BrightSpring Health Services, Inc. Common Stock

10-Year Study

BTSG.US · Healthcare · US · Common Stock

Executive Summary: BrightSpring Health Services, Inc. Common Stock has compounded at 88.5% annually over the last 10 years, with a maximum drawdown of 25.7% and an annualized volatility of 215.2%.

1Y CAGR
+104.1%
3Y CAGR
+88.5%
5Y CAGR
+88.5%
10Y CAGR
+88.5%

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 →
25.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
2.08
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
4.26
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
50.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +119.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 22.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20264.95.52.87.5————————22.3%
202538.6-18.3-6.2-3.135.8-0.9-12.514.724.811.89.43.6119.9%
2024—-18.420.9-1.75.21.09.11.317.02.028.9-11.854.5%

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 215.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 23.7% of variance. Idiosyncratic stock-specific factors contribute 0.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2024-01-0110000
2024-02-018157.894736842106
2024-03-019863.883847549909
2024-04-019700.5444646098
2024-05-0110208.711433756805
2024-06-0110308.529945553539
2024-07-0111243.194192377498
2024-08-0111388.384754990926
2024-09-0113321.234119782215
2024-10-0113584.392014519059
2024-11-0117513.611615245012
2024-12-0115453.72050816697
2025-01-0121415.607985480943
2025-02-0117495.462794918334
2025-03-0116415.607985480943
2025-04-0115907.441016333942
2025-05-0121606.17059891107
2025-06-0121406.533575317604
2025-07-0118738.656987295824
2025-08-0121497.277676951
2025-09-0126823.956442831215
2025-10-0129990.92558983666
2025-11-0132813.06715063521
2025-12-0133983.66606170599
2026-01-0135635.20871143376
2026-02-0137595.281306715064
2026-03-0138666.06170598911
2026-04-0141560.798548094375
Annual Return Matrix
YearAnnual Return
20251.1990604815032295
20260.22296395193591434
Total Factor Risk
2.1518522791907055
VTI.US Exposure
0.04423331435682883
VEA.US Exposure
-0.006294737356848735
VWO.US Exposure
-0.00004255843464666544
QQQ.US Exposure
0.13597332072472204
VTV.US Exposure
0.05285202641996672
IJR.US Exposure
0.013768564144100454
QUAL.US Exposure
0.002055120069143295
SHV.US Exposure
0.23684540645429242
TLT.US Exposure
0.0016307938780199256
LQD.US Exposure
0.09096069758845782
HYG.US Exposure
0.23514897572519203
GLD.US Exposure
0.009693565429187664
USO.US Exposure
-0.0004104745364351111
VNQ.US Exposure
-0.002644773682514187
BTC-USD.CC Exposure
0.002829647799036706
CPER.US Exposure
-0.003967130267210114
VIX.INDX Exposure
0.00935516455238432
UUP.US Exposure
0.00002161220293346243
TIP.US Exposure
0.16949959983747825
Idiosyncratic Exposure
0.008491865095910952
Value Score
14.1
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
215.2%

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 →89.8x
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 →
+9.7%
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 →
+39.1%
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 →
1.1% 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 →
2.05
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is BrightSpring Health Services, Inc. Common Stock a high-risk investment?

BrightSpring Health Services, Inc. Common Stock (BTSG.US) has an annualized volatility of 215.2% and experienced a maximum drawdown of 25.7% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BTSG.US has generated a Compound Annual Growth Rate (CAGR) of 88.5%. It has had a positive return in 100% 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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