BlueLinx Holdings Inc

10-Year Study

BXC.US · Industrials · US · Common Stock

Executive Summary: BlueLinx Holdings Inc has compounded at 23.1% annually over the last 10 years, with a maximum drawdown of 87.8% and an annualized volatility of 84.4%.

1Y CAGR
-19.0%
3Y CAGR
-12.8%
5Y CAGR
+1.9%
10Y CAGR
+23.1%

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 →
87.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.77
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.40
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
76.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +227.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · -42.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202613.2-5.2-17.81.8————————-10.2%
20255.5-26.4-5.5-13.12.711.1-1.512.7-11.5-10.5-4.7-1.5-39.9%
20241.810.02.7-15.8-6.2-9.529.5-16.54.73.814.8-18.7-9.8%
202322.1-2.8-19.53.117.414.10.5-5.3-8.0-13.423.529.059.3%
2022-25.224.8-19.6-7.224.0-19.219.7-12.4-11.413.5-1.52.5-25.7%
202120.913.3-2.328.8-0.1-0.2-14.634.0-15.1-2.648.135.8227.3%
2020-17.70.2-57.910.526.124.260.049.05.42.118.712.1105.3%
201918.09.9-16.9-3.5-21.9-1.47.135.312.7-3.3-67.138.8-42.3%
201865.9-6.6115.523.40.8-7.4-9.25.5-12.4-25.215.1-8.8153.2%
2017-11.93.833.220.0-13.315.5-4.5-6.65.8-15.68.63.130.7%
2016———9.84.50.73.721.30.1-11.3-1.0-4.222.5%

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 84.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 59.6% of variance. Idiosyncratic stock-specific factors contribute 15.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110983.60655737705
2016-05-0111475.409836065575
2016-06-0111557.377049180328
2016-07-0111983.770491803281
2016-08-0114540.983606557376
2016-09-0114557.37704918033
2016-10-0112918.032786885247
2016-11-0112786.88524590164
2016-12-0112245.901639344263
2017-01-0110786.88524590164
2017-02-0111196.72131147541
2017-03-0114918.032786885247
2017-04-0117901.639344262298
2017-05-0115523.278688524593
2017-06-0117934.426229508197
2017-07-0117131.147540983606
2017-08-0116000
2017-09-0116934.426229508197
2017-10-0114295.081967213117
2017-11-0115524.590163934428
2017-12-0116000
2018-01-0126540.98360655738
2018-02-0124786.885245901638
2018-03-0153426.22950819673
2018-04-0165934.4262295082
2018-05-0166475.40983606558
2018-06-0161524.59016393444
2018-07-0155852.45901639345
2018-08-0158901.6393442623
2018-09-0151622.95081967213
2018-10-0138606.55737704918
2018-11-0144426.22950819673
2018-12-0140508.19672131148
2019-01-0147786.88524590164
2019-02-0152524.59016393443
2019-03-0143672.13114754099
2019-04-0142163.934426229505
2019-05-0132934.4262295082
2019-06-0132475.409836065573
2019-07-0134770.49180327869
2019-08-0147032.7868852459
2019-09-0153000
2019-10-0151245.901639344265
2019-11-0116836.06557377049
2019-12-0123360.65573770492
2020-01-0119229.508196721315
2020-02-0119262.295081967215
2020-03-018114.754098360657
2020-04-018967.213114754099
2020-05-0111311.475409836066
2020-06-0114049.180327868853
2020-07-0122475.409836065577
2020-08-0133491.80327868852
2020-09-0135295.08196721312
2020-10-0136032.78688524591
2020-11-0142786.88524590164
2020-12-0147967.21311475411
2021-01-0158000.00000000001
2021-02-0165737.70491803279
2021-03-0164245.901639344265
2021-04-0182737.7049180328
2021-05-0182622.95081967213
2021-06-0182426.22950819673
2021-07-0170426.22950819673
2021-08-0194360.65573770493
2021-09-0180131.14754098363
2021-10-0178081.96721311477
2021-11-01115639.3442622951
2021-12-01156983.60655737706
2022-01-01117442.62295081968
2022-02-01146524.59016393442
2022-03-01117836.06557377048
2022-04-01109295.08196721313
2022-05-01135508.19672131148
2022-06-01109524.59016393444
2022-07-01131147.54098360657
2022-08-01114918.03278688523
2022-09-01101803.2786885246
2022-10-01115508.19672131148
2022-11-01113770.49180327871
2022-12-01116573.77049180328
2023-01-01142327.868852459
2023-02-01138344.26229508198
2023-03-01111409.83606557378
2023-04-01114852.45901639345
2023-05-01134786.88524590165
2023-06-01153737.7049180328
2023-07-01154491.80327868852
2023-08-01146327.86885245904
2023-09-01134573.7704918033
2023-10-01116573.77049180328
2023-11-01144016.39344262294
2023-12-01185754.09836065574
2024-01-01189081.96721311475
2024-02-01207950.81967213115
2024-03-01213508.19672131148
2024-04-01179786.88524590165
2024-05-01168672.13114754102
2024-06-01152606.5573770492
2024-07-01197688.52459016393
2024-08-01164983.60655737706
2024-09-01172819.67213114756
2024-10-01179442.62295081967
2024-11-01206065.5737704918
2024-12-01167475.40983606558
2025-01-01176688.52459016396
2025-02-01130114.75409836066
2025-03-01122918.03278688526
2025-04-01106786.88524590165
2025-05-01109704.91803278688
2025-06-01121934.42622950819
2025-07-01120114.75409836066
2025-08-01135426.22950819673
2025-09-01119803.27868852459
2025-10-01107278.68852459016
2025-11-01102278.68852459016
2025-12-01100704.91803278688
2026-01-01114032.7868852459
2026-02-01108065.57377049181
2026-03-0188819.67213114754
2026-04-0190459.01639344264
Annual Return Matrix
YearAnnual Return
20170.3065595716198126
20181.5317622950819674
2019-0.42331040064751113
20201.0533333333333332
20212.272727272727273
2022-0.25741436925647454
20230.5934467726058219
2024-0.09840261230253289
2025-0.3986883320281911
2026-0.1017418199576754
Total Factor Risk
0.8438648337987813
VTI.US Exposure
-0.052785300023522205
VEA.US Exposure
0.004247796740948819
VWO.US Exposure
-0.006911972436858662
QQQ.US Exposure
0.002293600092399475
VTV.US Exposure
0.05796251233472236
IJR.US Exposure
0.21981733114936414
QUAL.US Exposure
0.01688501221718226
SHV.US Exposure
0.5960471362563668
TLT.US Exposure
0.010480149601048785
LQD.US Exposure
-0.003285947484402137
HYG.US Exposure
0.0029857755877282424
GLD.US Exposure
0.004404170820236557
USO.US Exposure
0.004528199687314717
VNQ.US Exposure
-0.02867310859914118
BTC-USD.CC Exposure
0.00936134463521137
CPER.US Exposure
-0.003319327291728472
VIX.INDX Exposure
0.002499115928947006
UUP.US Exposure
0.0005625705180815919
TIP.US Exposure
0.004968854118383699
Idiosyncratic Exposure
0.15793208614771662
Value Score
0
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
84.4%

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 →2578.0x
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$405.6M
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 →
-9.3%
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 →
-19.9%
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 →
36.3% 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 →
1.70
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is BlueLinx Holdings Inc a high-risk investment?

BlueLinx Holdings Inc (BXC.US) has an annualized volatility of 84.4% and experienced a maximum drawdown of 87.8% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BXC.US has generated a Compound Annual Growth Rate (CAGR) of 23.1%. It has had a positive return in 50% 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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