Blue Ridge Bankshares Inc

10-Year Study

BRBS.US · Financial Services · US · Common Stock

Executive Summary: Blue Ridge Bankshares Inc has compounded at -5.6% annually over the last 10 years, with a maximum drawdown of 85.9% and an annualized volatility of 56.5%.

1Y CAGR
+6.5%
3Y CAGR
-25.5%
5Y CAGR
-26.0%
10Y CAGR
-5.6%

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 →
85.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.14
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.15
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
31.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +55.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -75.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-0.5-4.53.4-17.1————————-18.5%
20254.78.9-11.25.21.23.52.29.35.55.92.1-1.440.1%
2024-17.5-2.09.8-7.116.0-10.06.50.40.40.026.1-8.86.3%
20232.4-3.3-16.7-4.0-10.11.8-4.7-6.1-42.9-30.3-14.312.2-75.2%
20222.6-12.0-5.5-3.14.40.7-1.6-1.8-13.43.7-0.2-4.1-27.9%
20216.56.19.99.29.11.2-1.53.6-0.95.0-2.90.555.0%
20203.3-6.6-21.1-0.3-7.44.21.7-11.2-0.51.58.820.3-12.5%
2019-4.31.81.816.413.9-8.9-2.54.5-1.83.7-0.52.226.4%
20185.0-0.52.00.03.1-2.311.7-1.5-3.3-5.5-3.92.15.9%
2017-5.5-4.02.03.91.61.51.83.39.0-4.20.95.115.5%
2016———2.93.98.2-6.34.320.9-3.21.1-0.633.0%

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 56.5%. The dominant macroeconomic risk driver is TLT.US, accounting for 22.9% of variance. Idiosyncratic stock-specific factors contribute 29.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110287.29935131563
2016-05-0110689.727135180257
2016-06-0111562.581520321386
2016-07-0110839.811481539451
2016-08-0111302.412131962923
2016-09-0113662.718909236362
2016-10-0113226.726491713187
2016-11-0113371.941357541607
2016-12-0113295.420949200883
2017-01-0112564.824959565922
2017-02-0112068.311855445992
2017-03-0112303.959931131634
2017-04-0112778.386462844124
2017-05-0112985.861115458862
2017-06-0113183.77071703101
2017-07-0113416.288412375437
2017-08-0113863.411071111806
2017-09-0115104.259056364237
2017-10-0114474.87869776178
2017-11-0114610.702422566566
2017-12-0115358.689414097147
2018-01-0116126.67605780769
2018-02-0116045.286168936194
2018-03-0116371.367454479054
2018-04-0116371.367454479054
2018-05-0116880.575989982786
2018-06-0116498.843498373943
2018-07-0118423.85349820003
2018-08-0118148.901758230295
2018-09-0117546.651362585
2018-10-0116576.929096885273
2018-11-0115930.33164640615
2018-12-0116260.586772403958
2019-01-0115553.64254534704
2019-02-0115836.420236169806
2019-03-0116119.197926992576
2019-04-0118767.499695657465
2019-05-0121380.671640493212
2019-06-0119480.182953339943
2019-07-0118987.321959618093
2019-08-0119838.959322446568
2019-09-0119484.530703813845
2019-10-0120215.126693448812
2019-11-0120107.998121771798
2019-12-0120550.946940053218
2020-01-0121227.80473383072
2020-02-0119824.872610911116
2020-03-0115646.162675431735
2020-04-0115599.902610389387
2020-05-0114451.574755221647
2020-06-0115055.564251056503
2020-07-0115315.037999339143
2020-08-0113606.719883132468
2020-09-0113536.634145493123
2020-10-0113734.022017008401
2020-11-0114944.957479000366
2020-12-0117972.2091789708
2021-01-0119146.44962696301
2021-02-0120305.559903306028
2021-03-0122308.82941166241
2021-04-0124370.010956331196
2021-05-0126591.015808420725
2021-06-0126898.140901897357
2021-07-0126489.974087407176
2021-08-0127448.740021912665
2021-09-0127201.43997495696
2021-10-0128559.851133023778
2021-11-0127719.3440114085
2021-12-0127859.341576668234
2022-01-0128580.37251526061
2022-02-0125148.95393123598
2022-03-0123770.02139093233
2022-04-0123023.947409610268
2022-05-0124035.234169840525
2022-06-0124209.14418879672
2022-07-0123810.716335368084
2022-08-0123380.46294847046
2022-09-0120256.691187979337
2022-10-0120998.24350880854
2022-11-0120966.070155301648
2022-12-0120097.215700596513
2023-01-0120577.03344289665
2023-02-0119894.436618493593
2023-03-0116578.668197074832
2023-04-0115912.940644510532
2023-05-0114300.27303872976
2023-06-0114563.572807429437
2023-07-0113872.454392097528
2023-08-0113033.164640614947
2023-09-017438.131510756335
2023-10-015183.56202500826
2023-11-014443.053164292795
2023-12-014986.174153492983
2024-01-014114.01540842768
2024-02-014031.7559694614
2024-03-014426.705622510913
2024-04-014114.01540842768
2024-05-014772.264830176867
2024-06-014295.055738161075
2024-07-014574.703048642633
2024-08-014591.224500443471
2024-09-014607.74595224431
2024-10-014607.74595224431
2024-11-015808.942453174727
2024-12-015298.864367576216
2025-01-015545.642684475053
2025-02-016039.373228291683
2025-03-015364.602354741658
2025-04-015644.42357524217
2025-05-015710.161562407611
2025-06-015907.723343941844
2025-07-016039.373228291683
2025-08-016598.841759273752
2025-09-016960.922418740543
2025-10-017372.219613571938
2025-11-017530.303820803117
2025-12-017425.957809429401
2026-01-017391.175805638162
2026-02-017060.746769621398
2026-03-017304.220796160067
2026-04-016052.068659675484
Annual Return Matrix
YearAnnual Return
20170.15518639633747555
20180.05872228638720922
20190.2638502673796792
2020-0.12548024033172556
20210.5501345048479807
2022-0.2786184251594941
2023-0.7518972663787956
20240.06271145059467753
20250.40142439856903733
2026-0.1850117096018734
Total Factor Risk
0.5654449167993415
VTI.US Exposure
0.16498231751995873
VEA.US Exposure
-0.031012956466731134
VWO.US Exposure
0.0010740060171510798
QQQ.US Exposure
-0.006431386450125488
VTV.US Exposure
0.10331524910930147
IJR.US Exposure
0.10721264991976696
QUAL.US Exposure
-0.05325724519594523
SHV.US Exposure
0.1899904129189872
TLT.US Exposure
0.22875285491328598
LQD.US Exposure
0.030305627383106975
HYG.US Exposure
-0.0065795716250218505
GLD.US Exposure
-0.0007431258118191231
USO.US Exposure
0.00023823802951373962
VNQ.US Exposure
-0.03475534210112797
BTC-USD.CC Exposure
-0.0033965985102036075
CPER.US Exposure
-0.002177294413148833
VIX.INDX Exposure
0.0023760824353643204
UUP.US Exposure
0.014093693692441702
TIP.US Exposure
-0.0011972805880603031
Idiosyncratic Exposure
0.29720966922330544
Value Score
35
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
56.5%

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 →37.5x
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$376.9M
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
$1,043
Avg Yield on Cost
10.43%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$1,043.4610.43%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 →
-13.6%
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 →
24.3% 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 →
0.79
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Blue Ridge Bankshares Inc a high-risk investment?

Blue Ridge Bankshares Inc (BRBS.US) has an annualized volatility of 56.5% and experienced a maximum drawdown of 85.9% over the last 10 years. Its primary macro risk driver is TLT.US.

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

Over the past 10 years, BRBS.US has generated a Compound Annual Growth Rate (CAGR) of -5.6%. It has had a positive return in 60% 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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