Bruker Corporation

10-Year Study

BRKR.US · Healthcare · US · Common Stock

Executive Summary: Bruker Corporation has compounded at 4.4% annually over the last 10 years, with a maximum drawdown of 65.2% and an annualized volatility of 49.0%.

1Y CAGR
+7.1%
3Y CAGR
-17.6%
5Y CAGR
-10.8%
10Y CAGR
+4.4%

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 →
65.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.15
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.28
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
33.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +71.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -20.0%
% 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.
2026-6.0-9.4-9.97.8————————-17.3%
2025-0.8-18.8-11.5-4.0-8.412.4-6.7-11.6-4.219.925.3-3.4-19.2%
2024-2.721.18.6-17.0-16.0-2.57.4-1.92.8-18.02.41.2-20.0%
20232.6-1.614.40.4-12.67.0-7.0-4.5-5.0-8.514.312.97.8%
2022-20.65.7-8.6-10.68.80.49.2-18.2-5.216.59.11.4-18.3%
20216.95.35.56.61.49.48.37.4-11.62.80.93.655.3%
2020-2.9-11.9-17.69.610.2-6.09.7-5.7-5.47.019.17.06.6%
201917.89.00.70.48.319.6-4.2-9.71.81.315.1-0.471.8%
20183.8-13.9-2.3-1.32.5-3.911.69.9-6.0-6.35.9-10.2-12.8%
201712.01.8-3.24.511.66.1-0.61.62.35.512.0-2.363.0%
2016———1.1-6.7-13.79.6-10.31.5-9.510.7-6.4-24.0%

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 49.0%. The dominant macroeconomic risk driver is VTI.US, accounting for 35.8% of variance. Idiosyncratic stock-specific factors contribute 19.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110107.110360067592
2016-05-019428.57142857143
2016-06-018133.776531540733
2016-07-018913.557779799818
2016-08-017997.883047668567
2016-09-018116.135262112125
2016-10-017342.14777812854
2016-11-018126.868581827636
2016-12-017602.792891496908
2017-01-018518.133367996881
2017-02-018668.882657703663
2017-03-018388.256485487735
2017-04-018769.382184174852
2017-05-019783.290932387514
2017-06-0110384.616813058254
2017-07-0110327.013425934523
2017-08-0110489.275965163133
2017-09-0110727.265974633712
2017-10-0111322.240998310153
2017-11-0112685.224044121744
2017-12-0112389.222112866986
2018-01-0112854.877346753077
2018-02-0111064.381348535775
2018-03-0110815.323763718407
2018-04-0110674.342166347886
2018-05-0110941.820950400179
2018-06-0110511.113999740022
2018-07-0111727.284544391006
2018-08-0112892.833930660525
2018-09-0112121.000538522962
2018-10-0111352.806818814877
2018-11-0112023.21219661659
2018-12-0110800.57937642755
2019-01-0112719.800932201817
2019-02-0113862.620935544373
2019-03-0113960.372137936156
2019-04-0114018.4954782641
2019-05-0115184.379120164902
2019-06-0118158.028634565748
2019-07-0117394.625912239328
2019-08-0115707.934857291417
2019-09-0115984.438543388238
2019-10-0116191.862732354088
2019-11-0118640.619487103304
2019-12-0118560.509554140128
2020-01-0118014.29871311582
2020-02-0115862.212400883922
2020-03-0113069.877996694584
2020-04-0114330.950214480696
2020-05-0115788.713301517148
2020-06-0114840.207238491392
2020-07-0116277.543592505246
2020-08-0115343.633358712
2020-09-0114514.716532654918
2020-10-0115533.490557278417
2020-11-0118494.846892351117
2020-12-0119781.211119570668
2021-01-0121155.26174072905
2021-02-0122284.451542218347
2021-03-0123505.784479396854
2021-04-0125056.24779484132
2021-05-0125407.327626227925
2021-06-0127800.226551038977
2021-07-0130094.334367049825
2021-08-0132326.047798555275
2021-09-0128588.66130619673
2021-10-0129393.95740097677
2021-11-0129660.693394737333
2021-12-0130730.08857774229
2022-01-0124390.707693450448
2022-02-0125789.493231323464
2022-03-0123564.910586618636
2022-04-0121069.17234591744
2022-05-0122916.268964364637
2022-06-0123018.95972219643
2022-07-0125142.59716625504
2022-08-0120557.649811516963
2022-09-0119478.375517631986
2022-10-0122701.528291025235
2022-11-0124765.29683757033
2022-12-0125110.62004419602
2023-01-0125760.895805091826
2023-02-0125338.322408126125
2023-03-0128985.385601010195
2023-04-0129091.976007873574
2023-05-0125422.554827208405
2023-06-0127195.892369686728
2023-07-0125282.761694304656
2023-08-0124153.089079125737
2023-09-0122938.069859426938
2023-10-0120986.64834450614
2023-11-0123983.695753096505
2023-12-0127075.151807765873
2024-01-0126349.25999517187
2024-02-0131905.814191008525
2024-03-0134634.082932536076
2024-04-0128760.951514363704
2024-05-0124152.420567863177
2024-06-0123543.629644760542
2024-07-0125277.747859835472
2024-08-0124809.08432526787
2024-09-0125499.545040946316
2024-10-0120902.5644834822
2024-11-0121397.337096804145
2024-12-0121663.40457930215
2025-01-0121489.703069580883
2025-02-0117450.4466026629
2025-03-0115442.090211880932
2025-04-0114820.560435275109
2025-05-0113577.500882063474
2025-06-0115262.223542738297
2025-07-0114236.095894226664
2025-08-0112587.621399788304
2025-09-0112054.07513323801
2025-10-0114447.085476592823
2025-11-0118108.930196282337
2025-12-0117496.425321721046
2026-01-0116449.091010380493
2026-02-0114896.65930066294
2026-03-0113414.79266865982
2026-04-0114462.126980000372
Annual Return Matrix
YearAnnual Return
20170.6295619635677963
2018-0.12822780332507966
20190.7184735102867499
20200.0657687528389137
20210.5534988425121898
2022-0.18286535423840045
20230.07823509575279997
2024-0.19987873999330608
2025-0.1923510795511042
2026-0.17342390150711107
Total Factor Risk
0.48959736949895133
VTI.US Exposure
0.35789967636596526
VEA.US Exposure
0.04146201580444647
VWO.US Exposure
-0.024964563963199366
QQQ.US Exposure
-0.09042048106591187
VTV.US Exposure
-0.04115910723044958
IJR.US Exposure
0.04137037716838171
QUAL.US Exposure
0.22785791794508314
SHV.US Exposure
0.20878080094120025
TLT.US Exposure
0.02382534741220837
LQD.US Exposure
0.007117686762162507
HYG.US Exposure
-0.004285220965193195
GLD.US Exposure
0.00007749840959176728
USO.US Exposure
-0.0014361975209501402
VNQ.US Exposure
-0.012710329081775636
BTC-USD.CC Exposure
-0.001761390976900587
CPER.US Exposure
0.026679291704278893
VIX.INDX Exposure
-0.014063851432050842
UUP.US Exposure
0.0029621546987553308
TIP.US Exposure
0.055067522754926275
Idiosyncratic Exposure
0.19770085226943127
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
6.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
49.0%

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
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.55%
Market Cap$5.6B
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
$19
Avg Yield on Cost
0.19%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$18.570.19%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 →
+3.3%
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 →
-2.0%
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 →
28.5% 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 →
1.20
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Bruker Corporation a high-risk investment?

Bruker Corporation (BRKR.US) has an annualized volatility of 49.0% and experienced a maximum drawdown of 65.2% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, BRKR.US has generated a Compound Annual Growth Rate (CAGR) of 4.4%. 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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