American Bitcoin Corp

10-Year Study

ABTC.US · Financial Services · US · Common Stock

Executive Summary: American Bitcoin Corp has compounded at -69.7% annually over the last 10 years, with a maximum drawdown of 100.0% and an annualized volatility of 212.4%.

1Y CAGR
-83.8%
3Y CAGR
-75.9%
5Y CAGR
-83.8%
10Y CAGR
-69.7%

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 →
100.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.17
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.51
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
178.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +-15.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -98.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
0%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-11.2-32.5-9.422.3————————-33.5%
2025-21.4-11.4-39.138.8408.5-26.622.642.6-12.5-24.5-16.7-59.9-15.2%
2024-19.5-62.7-42.9-2.7-15.9-2.5-26.1-23.81.5-7.911.6-42.7-95.4%
202359.4-17.7-11.6-6.3-4.1-15.9-10.7-33.9-38.434.1-3.452.6-37.0%
2022-21.7-16.1-0.9-40.4-41.2-65.55.85.5-41.611.1-57.0-19.8-98.0%
202179.6-5.0-10.7-14.63.8-8.0-14.9-0.9-17.1-5.3-13.1-24.6-46.0%
2020-3.7-6.5-32.563.111.1-5.2-25.8-7.4-39.8-34.680.3-24.5-61.6%
20190.5-0.4-0.00.70.3111.8-50.0-22.0-29.7-17.452.213.0-16.5%
2018——0.01.30.40.24.5-2.32.3-0.8-0.2-0.15.3%

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 212.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 56.6% of variance. Idiosyncratic stock-specific factors contribute 14.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2018-02-0110000
2018-03-0110000
2018-04-0110125.260960334028
2018-05-0110167.014613778707
2018-06-0110187.891440501044
2018-07-0110647.181628392484
2018-08-0110402.922755741127
2018-09-0110647.181628392484
2018-10-0110564.718162839248
2018-11-0110542.797494780794
2018-12-0110532.359081419625
2019-01-0110584.55114822547
2019-02-0110542.797494780794
2019-03-0110539.665970772443
2019-04-0110610.647181628392
2019-05-0110647.181628392484
2019-06-0122546.972860125265
2019-07-0111283.9248434238
2019-08-018799.582463465553
2019-09-016189.979123173278
2019-10-015114.82254697286
2019-11-017787.05636743215
2019-12-018799.582463465553
2020-01-018475.991649269312
2020-02-017922.755741127348
2020-03-015344.4676409185795
2020-04-018716.0751565762
2020-05-019686.847599164927
2020-06-019185.80375782881
2020-07-016816.283924843424
2020-08-016315.240083507307
2020-09-013799.5824634655532
2020-10-012484.3423799582465
2020-11-014478.079331941544
2020-12-013382.045929018789
2021-01-016075.1565762004175
2021-02-015772.442588726514
2021-03-015156.576200417537
2021-04-014405.010438413361
2021-05-014572.025052192067
2021-06-014206.680584551148
2021-07-013580.375782881002
2021-08-013549.0605427974947
2021-09-012943.6325678496864
2021-10-012787.05636743215
2021-11-012421.7118997912316
2021-12-011826.722338204593
2022-01-011430.062630480167
2022-02-011200.4175365344468
2022-03-011189.9791231732777
2022-04-01709.8121085594989
2022-05-01417.5365344467641
2022-06-01144.05010438413362
2022-07-01152.4008350730689
2022-08-01160.75156576200416
2022-09-0193.94572025052192
2022-10-01104.38413361169103
2022-11-0144.88517745302714
2022-12-0136.012526096033405
2023-01-0157.41127348643006
2023-02-0147.23382045929019
2023-03-0141.7536534446764
2023-04-0139.144050104384135
2023-05-0137.52609603340293
2023-06-0131.576200417536533
2023-07-0128.183716075156575
2023-08-0118.632567849686847
2023-09-0111.482254697286011
2023-10-0115.396659707724426
2023-11-0114.874739039665972
2023-12-0122.703549060542798
2024-01-0118.267223382045927
2024-02-016.811064718162839
2024-03-013.888308977035491
2024-04-013.7839248434237995
2024-05-013.183716075156576
2024-06-013.105427974947808
2024-07-012.296450939457203
2024-08-011.7510438413361171
2024-09-011.7771398747390397
2024-10-011.6362212943632566
2024-11-011.826722338204593
2024-12-011.0464509394572026
2025-01-010.8220250521920668
2025-02-010.7280793319415448
2025-03-010.44363256784968685
2025-04-010.615866388308977
2025-05-013.1315240083507305
2025-06-012.299060542797495
2025-07-012.8183716075156577
2025-08-014.018789144050104
2025-09-013.5177453027139873
2025-10-012.6565762004175366
2025-11-012.2129436325678498
2025-12-010.8872651356993737
2026-01-010.7881002087682673
2026-02-010.5323590814196242
2026-03-010.48225469728601256
2026-04-010.5897703549060542
Annual Return Matrix
YearAnnual Return
2019-0.1645193260654113
2020-0.6156583629893239
2021-0.4598765432098766
2022-0.9802857142857143
2023-0.3695652173913043
2024-0.9539080459770115
2025-0.15211970074812964
2026-0.33529411764705885
Total Factor Risk
2.1236042762329954
VTI.US Exposure
0.14783933534137197
VEA.US Exposure
0.007927566788035799
VWO.US Exposure
0.024412376424816765
QQQ.US Exposure
0.04408003578538373
VTV.US Exposure
-0.00867924708304656
IJR.US Exposure
-0.0007221791211782023
QUAL.US Exposure
-0.025084858221946976
SHV.US Exposure
0.5662798937169807
TLT.US Exposure
-0.00216815362007885
LQD.US Exposure
-0.001945051731239685
HYG.US Exposure
0.012331477209757812
GLD.US Exposure
-0.0007209845358173541
USO.US Exposure
0.004520190175285294
VNQ.US Exposure
-0.009144024902596923
BTC-USD.CC Exposure
0.013909865012733775
CPER.US Exposure
-0.0022121987513587025
VIX.INDX Exposure
0.00008845551177827276
UUP.US Exposure
0.0005323631830514841
TIP.US Exposure
0.08506466941294079
Idiosyncratic Exposure
0.14369046940512673
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
212.4%

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 →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$963.2M
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 →
+8.6%
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 →
-71.1%
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 →
87.9% 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 →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is American Bitcoin Corp a high-risk investment?

American Bitcoin Corp (ABTC.US) has an annualized volatility of 212.4% and experienced a maximum drawdown of 100.0% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ABTC.US has generated a Compound Annual Growth Rate (CAGR) of -69.7%. It has had a positive return in 0% 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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