BrightView Holdings

10-Year Study

BV.US · Industrials · US · Common Stock

Executive Summary: BrightView Holdings has compounded at -7.3% annually over the last 10 years, with a maximum drawdown of 75.3% and an annualized volatility of 60.9%.

1Y CAGR
-23.9%
3Y CAGR
+23.2%
5Y CAGR
-7.0%
10Y CAGR
-7.3%

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 →
75.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.09
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.17
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
41.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +89.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -51.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
38%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20265.43.2-14.52.9————————-4.3%
2025-1.4-14.8-4.36.913.66.9-4.2-9.7-6.9-8.12.40.4-20.8%
20246.1-2.536.6-5.522.8-3.78.211.0-1.44.14.4-6.589.9%
202315.4-20.5-11.1-1.619.38.87.47.4-6.4-13.013.410.222.2%
2022-5.81.80.7-7.02.7-7.79.5-23.0-21.512.3-22.80.0-51.1%
2021-6.212.26.06.3-3.2-7.1-0.6-4.4-3.77.5-14.23.5-6.9%
2020-6.3-11.4-21.015.96.8-18.28.21.3-7.27.311.510.9-10.4%
201945.1-8.86.711.44.212.05.6-7.2-6.43.8-9.95.265.2%
2018——————2.2-20.8-9.6-8.3-14.4-19.0-53.5%

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 60.9%. The dominant macroeconomic risk driver is SHV.US, accounting for 69.0% of variance. Idiosyncratic stock-specific factors contribute 13.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2018-06-0110000
2018-07-0110218.67881548975
2018-08-018091.11617312073
2018-09-017312.072892938497
2018-10-016706.150341685649
2018-11-015740.318906605922
2018-12-014651.4806378132125
2019-01-016747.152619589978
2019-02-016150.341685649203
2019-03-016560.364464692483
2019-04-017307.51708428246
2019-05-017612.756264236903
2019-06-018523.917995444192
2019-07-019002.277904328019
2019-08-018350.797266514806
2019-09-017813.211845102505
2019-10-018109.339407744876
2019-11-017307.51708428246
2019-12-017685.649202733485
2020-01-017198.177676537586
2020-02-016378.132118451025
2020-03-015038.7243735763095
2020-04-015840.546697038724
2020-05-016236.902050113895
2020-06-015102.505694760819
2020-07-015521.640091116174
2020-08-015594.533029612756
2020-09-015193.621867881549
2020-10-015571.753986332575
2020-11-016214.123006833714
2020-12-016888.382687927107
2021-01-016460.136674259681
2021-02-017248.291571753986
2021-03-017685.649202733485
2021-04-018168.564920273349
2021-05-017904.328018223236
2021-06-017343.9635535307525
2021-07-017302.961275626424
2021-08-016984.054669703873
2021-09-016724.373576309796
2021-10-017225.512528473804
2021-11-016195.899772209567
2021-12-016414.578587699317
2022-01-016045.558086560364
2022-02-016154.897494305239
2022-03-016200.455580865603
2022-04-015767.653758542142
2022-05-015922.551252847381
2022-06-015466.970387243736
2022-07-015986.3325740318905
2022-08-014610.478359908884
2022-09-013617.3120728929384
2022-10-014063.7813211845105
2022-11-013138.9521640091116
2022-12-013138.9521640091116
2023-01-013621.867881548975
2023-02-012879.271070615034
2023-03-012560.3644646924827
2023-04-012519.3621867881548
2023-05-013006.8337129840543
2023-06-013271.0706150341684
2023-07-013512.5284738041
2023-08-013772.2095671981774
2023-09-013530.7517084282463
2023-10-013070.615034168565
2023-11-013480.637813211845
2023-12-013835.9908883826884
2024-01-014068.337129840547
2024-02-013968.1093394077457
2024-03-015421.4123006833715
2024-04-015125.284738041003
2024-05-016291.571753986333
2024-06-016059.225512528475
2024-07-016555.808656036447
2024-08-017275.626423690206
2024-09-017170.842824601366
2024-10-017462.414578587699
2024-11-017790.432801822324
2024-12-017284.738041002278
2025-01-017179.95444191344
2025-02-016113.895216400911
2025-03-015849.658314350798
2025-04-016250.569476082005
2025-05-017097.949886104784
2025-06-017585.421412300682
2025-07-017266.514806378132
2025-08-016560.364464692483
2025-09-016104.783599088839
2025-10-015612.756264236902
2025-11-015749.430523917996
2025-12-015772.209567198178
2026-01-016086.560364464693
2026-02-016282.460136674259
2026-03-015371.29840546697
2026-04-015526.19589977221
Annual Return Matrix
YearAnnual Return
20190.6523016650342801
2020-0.10373443983402497
2021-0.06878306878306872
2022-0.5106534090909092
20230.22206095791001457
20240.8990498812351544
2025-0.2076297686053784
2026-0.04262036306235195
Total Factor Risk
0.6088934180459914
VTI.US Exposure
0.1282750762331343
VEA.US Exposure
-0.012014727622863442
VWO.US Exposure
0.007765506021553448
QQQ.US Exposure
-0.03242216692427941
VTV.US Exposure
-0.028366997852970068
IJR.US Exposure
0.02520454267589561
QUAL.US Exposure
0.03178862510213706
SHV.US Exposure
0.6899858601658619
TLT.US Exposure
-0.0013406512527657031
LQD.US Exposure
-0.0019697256807347306
HYG.US Exposure
0.010719539207429449
GLD.US Exposure
0.024264587585745925
USO.US Exposure
0.00009729310816961058
VNQ.US Exposure
0.021550214757729
BTC-USD.CC Exposure
0.0001165662809150936
CPER.US Exposure
-0.007181256689142084
VIX.INDX Exposure
0.005941741489010033
UUP.US Exposure
-0.000869662168028598
TIP.US Exposure
0.002050582717597726
Idiosyncratic Exposure
0.13640505284560492
Value Score
0
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
60.9%

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 →167.3x
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$1.1B
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 →
-3.6%
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 →
-9.5%
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 →
28.4% 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 →
1.29
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is BrightView Holdings a high-risk investment?

BrightView Holdings (BV.US) has an annualized volatility of 60.9% and experienced a maximum drawdown of 75.3% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BV.US has generated a Compound Annual Growth Rate (CAGR) of -7.3%. It has had a positive return in 38% 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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