BRC Inc.
10-Year StudyBRCC.US · Consumer Defensive · US · Common Stock
Executive Summary: BRC Inc. has compounded at -42.2% annually over the last 10 years, with a maximum drawdown of 97.0% and an annualized volatility of 135.4%.
1Y CAGR
+37.3%
3Y CAGR
-31.0%
5Y CAGR
-42.2%
10Y CAGR
-42.2%
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 →
97.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.43
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-1.09
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
71.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +57.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -65.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
25%
Annual Returns
Rolling 12-Month Returns
Rolling 12-Month Annualised Volatility
Historical Drawdowns
Monthly Returns
Monthly Returns Heatmap
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Ann. |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -25.5 | -23.9 | 23.3 | 39.1 | 62.0 | — | — | — | — | — | — | — | 57.7% |
| 2025 | -14.5 | -4.8 | -19.0 | 9.1 | -21.5 | -26.8 | 29.8 | -8.8 | 0.6 | -18.6 | 0.0 | -12.6 | -65.0% |
| 2024 | 4.1 | 9.3 | 3.6 | -8.9 | 48.7 | 5.7 | -6.9 | -22.4 | -22.8 | -8.5 | 0.3 | 1.0 | -12.7% |
| 2023 | 8.0 | 0.9 | -22.8 | 1.4 | 3.5 | -4.3 | -11.2 | -1.3 | -20.6 | -19.2 | 46.9 | -14.8 | -40.6% |
| 2022 | — | — | 16.2 | -28.6 | -33.4 | -17.7 | 15.1 | 3.8 | -20.7 | -6.2 | -15.7 | 0.0 | -66.0% |
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 135.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 57.2% of variance. Idiosyncratic stock-specific factors contribute 9.2%.
| Date | Simulated Value |
|---|---|
| 2022-02-01 | 10000 |
| 2022-03-01 | 11620.268320211993 |
| 2022-04-01 | 8296.214018970686 |
| 2022-05-01 | 5523.385624707686 |
| 2022-06-01 | 4543.429990743623 |
| 2022-07-01 | 5228.285535627278 |
| 2022-08-01 | 5428.730788983936 |
| 2022-09-01 | 4304.009138706732 |
| 2022-10-01 | 4036.7485353983107 |
| 2022-11-01 | 3402.0047021031387 |
| 2022-12-01 | 3402.0047021031387 |
| 2023-01-01 | 3674.8330963661397 |
| 2023-02-01 | 3708.240638592249 |
| 2023-03-01 | 2861.915439032171 |
| 2023-04-01 | 2900.891037712405 |
| 2023-05-01 | 3001.113664390734 |
| 2023-06-01 | 2873.0512864408747 |
| 2023-07-01 | 2550.1114460889366 |
| 2023-08-01 | 2516.703903862827 |
| 2023-09-01 | 1998.8864683590389 |
| 2023-10-01 | 1614.6994672592332 |
| 2023-11-01 | 2371.9378875496855 |
| 2023-12-01 | 2021.1582959262175 |
| 2024-01-01 | 2104.6771514914913 |
| 2024-02-01 | 2299.5547466433427 |
| 2024-03-01 | 2383.0737349583887 |
| 2024-04-01 | 2171.492368693483 |
| 2024-05-01 | 3229.3989345184664 |
| 2024-06-01 | 3413.1405495118415 |
| 2024-07-01 | 3179.2874884295297 |
| 2024-08-01 | 2466.5924577738906 |
| 2024-09-01 | 1904.2317653850616 |
| 2024-10-01 | 1742.7618452090926 |
| 2024-11-01 | 1748.3297689134442 |
| 2024-12-01 | 1765.0335400264992 |
| 2025-01-01 | 1508.9087841267803 |
| 2025-02-01 | 1436.5256432204374 |
| 2025-03-01 | 1163.697116207664 |
| 2025-04-01 | 1269.487799340117 |
| 2025-05-01 | 996.6592723273435 |
| 2025-06-01 | 729.3986690189217 |
| 2025-07-01 | 946.5479589881791 |
| 2025-08-01 | 863.0289706731327 |
| 2025-09-01 | 868.5968943774842 |
| 2025-10-01 | 707.1269742015154 |
| 2025-11-01 | 707.1269742015154 |
| 2025-12-01 | 618.0401285570036 |
| 2026-01-01 | 460.4677416991036 |
| 2026-02-01 | 350.5011314528602 |
| 2026-03-01 | 432.18265009326467 |
| 2026-04-01 | 601.3363335489897 |
| 2026-05-01 | 974.3875775099372 |
| Year | Annual Return |
|---|---|
| 2023 | -0.405891974612285 |
| 2024 | -0.12672176959912318 |
| 2025 | -0.6498422752081386 |
| 2026 | 0.5765765562584608 |
- Total Factor Risk
- 1.353832100844367
- VTI.US Exposure
- 0.2683305473053999
- VEA.US Exposure
- -0.005037091475198719
- VWO.US Exposure
- -0.00015711025701625682
- QQQ.US Exposure
- -0.027045976553478488
- VTV.US Exposure
- -0.004166429371653441
- IJR.US Exposure
- -0.01268796087019759
- QUAL.US Exposure
- -0.017539961190562968
- SHV.US Exposure
- 0.5721216794636066
- TLT.US Exposure
- 0.021058442491029748
- LQD.US Exposure
- 0.029732257465413053
- HYG.US Exposure
- 0.007858772075359302
- GLD.US Exposure
- 0.003340857006530357
- USO.US Exposure
- 0.0003282482024528892
- VNQ.US Exposure
- 0.04445980837691607
- BTC-USD.CC Exposure
- 0.005528581418337184
- CPER.US Exposure
- 0.017721932846160752
- VIX.INDX Exposure
- -0.004918758231067762
- UUP.US Exposure
- 0.004896476312141262
- TIP.US Exposure
- 0.004256364467957274
- Idiosyncratic Exposure
- 0.0919193205178708
- Value Score
- 36.1
- Growth Score
- 60.7
- Profit Score
- 39.6
- Health Score
- 23.3
- Yield Score
- 0
- Moat Score
- 0
Factor Risk Decomposition
Share of annualised volatility attributable to each macro factor.
Total Est. Vol
135.4%
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 →N/A
Forward P/EForward P/E RatioA valuation metric that compares the current stock price to estimated future earnings per share.Click for full definition →Significantly Overvalued101.0x
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%
Squeeze RiskShort Squeeze RiskA situation where a sharp rise in the price of a stock forces short sellers to buy shares to cover their positions, further driving up the price.Click for full definition →Extreme
Market Cap$152.1M
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
2.0/ 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
1.17
Distress Zone
Income Simulation
Based on $10,000 initial investment.
Total Income Generated
$0
Avg Yield on Cost
0.00%
Momentum & MacroiPrice momentum indicators: distance from 50/200-Day SMA, 52-Week High proximity, Golden Cross trend signal, RSI momentum gauge, Fibonacci retracement levels, and Beta (market sensitivity).
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 →
+69.6%
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 →
+48.8%
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 →
13.8% 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 →
1.03
Market sensitivity coefficient
Trend SignalGolden Cross & Death CrossTechnical chart patterns that occur when a short-term moving average crosses over a long-term moving average.Click for full definition →
✦ Death Cross
Bearish — 50 SMA below 200 SMA
RSI (14-Day)Relative Strength Index (RSI)A momentum oscillator that measures the speed and change of price movements to identify overbought or oversold conditions.Click for full definition →
88
OversoldNeutralOverbought
OverboughtFibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement+17.2%
50.0% retracement+31.8%
61.8% retracement+50.7%
% distance of current price from each 52-week Fibonacci support level.
Compare this AssetiRun a head-to-head backtest and risk analysis against similar assets.
Frequently Asked Questions & Methodology
Is BRC Inc. a high-risk investment?
BRC Inc. (BRCC.US) has an annualized volatility of 135.4% and experienced a maximum drawdown of 97.0% over the last 10 years. Its primary macro risk driver is SHV.US.
What is the 10-year return of BRCC.US?
Over the past 10 years, BRCC.US has generated a Compound Annual Growth Rate (CAGR) of -42.2%. It has had a positive return in 25% 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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