Nuburu Inc.

10-Year Study

BURU.US · Industrials · US · Common Stock

Executive Summary: Nuburu Inc. has compounded at -74.7% annually over the last 10 years, with a maximum drawdown of 100.0% and an annualized volatility of 454.5%.

1Y CAGR
-48.1%
3Y CAGR
-81.6%
5Y CAGR
-78.6%
10Y CAGR
-74.7%

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 →
100.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.26
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.47
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
141.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +26.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -98.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
17%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202632.1128.6-63.113.8————————26.7%
2025-53.9-12.1-30.0-22.2150.3-4.9-15.7-45.1-8.0127.5-28.6-34.3-76.1%
20246.7-9.5-2.123.5-2.6-79.5100.4-67.5-43.8-11.83.942.3-88.9%
202317.6-54.5-40.1-64.4-26.0-3.8-7.1-38.0-10.6-10.3-44.0-14.4-98.2%
20220.00.10.50.20.10.30.20.60.40.10.8-18.0-15.3%
20211.20.0-5.6-0.10.00.60.3-2.60.40.20.6-0.2-5.3%
2020——————————3.14.78.0%

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 454.5%. The dominant macroeconomic risk driver is SHV.US, accounting for 88.6% of variance. Idiosyncratic stock-specific factors contribute 6.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-10-0110000
2020-11-0110311.850311850312
2020-12-0110800.415800415802
2021-01-0110925.155925155925
2021-02-0110925.155925155925
2021-03-0110311.850311850312
2021-04-0110301.4553014553
2021-05-0110301.4553014553
2021-06-0110363.825363825363
2021-07-0110395.010395010395
2021-08-0110124.740124740127
2021-09-0110166.320166320167
2021-10-0110187.110187110187
2021-11-0110249.48024948025
2021-12-0110228.69022869023
2022-01-0110228.69022869023
2022-02-0110239.08523908524
2022-03-0110285.862785862784
2022-04-0110301.4553014553
2022-05-0110311.850311850312
2022-06-0110343.035343035343
2022-07-0110363.825363825363
2022-08-0110426.195426195425
2022-09-0110467.77546777547
2022-10-0110478.170478170476
2022-11-0110561.33056133056
2022-12-018659.043659043658
2023-01-0110187.110187110187
2023-02-014636.174636174636
2023-03-012775.4677754677755
2023-04-01986.9022869022868
2023-05-01730.2494802494803
2023-06-01702.7027027027026
2023-07-01652.5987525987525
2023-08-01404.5738045738045
2023-09-01361.74636174636174
2023-10-01324.4282744282744
2023-11-01181.8087318087318
2023-12-01155.6133056133056
2024-01-01166.008316008316
2024-02-01150.20790020790022
2024-03-01146.98544698544697
2024-04-01181.49688149688149
2024-05-01176.71517671517668
2024-06-0136.17463617463617
2024-07-0172.5051975051975
2024-08-0123.573284823284823
2024-09-0113.253638253638254
2024-10-0111.694386694386695
2024-11-0112.1491683991684
2024-12-0117.29209979209979
2025-01-017.978170478170478
2025-02-017.016632016632017
2025-03-014.911642411642411
2025-04-013.82016632016632
2025-05-019.563409563409563
2025-06-019.095634095634095
2025-07-017.666320166320165
2025-08-014.20997920997921
2025-09-013.8721413721413716
2025-10-018.80977130977131
2025-11-016.288981288981288
2025-12-014.132016632016632
2026-01-015.457380457380457
2026-02-0112.474012474012472
2026-03-014.599792099792099
2026-04-015.236486486486486
Annual Return Matrix
YearAnnual Return
2021-0.052935514918190596
2022-0.15345528455284563
2023-0.9820288115246099
2024-0.8888777555110221
2025-0.7610459873760145
20260.2672955974842768
Total Factor Risk
4.54484290692593
VTI.US Exposure
0.0006283635780928279
VEA.US Exposure
0.0006095561317920714
VWO.US Exposure
0.0016435871912667014
QQQ.US Exposure
0.008163167056191476
VTV.US Exposure
-0.0003004787719177321
IJR.US Exposure
0.0001815065658873809
QUAL.US Exposure
0.008201093885275654
SHV.US Exposure
0.8864052694167504
TLT.US Exposure
0.00029883168833834845
LQD.US Exposure
0.010554402471076193
HYG.US Exposure
0.0011751335622104818
GLD.US Exposure
0.0019241970153269113
USO.US Exposure
0.0000027661203247570727
VNQ.US Exposure
-0.00007011768345955775
BTC-USD.CC Exposure
-0.0002522921894388868
CPER.US Exposure
0.00040842889513784304
VIX.INDX Exposure
0.000997254962145069
UUP.US Exposure
0.01038768014482932
TIP.US Exposure
0.0011848254738503275
Idiosyncratic Exposure
0.06785682448632048
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
454.5%

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 →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$22.0M
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 →
-4.1%
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 →
-13.3%
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 →
69.2% 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 →
0.60
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Nuburu Inc. a high-risk investment?

Nuburu Inc. (BURU.US) has an annualized volatility of 454.5% and experienced a maximum drawdown of 100.0% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BURU.US has generated a Compound Annual Growth Rate (CAGR) of -74.7%. It has had a positive return in 17% 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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