Brambles Ltd ADR

10-Year Study

BXBLY.US · Industrials · US · Common Stock

Executive Summary: Brambles Ltd ADR has compounded at 8.8% annually over the last 10 years, with a maximum drawdown of 31.9% and an annualized volatility of 36.8%.

1Y CAGR
+8.1%
3Y CAGR
+25.0%
5Y CAGR
+16.9%
10Y CAGR
+8.8%

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 →
31.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.30
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.48
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
23.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +32.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · -9.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20262.114.1-11.30.4————————3.8%
20253.75.2-2.55.213.72.80.310.3-2.5-1.1-2.3-3.431.7%
20244.31.49.0-9.9-0.22.54.721.78.5-8.93.1-3.932.4%
20233.22.75.14.7-5.67.9-1.22.3-3.3-10.26.64.916.6%
2022-11.85.45.20.74.1-5.68.56.2-12.31.88.60.99.1%
2021-0.8-5.56.5-0.34.12.7-0.53.6-11.1-3.1-5.98.9-3.2%
20202.6-8.8-15.212.26.5-3.13.36.1-7.3-10.419.91.31.6%
20198.67.80.61.5-1.17.70.0-15.82.311.92.9-3.022.8%
20181.8-6.74.0-2.7-8.3-4.011.98.00.8-4.6-0.4-4.7-6.6%
2017-12.0-9.41.28.4-0.2-3.3-1.20.1-2.92.77.01.5-9.5%
2016———2.2-2.3-0.910.8-9.40.2-4.3-0.83.2-2.5%

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 36.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 68.5% of variance. Idiosyncratic stock-specific factors contribute 12.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110215.066213184744
2016-05-019984.514074824516
2016-06-019894.927274042984
2016-07-0110964.252116650987
2016-08-019930.819885664663
2016-09-019951.00947970186
2016-10-019523.843982922064
2016-11-019447.355090816991
2016-12-019746.363702149214
2017-01-018578.406541717924
2017-02-017769.737318185107
2017-03-017866.632896736377
2017-04-018528.909472465444
2017-05-018514.581373471307
2017-06-018231.709964541573
2017-07-018136.261668716983
2017-08-018144.004631304725
2017-09-017911.4986612634775
2017-10-018126.058325493885
2017-11-018691.801143353354
2017-12-018823.938056299297
2018-01-018980.823503871481
2018-02-018380.924813662348
2018-03-018713.076199435558
2018-04-018480.35313698531
2018-05-017776.901367682176
2018-06-017467.906505535856
2018-07-018360.228670670815
2018-08-019030.103480714957
2018-09-019100.224328822635
2018-10-018685.360735219625
2018-11-018653.665243505318
2018-12-018245.169693899703
2019-01-018951.950213474202
2019-02-019654.099428323321
2019-03-019716.260221434257
2019-04-019865.185614009695
2019-05-019759.316882553007
2019-06-0110513.061726608292
2019-07-0110518.271944424343
2019-08-018855.561183877271
2019-09-019057.674216658224
2019-10-0110135.610391489976
2019-11-0110433.026991822853
2019-12-0110125.189955857877
2020-01-0110391.272885158116
2020-02-019476.879658441276
2020-03-018035.964975758015
2020-04-019018.742311310514
2020-05-019606.194370070194
2020-06-019304.725378102612
2020-07-019611.838772704248
2020-08-0110196.758086692234
2020-09-019456.255879586077
2020-10-018470.149793762212
2020-11-0110157.391996526521
2020-12-0110287.575077791447
2021-01-0110200.159201099934
2021-02-019639.843693465518
2021-03-0110269.845864389608
2021-04-0110238.005644402632
2021-05-0110660.467472320719
2021-06-0110945.292712931468
2021-07-0110885.375208046893
2021-08-0111279.180837976699
2021-09-0110026.268181489253
2021-10-019718.865330342282
2021-11-019147.261017439756
2021-12-019960.489181561617
2022-01-018780.591938635213
2022-02-019258.7741515305
2022-03-019736.95636442579
2022-04-019809.537593168825
2022-05-0110211.882191186049
2022-06-019635.57420942181
2022-07-0110453.94022722339
2022-08-0111104.204356321008
2022-09-019743.252044286852
2022-10-019919.892901078225
2022-11-0110771.256965048122
2022-12-0110871.481293870756
2023-01-0111221.43425718214
2023-02-0111526.955640784427
2023-03-0112110.644764454737
2023-04-0112678.847962949561
2023-05-0111971.995079238728
2023-06-0112914.465590853173
2023-07-0112764.961285187062
2023-08-0113053.766553296187
2023-09-0112624.647224835373
2023-10-0111338.591793906939
2023-11-0112082.350387148128
2023-12-0112676.532310586874
2024-01-0113220.20406686446
2024-02-0113404.660250379911
2024-03-0114609.306027932556
2024-04-0113163.181127433243
2024-05-0113131.268543309936
2024-06-0113455.025689268396
2024-07-0114087.994789782184
2024-08-0117150.155582893116
2024-09-0118605.39836457052
2024-10-0116948.042550112164
2024-11-0117470.87343512555
2024-12-0116788.117808813953
2025-01-0117404.66025037991
2025-02-0118315.797090961718
2025-03-0117857.659743830955
2025-04-0118784.789058542585
2025-05-0121352.196251537734
2025-06-0121959.548447789275
2025-07-0122025.32744771691
2025-08-0124300.2388016499
2025-09-0123684.78182212895
2025-10-0123424.27093132643
2025-11-0122881.53990882119
2025-12-0122107.243650047036
2026-01-0122570.374122584846
2026-02-0125754.396121282294
2026-03-0122838.121427020764
2026-04-0122939.431217888414
Annual Return Matrix
YearAnnual Return
2017-0.09464305601960132
2018-0.06559071003296757
20190.22801474460242233
20200.016037735849056656
2021-0.03179426577755273
20220.0914605794658685
20230.16603542497320833
20240.3243462326675304
20250.31683872497252086
20260.03764320785597386
Total Factor Risk
0.36770699155602105
VTI.US Exposure
0.07594430691723719
VEA.US Exposure
0.12039332514425567
VWO.US Exposure
-0.006946239894670117
QQQ.US Exposure
-0.017069255701527675
VTV.US Exposure
0.00044798562426022156
IJR.US Exposure
-0.027986651409909857
QUAL.US Exposure
-0.013752604657881428
SHV.US Exposure
0.6850765793593129
TLT.US Exposure
-0.004611664204684581
LQD.US Exposure
-0.0036111363280130118
HYG.US Exposure
-0.006525233802539239
GLD.US Exposure
0.011183596656702897
USO.US Exposure
-0.0019157527905017528
VNQ.US Exposure
0.03813295979429227
BTC-USD.CC Exposure
-0.0009758724152050273
CPER.US Exposure
-0.013473576436148571
VIX.INDX Exposure
0.007461149649108584
UUP.US Exposure
-0.003114612049134082
TIP.US Exposure
0.0384641513005003
Idiosyncratic Exposure
0.12287854524454517
Value Score
40.5
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
33.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
36.8%

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 →23.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.77%
Market Cap$21.6B
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
$335
Avg Yield on Cost
3.35%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$335.053.35%Solid

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 →
-3.3%
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 →
-0.2%
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 →
11.6% 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 →
0.53
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Brambles Ltd ADR a high-risk investment?

Brambles Ltd ADR (BXBLY.US) has an annualized volatility of 36.8% and experienced a maximum drawdown of 31.9% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BXBLY.US has generated a Compound Annual Growth Rate (CAGR) of 8.8%. It has had a positive return in 70% 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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