Bioventus Inc

10-Year Study

BVS.US · Healthcare · US · Common Stock

Executive Summary: Bioventus Inc has compounded at -3.0% annually over the last 10 years, with a maximum drawdown of 94.3% and an annualized volatility of 211.2%.

1Y CAGR
+67.7%
3Y CAGR
+58.7%
5Y CAGR
-10.3%
10Y CAGR
-3.0%

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 →
94.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.47
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.93
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
104.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +101.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -82.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20266.610.74.014.0————————39.9%
20251.7-5.1-9.8-20.1-11.42.2-1.513.5-9.6-2.115.9-2.0-29.1%
2024-17.66.712.3-23.868.9-14.121.943.418.913.6-9.4-14.699.2%
2023-24.98.7-49.8-5.6167.86.825.3-0.6-8.313.07.231.7101.9%
2022-10.1-0.28.5-14.7-17.9-31.024.5-13.9-4.216.3-76.033.8-82.0%
2021——25.5-5.823.5-1.0-11.4-6.9-2.46.6-17.716.619.0%

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 211.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 49.4% of variance. Idiosyncratic stock-specific factors contribute 10.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-02-0110000
2021-03-0112545.155993431856
2021-04-0111822.660098522168
2021-05-0114597.70114942529
2021-06-0114449.917898193762
2021-07-0112799.671592775041
2021-08-0111912.972085385878
2021-09-0111625.615763546799
2021-10-0112397.372742200329
2021-11-0110205.254515599343
2021-12-0111896.551724137931
2022-01-0110697.865353037767
2022-02-0110673.234811165847
2022-03-0111576.354679802957
2022-04-019876.847290640393
2022-05-018111.658456486044
2022-06-015599.343185550082
2022-07-016970.443349753695
2022-08-016001.642036124795
2022-09-015747.126436781608
2022-10-016683.087027914615
2022-11-011600.9852216748768
2022-12-012142.8571428571427
2023-01-011609.1954022988505
2023-02-011748.768472906404
2023-03-01878.4893267651888
2023-04-01829.2282430213464
2023-05-012220.8538587848934
2023-06-012372.7422003284073
2023-07-012972.0853858784894
2023-08-012955.665024630542
2023-09-012709.35960591133
2023-10-013062.3973727422003
2023-11-013284.0722495894906
2023-12-014326.765188834154
2024-01-013563.2183908045977
2024-02-013801.3136288998357
2024-03-014269.2939244663385
2024-04-013251.231527093596
2024-05-015492.610837438424
2024-06-014720.853858784893
2024-07-015755.336617405583
2024-08-018251.231527093596
2024-09-019811.165845648604
2024-10-0111141.21510673235
2024-11-0110090.311986863711
2024-12-018620.689655172415
2025-01-018768.472906403942
2025-02-018325.12315270936
2025-03-017512.315270935961
2025-04-016001.642036124795
2025-05-015320.1970443349755
2025-06-015435.139573070607
2025-07-015353.03776683087
2025-08-016075.533661740558
2025-09-015492.610837438424
2025-10-015377.668308702791
2025-11-016231.527093596059
2025-12-016108.374384236454
2026-01-016510.673234811166
2026-02-017208.538587848932
2026-03-017495.894909688013
2026-04-018546.79802955665
Annual Return Matrix
YearAnnual Return
2022-0.8198757763975155
20231.019157088122605
20240.9924098671726758
2025-0.29142857142857137
20260.39919354838709675
Total Factor Risk
2.11187708002165
VTI.US Exposure
0.01859980747884316
VEA.US Exposure
0.0011678394984407773
VWO.US Exposure
-0.00020452735898387935
QQQ.US Exposure
0.036698452406565996
VTV.US Exposure
0.006438372442073046
IJR.US Exposure
0.028984558277955035
QUAL.US Exposure
0.0013682080871376106
SHV.US Exposure
0.4940802455413124
TLT.US Exposure
0.00796210252003716
LQD.US Exposure
0.15493308519967605
HYG.US Exposure
0.13518852922818708
GLD.US Exposure
0.00009498657913319865
USO.US Exposure
-0.0005283093736402309
VNQ.US Exposure
0.004788596071154848
BTC-USD.CC Exposure
-0.0020523545387371705
CPER.US Exposure
0.0008723671498719638
VIX.INDX Exposure
0.0006724573692673808
UUP.US Exposure
0.00027074865032001964
TIP.US Exposure
0.00204272262134093
Idiosyncratic Exposure
0.10862211215004448
Value Score
39.1
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
211.2%

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 →27.2x
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$604.3M
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 →
+17.7%
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 →
+37.0%
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 →
1.4% 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 →
0.69
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Bioventus Inc a high-risk investment?

Bioventus Inc (BVS.US) has an annualized volatility of 211.2% and experienced a maximum drawdown of 94.3% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BVS.US has generated a Compound Annual Growth Rate (CAGR) of -3.0%. It has had a positive return in 60% 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.

Run a Full Backtest on Bioventus Inc

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest