Braze Inc

10-Year Study

BRZE.US · Technology · US · Common Stock

Executive Summary: Braze Inc has compounded at -23.9% annually over the last 10 years, with a maximum drawdown of 75.4% and an annualized volatility of 147.4%.

1Y CAGR
-40.5%
3Y CAGR
-11.9%
5Y CAGR
-23.9%
10Y CAGR
-23.9%

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 →
75.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.30
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.44
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
53.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +94.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -64.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
20%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-39.3-8.824.3-3.1————————-33.3%
20259.8-19.6-2.4-13.718.2-23.6-0.8-0.62.70.80.119.5-18.1%
20241.75.3-22.1-5.4-10.13.213.41.6-27.8-2.726.35.4-21.2%
202317.3-4.112.6-15.012.632.33.81.81.0-8.929.0-3.394.8%
2022-35.2-15.7-1.7-3.1-16.88.320.0-5.3-15.4-15.0-13.26.1-64.6%
2021———————————1.31.3%

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 147.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 75.9% of variance. Idiosyncratic stock-specific factors contribute 5.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-11-0110000
2021-12-0110125.984251968503
2022-01-016564.304461942257
2022-02-015536.745406824146
2022-03-015442.257217847769
2022-04-015274.2782152230975
2022-05-014388.451443569553
2022-06-014754.593175853018
2022-07-015704.724409448818
2022-08-015404.199475065617
2022-09-014570.866141732283
2022-10-013885.8267716535433
2022-11-013372.7034120734907
2022-12-013580.0524934383207
2023-01-014199.475065616798
2023-02-014028.8713910761153
2023-03-014536.745406824147
2023-04-013858.267716535433
2023-05-014345.14435695538
2023-06-015746.719160104986
2023-07-015965.879265091863
2023-08-016070.866141732283
2023-09-016132.545931758529
2023-10-015587.926509186352
2023-11-017209.973753280839
2023-12-016972.440944881891
2024-01-017093.1758530183715
2024-02-017467.191601049868
2024-03-015813.648293963254
2024-04-015498.687664041995
2024-05-014940.944881889764
2024-06-015097.112860892389
2024-07-015782.152230971128
2024-08-015876.640419947506
2024-09-014244.094488188977
2024-10-014128.608923884514
2024-11-015212.59842519685
2024-12-015496.062992125984
2025-01-016034.120734908136
2025-02-014853.018372703412
2025-03-014734.908136482939
2025-04-014085.301837270341
2025-05-014829.396325459317
2025-06-013687.6640419947507
2025-07-013657.48031496063
2025-08-013635.170603674541
2025-09-013732.283464566929
2025-10-013761.154855643045
2025-11-013766.404199475065
2025-12-014500
2026-01-012732.283464566929
2026-02-012492.1259842519685
2026-03-013098.4251968503936
2026-04-013001.312335958005
Annual Return Matrix
YearAnnual Return
2022-0.6464489372731985
20230.9475806451612903
2024-0.2117447769621682
2025-0.18123209169054444
2026-0.33304170312044323
Total Factor Risk
1.4741712780904894
VTI.US Exposure
0.175802928620412
VEA.US Exposure
0.00043016980133192496
VWO.US Exposure
-0.0005095974495736505
QQQ.US Exposure
-0.028080437371851463
VTV.US Exposure
0.01133182162074954
IJR.US Exposure
-0.001583656963779317
QUAL.US Exposure
-0.001896313664724978
SHV.US Exposure
0.7591226757610188
TLT.US Exposure
0.003980450597224542
LQD.US Exposure
-0.002024243525536683
HYG.US Exposure
-0.001881261752740086
GLD.US Exposure
0.000016921214189807827
USO.US Exposure
0.00015184727009433173
VNQ.US Exposure
0.0015652361977915752
BTC-USD.CC Exposure
-0.002436357378239311
CPER.US Exposure
0.00030525480413201784
VIX.INDX Exposure
0.02492468544315015
UUP.US Exposure
0.001195181171641647
TIP.US Exposure
0.00037113334180570245
Idiosyncratic Exposure
0.0592135622629035
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
147.4%

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$2.7B
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 →
+16.4%
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 →
-13.2%
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 →
38.0% 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 →
0.89
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Braze Inc a high-risk investment?

Braze Inc (BRZE.US) has an annualized volatility of 147.4% and experienced a maximum drawdown of 75.4% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BRZE.US has generated a Compound Annual Growth Rate (CAGR) of -23.9%. It has had a positive return in 20% 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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