Broadwind Energy Inc

10-Year Study

BWEN.US · Industrials · US · Common Stock

Executive Summary: Broadwind Energy Inc has compounded at 9.4% annually over the last 10 years, with a maximum drawdown of 83.5% and an annualized volatility of 150.2%.

1Y CAGR
+52.3%
3Y CAGR
+0.1%
5Y CAGR
+0.1%
10Y CAGR
+9.4%

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 →
83.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.53
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.81
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
108.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +377.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · -76.3%
% 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.
20266.0-17.3-16.127.932.08.5——————34.6%
2025-10.1-7.1-7.67.66.49.043.1-18.90.011.429.5-6.650.5%
2024-15.56.0-4.0-10.980.7-14.4-0.6-32.83.7-19.83.8-0.5-32.1%
2023201.7-16.3-15.029.2-24.41.9-0.519.2-29.4-18.1-14.523.754.7%
2022-5.922.60.0-16.6-1.1-8.429.342.50.0-41.7-1.12.9-4.8%
202111.1-20.7-5.6-21.7-8.7-4.0-16.1-15.8-19.112.4-16.8-22.3-76.3%
2020-8.434.9-31.717.958.843.123.5-21.6-20.929.625.370.2377.7%
2019————-7.520.0-11.3-5.1-9.6-3.0-11.013.7-17.0%

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 150.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 38.8% of variance. Idiosyncratic stock-specific factors contribute 18.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-04-0110000
2019-05-019250
2019-06-0111100.000000000002
2019-07-019850
2019-08-019348
2019-09-018450
2019-10-018200
2019-11-017300
2019-12-018300
2020-01-017600
2020-02-0110250
2020-03-017000
2020-04-018250
2020-05-0113100
2020-06-0118750
2020-07-0123150
2020-08-0118150
2020-09-0114350
2020-10-0118600
2020-11-0123300
2020-12-0139650
2021-01-0144050
2021-02-0134950
2021-03-0133000
2021-04-0125850
2021-05-0123600
2021-06-0122650
2021-07-0119000
2021-08-0116000
2021-09-0112950
2021-10-0114550
2021-11-0112100
2021-12-019400
2022-01-018850
2022-02-0110850
2022-03-0110850
2022-04-019050
2022-05-018950
2022-06-018200
2022-07-0110600
2022-08-0115100
2022-09-0115100
2022-10-018800
2022-11-018700
2022-12-018950
2023-01-0127000
2023-02-0122599.999999999996
2023-03-0119200
2023-04-0124800
2023-05-0118750
2023-06-0119100
2023-07-0119000
2023-08-0122650
2023-09-0116000
2023-10-0113100
2023-11-0111200.000000000002
2023-12-0113850
2024-01-0111700
2024-02-0112400
2024-03-0111900
2024-04-0110600
2024-05-0119150
2024-06-0116400
2024-07-0116299.999999999998
2024-08-0110950
2024-09-0111350
2024-10-019100
2024-11-019450
2024-12-019400
2025-01-018450
2025-02-017850
2025-03-017250
2025-04-017800
2025-05-018300
2025-06-019050
2025-07-0112950
2025-08-0110500
2025-09-0110500
2025-10-0111700
2025-11-0115149.999999999998
2025-12-0114150
2026-01-0115000
2026-02-0112400
2026-03-0110400
2026-04-0113300
2026-05-0117550
2026-06-0119050
Annual Return Matrix
YearAnnual Return
20203.7771084337349397
2021-0.7629255989911727
2022-0.04787234042553179
20230.547486033519553
2024-0.3212996389891697
20250.5053191489361704
20260.3462897526501767
Total Factor Risk
1.5020635515255247
VTI.US Exposure
0.16642335642110506
VEA.US Exposure
0.017041214473919958
VWO.US Exposure
-0.002057602706429621
QQQ.US Exposure
-0.03064483154505405
VTV.US Exposure
0.0692351877383381
IJR.US Exposure
0.024495812251968736
QUAL.US Exposure
0.019550451844862544
SHV.US Exposure
0.3878010121082731
TLT.US Exposure
0.001746284529108606
LQD.US Exposure
0.0711503504072664
HYG.US Exposure
0.07419199125791587
GLD.US Exposure
0.0019651260085479082
USO.US Exposure
0.005503521741223057
VNQ.US Exposure
0.00729679439027411
BTC-USD.CC Exposure
0.0032005293659585076
CPER.US Exposure
0.0034889285145917642
VIX.INDX Exposure
-0.002542261289620544
UUP.US Exposure
0.001847138295512043
TIP.US Exposure
-0.00008073993058953627
Idiosyncratic Exposure
0.18038773612282796
Value Score
40.4
Growth Score
46.2
Profit Score
38.6
Health Score
26.4
Yield Score
0
Moat Score
64.5

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
150.2%

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 →15.3x
Forward P/EForward P/E RatioA valuation metric that compares the current stock price to estimated future earnings per share.Click for full definition →Expensive43.3x
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%
Squeeze RiskShort Squeeze RiskA situation where a sharp rise in the price of a stock forces short sellers to buy shares to cover their positions, further driving up the price.Click for full definition →Extreme
Market Cap$82.1M
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
3.0/ 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
1.32
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators: distance from 50/200-Day SMA, 52-Week High proximity, Golden Cross trend signal, RSI momentum gauge, Fibonacci retracement levels, and Beta (market sensitivity).

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 →
+34.1%
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 →
+44.1%
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 →
15.7% 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 →
1.74
Market sensitivity coefficient
Trend SignalGolden Cross & Death CrossTechnical chart patterns that occur when a short-term moving average crosses over a long-term moving average.Click for full definition →
✦ Golden Cross
Bullish — 50 SMA above 200 SMA
RSI (14-Day)Relative Strength Index (RSI)A momentum oscillator that measures the speed and change of price movements to identify overbought or oversold conditions.Click for full definition →
40
OversoldNeutralOverbought
Neutral
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement+9.8%
50.0% retracement+21.1%
61.8% retracement+35.1%
% distance of current price from each 52-week Fibonacci support level.

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Frequently Asked Questions & Methodology

Is Broadwind Energy Inc a high-risk investment?

Broadwind Energy Inc (BWEN.US) has an annualized volatility of 150.2% and experienced a maximum drawdown of 83.5% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BWEN.US has generated a Compound Annual Growth Rate (CAGR) of 9.4%. 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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