Abits Group Inc.

10-Year Study

ABTS.US · Financial Services · US · Common Stock

Executive Summary: Abits Group Inc. has compounded at -29.6% annually over the last 10 years, with a maximum drawdown of 99.0% and an annualized volatility of 178.4%.

1Y CAGR
-69.9%
3Y CAGR
+12.5%
5Y CAGR
-44.2%
10Y CAGR
-29.6%

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 →
99.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.45
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
2.18
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
238.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +647.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -91.1%
% 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.
2026-24.3-34.6-39.6-14.3-3.8———————-75.3%
2025-32.7-10.3623.6-14.358.9-7.13.4-4.6142.5-23.9-19.7-7.5647.5%
2024-5.3-9.0-29.310.8-14.3-16.21.6-13.2-3.715.114.411.3-39.6%
2023188.2-16.5-8.8-4.73.3-7.618.9-9.7-1.7-9.58.122.6152.8%
2022-26.9-22.0-1.8-11.9-16.3-15.35.022.9-26.71.2-7.1-49.2-84.2%
202126.815.4124.331.178.5110.3-20.0-57.44.1-23.5-26.6-35.6107.2%
2020-10.4-15.3-53.1-9.3-10.134.28.5151.7-39.7-17.814.48.7-34.6%
201955.4-15.188.9-72.77.887.2-14.5-20.513.810.518.0-10.623.8%
2018-9.1-1.4-11.6-5.2-20.8-14.5-10.7-26.9-35.9-31.2-7.3-34.8-91.1%
2017-0.3-4.1-4.6-15.942.6-8.31.3-9.6-8.2-9.811.742.621.1%
2016————-1.22.5-18.9-10.5-10.9-1.9-43.17.4-60.7%

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 178.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 30.1% of variance. Idiosyncratic stock-specific factors contribute 39.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-04-0110000
2016-05-019876.543209876543
2016-06-0110123.456790123457
2016-07-018209.876543209877
2016-08-017345.679012345679
2016-09-016543.20987654321
2016-10-016419.753086419752
2016-11-013654.320987654321
2016-12-013925.925925925926
2017-01-013913.58024691358
2017-02-013753.086419753086
2017-03-013580.2469135802467
2017-04-013012.3456790123455
2017-05-014296.296296296296
2017-06-013938.2716049382716
2017-07-013987.654320987654
2017-08-013604.938271604938
2017-09-013308.641975308642
2017-10-012985.185185185185
2017-11-013333.333333333333
2017-12-014753.086419753086
2018-01-014320.9876543209875
2018-02-014259.259259259259
2018-03-013765.4320987654323
2018-04-013567.901234567901
2018-05-012827.1604938271603
2018-06-012418.5185185185182
2018-07-012160.4938271604938
2018-08-011580.2469135802469
2018-09-011012.3456790123456
2018-10-01696.2962962962962
2018-11-01645.679012345679
2018-12-01420.9876543209877
2019-01-01654.320987654321
2019-02-01555.5555555555555
2019-03-011049.3827160493827
2019-04-01286.41975308641975
2019-05-01308.641975308642
2019-06-01577.7777777777777
2019-07-01493.82716049382714
2019-08-01392.59259259259267
2019-09-01446.9135802469136
2019-10-01493.82716049382714
2019-11-01582.716049382716
2019-12-01520.9876543209876
2020-01-01466.66666666666663
2020-02-01395.0617283950617
2020-03-01185.18518518518516
2020-04-01167.90123456790124
2020-05-01150.8641975308642
2020-06-01202.4691358024691
2020-07-01219.7530864197531
2020-08-01553.0864197530865
2020-09-01333.3333333333333
2020-10-01274.0740740740741
2020-11-01313.58024691358025
2020-12-01340.7407407407407
2021-01-01432.09876543209873
2021-02-01498.7654320987654
2021-03-011118.5185185185185
2021-04-011466.6666666666667
2021-05-012617.283950617284
2021-06-015503.703703703704
2021-07-014404.938271604939
2021-08-011876.543209876543
2021-09-011953.0864197530864
2021-10-011493.8271604938273
2021-11-011096.2962962962963
2021-12-01706.1728395061729
2022-01-01516.0493827160493
2022-02-01402.4691358024691
2022-03-01395.0617283950617
2022-04-01348.1481481481481
2022-05-01291.358024691358
2022-06-01246.91358024691357
2022-07-01259.2592592592593
2022-08-01318.51851851851853
2022-09-01233.33333333333331
2022-10-01236.0493827160494
2022-11-01219.25925925925924
2022-12-01111.35802469135804
2023-01-01320.9876543209877
2023-02-01267.9012345679012
2023-03-01244.44444444444446
2023-04-01232.83950617283952
2023-05-01240.4938271604938
2023-06-01222.22222222222223
2023-07-01264.1975308641975
2023-08-01238.5185185185185
2023-09-01234.56790123456787
2023-10-01212.3456790123457
2023-11-01229.62962962962962
2023-12-01281.48148148148147
2024-01-01266.6666666666667
2024-02-01242.71604938271605
2024-03-01171.6049382716049
2024-04-01190.12345679012347
2024-05-01162.962962962963
2024-06-01136.54320987654322
2024-07-01138.76543209876544
2024-08-01120.49382716049382
2024-09-01116.04938271604937
2024-10-01133.58024691358025
2024-11-01152.83950617283952
2024-12-01170.12345679012344
2025-01-01114.56790123456791
2025-02-01102.71604938271605
2025-03-01743.2098765432098
2025-04-01637.0370370370371
2025-05-011012.3456790123456
2025-06-01940.7407407407408
2025-07-01972.8395061728395
2025-08-01928.3950617283949
2025-09-012251.604938271605
2025-10-011713.5802469135801
2025-11-011375.3086419753088
2025-12-011271.6049382716049
2026-01-01962.9629629629629
2026-02-01629.6296296296296
2026-03-01380.24691358024694
2026-04-01325.925925925926
2026-05-01313.58024691358025
Annual Return Matrix
YearAnnual Return
20170.21069182389937113
2018-0.9114285714285715
20190.2375366568914954
2020-0.3459715639810427
20211.072463768115942
2022-0.8423076923076923
20231.5277161862527713
2024-0.3956140350877193
20256.474600870827287
2026-0.7533980582524272
Total Factor Risk
1.784201697842549
VTI.US Exposure
-0.004654054259054501
VEA.US Exposure
-0.01020919086450541
VWO.US Exposure
0.04099343638482306
QQQ.US Exposure
0.01974043085085513
VTV.US Exposure
0.03351706381789251
IJR.US Exposure
-0.007315305517780313
QUAL.US Exposure
0.04754938568840107
SHV.US Exposure
0.30147266716070475
TLT.US Exposure
0.0028219157591873015
LQD.US Exposure
0.10303309762626411
HYG.US Exposure
0.0005193630949990687
GLD.US Exposure
0.0032229893171618054
USO.US Exposure
0.001248167718750118
VNQ.US Exposure
0.01400881769145128
BTC-USD.CC Exposure
0.00006397726836247887
CPER.US Exposure
0.026472246591327537
VIX.INDX Exposure
0.020939179068016504
UUP.US Exposure
-0.0013956557677656891
TIP.US Exposure
0.00884878207772458
Idiosyncratic Exposure
0.39912268629318454
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
178.4%

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
Forward P/EForward P/E RatioA valuation metric that compares the current stock price to estimated future earnings per share.Click for full definition →No estimate availableN/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%
Squeeze RiskShort Squeeze RiskA situation where a sharp rise in the price of a stock forces short sellers to buy shares to cover their positions, further driving up the price.Click for full definition →Low
Market Cap$7.0M
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: distance from 50/200-Day SMA, 52-Week High proximity, Golden Cross trend signal, RSI momentum gauge, Fibonacci retracement levels, and Beta (market sensitivity).

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 →
-36.9%
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 →
-72.5%
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 →
87.6% 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 →
2.82
Market sensitivity coefficient
Trend SignalGolden Cross & Death CrossTechnical chart patterns that occur when a short-term moving average crosses over a long-term moving average.Click for full definition →
✦ Death Cross
Bearish — 50 SMA below 200 SMA
RSI (14-Day)Relative Strength Index (RSI)A momentum oscillator that measures the speed and change of price movements to identify overbought or oversold conditions.Click for full definition →
51
OversoldNeutralOverbought
Neutral
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement-81.2%
50.0% retracement-77.7%
61.8% retracement-72.4%
% distance of current price from each 52-week Fibonacci support level.

Frequently Asked Questions & Methodology

Is Abits Group Inc. a high-risk investment?

Abits Group Inc. (ABTS.US) has an annualized volatility of 178.4% and experienced a maximum drawdown of 99.0% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ABTS.US has generated a Compound Annual Growth Rate (CAGR) of -29.6%. 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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