Beazer Homes USA Inc

10-Year Study

BZH.US · Consumer Cyclical · US · Common Stock

Executive Summary: Beazer Homes USA Inc has compounded at 10.2% annually over the last 10 years, with a maximum drawdown of 69.6% and an annualized volatility of 53.6%.

1Y CAGR
+0.1%
3Y CAGR
+0.5%
5Y CAGR
-3.0%
10Y CAGR
+10.2%

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 →
69.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.39
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.64
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
52.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +164.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -50.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20266.418.6-24.86.8————————1.3%
2025-19.30.6-8.6-4.14.99.05.17.1-2.4-8.82.1-11.4-26.2%
2024-6.0-1.34.7-14.52.5-4.322.5-7.19.2-10.013.6-21.4-18.7%
202328.3-8.96.534.2-4.939.618.9-12.8-15.0-2.98.828.4164.8%
2022-21.4-10.3-7.0-0.97.5-25.522.2-3.5-32.117.020.7-6.5-45.0%
20219.76.318.46.66.7-19.0-5.32.5-7.85.08.418.253.3%
2020-2.7-10.8-47.59.339.52.511.19.47.8-7.721.62.37.2%
201932.2-3.3-5.015.5-31.75.822.06.918.90.72.1-7.849.1%
2018-3.5-15.21.5-8.02.9-2.3-13.20.0-18.0-16.127.8-15.8-50.7%
20177.2-14.4-0.62.3-1.712.5-3.412.425.712.00.9-9.244.4%
2016———-5.7-4.5-1.323.717.33.6-12.331.8-1.352.5%

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 53.6%. The dominant macroeconomic risk driver is IJR.US, accounting for 25.9% of variance. Idiosyncratic stock-specific factors contribute 22.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019426.605504587156
2016-05-019002.29357798165
2016-06-018887.61467889908
2016-07-0110997.706422018347
2016-08-0112901.376146788989
2016-09-0113371.55963302752
2016-10-0111731.651376146789
2016-11-0115458.715596330274
2016-12-0115252.29357798165
2017-01-0116353.21100917431
2017-02-0113990.825688073392
2017-03-0113910.550458715596
2017-04-0114231.651376146789
2017-05-0113990.825688073392
2017-06-0115733.944954128441
2017-07-0115206.422018348621
2017-08-0117098.623853211007
2017-09-0121490.82568807339
2017-10-0124059.633027522934
2017-11-0124266.05504587156
2017-12-0122029.816513761467
2018-01-0121261.467889908254
2018-02-0118027.522935779816
2018-03-0118291.284403669724
2018-04-0116834.8623853211
2018-05-0117316.51376146789
2018-06-0116915.137614678897
2018-07-0114690.366972477064
2018-08-0114690.366972477064
2018-09-0112041.284403669722
2018-10-0110103.21100917431
2018-11-0112912.844036697246
2018-12-0110871.559633027524
2019-01-0114369.266055045871
2019-02-0113899.082568807336
2019-03-0113199.54128440367
2019-04-0115240.825688073392
2019-05-0110412.844036697246
2019-06-0111020.64220183486
2019-07-0113440.366972477064
2019-08-0114369.266055045871
2019-09-0117087.15596330275
2019-10-0117213.302752293577
2019-11-0117568.80733944954
2019-12-0116204.128440366972
2020-01-0115768.34862385321
2020-02-0114059.633027522936
2020-03-017385.321100917431
2020-04-018073.394495412844
2020-05-0111261.467889908257
2020-06-0111548.165137614678
2020-07-0112832.568807339449
2020-08-0114036.697247706423
2020-09-0115137.61467889908
2020-10-0113967.889908256879
2020-11-0116983.94495412844
2020-12-0117373.853211009173
2021-01-0119059.633027522934
2021-02-0120263.761467889908
2021-03-0123990.825688073393
2021-04-0125584.8623853211
2021-05-0127305.04587155963
2021-06-0122121.55963302752
2021-07-0120940.366972477063
2021-08-0121456.42201834862
2021-09-0119782.110091743118
2021-10-0120768.34862385321
2021-11-0122522.935779816515
2021-12-0126628.44036697247
2022-01-0120917.431192660544
2022-02-0118772.935779816515
2022-03-0117454.12844036697
2022-04-0117293.577981651375
2022-05-0118589.449541284404
2022-06-0113841.743119266055
2022-07-0116915.137614678897
2022-08-0116330.275229357798
2022-09-0111089.449541284403
2022-10-0112970.183486238531
2022-11-0115653.669724770642
2022-12-0114633.027522935778
2023-01-0118772.935779816515
2023-02-0117098.623853211007
2023-03-0118211.009174311926
2023-04-0124438.073394495408
2023-05-0123245.412844036695
2023-06-0132442.66055045871
2023-07-0138566.51376146789
2023-08-0133612.38532110091
2023-09-0128566.513761467886
2023-10-0127740.825688073393
2023-11-0130172.01834862385
2023-12-0138749.99999999999
2024-01-0136410.55045871559
2024-02-0135928.8990825688
2024-03-0137614.67889908256
2024-04-0132144.495412844037
2024-05-0132935.77981651376
2024-06-0131513.761467889908
2024-07-0138612.38532110092
2024-08-0135871.55963302752
2024-09-0139185.779816513765
2024-10-0135275.22935779817
2024-11-0140080.2752293578
2024-12-0131490.825688073393
2025-01-0125412.844036697243
2025-02-0125573.394495412846
2025-03-0123383.027522935776
2025-04-0122431.192660550456
2025-05-0123532.110091743118
2025-06-0125653.669724770643
2025-07-0126949.54128440367
2025-08-0128853.211009174312
2025-09-0128153.669724770643
2025-10-0125688.073394495408
2025-11-0126227.064220183485
2025-12-0123245.412844036695
2026-01-0124736.23853211009
2026-02-0129334.8623853211
2026-03-0122064.220183486235
2026-04-0123555.045871559632
Annual Return Matrix
YearAnnual Return
20170.4443609022556392
2018-0.5065070275897969
20190.490506329113924
20200.0721868365180467
20210.5326732673267325
2022-0.45047372954349696
20231.6481191222570533
2024-0.18733353063036395
2025-0.2618353969410051
20260.013320177602367922
Total Factor Risk
0.5355688881790767
VTI.US Exposure
-0.21524301701280424
VEA.US Exposure
0.05827685529831586
VWO.US Exposure
0.030646361467197278
QQQ.US Exposure
0.17296750603112993
VTV.US Exposure
0.170881225552605
IJR.US Exposure
0.25904557583949434
QUAL.US Exposure
0.1135840052638071
SHV.US Exposure
0.07617577969610899
TLT.US Exposure
-0.01774603925471074
LQD.US Exposure
0.0019452080458384658
HYG.US Exposure
0.031040522928830208
GLD.US Exposure
-0.005334284540471795
USO.US Exposure
0.015081886269136835
VNQ.US Exposure
0.01640263625559058
BTC-USD.CC Exposure
0.011331486707459313
CPER.US Exposure
-0.014160458889942282
VIX.INDX Exposure
0.002624825239345455
UUP.US Exposure
-0.009424725140500833
TIP.US Exposure
0.0763351576856858
Idiosyncratic Exposure
0.2255694925578849
Value Score
22.6
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
53.6%

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 →68.6x
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$586.6M
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 →
-9.7%
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 →
-11.4%
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 →
25.9% 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 →
2.22
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Beazer Homes USA Inc a high-risk investment?

Beazer Homes USA Inc (BZH.US) has an annualized volatility of 53.6% and experienced a maximum drawdown of 69.6% over the last 10 years. Its primary macro risk driver is IJR.US.

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

Over the past 10 years, BZH.US has generated a Compound Annual Growth Rate (CAGR) of 10.2%. It has had a positive return in 60% 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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