Webull Corp

10-Year Study

BULL.US · Technology · US · Common Stock

Executive Summary: Webull Corp has compounded at -11.0% annually over the last 10 years, with a maximum drawdown of 67.5% and an annualized volatility of 117.4%.

1Y CAGR
-47.4%
3Y CAGR
-15.3%
5Y CAGR
-11.0%
10Y CAGR
-11.0%

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 →
67.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.31
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.36
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
33.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +7.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -33.2%
% 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.
2026-9.5-17.4-17.435.0————————-16.6%
20250.10.34.513.9-15.92.418.6-4.28.8-26.8-13.8-16.7-33.2%
20241.51.7-1.10.40.20.10.60.60.81.10.90.57.4%
20230.80.80.80.40.60.60.20.80.50.50.4-0.26.3%
2022————————0.01.01.00.32.3%

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 117.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 63.2% of variance. Idiosyncratic stock-specific factors contribute 10.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2022-08-0110000
2022-09-0110000
2022-10-0110100.502512562814
2022-11-0110201.005025125629
2022-12-0110231.155778894472
2023-01-0110316.582914572866
2023-02-0110402.010050251256
2023-03-0110482.412060301507
2023-04-0110522.613065326634
2023-05-0110582.914572864322
2023-06-0110643.216080402011
2023-07-0110663.316582914573
2023-08-0110753.768844221106
2023-09-0110804.020100502514
2023-10-0110854.271356783922
2023-11-0110894.472361809047
2023-12-0110874.371859296483
2024-01-0111035.175879396986
2024-02-0111226.130653266333
2024-03-0111105.527638190957
2024-04-0111145.728643216082
2024-05-0111165.829145728643
2024-06-0111178.89447236181
2024-07-0111241.206030150754
2024-08-0111306.532663316584
2024-09-0111392.964824120603
2024-10-0111517.587939698495
2024-11-0111623.115577889446
2024-12-0111683.417085427136
2025-01-0111700.502512562814
2025-02-0111738.693467336685
2025-03-0112261.306532663317
2025-04-0113959.798994974877
2025-05-0111738.693467336685
2025-06-0112020.100502512565
2025-07-0114261.306532663319
2025-08-0113658.291457286434
2025-09-0114864.3216080402
2025-10-0110874.371859296483
2025-11-019376.884422110554
2025-12-017809.045226130653
2026-01-017065.326633165831
2026-02-015839.195979899498
2026-03-014824.120603015076
2026-04-016512.562814070353
Annual Return Matrix
YearAnnual Return
20230.06286836935167006
20240.0743992606284658
2025-0.3316129032258065
2026-0.1660231660231659
Total Factor Risk
1.173771586335962
VTI.US Exposure
0.044345561334830565
VEA.US Exposure
-0.0027908848552568415
VWO.US Exposure
-0.00004119612899905032
QQQ.US Exposure
0.0007927644154921008
VTV.US Exposure
0.03389418754406068
IJR.US Exposure
0.004800258017235568
QUAL.US Exposure
0.052892035028136906
SHV.US Exposure
0.6316567910697625
TLT.US Exposure
0.0062079586516623625
LQD.US Exposure
-0.00019155119499403403
HYG.US Exposure
0.04081762952937543
GLD.US Exposure
0.012157521027173506
USO.US Exposure
0.0016660225759589785
VNQ.US Exposure
0.006557166834208064
BTC-USD.CC Exposure
0.004729382517588829
CPER.US Exposure
-0.000595854736195119
VIX.INDX Exposure
0.00005550122021778494
UUP.US Exposure
0.05588811170664458
TIP.US Exposure
0.006999881867662412
Idiosyncratic Exposure
0.10015871357543459
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
117.4%

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$2.5B
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 →
+15.9%
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 →
-35.5%
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 →
84.2% 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 →
0.11
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Webull Corp a high-risk investment?

Webull Corp (BULL.US) has an annualized volatility of 117.4% and experienced a maximum drawdown of 67.5% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BULL.US has generated a Compound Annual Growth Rate (CAGR) of -11.0%. 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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