-0119306.688417618272
2021-10-0121068.515497553017
2021-11-0119094.616639477976
2021-12-0121362.15334420881
2022-01-0121313.21370309951
2022-02-0120889.070146818925
2022-03-0123703.099510603588
2022-04-0124975.53017944535
2022-05-0121296.900489396412
2022-06-0120505.709624796084
2022-07-0123197.389885807508
2022-08-0121003.26264274062
2022-09-0119893.964110929854
2022-10-0123694.94290375204
2022-11-0122389.885807504077
2022-12-0125391.517128874388
2023-01-0126092.985318107665
2023-02-0127202.283849918433
2023-03-0121851.549755301796
2023-04-0121582.381729200653
2023-05-0122977.161500815662
2023-06-0123964.11092985318
2023-07-0125489.396411092985
2023-08-0121598.694942903752
2023-09-0119747.145187601956
2023-10-0120277.324632952692
2023-11-0121345.840130505712
2023-12-0120889.070146818925
2024-01-0121190.864600326266
2024-02-0121035.88907014682
2024-03-0123099.510603588908
2024-04-0121223.491027732463
2024-05-0122226.75367047308
2024-06-0121566.068515497554
2024-07-0122936.37846655791
2024-08-0126590.538336052206
2024-09-0126696.57422512235
2024-10-0125905.383360522024
2024-11-0128621.533442088097
2024-12-0125774.877650897226
2025-01-0127234.910277324634
2025-02-0126672.104404567704
2025-03-0125171.288743882542
2025-04-0125464.926590538336
2025-05-0130848.287112561175
2025-06-0127871.125611745516
2025-07-0126182.707993474716
2025-08-0126615.008156606855
2025-09-0126321.37030995106
2025-10-0126174.551386623167
2025-11-0124094.616639477976
2025-12-0124396.41109298532
2026-01-0120676.998368678633
2026-02-0119208.809135399675
2026-03-0119282.218597063624
2026-04-0119486.133768352367
Annual Return Matrix
YearAnnual Return
20170.523809523809524
2018-0.2007575757575758
2019-0.005924170616113611
20200.07568533969010716
20210.4509695290858726
20220.1886216113020236
2023-0.17732091230324443
20240.2338930105427568
2025-0.05348101265822791
2026-0.20127047810096954
Total Factor Risk
0.2978214854538723
VTI.US Exposure
0.288805182604396
VEA.US Exposure
-0.03379677739671156
VWO.US Exposure
-0.005402397349990643
QQQ.US Exposure
-0.06899126770971899
VTV.US Exposure
0.030455602700884998
IJR.US Exposure
-0.04925814635287799
QUAL.US Exposure
0.09431423376504619
SHV.US Exposure
0.056008604752976844
TLT.US Exposure
0.001156756895876847
LQD.US Exposure
0.0034469567794788237
HYG.US Exposure
0.024453041624079668
GLD.US Exposure
-0.0025904910184602393
USO.US Exposure
0.0030208395359543057
VNQ.US Exposure
0.00465551785410572
BTC-USD.CC Exposure
-0.0020684028937127436
CPER.US Exposure
-0.0007216301591286377
VIX.INDX Exposure
0.0610353130660377
UUP.US Exposure
0.04528819923053499
TIP.US Exposure
0.06050766560845585
Idiosyncratic Exposure
0.4896811984627728
Value Score
33.4
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
29.8%

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 →41.4x
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$3.4B
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 →
+0.3%
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 →
-18.6%
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 →
38.0% 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 →
1.41
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Box Inc a high-risk investment?

Box Inc (BOX.US) has an annualized volatility of 29.8% and experienced a maximum drawdown of 45.3% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, BOX.US has generated a Compound Annual Growth Rate (CAGR) of 6.7%. It has had a positive return in 50% 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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