BrightSpring Health Services, Inc. Tangible Equity Unit

10-Year Study

BTSGU.US · Healthcare · US · Common Stock

Executive Summary: BrightSpring Health Services, Inc. Tangible Equity Unit has compounded at 77.8% annually over the last 10 years, with a maximum drawdown of 23.4% and an annualized volatility of 210.9%.

1Y CAGR
+97.5%
3Y CAGR
+77.8%
5Y CAGR
+77.8%
10Y CAGR
+77.8%

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 →
23.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.94
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
4.16
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
46.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +111.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 21.6%
% 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.
20266.43.42.97.4————————21.6%
202534.2-17.1-5.5-2.233.8-1.6-11.312.823.810.19.24.7111.1%
2024—-16.718.6-4.16.72.14.31.913.61.827.2-12.042.0%

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 210.9%. The dominant macroeconomic risk driver is SHV.US, accounting for 40.5% of variance. Idiosyncratic stock-specific factors contribute 0.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2024-01-0110000
2024-02-018333.337317571686
2024-03-019885.971098334989
2024-04-019480.272043794748
2024-05-0110111.829602094116
2024-06-0110322.364725147318
2024-07-0110764.902047500089
2024-08-0110966.042336516739
2024-09-0112456.641526122658
2024-10-0112684.221220850319
2024-11-0116131.38424393101
2024-12-0114196.885122455567
2025-01-0119058.675878225742
2025-02-0115798.764089262875
2025-03-0114932.670356071383
2025-04-0114600.886891457394
2025-05-0119530.712501344682
2025-06-0119223.336480881633
2025-07-0117046.508014295447
2025-08-0119227.68726916319
2025-09-0123811.410061795537
2025-10-0126215.244492786536
2025-11-0128616.377610174153
2025-12-0129974.87539294551
2026-01-0131897.015407049712
2026-02-0132989.493563462944
2026-03-0133955.272940248375
2026-04-0136453.390387626554
Annual Return Matrix
YearAnnual Return
20251.1113698627830342
20260.21613150712899198
Total Factor Risk
2.1089885065942955
VTI.US Exposure
0.034954548783017333
VEA.US Exposure
-0.004514665821769558
VWO.US Exposure
0.0002461562034803683
QQQ.US Exposure
0.11161239265015743
VTV.US Exposure
0.043225182357458
IJR.US Exposure
0.009314398220063871
QUAL.US Exposure
0.0064072788269786355
SHV.US Exposure
0.40514991040625736
TLT.US Exposure
0.0005864503100539808
LQD.US Exposure
0.06429705836590437
HYG.US Exposure
0.16523806725944468
GLD.US Exposure
0.007919592150725557
USO.US Exposure
-0.00035467714291700773
VNQ.US Exposure
-0.0016877659099126707
BTC-USD.CC Exposure
0.0029182406741856725
CPER.US Exposure
-0.002883573239042464
VIX.INDX Exposure
0.0074023834690409305
UUP.US Exposure
0.0000021074747945192676
TIP.US Exposure
0.14409092596801687
Idiosyncratic Exposure
0.00607598899406195
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
210.9%

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$0
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
$202
Avg Yield on Cost
2.02%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$201.762.02%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 →
+9.4%
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 →
+37.5%
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 →
1.6% 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. Tangible Equity Unit a high-risk investment?

BrightSpring Health Services, Inc. Tangible Equity Unit (BTSGU.US) has an annualized volatility of 210.9% and experienced a maximum drawdown of 23.4% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BTSGU.US has generated a Compound Annual Growth Rate (CAGR) of 77.8%. 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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