Bellring Brands LLC

10-Year Study

BRBR.US · Consumer Defensive · US · Common Stock

Executive Summary: Bellring Brands LLC has compounded at -1.1% annually over the last 10 years, with a maximum drawdown of 79.5% and an annualized volatility of 44.3%.

1Y CAGR
-77.2%
3Y CAGR
-24.3%
5Y CAGR
-10.9%
10Y CAGR
-1.1%

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 →
79.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.05
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.08
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
38.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +116.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -64.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
57%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-7.0-26.1-12.50.9————————-39.3%
20252.7-5.31.63.6-18.4-8.0-5.8-24.8-11.4-17.12.5-13.5-64.5%
2024-0.33.03.7-6.55.4-1.8-10.39.18.68.419.2-4.035.9%
202310.68.910.15.91.8-0.1-1.815.4-0.76.121.04.8116.2%
2022-14.65.0-9.7-7.122.0-4.8-3.0-1.9-13.017.52.82.9-10.1%
2021-4.3-2.33.99.211.29.35.52.1-8.9-12.8-19.832.617.4%
20201.6-9.2-13.22.814.5-0.7-0.4-2.26.7-11.811.519.214.2%
2019——————————14.76.321.9%

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 44.3%. The dominant macroeconomic risk driver is VTI.US, accounting for 19.2% of variance. Idiosyncratic stock-specific factors contribute 32.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-10-0110000
2019-11-0111465.369204350316
2019-12-0112186.605609616485
2020-01-0112386.949055523757
2020-02-0111247.853463079564
2020-03-019759.587864911278
2020-04-0110034.344590726962
2020-05-0111493.989696622783
2020-06-0111413.852318259876
2020-07-0111373.783629078422
2020-08-0111127.647395535205
2020-09-0111871.780194619349
2020-10-0110469.376073268459
2020-11-0111677.160847166571
2020-12-0113915.283342873498
2021-01-0113314.25300515169
2021-02-0113005.151688609045
2021-03-0113514.596451058958
2021-04-0114762.449914138524
2021-05-0116416.714367487122
2021-06-0117939.32455638237
2021-07-0118929.59358900973
2021-08-0119330.280480824273
2021-09-0117601.60274756726
2021-10-0115352.032054951345
2021-11-0112318.259874069834
2021-12-0116330.852890669721
2022-01-0113943.903835145966
2022-02-0114636.51974813967
2022-03-0113211.219232970809
2022-04-0112266.742987979393
2022-05-0114968.517458500286
2022-06-0114247.281053234117
2022-07-0113817.97366914711
2022-08-0113560.389238694908
2022-09-0111797.366914710934
2022-10-0113863.766456783058
2022-11-0114258.729250143102
2022-12-0114676.588437321123
2023-01-0116233.543216943332
2023-02-0117676.016027475674
2023-03-0119461.93474527762
2023-04-0120601.03033772181
2023-05-0120961.648540354894
2023-06-0120950.20034344591
2023-07-0120578.13394390384
2023-08-0123755.008586147684
2023-09-0123600.45792787636
2023-10-0125031.482541499714
2023-11-0130280.480824270177
2023-12-0131728.677733257013
2024-01-0131637.092157985124
2024-02-0132598.740698340018
2024-03-0133789.35317687465
2024-04-0131579.851173440184
2024-05-0133297.08070978821
2024-06-0132707.498568975392
2024-07-0129353.176874642246
2024-08-0132014.882655981688
2024-09-0134756.72581568403
2024-10-0137681.74012593016
2024-11-0144911.27647395535
2024-12-0143125.35775615341
2025-01-0144275.90154550658
2025-02-0141946.19347452776
2025-03-0142621.63709215798
2025-04-0144155.695477962225
2025-05-0136033.19977103607
2025-06-0133159.70234688037
2025-07-0131242.12936462507
2025-08-0123497.424155695477
2025-09-0120807.097882083573
2025-10-0117246.708643388665
2025-11-0117681.740125930166
2025-12-0115300.515168860906
2026-01-0114235.83285632513
2026-02-0110526.617057813395
2026-03-019210.074413279908
2026-04-019290.211791642818
Annual Return Matrix
YearAnnual Return
20200.14185063410051657
20210.17359111476758549
2022-0.10129688047669116
20231.16185647425897
20240.359191773407902
2025-0.6452083886381736
2026-0.39281705948372614
Total Factor Risk
0.44330885451760166
VTI.US Exposure
0.19170112381765336
VEA.US Exposure
0.04063299792019276
VWO.US Exposure
0.06320679667265355
QQQ.US Exposure
-0.025902067960817836
VTV.US Exposure
0.02871240344287053
IJR.US Exposure
-0.0006225565615738028
QUAL.US Exposure
0.08119345299332348
SHV.US Exposure
0.1614390368202381
TLT.US Exposure
-0.004873571139578411
LQD.US Exposure
0.06497008332556704
HYG.US Exposure
0.0186030683914652
GLD.US Exposure
-0.00029452223113021303
USO.US Exposure
0.0032556204041383394
VNQ.US Exposure
0.0051751404893348
BTC-USD.CC Exposure
-0.0025911012708389296
CPER.US Exposure
0.0016062474302857815
VIX.INDX Exposure
0.021136314471354996
UUP.US Exposure
0.03051168993687916
TIP.US Exposure
-0.00040369352853053965
Idiosyncratic Exposure
0.3225435365765125
Value Score
45.4
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
44.3%

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 →11.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$2.0B
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 →
-5.8%
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 →
-48.4%
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 →
79.4% 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 →
0.81
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Bellring Brands LLC a high-risk investment?

Bellring Brands LLC (BRBR.US) has an annualized volatility of 44.3% and experienced a maximum drawdown of 79.5% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, BRBR.US has generated a Compound Annual Growth Rate (CAGR) of -1.1%. It has had a positive return in 57% 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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