Brady Corporation

10-Year Study

BRC.US · Industrials · US · Common Stock

Executive Summary: Brady Corporation has compounded at 12.1% annually over the last 10 years, with a maximum drawdown of 32.9% and an annualized volatility of 25.1%.

1Y CAGR
+21.2%
3Y CAGR
+22.3%
5Y CAGR
+9.4%
10Y CAGR
+12.1%

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 →
32.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.53
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.98
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
23.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +34.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -10.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202610.76.8-12.01.4————————5.5%
20251.2-2.7-2.5-0.1-0.7-2.64.210.6-0.1-2.43.10.27.6%
20243.0-3.21.7-0.115.7-3.38.93.43.5-6.95.3-1.427.7%
202314.13.2-2.6-4.6-6.6-0.29.0-2.28.9-5.99.34.326.9%
2022-3.3-11.20.4-2.88.4-2.61.8-2.7-10.310.24.7-1.7-10.9%
2021-12.714.22.02.54.9-2.1-2.0-2.5-4.93.2-3.57.33.7%
2020-2.9-14.5-4.7-3.117.4-8.4-1.32.0-14.7-5.317.119.6-6.0%
20193.45.8-1.95.6-5.16.55.3-8.712.46.71.20.534.1%
20181.5-2.2-0.7-1.57.1-1.2-0.25.88.2-7.48.1-0.217.1%
2017-2.75.21.01.3-7.8-5.6-1.50.513.80.82.8-3.13.2%
2016———-0.620.0-3.95.94.23.3-3.811.02.242.8%

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 25.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 25.8% of variance. Idiosyncratic stock-specific factors contribute 22.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019944.327712228149
2016-05-0111933.983441984088
2016-06-0111472.217732521594
2016-07-0112148.231955893181
2016-08-0112658.486432124708
2016-09-0113081.820304222114
2016-10-0112584.04719573299
2016-11-0113971.723865452652
2016-12-0114275.856185909523
2017-01-0113897.37442307347
2017-02-0114623.763087477328
2017-03-0114776.682290824847
2017-04-0114971.8495770702
2017-05-0113799.454052403786
2017-06-0113030.682614083293
2017-07-0112840.543792539913
2017-08-0112898.595621643948
2017-09-0114677.68439200474
2017-10-0114795.58393046352
2017-11-0115203.877305461274
2017-12-0114737.262719321876
2018-01-0114954.339744625831
2018-02-0114622.01210423289
2018-03-0114524.271321588278
2018-04-0114310.561571754395
2018-05-0115332.731713449348
2018-06-0115155.837508754918
2018-07-0115118.393405527719
2018-08-0115987.958622919024
2018-09-0117292.306449005984
2018-10-0116005.01948530072
2018-11-0117304.02456764183
2018-12-0117264.290717094984
2019-01-0117843.866171003716
2019-02-0118881.525779861
2019-03-0118522.349729720023
2019-04-0119560.09913258984
2019-05-0118561.814198229262
2019-06-0119772.551766248227
2019-07-0120827.81100156242
2019-08-0119007.910852504356
2019-09-0121359.25686475226
2019-10-0122780.74098019144
2019-11-0123047.608785446188
2019-12-0123152.75757412496
2020-01-0122474.767882477598
2020-02-0119215.37991846704
2020-03-0118318.33773323995
2020-04-0117759.41490221432
2020-05-0120855.243072391935
2020-06-0119097.255894976923
2020-07-0118842.4204874019
2020-08-0119219.51044304366
2020-09-0116403.615106944668
2020-10-0115541.951762656467
2020-11-0118203.67077923244
2020-12-0121763.689097210998
2021-01-0118994.127471580196
2021-02-0121683.323455991955
2021-03-0122113.616364060843
2021-04-0122668.139288472245
2021-05-0123773.099509724692
2021-06-0123278.783470718172
2021-07-0122805.389436632366
2021-08-0122242.33608103012
2021-09-0121145.457320905844
2021-10-0121821.11236822729
2021-11-0121050.32056462475
2021-12-0122579.33301007489
2022-01-0121840.28338990356
2022-02-0119383.69879496435
2022-03-0119463.615466120722
2022-04-0118918.251530987916
2022-05-0120507.830037893076
2022-06-0119970.906739938582
2022-07-0120327.478763716033
2022-08-0119770.980371028858
2022-09-0117727.627821776845
2022-10-0119539.760788750606
2022-11-0120458.03925794228
2022-12-0120116.373040245675
2023-01-0122947.174182425515
2023-02-0123672.48531867895
2023-03-0123058.78814000682
2023-04-0121998.00657292172
2023-05-0120553.894366323653
2023-06-0120506.438230698775
2023-07-0122341.7829499129
2023-08-0121848.005674981592
2023-09-0123788.499182874486
2023-10-0122384.165723829534
2023-11-0124476.411112906993
2023-12-0125529.06632185766
2024-01-0126301.519314692094
2024-02-0125449.95779681411
2024-03-0125886.670976779267
2024-04-0125866.42242695257
2024-05-0129930.499434297722
2024-06-0128944.067309591795
2024-07-0131508.539410592097
2024-08-0132577.761614855524
2024-09-0133717.38232494657
2024-10-0131402.26819675664
2024-11-0133057.53102383133
2024-12-0132598.4591347449
2025-01-0132992.78954079343
2025-02-0132098.08199989225
2025-03-0131287.556345742865
2025-04-0131248.98981735898
2025-05-0131017.815132086995
2025-06-0130217.570892372896
2025-07-0131482.76852899449
2025-08-0134833.11782770325
2025-09-0134810.848912594505
2025-10-0133979.89512059336
2025-11-0135022.85257619022
2025-12-0135081.08399331933
2026-01-0138822.44131961281
2026-02-0141457.89558752223
2026-03-0136474.327891816174
2026-04-0136995.133164520594
Annual Return Matrix
YearAnnual Return
20170.0323207608288858
20180.17147200575178378
20190.3410778324764454
2020-0.05999581140461452
20210.03747728196358113
2022-0.10908028012741755
20230.2690690449408111
20240.27691544703436777
20250.07615773642283385
20260.054560719148979864
Total Factor Risk
0.25065638544929064
VTI.US Exposure
-0.13692253935379872
VEA.US Exposure
0.1649283559345709
VWO.US Exposure
0.01114174960893162
QQQ.US Exposure
-0.050349594899073945
VTV.US Exposure
-0.03161897472385112
IJR.US Exposure
0.15024099440342953
QUAL.US Exposure
0.22831561581418724
SHV.US Exposure
0.2576912409417621
TLT.US Exposure
-0.038995436472653106
LQD.US Exposure
0.18364575958902296
HYG.US Exposure
0.03252446446351027
GLD.US Exposure
0.007862945459330403
USO.US Exposure
0.0005110912672446268
VNQ.US Exposure
0.017813144220718957
BTC-USD.CC Exposure
-0.006040851287105093
CPER.US Exposure
-0.021853369763450294
VIX.INDX Exposure
0.011010579109093095
UUP.US Exposure
-0.0017836445544969354
TIP.US Exposure
0.0008890356644184912
Idiosyncratic Exposure
0.22098943457820922
Value Score
42.4
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
14
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
25.1%

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 →1.17%
Market Cap$3.8B
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
$110
Avg Yield on Cost
1.10%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$1101.10%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 →
-5.7%
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 →
+4.0%
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 →
14.5% 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 →
0.65
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Brady Corporation a high-risk investment?

Brady Corporation (BRC.US) has an annualized volatility of 25.1% and experienced a maximum drawdown of 32.9% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BRC.US has generated a Compound Annual Growth Rate (CAGR) of 12.1%. It has had a positive return in 80% 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.

Run a Full Backtest on Brady Corporation

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest