Brainsway Ltd

10-Year Study

BWAY.US · Healthcare · US · Common Stock

Executive Summary: Brainsway Ltd has compounded at 5.0% annually over the last 10 years, with a maximum drawdown of 86.2% and an annualized volatility of 141.9%.

1Y CAGR
+55.9%
3Y CAGR
+110.1%
5Y CAGR
+6.7%
10Y CAGR
+5.0%

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 →
86.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.38
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.60
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
64.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +162.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -67.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
57%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202622.9-50.514.915.3————————-19.4%
202511.5-9.1-0.8-8.417.628.9-11.233.2-3.111.83.88.7101.7%
2024-3.43.5-18.4-0.819.8-3.519.39.316.88.2-1.3-4.545.5%
2023-18.6-3.5-9.5-11.713.229.96.642.017.1-11.675.63.3162.3%
20220.60.312.3-12.1-6.8-32.427.3-31.0-15.0-2.8-46.030.3-67.9%
20215.47.55.6-4.529.2-8.4-12.2-11.41.51.5-5.0-0.92.1%
202015.4-5.9-25.07.7-8.8-24.10.531.9-25.7-4.215.816.5-22.7%
2019————-5.52.1-5.71.9-9.5-2.33.75.6-10.3%

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 141.9%. The dominant macroeconomic risk driver is SHV.US, accounting for 71.6% of variance. Idiosyncratic stock-specific factors contribute 10.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-04-0110000
2019-05-019448.022079116836
2019-06-019648.574057037718
2019-07-019093.83624655014
2019-08-019264.029438822448
2019-09-018380.864765409384
2019-10-018187.672493100276
2019-11-018491.260349586017
2019-12-018969.641214351426
2020-01-0110349.586016559339
2020-02-019742.410303587858
2020-03-017304.507819687214
2020-04-017865.685372585099
2020-05-017175.712971481141
2020-06-015446.182152713892
2020-07-015475.620975160994
2020-08-017221.711131554738
2020-09-015365.22539098436
2020-10-015141.67433302668
2020-11-015952.16191352346
2020-12-016936.522539098436
2021-01-017313.707451701933
2021-02-017865.685372585099
2021-03-018307.267709291627
2021-04-017930.0827966881325
2021-05-0110248.390064397427
2021-06-019383.624655013798
2021-07-018242.870285188594
2021-08-017304.507819687214
2021-09-017414.9034038638465
2021-10-017525.298988040478
2021-11-017148.1140754369835
2021-12-017083.716651333948
2022-01-017129.7148114075435
2022-02-017152.713891444343
2022-03-018031.278748850047
2022-04-017056.117755289789
2022-05-016577.736890524379
2022-06-014443.422263109476
2022-07-015657.773689052438
2022-08-013905.2437902483907
2022-09-013321.0671573137074
2022-10-013229.0708371665132
2022-11-011743.3302667893286
2022-12-012272.309107635695
2023-01-011849.1260349586016
2023-02-011784.7286108555656
2023-03-011614.5354185832566
2023-04-011425.942962281509
2023-05-011614.5354185832566
2023-06-012097.5160993560257
2023-07-012235.5105795768172
2023-08-013173.8730450781973
2023-09-013716.6513339466424
2023-10-013284.26862925483
2023-11-015768.169273229071
2023-12-015961.36154553818
2024-01-015758.969641214352
2024-02-015961.36154553818
2024-03-014866.605335786569
2024-04-014829.806807727691
2024-05-015786.568537258509
2024-06-015584.176632934683
2024-07-016660.533578656854
2024-08-017276.9089236430555
2024-09-018500.459981600736
2024-10-019199.632014719413
2024-11-019080.036798528059
2024-12-018675.252989880406
2025-01-019668.813247470101
2025-02-018785.648574057039
2025-03-018712.051517939282
2025-04-017976.08095676173
2025-05-019383.624655013798
2025-06-0112097.516099356028
2025-07-0110745.170193192273
2025-08-0114314.627414903405
2025-09-0113863.845446182155
2025-10-0115501.37994480221
2025-11-0116090.15639374425
2025-12-0117497.70009199632
2026-01-0121508.739650413987
2026-02-0110643.97424103036
2026-03-0112226.310947562099
2026-04-0114103.035878564859
Annual Return Matrix
YearAnnual Return
2020-0.22666666666666668
20210.021220159151193574
2022-0.6792207792207792
20231.623481781376518
20240.4552469135802468
20251.0169671261930011
2026-0.194006309148265
Total Factor Risk
1.419323966470323
VTI.US Exposure
0.006426757421596752
VEA.US Exposure
-0.0013617283159744694
VWO.US Exposure
0.002644658910286655
QQQ.US Exposure
0.013335198139408021
VTV.US Exposure
0.0029780110608029512
IJR.US Exposure
0.029129015266850477
QUAL.US Exposure
-0.010602801856954882
SHV.US Exposure
0.7157658916453317
TLT.US Exposure
0.0008932512731395323
LQD.US Exposure
-0.0012115885248885807
HYG.US Exposure
0.11319116693563352
GLD.US Exposure
0.0002478012564842762
USO.US Exposure
-0.0007328089458386853
VNQ.US Exposure
0.0029022385867523213
BTC-USD.CC Exposure
-0.0032809093084305513
CPER.US Exposure
0.0009071699312706905
VIX.INDX Exposure
0.005763560481551119
UUP.US Exposure
0.01588654188617796
TIP.US Exposure
0.0014930125165993006
Idiosyncratic Exposure
0.10562556164020168
Value Score
19.8
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
141.9%

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 →75.4x
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$543.2M
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 →
-7.7%
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 →
-6.5%
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 →
41.1% 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 →
0.31
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Brainsway Ltd a high-risk investment?

Brainsway Ltd (BWAY.US) has an annualized volatility of 141.9% and experienced a maximum drawdown of 86.2% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BWAY.US has generated a Compound Annual Growth Rate (CAGR) of 5.0%. It has had a positive return in 57% 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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