Barnwell Industries Inc

10-Year Study

BRN.US · Energy · US · Common Stock

Executive Summary: Barnwell Industries Inc has compounded at -2.0% annually over the last 10 years, with a maximum drawdown of 71.5% and an annualized volatility of 48.4%.

1Y CAGR
-10.5%
3Y CAGR
-26.4%
5Y CAGR
-19.3%
10Y CAGR
-2.0%

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 →
71.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.28
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.85
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
90.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +129.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -37.9%
% 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.
2026-0.93.6-5.33.7————————0.9%
202517.9-17.910.9-18.5-6.1-8.92.7-1.714.00.8-3.1-12.6-26.5%
20242.1-10.15.822.2-2.6-16.4-1.79.1-10.3-15.9-3.7-17.5-37.9%
2023-13.1-5.7-8.728.2-1.6-7.6-0.05.3-1.3-3.63.7-7.8-16.4%
2022-6.95.2-9.810.9-6.3-12.08.521.0-14.022.0-2.5-5.42.7%
2021161.4-3.9-19.4-19.559.40.3-29.96.023.2-15.8-1.615.9129.1%
2020-11.6-35.25.013.7-17.755.0-3.7-0.4-1.21.525.916.523.3%
2019————-1.7-13.6-10.6-27.7-28.5-27.340.093.7-22.6%

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 48.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 24.7% of variance. Idiosyncratic stock-specific factors contribute 45.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-04-0110000
2019-05-019830.010817493432
2019-06-018492.505022407664
2019-07-017590.789677020554
2019-08-015486.014526348323
2019-09-013923.6594034925056
2019-10-012854.2729099057333
2019-11-013997.0638232112497
2019-12-017740.689228867253
2020-01-016839.746561582445
2020-02-014435.172307216813
2020-03-014656.930922577654
2020-04-015294.390356977283
2020-05-014359.44985319116
2020-06-016758.615360840674
2020-07-016511.358368103848
2020-08-016485.859990727862
2020-09-016407.819502395302
2020-10-016506.722299490032
2020-11-018191.933240611962
2020-12-019544.892597743781
2021-01-0124951.321279554937
2021-02-0123974.656158244474
2021-03-0119314.63452325761
2021-04-0115557.10091176016
2021-05-0124801.42172770824
2021-06-0124868.644722608566
2021-07-0117436.25405656004
2021-08-0118487.868953793848
2021-09-0122772.369031061662
2021-10-0119164.73497141091
2021-11-0118864.163189615203
2021-12-0121869.881007572247
2022-01-0120367.022098593727
2022-02-0121419.40967392984
2022-03-0119314.63452325761
2022-04-0121419.40967392984
2022-05-0120066.450316798022
2022-06-0117661.87606243239
2022-07-0119164.73497141091
2022-08-0123195.023953021173
2022-09-0119945.912532838818
2022-10-0124327.770050996754
2022-11-0123723.535774996137
2022-12-0122452.480296708392
2023-01-0119517.84886416319
2023-02-0118411.373821665893
2023-03-0116807.294081285734
2023-04-0121543.810848400553
2023-05-0121206.923195796633
2023-06-0119594.343996291143
2023-07-0119593.571318188842
2023-08-0120630.505331478904
2023-09-0120360.067995673
2023-10-0119626.02379848555
2023-11-0120359.295317570697
2023-12-0118776.077885952713
2024-01-0119162.416937104004
2024-02-0117230.72168134755
2024-03-0118235.203214340905
2024-04-0122291.763251429453
2024-05-0121712.25467470252
2024-06-0118157.93540411065
2024-07-0117848.864163189613
2024-08-0119471.488178025033
2024-09-0117462.525112038322
2024-10-0114680.883943749033
2024-11-0114140.009272137228
2024-12-0111667.439344768969
2025-01-0113753.670220985936
2025-02-0111288.054396538402
2025-03-0112517.38525730181
2025-04-0110199.350950394066
2025-05-019581.208468552002
2025-06-018731.262556019161
2025-07-018963.065986709937
2025-08-018808.530366249419
2025-09-0110044.81532993355
2025-10-0110122.08314016381
2025-11-019813.011899242774
2025-12-018576.726935558647
2026-01-018499.459125328389
2026-02-018808.530366249419
2026-03-018344.923504867873
2026-04-018653.994745788905
Annual Return Matrix
YearAnnual Return
20200.23308045518067488
20211.2912652796891444
20220.026639344262295195
2023-0.16374148255213705
2024-0.37860082304526754
2025-0.26490066225165554
20260.009009009009008917
Total Factor Risk
0.4839969514702212
VTI.US Exposure
0.001138557244661021
VEA.US Exposure
0.009322647287721999
VWO.US Exposure
0.03227396413078137
QQQ.US Exposure
0.015510800158755316
VTV.US Exposure
0.056802200566441044
IJR.US Exposure
-0.0014936492532155578
QUAL.US Exposure
0.010458991200492812
SHV.US Exposure
0.24713476594603184
TLT.US Exposure
0.04373244697987242
LQD.US Exposure
0.01196739959204491
HYG.US Exposure
-0.00008052255867386239
GLD.US Exposure
0.006656323261395282
USO.US Exposure
0.05273460713145696
VNQ.US Exposure
0.0006466699211688686
BTC-USD.CC Exposure
0.01173856859719319
CPER.US Exposure
0.00193791041861997
VIX.INDX Exposure
0.009096510093266381
UUP.US Exposure
0.0009559291899820711
TIP.US Exposure
0.03670515920659425
Idiosyncratic Exposure
0.45276072088540975
Value Score
50
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
48.4%

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
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$14.5M
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 →
+2.6%
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 →
-2.6%
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 →
43.4% 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 →
-0.14
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Barnwell Industries Inc a high-risk investment?

Barnwell Industries Inc (BRN.US) has an annualized volatility of 48.4% and experienced a maximum drawdown of 71.5% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BRN.US has generated a Compound Annual Growth Rate (CAGR) of -2.0%. 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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