Birchcliff Energy Ltd.

10-Year Study

BIR.TO · Energy · CA · Common Stock

Executive Summary: Birchcliff Energy Ltd. has compounded at 5.0% annually over the last 10 years, with a maximum drawdown of 90.7% and an annualized volatility of 87.2%.

1Y CAGR
-6.2%
3Y CAGR
-2.2%
5Y CAGR
+16.7%
10Y CAGR
+5.0%

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 →
90.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.33
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.66
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
59.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +266.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · -52.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
40%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-2.0-6.411.5-21.1————————-19.3%
20255.4-3.021.2-15.715.115.7-9.6-6.5-8.714.120.2-4.640.4%
2024-11.85.90.76.09.7-1.6-0.3-1.7-1.5-8.91.94.50.8%
2023-9.5-1.6-6.57.2-6.75.00.56.0-5.0-1.0-15.1-8.2-31.8%
2022-2.97.524.212.421.3-23.112.517.6-15.110.11.4-12.049.9%
202122.037.5-12.019.513.547.1-9.415.329.2-5.1-2.4-0.3266.8%
2020-32.4-13.7-46.796.2-8.5-18.25.333.3-4.024.27.9-13.4-28.7%
20193.315.0-0.7-1.7-10.9-15.91.2-32.722.3-6.19.519.0-11.4%
2018-22.5-9.722.124.7-1.76.06.8-7.810.1-20.2-14.9-13.2-29.0%
2017-14.4-10.76.0-7.3-9.3-3.5-0.2-3.12.8-13.2-5.0-11.3-52.2%
2016———-1.310.030.237.2-3.81.1-7.06.33.292.4%

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 87.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 77.5% of variance. Idiosyncratic stock-specific factors contribute 12.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019867.60786151548
2016-05-0110850.590199466917
2016-06-0114128.760141765033
2016-07-0119385.782490260975
2016-08-0118646.495416068658
2016-09-0118851.820391904163
2016-10-0117537.564804780177
2016-11-0118646.495416068658
2016-12-0119241.96713628775
2017-01-0116469.640608066547
2017-02-0114703.728654696697
2017-03-0115581.851732521014
2017-04-0114448.317272487626
2017-05-0113108.57912773498
2017-06-0112646.08535192291
2017-07-0112625.582144635484
2017-08-0112232.213467678157
2017-09-0112572.859611610675
2017-10-0110910.342403561699
2017-11-0110369.93644005741
2017-12-019200.08201282915
2018-01-017130.136785682904
2018-02-016440.057408980405
2018-03-017862.394188805249
2018-04-019801.704695234468
2018-05-019632.992589555082
2018-06-0110214.697870595473
2018-07-0110913.857239096687
2018-08-0110066.196069242262
2018-09-0111083.155150698574
2018-10-018845.083623795437
2018-11-017523.798365601478
2018-12-016532.61474473507
2019-01-016747.312615330541
2019-02-017757.242025716881
2019-03-017706.569813420814
2019-04-017576.644394436214
2019-05-016754.036398876155
2019-06-015681.695050107466
2019-07-015747.250906420608
2019-08-013867.923666962225
2019-09-014729.940805999156
2019-10-014442.607346334139
2019-11-014862.555335714062
2019-12-015786.726740897461
2020-01-013909.9498211452355
2020-02-013373.727993716402
2020-03-011799.076841842702
2020-04-013528.9584541114095
2020-05-013229.1122265124077
2020-06-012640.2408225210715
2020-07-012779.200773925459
2020-08-013705.600915511433
2020-09-013556.09086691078
2020-10-014416.06083666551
2020-11-014764.697641184019
2020-12-014124.880249053829
2021-01-015033.752529340602
2021-02-016921.411255451313
2021-03-016091.794070709793
2021-04-017282.1411285217155
2021-05-018262.43178810443
2021-06-0112151.336234160786
2021-07-0111006.306234588628
2021-08-0112688.801447196634
2021-09-0116394.20228970812
2021-10-0115552.274155870256
2021-11-0115178.082477494383
2021-12-0115131.059386658197
2022-01-0114686.029994604036
2022-02-0115786.896585485874
2022-03-0119609.95990534958
2022-04-0122049.473387953203
2022-05-0126740.85073425538
2022-06-0120559.952599222735
2022-07-0123121.139795868665
2022-08-0127186.13152693775
2022-09-0123091.408878242728
2022-10-0125420.542121691225
2022-11-0125780.606481431954
2022-12-0122684.779535477217
2023-01-0120519.739672070682
2023-02-0120182.957803842342
2023-03-0118867.706533915647
2023-04-0120222.43747916213
2023-05-0118867.706533915647
2023-06-0119810.067822052526
2023-07-0119911.13785794301
2023-08-0121098.733475546207
2023-09-0120051.260188085318
2023-10-0119844.01389021142
2023-11-0116838.914637636703
2023-12-0115465.427808855731
2024-01-0113645.964645654349
2024-02-0114448.668694811104
2024-03-0114552.723414826478
2024-04-0115424.797277326816
2024-05-0116923.67296276694
2024-06-0116648.012173936648
2024-07-0116592.610458830342
2024-08-0116315.604676639136
2024-09-0116067.275326105544
2024-10-0114629.678543791168
2024-11-0114911.560101499457
2024-12-0115586.030276887834
2025-01-0116419.970854099458
2025-02-0115931.10836584704
2025-03-0119310.45237026358
2025-04-0116275.129175497616
2025-05-0118732.29796555224
2025-06-0121682.435454120012
2025-07-0119592.56158520742
2025-08-0118315.417063836456
2025-09-0116714.929434485042
2025-10-0119077.77270883595
2025-11-0122928.33367074501
2025-12-0121879.851205295683
2026-01-0121440.496763422278
2026-02-0120063.85284555227
2026-03-0122377.78623941888
2026-04-0117662.04856331098
Annual Return Matrix
YearAnnual Return
2017-0.5218741437574208
2018-0.28993950971028326
2019-0.1141790895351289
2020-0.28718247227721994
20212.6682420999079866
20220.4992195163465889
2023-0.3182465015950886
20240.007798197988615696
20250.40381167087432224
2026-0.19277108433734935
Total Factor Risk
0.8715246111582348
VTI.US Exposure
0.005575086650332566
VEA.US Exposure
0.006005479105001452
VWO.US Exposure
0.0014935687860328643
QQQ.US Exposure
-0.000466425050837228
VTV.US Exposure
-0.0010065451158952914
IJR.US Exposure
-0.0017206671334759139
QUAL.US Exposure
0.0038533771280489623
SHV.US Exposure
0.7745486127100966
TLT.US Exposure
0.025877494930543952
LQD.US Exposure
0.025220762187835727
HYG.US Exposure
0.0038145014377472847
GLD.US Exposure
-0.00012067167545108037
USO.US Exposure
0.02639977942037964
VNQ.US Exposure
0.0004895885993584724
BTC-USD.CC Exposure
0.0009792271579676492
CPER.US Exposure
0.0021920665777474518
VIX.INDX Exposure
0.000421812039607365
UUP.US Exposure
0.001592752109322845
TIP.US Exposure
0.002496879958993692
Idiosyncratic Exposure
0.12235332017664292
Value Score
38.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
21.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
87.2%

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 →28.0x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.77%
Market Cap$1.8B
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
$176
Avg Yield on Cost
0.88%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2025$87.870.88%Solid
2026$87.870.88%Solid

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 →
-13.6%
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 →
-10.9%
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 →
24.7% 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 →
0.35
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Birchcliff Energy Ltd. a high-risk investment?

Birchcliff Energy Ltd. (BIR.TO) has an annualized volatility of 87.2% and experienced a maximum drawdown of 90.7% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of BIR.TO?

Over the past 10 years, BIR.TO has generated a Compound Annual Growth Rate (CAGR) of 5.0%. It has had a positive return in 40% 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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