Black Diamond Therapeutics Inc

10-Year Study

BDTX.US · Healthcare · US · Common Stock

Executive Summary: Black Diamond Therapeutics Inc has compounded at -33.5% annually over the last 10 years, with a maximum drawdown of 96.6% and an annualized volatility of 155.3%.

1Y CAGR
+36.2%
3Y CAGR
+16.7%
5Y CAGR
-26.3%
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 →
96.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.03
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.07
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
109.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +56.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · -83.4%
% 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.
20262.5-0.8-13.837.1————————20.2%
202522.4-23.3-22.99.729.412.77.33.437.82.1-1.3-36.413.6%
202436.734.0-1.59.9-14.2-2.530.70.2-28.7-37.0-3.3-19.2-23.8%
202366.7-41.06.8-24.330.1171.5-26.1-9.7-14.8-34.524.520.156.1%
2022-21.8-24.7-11.8-12.3-30.545.642.3-8.9-47.036.7-8.7-14.7-66.2%
2021-22.713.0-13.49.8-50.8-7.1-21.65.6-16.2-9.5-21.7-11.2-83.4%
2020—-28.0-7.648.55.48.0-34.03.45.14.25.8-3.9-14.5%

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 155.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 41.8% of variance. Idiosyncratic stock-specific factors contribute 16.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-01-0110000
2020-02-017197.333333333333
2020-03-016653.333333333333
2020-04-019877.333333333334
2020-05-0110413.333333333332
2020-06-0111242.666666666666
2020-07-017418.666666666667
2020-08-017672
2020-09-018061.333333333334
2020-10-018402.666666666668
2020-11-018890.666666666668
2020-12-018546.666666666666
2021-01-016605.333333333333
2021-02-017466.666666666667
2021-03-016469.333333333334
2021-04-017104
2021-05-013498.6666666666665
2021-06-013250.6666666666665
2021-07-012549.3333333333335
2021-08-012693.333333333333
2021-09-012256
2021-10-012042.6666666666667
2021-11-011600
2021-12-011421.3333333333333
2022-01-011112
2022-02-01837.3333333333334
2022-03-01738.6666666666666
2022-04-01648.0000000000001
2022-05-01450.66666666666663
2022-06-01656
2022-07-01933.3333333333334
2022-08-01850.6666666666666
2022-09-01450.66666666666663
2022-10-01616
2022-11-01562.6666666666666
2022-12-01480
2023-01-01800
2023-02-01472
2023-03-01504
2023-04-01381.3333333333333
2023-05-01496.00000000000006
2023-06-011346.6666666666665
2023-07-01994.6666666666666
2023-08-01898.6666666666666
2023-09-01765.3333333333334
2023-10-01501.33333333333326
2023-11-01624
2023-12-01749.3333333333334
2024-01-011023.9999999999999
2024-02-011372
2024-03-011352.0000000000002
2024-04-011485.3333333333335
2024-05-011274.6666666666667
2024-06-011242.6666666666667
2024-07-011624
2024-08-011626.6666666666665
2024-09-011160
2024-10-01730.6666666666667
2024-11-01706.6666666666667
2024-12-01570.6666666666666
2025-01-01698.6666666666667
2025-02-01536
2025-03-01413.3333333333333
2025-04-01453.3333333333333
2025-05-01586.6666666666667
2025-06-01661.3333333333334
2025-07-01709.3333333333334
2025-08-01733.3333333333334
2025-09-011010.6666666666666
2025-10-011032
2025-11-011018.6666666666666
2025-12-01648.0000000000001
2026-01-01664
2026-02-01658.6666666666667
2026-03-01568
2026-04-01778.6666666666666
Annual Return Matrix
YearAnnual Return
2021-0.8336973478939158
2022-0.6622889305816135
20230.5611111111111111
2024-0.23843416370106763
20250.13551401869158886
20260.20164609053497928
Total Factor Risk
1.5532501800637963
VTI.US Exposure
0.3540763895644385
VEA.US Exposure
0.05415309706588707
VWO.US Exposure
-0.014103825686260224
QQQ.US Exposure
-0.032345789469111576
VTV.US Exposure
-0.020378123746917935
IJR.US Exposure
0.004428410318994874
QUAL.US Exposure
-0.03902545374318245
SHV.US Exposure
0.417595188566239
TLT.US Exposure
-0.006178807346102159
LQD.US Exposure
0.04361410356129448
HYG.US Exposure
0.023143243934905543
GLD.US Exposure
0.0005765769595119159
USO.US Exposure
0.0030289256126337285
VNQ.US Exposure
0.04253356061629762
BTC-USD.CC Exposure
0.011299491600921701
CPER.US Exposure
0.000513831868746946
VIX.INDX Exposure
-0.012175914964646267
UUP.US Exposure
0.002069216071420445
TIP.US Exposure
-0.0003183201336946747
Idiosyncratic Exposure
0.1674941993486238
Value Score
47.5
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
155.3%

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 →6.1x
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$136.9M
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 →
+25.8%
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 →
-0.6%
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 →
40.0% 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 →
3.39
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Black Diamond Therapeutics Inc a high-risk investment?

Black Diamond Therapeutics Inc (BDTX.US) has an annualized volatility of 155.3% and experienced a maximum drawdown of 96.6% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BDTX.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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