Dutch Bros Inc

10-Year Study

BROS.US · Consumer Cyclical · US · Common Stock

Executive Summary: Dutch Bros Inc has compounded at 3.4% annually over the last 10 years, with a maximum drawdown of 69.5% and an annualized volatility of 100.8%.

1Y CAGR
-32.1%
3Y CAGR
+21.9%
5Y CAGR
+3.4%
10Y CAGR
+3.4%

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 →
69.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.32
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.75
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
68.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +65.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -44.6%
% 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.
2026-11.2-1.4-5.5-0.1————————-17.3%
202519.426.6-22.0-3.220.9-5.3-13.321.2-27.16.15.54.516.9%
2024-15.28.513.3-14.725.717.0-7.6-19.03.33.462.2-2.565.4%
202335.2-12.5-5.2-1.5-9.00.39.0-4.5-21.54.79.818.512.3%
20222.4-7.614.6-13.6-21.4-15.718.5-2.6-14.718.52.2-25.3-44.6%
2021—————————76.0-30.7-3.717.5%

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 100.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 59.3% of variance. Idiosyncratic stock-specific factors contribute 13.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-09-0110000
2021-10-0117599.261311172668
2021-11-0112197.599261311174
2021-12-0111752.077562326867
2022-01-0112038.319482917821
2022-02-0111128.80886426593
2022-03-0112758.54108956602
2022-04-0111027.239150507849
2022-05-018668.051708217912
2022-06-017306.0941828254845
2022-07-018654.201292705447
2022-08-018425.66943674977
2022-09-017190.67405355494
2022-10-018520.313942751614
2022-11-018711.91135734072
2022-12-016507.386888273316
2023-01-018797.322253000923
2023-02-017698.522622345337
2023-03-017301.477377654663
2023-04-017190.67405355494
2023-05-016546.629732225299
2023-06-016567.405355493998
2023-07-017158.356417359188
2023-08-016835.180055401662
2023-09-015367.036011080333
2023-10-015618.65189289012
2023-11-016170.3601108033245
2023-12-017310.710987996307
2024-01-016198.060941828255
2024-02-016724.376731301939
2024-03-017617.728531855955
2024-04-016500.461680517083
2024-05-018169.43674976916
2024-06-019556.786703601108
2024-07-018829.639889196675
2024-08-017156.048014773776
2024-09-017393.813481071099
2024-10-017645.4293628808855
2024-11-0112403.047091412742
2024-12-0112091.412742382272
2025-01-0114432.132963988919
2025-02-0118273.314866112647
2025-03-0114252.077562326871
2025-04-0113790.397045244692
2025-05-0116666.666666666668
2025-06-0115782.548476454294
2025-07-0113681.902123730379
2025-08-0116581.25577100646
2025-09-0112082.179132040628
2025-10-0112820.867959372115
2025-11-0113529.54755309326
2025-12-0114132.040627885503
2026-01-0112555.40166204986
2026-02-0112375.346260387812
2026-03-0111694.367497691595
2026-04-0111680.51708217913
Annual Return Matrix
YearAnnual Return
2022-0.44627774504026707
20230.12344803121674364
20240.6539311651405115
20250.168766704849179
2026-0.1734727213328977
Total Factor Risk
1.0079713062370284
VTI.US Exposure
0.24321961517834279
VEA.US Exposure
-0.01328044775414141
VWO.US Exposure
-0.00697303228853583
QQQ.US Exposure
-0.04269355056507389
VTV.US Exposure
-0.04577407276546881
IJR.US Exposure
0.013228179297183562
QUAL.US Exposure
-0.009893250820809859
SHV.US Exposure
0.5932295641719441
TLT.US Exposure
0.007215763375863898
LQD.US Exposure
-0.00921196813563443
HYG.US Exposure
0.054751687350029436
GLD.US Exposure
0.010577042270222681
USO.US Exposure
0.0003410858700867865
VNQ.US Exposure
0.02569400593351046
BTC-USD.CC Exposure
0.01986538782488507
CPER.US Exposure
-0.005851488011304774
VIX.INDX Exposure
0.01534901684340013
UUP.US Exposure
0.011549704170905149
TIP.US Exposure
0.0038166684243503926
Idiosyncratic Exposure
0.1348400896302445
Value Score
18.5
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
100.8%

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 →78.7x
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$8.3B
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 →
-2.5%
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 →
-12.8%
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 →
31.8% 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 →
2.51
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Dutch Bros Inc a high-risk investment?

Dutch Bros Inc (BROS.US) has an annualized volatility of 100.8% and experienced a maximum drawdown of 69.5% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BROS.US has generated a Compound Annual Growth Rate (CAGR) of 3.4%. 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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