Bridgewater Bancshares Inc

10-Year Study

BWB.US · Financial Services · US · Common Stock

Executive Summary: Bridgewater Bancshares Inc has compounded at 4.5% annually over the last 10 years, with a maximum drawdown of 55.3% and an annualized volatility of 38.8%.

1Y CAGR
+30.1%
3Y CAGR
+30.3%
5Y CAGR
+1.5%
10Y CAGR
+4.5%

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 →
55.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.15
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.22
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
28.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +41.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -23.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
63%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20269.6-4.8-3.25.3————————6.3%
20254.52.7-4.210.8-4.98.7-2.25.37.4-6.55.21.329.8%
2024-7.5-5.3-1.8-6.53.63.018.94.4-1.73.02.1-9.3-0.1%
2023-12.3-5.5-26.3-8.2-13.514.48.7-2.3-9.41.67.730.4-23.8%
20220.6-5.4-0.9-4.01.3-0.68.3-1.7-4.116.10.8-7.90.3%
20212.812.511.84.72.7-7.00.40.87.13.3-5.53.541.6%
2020-4.2-5.3-22.03.92.9-1.6-9.44.6-2.417.15.96.1-9.4%
20195.70.1-7.63.72.75.13.3-6.67.35.41.57.830.6%
2018———-0.5-1.2-1.10.20.91.2-14.78.9-12.7-19.3%

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 38.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 46.0% of variance. Idiosyncratic stock-specific factors contribute 17.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2018-03-0110000
2018-04-019954.093343534812
2018-05-019839.326702371844
2018-06-019732.21117061974
2018-07-019755.164498852333
2018-08-019839.326702371844
2018-09-019961.744452945677
2018-10-018492.731446059679
2018-11-019250.191277735272
2018-12-018071.920428462127
2019-01-018530.986993114002
2019-02-018538.638102524867
2019-03-017888.293802601377
2019-04-018179.035960214231
2019-05-018400.918133129304
2019-06-018829.38026013772
2019-07-019120.122417750574
2019-08-018515.684774292273
2019-09-019135.424636572303
2019-10-019632.7467482785
2019-11-019778.117827084927
2019-12-0110543.228768171384
2020-01-0110099.464422341238
2020-02-019563.886763580718
2020-03-017459.831675592961
2020-04-017750.573833205815
2020-05-017972.456006120887
2020-06-017842.38714613619
2020-07-017107.88064269319
2020-08-017436.878347360367
2020-09-017260.9028309104815
2020-10-018500.382555470542
2020-11-019005.355776587605
2020-12-019556.235654169854
2021-01-019824.024483550114
2021-02-0111055.85309869931
2021-03-0112356.541698546289
2021-04-0112938.026013771998
2021-05-0113282.3259372609
2021-06-0112356.541698546289
2021-07-0112410.09946442234
2021-08-0112509.563886763583
2021-09-0113397.092578423873
2021-10-0113840.856924254016
2021-11-0113075.745983167559
2021-12-0113534.812547819434
2022-01-0113611.323641928078
2022-02-0112876.81713848508
2022-03-0112762.05049732211
2022-04-0112257.07727620505
2022-05-0112417.750573833206
2022-06-0112348.890589135424
2022-07-0113374.139250191278
2022-08-0113144.60596786534
2022-09-0112601.377199693956
2022-10-0114628.921193573067
2022-11-0114743.687834736036
2022-12-0113573.068094873755
2023-01-0111905.12624330528
2023-02-0111254.781943381791
2023-03-018293.8026013772
2023-04-017612.853863810252
2023-05-016587.605202754398
2023-06-017536.342769701606
2023-07-018194.33817903596
2023-08-018003.060443764346
2023-09-017253.251721499617
2023-10-017368.018362662586
2023-11-017934.200459066564
2023-12-0110344.299923488905
2024-01-019571.537872991583
2024-02-019066.564651874522
2024-03-018905.891354246365
2024-04-018324.407039020658
2024-05-018622.800306044375
2024-06-018882.938026013771
2024-07-0110566.182096403978
2024-08-0111032.899770466718
2024-09-0110841.622035195101
2024-10-0111170.619739862279
2024-11-0111400.153022188217
2024-12-0110336.64881407804
2025-01-0110803.36648814078
2025-02-0111094.108645753633
2025-03-0110627.390971690895
2025-04-0111775.057383320582
2025-05-0111201.224177505737
2025-06-0112172.915072685539
2025-07-0111905.12624330528
2025-08-0112532.517214996173
2025-09-0113465.952563121653
2025-10-0112593.726090283091
2025-11-0113244.07039020658
2025-12-0113412.3947972456
2026-01-0114697.78117827085
2026-02-0113986.228003060443
2026-03-0113542.463657230297
2026-04-0114261.667941851569
Annual Return Matrix
YearAnnual Return
20190.30616113744075824
2020-0.09361393323657474
20210.4163330664531626
20220.002826455624646451
2023-0.237880496054115
2024-0.0007396449704142327
20250.29755736491487794
20260.06332002281802618
Total Factor Risk
0.38773483651433593
VTI.US Exposure
-0.022688756014093547
VEA.US Exposure
-0.08674569842836274
VWO.US Exposure
0.08528959096709769
QQQ.US Exposure
-0.009060951738320031
VTV.US Exposure
0.10102767019141796
IJR.US Exposure
0.20626450409250474
QUAL.US Exposure
-0.017830727615751014
SHV.US Exposure
0.45998560732648774
TLT.US Exposure
-0.0031291167259028174
LQD.US Exposure
0.0021893494280513207
HYG.US Exposure
0.08536811464846028
GLD.US Exposure
-0.000942050858469352
USO.US Exposure
-0.0005160698321065945
VNQ.US Exposure
-0.018351639930576875
BTC-USD.CC Exposure
-0.0003207521184953471
CPER.US Exposure
0.005754588276451342
VIX.INDX Exposure
0.0011893824243425144
UUP.US Exposure
0.0020058715171406573
TIP.US Exposure
0.037757333647393254
Idiosyncratic Exposure
0.17275375074273094
Value Score
45.2
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
38.8%

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 →12.1x
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$501.7M
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 →
+1.7%
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 →
+7.2%
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 →
6.7% 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 →
0.62
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Bridgewater Bancshares Inc a high-risk investment?

Bridgewater Bancshares Inc (BWB.US) has an annualized volatility of 38.8% and experienced a maximum drawdown of 55.3% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BWB.US has generated a Compound Annual Growth Rate (CAGR) of 4.5%. It has had a positive return in 63% 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 Bridgewater Bancshares Inc

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

Start a Free Backtest