Sierra Bancorp

10-Year Study

BSRR.US · Financial Services · US · Common Stock

Executive Summary: Sierra Bancorp has compounded at 11.2% annually over the last 10 years, with a maximum drawdown of 40.7% and an annualized volatility of 47.5%.

1Y CAGR
+37.2%
3Y CAGR
+36.5%
5Y CAGR
+9.4%
10Y CAGR
+11.2%

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 →
40.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.36
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.72
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
29.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +33.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -18.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20268.42.3-5.75.2————————10.0%
20254.22.8-9.2-5.14.48.5-1.25.5-5.7-0.48.95.217.0%
2024-7.0-10.38.5-0.86.16.531.03.6-4.1-0.810.8-8.133.3%
20230.2-4.0-14.8-3.5-2.46.125.4-5.6-4.6-5.96.520.311.5%
2022-1.41.2-6.9-12.0-0.50.44.4-7.7-4.712.8-1.9-1.8-18.6%
2021-7.79.112.41.82.4-8.2-4.35.3-4.53.70.97.817.5%
2020-7.4-11.1-26.216.6-7.20.2-5.91.6-6.019.310.98.7-14.7%
201911.41.3-9.88.9-5.69.4-3.2-5.57.83.3-1.68.724.6%
20183.7-5.02.44.61.90.04.61.0-2.6-5.24.3-15.4-7.4%
20171.27.0-4.2-8.6-3.62.211.6-7.27.3-2.56.2-5.02.0%
2016———-3.0-1.2-3.47.12.62.9-4.828.816.449.5%

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 47.5%. The dominant macroeconomic risk driver is SHV.US, accounting for 54.2% of variance. Idiosyncratic stock-specific factors contribute 8.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019702.450991701851
2016-05-019582.247037199393
2016-06-019260.395757869399
2016-07-019920.709995462552
2016-08-0110181.959409054902
2016-09-0110478.047204854302
2016-10-019975.31319936322
2016-11-0112848.749125195149
2016-12-0114951.741534580748
2017-01-0115125.779633774004
2017-02-0116188.465649970392
2017-03-0115504.464388713286
2017-04-0114170.531189196256
2017-05-0113658.10703766083
2017-06-0113953.65649201332
2017-07-0115573.525905759485
2017-08-0114459.466734343878
2017-09-0115510.693768313222
2017-10-0115116.474017334593
2017-11-0116058.417737581616
2017-12-0115254.289427743042
2018-01-0115817.240769366834
2018-02-0115031.569880565106
2018-03-0115389.797660521883
2018-04-0116094.56352044544
2018-05-0116408.032054387866
2018-06-0116408.032054387866
2018-07-0117163.402010320773
2018-08-0117332.748848333835
2018-09-0116882.926116481707
2018-10-0116000.199955394564
2018-11-0116687.661983096077
2018-12-0114119.850187265916
2019-01-0115735.10524575287
2019-02-0115942.135985049488
2019-03-0114374.562597574386
2019-04-0115652.277568850024
2019-05-0114770.781902498673
2019-06-0116152.627490790517
2019-07-0115640.895492543972
2019-08-0114782.933038014597
2019-09-0115934.829922555735
2019-10-0116455.483007636758
2019-11-0116189.69614470618
2019-12-0117591.15274284967
2020-01-0116295.364880142122
2020-02-0114494.228210629935
2020-03-0110697.229079666844
2020-04-0112475.83231432988
2020-05-0111578.570934176223
2020-06-0111603.180828892017
2020-07-0110921.102215659585
2020-08-0111101.29278853179
2020-09-0110430.365533842449
2020-10-0112445.99281698698
2020-11-0113800.998238854409
2020-12-0115005.49877335056
2021-01-0113850.448746048958
2021-02-0115104.399787739658
2021-03-0116972.67532627337
2021-04-0117274.146536541848
2021-05-0117688.900168423963
2021-06-0116240.37714663652
2021-07-0115536.841781448753
2021-08-0116367.425728106806
2021-09-0115633.435618208245
2021-10-0116215.767251920724
2021-11-0116358.735359035292
2021-12-0117638.603696098562
2022-01-0117386.198463419696
2022-02-0117589.383906666975
2022-03-0116370.425059025296
2022-04-0114400.018457421036
2022-05-0114333.802459451355
2022-06-0114386.71373309031
2022-07-0115016.9577555776
2022-08-0113859.754362488367
2022-09-0113210.899107122259
2022-10-0114908.443501065147
2022-11-0114631.197655907526
2022-12-0114360.79643771774
2023-01-0114392.097147559389
2023-02-0113811.226726345662
2023-03-0111767.913311645863
2023-04-0111358.62000015381
2023-05-0111081.45106091718
2023-06-0111760.60724915211
2023-07-0114753.01663475071
2023-08-0113926.431795983972
2023-09-0113281.883272193125
2023-10-0112491.90565181613
2023-11-0113301.032846518854
2023-12-0116005.275746179697
2024-01-0114884.448853717247
2024-02-0113349.329764898599
2024-03-0114489.921479054672
2024-04-0114378.638611386692
2024-05-0115249.213636957908
2024-06-0116235.839697298296
2024-07-0121275.946135092938
2024-08-0122036.545693652955
2024-09-0121122.365010882186
2024-10-0120944.94305116551
2024-11-0123209.05336501857
2024-12-0121328.472879126963
2025-01-0122228.1952487522
2025-02-0122845.442170592713
2025-03-0120733.45176845165
2025-04-0119677.456567381123
2025-05-0120541.87911927339
2025-06-0122283.106076336815
2025-07-0122005.398795653276
2025-08-0123214.1291558037
2025-09-0121889.11704312115
2025-10-0121790.67746425797
2025-11-0123723.015634973737
2025-12-0124960.354997731272
2026-01-0127045.505233447922
2026-02-0127670.750371071066
2026-03-0126086.488398741818
2026-04-0127455.41379230787
Annual Return Matrix
YearAnnual Return
20170.02023496008558956
2018-0.07436854045878505
20190.2458455656076559
2020-0.14698604504756563
20210.17547600133254737
2022-0.1858314475938837
20230.11451170661696963
20240.3325901544818972
20250.17028327059264714
20260.09996086973936791
Total Factor Risk
0.4751362991911072
VTI.US Exposure
-0.07846987811441004
VEA.US Exposure
-0.06255826403182135
VWO.US Exposure
0.03367543827715896
QQQ.US Exposure
0.05465819856162158
VTV.US Exposure
0.12071509997501155
IJR.US Exposure
0.22200251187128564
QUAL.US Exposure
-0.01943959016054645
SHV.US Exposure
0.5421549002834459
TLT.US Exposure
0.013841286080667975
LQD.US Exposure
-0.0009359427943148418
HYG.US Exposure
0.04131336190210769
GLD.US Exposure
0.0018285170907699046
USO.US Exposure
0.005795833267866306
VNQ.US Exposure
0.005591785249360372
BTC-USD.CC Exposure
-0.004388543496164291
CPER.US Exposure
0.00406834461151796
VIX.INDX Exposure
0.013058266324570137
UUP.US Exposure
0.015351956374674328
TIP.US Exposure
0.005482821268794656
Idiosyncratic Exposure
0.08625389745840405
Value Score
45.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
35.5
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
47.5%

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 →10.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.96%
Market Cap$458.3M
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
$200
Avg Yield on Cost
2.00%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$199.962.00%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 →
+1.5%
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 →
6.1% 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 →
0.76
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Sierra Bancorp a high-risk investment?

Sierra Bancorp (BSRR.US) has an annualized volatility of 47.5% and experienced a maximum drawdown of 40.7% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BSRR.US has generated a Compound Annual Growth Rate (CAGR) of 11.2%. It has had a positive return in 70% 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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