Byrna Technologies Inc

10-Year Study

BYRN.US · Industrials · US · Common Stock

Executive Summary: Byrna Technologies Inc has compounded at 9.3% annually over the last 10 years, with a maximum drawdown of 92.3% and an annualized volatility of 110.8%.

1Y CAGR
-79.3%
3Y CAGR
+10.7%
5Y CAGR
-23.9%
10Y CAGR
+9.3%

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 →
92.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.49
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.51
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
104.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +663.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -62.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
40%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-18.3-6.8-28.2-31.6————————-62.6%
2025-6.1-4.8-34.633.019.115.8-28.1-8.18.6-8.6-9.9-8.0-41.7%
20249.970.516.4-11.1-5.6-14.6-6.023.646.4-15.134.149.0350.9%
202324.2-15.1-8.2-31.2-10.57.3-26.3-6.5-35.195.133.99.2-18.5%
2022-18.3-8.2-18.4-27.536.16.6-4.79.0-47.450.422.5-9.5-41.3%
2021-6.210.3-14.763.015.1-5.35.622.0-25.3-22.9-12.6-9.3-7.9%
202015.8-13.626.329.238.7225.6-10.025.41.3-7.5-4.72.8663.2%
20190.0-6.77.10.0-6.721.4-5.9-12.57.10.0-6.735.726.7%
201814.3-6.30.013.30.0-5.96.3-11.80.0-6.714.3-6.37.1%
20170.0-30.0-21.4-9.140.0-14.316.70.00.00.00.00.0-30.0%
2016———0.0-3.7-7.70.0-16.70.00.00.00.0-25.9%

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 110.8%. The dominant macroeconomic risk driver is VTI.US, accounting for 39.0% of variance. Idiosyncratic stock-specific factors contribute 27.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110000
2016-05-019629.62962962963
2016-06-018888.888888888889
2016-07-018888.888888888889
2016-08-017407.407407407407
2016-09-017407.407407407407
2016-10-017407.407407407407
2016-11-017407.407407407407
2016-12-017407.407407407407
2017-01-017407.407407407407
2017-02-015185.185185185185
2017-03-014074.0740740740744
2017-04-013703.7037037037035
2017-05-015185.185185185185
2017-06-014444.444444444444
2017-07-015185.185185185185
2017-08-015185.185185185185
2017-09-015185.185185185185
2017-10-015185.185185185185
2017-11-015185.185185185185
2017-12-015185.185185185185
2018-01-015925.925925925925
2018-02-015555.555555555555
2018-03-015555.555555555555
2018-04-016296.296296296296
2018-05-016296.296296296296
2018-06-015925.925925925925
2018-07-016296.296296296296
2018-08-015555.555555555555
2018-09-015555.555555555555
2018-10-015185.185185185185
2018-11-015925.925925925925
2018-12-015555.555555555555
2019-01-015555.555555555555
2019-02-015185.185185185185
2019-03-015555.555555555555
2019-04-015555.555555555555
2019-05-015185.185185185185
2019-06-016296.296296296296
2019-07-015925.925925925925
2019-08-015185.185185185185
2019-09-015555.555555555555
2019-10-015555.555555555555
2019-11-015185.185185185185
2019-12-017037.0370370370365
2020-01-018148.148148148149
2020-02-017037.0370370370365
2020-03-018888.888888888889
2020-04-0111481.481481481482
2020-05-0115925.925925925923
2020-06-0151851.851851851854
2020-07-0146666.666666666664
2020-08-0158518.51851851852
2020-09-0159259.259259259255
2020-10-0154814.81481481481
2020-11-0152222.22222222221
2020-12-0153703.7037037037
2021-01-0150370.370370370365
2021-02-0155555.555555555555
2021-03-0147407.4074074074
2021-04-0177259.25925925926
2021-05-0188888.88888888888
2021-06-0184148.14814814815
2021-07-0188888.88888888888
2021-08-01108444.44444444445
2021-09-0180962.96296296295
2021-10-0162407.4074074074
2021-11-0154518.51851851852
2021-12-0149444.44444444444
2022-01-0140407.4074074074
2022-02-0137074.07407407407
2022-03-0130259.259259259255
2022-04-0121925.925925925923
2022-05-0129851.851851851854
2022-06-0131814.81481481481
2022-07-0130333.33333333333
2022-08-0133074.074074074066
2022-09-0117407.40740740741
2022-10-0126185.185185185182
2022-11-0132074.074074074073
2022-12-0129037.037037037033
2023-01-0136074.07407407407
2023-02-0130629.629629629624
2023-03-0128111.11111111111
2023-04-0119333.333333333332
2023-05-0117296.296296296296
2023-06-0118555.555555555555
2023-07-0113666.666666666664
2023-08-0112777.777777777777
2023-09-018296.296296296296
2023-10-0116185.185185185184
2023-11-0121666.666666666664
2023-12-0123666.666666666664
2024-01-0125999.999999999996
2024-02-0144333.333333333336
2024-03-0151592.59259259259
2024-04-0145851.851851851854
2024-05-0143296.29629629629
2024-06-0136962.96296296296
2024-07-0134740.740740740745
2024-08-0142925.92592592592
2024-09-0162851.85185185185
2024-10-0153370.37037037037
2024-11-0171592.59259259258
2024-12-01106703.7037037037
2025-01-01100148.14814814815
2025-02-0195296.29629629628
2025-03-0162370.370370370365
2025-04-0182925.92592592593
2025-05-0198740.74074074073
2025-06-01114370.37037037036
2025-07-0182259.25925925927
2025-08-0175555.55555555555
2025-09-0182074.07407407407
2025-10-0174999.99999999999
2025-11-0167592.59259259258
2025-12-0162185.185185185175
2026-01-0150777.777777777774
2026-02-0147333.33333333333
2026-03-0133999.99999999999
2026-04-0123259.25925925926
Annual Return Matrix
YearAnnual Return
2017-0.30000000000000004
20180.0714285714285714
20190.2666666666666666
20206.631578947368421
2021-0.07931034482758625
2022-0.4127340823970037
2023-0.18494897959183676
20243.5086071987480443
2025-0.41721624435959737
2026-0.6259678379988087
Total Factor Risk
1.1075319222306759
VTI.US Exposure
0.3898023399291452
VEA.US Exposure
0.0028616677232538366
VWO.US Exposure
0.0002857255608230363
QQQ.US Exposure
-0.027904556325096086
VTV.US Exposure
0.0004157475305473497
IJR.US Exposure
-0.00527471831101724
QUAL.US Exposure
0.2096104092311813
SHV.US Exposure
0.025043158794824397
TLT.US Exposure
-0.013462638862007202
LQD.US Exposure
0.08416526267771882
HYG.US Exposure
0.000608795193801724
GLD.US Exposure
0.03577752251257378
USO.US Exposure
0.003631071950329348
VNQ.US Exposure
0.009107861395360652
BTC-USD.CC Exposure
-0.001225419249041105
CPER.US Exposure
-0.0006134392099822095
VIX.INDX Exposure
-0.002408617542544591
UUP.US Exposure
0.015444787817455825
TIP.US Exposure
-0.001580045989143673
Idiosyncratic Exposure
0.2757150851718169
Value Score
41
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
110.8%

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 →22.6x
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$205.1M
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
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 →
-40.9%
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 →
-64.6%
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 →
81.3% 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 →
2.45
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Byrna Technologies Inc a high-risk investment?

Byrna Technologies Inc (BYRN.US) has an annualized volatility of 110.8% and experienced a maximum drawdown of 92.3% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, BYRN.US has generated a Compound Annual Growth Rate (CAGR) of 9.3%. It has had a positive return in 40% 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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