Blaize Holdings, Inc.

10-Year Study

BZAI.US · Technology · US · Common Stock

Executive Summary: Blaize Holdings, Inc. has compounded at -33.5% annually over the last 10 years, with a maximum drawdown of 92.1% and an annualized volatility of 169.7%.

1Y CAGR
-15.1%
3Y CAGR
-45.6%
5Y CAGR
-33.5%
10Y CAGR
-33.5%

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 →
92.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.29
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.28
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
65.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +39.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -87.0%
% 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.
2026-30.3-13.254.2-4.9————————-11.3%
2025-60.0-49.0-34.019.8-16.948.330.9-8.5-3.413.3-36.1-22.0-87.0%
20240.70.81.70.30.4-0.40.70.30.40.90.830.839.8%
20231.00.3-1.10.30.42.00.20.10.80.10.60.95.6%
2022—0.50.40.5-0.1-0.20.60.00.40.31.4-0.23.7%

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 169.7%. The dominant macroeconomic risk driver is SHV.US, accounting for 65.4% of variance. Idiosyncratic stock-specific factors contribute 10.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2022-01-0110000
2022-02-0110051.020601797676
2022-03-0110091.83688860841
2022-04-0110142.856517269047
2022-05-0110132.653175419142
2022-06-0110112.244545445257
2022-07-0110173.469462229876
2022-08-0110173.469462229876
2022-09-0110214.285749040608
2022-10-0110244.8977208644
2022-11-0110387.755211270483
2022-12-0110367.346581296597
2023-01-0110469.387784891951
2023-02-0110499.99975671574
2023-03-0110387.755211270483
2023-04-0110418.367183094275
2023-05-0110459.183469905007
2023-06-0110663.264903958674
2023-07-0110683.673533932559
2023-08-0110693.876875782462
2023-09-0110775.510422540969
2023-10-0110785.713764390872
2023-11-0110846.93868117549
2023-12-0110948.978911633805
2024-01-0111030.61245839231
2024-02-0111122.44837386368
2024-03-0111316.326466067441
2024-04-0111346.938437891233
2024-05-0111397.959039688907
2024-06-0111346.938437891233
2024-07-0111428.571011512699
2024-08-0111464.28514082996
2024-09-0111510.203585134164
2024-10-0111612.244788729515
2024-11-0111704.081677337925
2024-12-0115306.122151080499
2025-01-016122.4488604322
2025-02-013122.448860432199
2025-03-012061.2244302161
2025-04-012469.38778489195
2025-05-012051.0203585134163
2025-06-013040.816286810733
2025-07-013979.5918565946336
2025-08-013642.8570038375656
2025-09-013520.4081434053664
2025-10-013989.7959282973166
2025-11-012551.0203585134163
2025-12-011989.7959282973168
2026-01-011387.7550896283542
2026-02-011204.0816092183325
2026-03-011857.1428209977673
2026-04-011765.306088091284
Annual Return Matrix
YearAnnual Return
20230.056102333010310534
20240.39794973345112794
2025-0.8699999968210856
2026-0.11282053451487872
Total Factor Risk
1.6972488158344678
VTI.US Exposure
0.05642933466228748
VEA.US Exposure
-0.000010117829830601153
VWO.US Exposure
0.0013932676116569208
QQQ.US Exposure
-0.010304977162627644
VTV.US Exposure
0.08976761895737236
IJR.US Exposure
0.010743320380421315
QUAL.US Exposure
0.02932945282069365
SHV.US Exposure
0.6535856305375132
TLT.US Exposure
0.0017999413625643034
LQD.US Exposure
0.03906903797601839
HYG.US Exposure
0.0001387609288970455
GLD.US Exposure
-0.00006362226880464778
USO.US Exposure
0.0006107246517896327
VNQ.US Exposure
0.007797773654760055
BTC-USD.CC Exposure
0.004452105606486989
CPER.US Exposure
0.0017279386567576075
VIX.INDX Exposure
-0.0006682408782120792
UUP.US Exposure
0.009754189006349775
TIP.US Exposure
0.0011771255636358609
Idiosyncratic Exposure
0.10327073576227047
Value Score
50
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
169.7%

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 →N/A
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$219.7M
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 →
+26.5%
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 →
-36.6%
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 →
72.5% 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 →
0.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Blaize Holdings, Inc. a high-risk investment?

Blaize Holdings, Inc. (BZAI.US) has an annualized volatility of 169.7% and experienced a maximum drawdown of 92.1% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BZAI.US has generated a Compound Annual Growth Rate (CAGR) of -33.5%. 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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