Brightspire Capital Inc

10-Year Study

BRSP.US · Real Estate · US · Common Stock

Executive Summary: Brightspire Capital Inc has compounded at -6.0% annually over the last 10 years, with a maximum drawdown of 78.8% and an annualized volatility of 39.0%.

1Y CAGR
+30.4%
3Y CAGR
+11.7%
5Y CAGR
+1.0%
10Y CAGR
-6.0%

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 →
78.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.04
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.04
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
44.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +45.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -41.0%
% 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.
20266.8-2.8-3.65.5————————5.5%
2025-0.210.7-8.2-9.91.02.92.612.0-3.6-5.08.72.711.6%
2024-3.9-3.42.7-8.7-3.8-2.40.53.8-3.28.64.3-8.5-14.4%
202322.3-3.0-17.4-3.43.917.19.4-5.4-7.1-9.620.012.434.9%
2022-8.5-5.66.5-8.14.6-12.917.1-5.0-22.621.7-7.0-9.9-32.4%
20215.34.44.52.08.70.91.25.4-4.74.5-4.711.845.5%
2020-4.63.1-68.422.12.941.8-10.3-4.4-18.46.738.53.3-41.0%
20196.85.2-9.30.2-1.22.95.5-21.816.60.1-6.80.1-6.9%
2018——-7.91.20.69.83.3-4.910.2-2.3-19.8-6.1-17.9%

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 39.0%. The dominant macroeconomic risk driver is QQQ.US, accounting for 35.1% of variance. Idiosyncratic stock-specific factors contribute 18.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2018-02-0110000
2018-03-019210.682008282842
2018-04-019325.438113307628
2018-05-019381.84711426648
2018-06-0110303.772160678947
2018-07-0110640.798090458413
2018-08-0110122.916539159884
2018-09-0111159.59769059714
2018-10-0110903.97209131526
2018-11-018744.415202888793
2018-12-018208.78470734643
2019-01-018764.612277373157
2019-02-019217.720382724361
2019-03-018358.528673725443
2019-04-018371.99339004835
2019-05-018271.212028479915
2019-06-018509.700716078094
2019-07-018974.131423791747
2019-08-017021.645551543343
2019-09-018184.405410367832
2019-10-018191.851806516106
2019-11-017632.454046555277
2019-12-017638.370361303221
2020-01-017284.513536120122
2020-02-017507.089377154864
2020-03-012368.5660077116104
2020-04-012891.6498357712626
2020-05-012975.8043127894407
2020-06-014220.1685129648895
2020-07-013787.3594875247363
2020-08-013619.0505334883815
2020-09-012951.7310320909073
2020-10-013150.1315870004287
2020-11-014364.5061917294
2020-12-014508.741865067222
2021-01-014749.168655772487
2021-02-014959.605851031275
2021-03-015182.385702919395
2021-04-015285.819205581736
2021-05-015748.107799334925
2021-06-015800.844604932982
2021-07-015868.780219107656
2021-08-016183.466960442295
2021-09-015892.955505232879
2021-10-016156.537527796479
2021-11-015867.862170267458
2021-12-016561.091050043862
2022-01-016004.753452883693
2022-02-015665.789419997143
2022-03-016035.661097170369
2022-04-015546.239059917988
2022-05-015800.742599506293
2022-06-015052.53279474468
2022-07-015915.8047208111475
2022-08-015621.41705938756
2022-09-014348.79735601934
2022-10-015292.959585449947
2022-11-014920.843788889569
2022-12-014433.971887304405
2023-01-015423.220515331416
2023-02-015259.501805496053
2023-03-014345.941204072057
2023-04-014198.645367933575
2023-05-014360.629985515229
2023-06-015106.799681743069
2023-07-015584.899116633005
2023-08-015281.330966807435
2023-09-014905.950996593018
2023-10-014435.705979558113
2023-11-015321.317094069404
2023-12-015982.312259012179
2024-01-015749.127853601812
2024-02-015556.133586306792
2024-03-015706.183568965869
2024-04-015209.315135565213
2024-05-015010.506558948936
2024-06-014888.916090336006
2024-07-014914.723463288247
2024-08-015103.433502662341
2024-09-014940.224819960422
2024-10-015363.649346145215
2024-11-015592.957545341412
2024-12-015118.122284105514
2025-01-015109.043801130221
2025-02-015653.5487687945
2025-03-015191.7702021747555
2025-04-014678.172878797152
2025-05-014724.891364220576
2025-06-014864.128771650652
2025-07-014989.289430197687
2025-08-015586.4291980333355
2025-09-015384.7644694697765
2025-10-015117.000224411939
2025-11-015563.273966175001
2025-12-015712.3038945671915
2026-01-016099.924515984251
2026-02-015926.51529061346
2026-03-015712.3038945671915
2026-04-016028.520717302161
Annual Return Matrix
YearAnnual Return
2019-0.06948828192956724
2020-0.4097246334232526
20210.4551933214180677
2022-0.3242020490974954
20230.3491994110610104
2024-0.1444575170085426
20250.11609367214748367
20260.05535714285714288
Total Factor Risk
0.39007759935507663
VTI.US Exposure
-0.13387705591843857
VEA.US Exposure
0.10247835370761328
VWO.US Exposure
0.010588667531506463
QQQ.US Exposure
0.351455006163729
VTV.US Exposure
0.16453649738483084
IJR.US Exposure
0.12792085853982524
QUAL.US Exposure
-0.20464373011193487
SHV.US Exposure
0.11694586551891879
TLT.US Exposure
-0.02951854949001528
LQD.US Exposure
0.003744028797128801
HYG.US Exposure
0.1184590780824068
GLD.US Exposure
-0.00014933294126751978
USO.US Exposure
-0.00031918590470364895
VNQ.US Exposure
0.14145379236886615
BTC-USD.CC Exposure
-0.007840599984401115
CPER.US Exposure
0.0036384825944017645
VIX.INDX Exposure
-0.007343588084492018
UUP.US Exposure
-0.0028624257580648358
TIP.US Exposure
0.062305161890181225
Idiosyncratic Exposure
0.18302867561390937
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
100
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
39.0%

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 →11.51%
Market Cap$726.5M
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
$163
Avg Yield on Cost
1.63%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$163.211.63%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 →
+8.7%
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 →
3.7% 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 →
1.43
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Brightspire Capital Inc a high-risk investment?

Brightspire Capital Inc (BRSP.US) has an annualized volatility of 39.0% and experienced a maximum drawdown of 78.8% over the last 10 years. Its primary macro risk driver is QQQ.US.

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

Over the past 10 years, BRSP.US has generated a Compound Annual Growth Rate (CAGR) of -6.0%. 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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