Bitfarms Ltd

10-Year Study

BITF.US · Financial Services · US · Common Stock

Executive Summary: Bitfarms Ltd has compounded at 11.2% annually over the last 10 years, with a maximum drawdown of 94.2% and an annualized volatility of 103.8%.

1Y CAGR
+153.3%
3Y CAGR
+22.3%
5Y CAGR
-12.9%
10Y CAGR
+11.2%

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 →
94.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.79
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
2.78
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
139.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +561.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -91.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
57%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-0.4-6.0-11.410.8————————-8.1%
2025-2.7-20.0-32.126.8-7.8-8.850.06.3110.440.8-12.3-32.557.7%
2024-19.922.3-21.8-19.725.114.70.8-16.6-2.3-8.811.7-30.7-48.8%
2023124.1-3.72.119.63.422.527.2-27.3-21.3-1.936.2103.5561.4%
2022-27.53.0-0.5-23.2-30.2-44.330.4-11.0-19.2-8.7-39.2-24.5-91.3%
202141.172.89.55.5-20.5-7.46.340.6-27.820.549.4-34.0165.8%
202023.8-9.3-30.129.0-10.9-19.722.00.6-29.453.371.2201.6397.4%
2019————————-36.9-13.4-13.8-23.6-64.0%

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 103.8%. The dominant macroeconomic risk driver is BTC-USD.CC, accounting for 20.8% of variance. Idiosyncratic stock-specific factors contribute 34.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-08-0110000
2019-09-016308.851224105461
2019-10-015461.393596986816
2019-11-014708.097928436911
2019-12-013596.9868173258
2020-01-014453.860640301317
2020-02-014039.54802259887
2020-03-012824.858757062146
2020-04-013644.0677966101694
2020-05-013248.5875706214683
2020-06-012608.286252354049
2020-07-013182.6741996233523
2020-08-013201.5065913371
2020-09-012259.887005649717
2020-10-013465.1600753295666
2020-11-015932.203389830508
2020-12-0117890.77212806026
2021-01-0125235.404896421845
2021-02-0143596.98681732579
2021-03-0147740.11299435028
2021-04-0150376.64783427495
2021-05-0140065.91337099811
2021-06-0137099.811676082856
2021-07-0139453.86064030132
2021-08-0155461.39359698681
2021-09-0140018.832391713746
2021-10-0148210.92278719397
2021-11-0172033.89830508475
2021-12-0147551.7890772128
2022-01-0134463.27683615819
2022-02-0135499.05838041431
2022-03-0135310.734463276836
2022-04-0127118.64406779661
2022-05-0118926.553672316382
2022-06-0110546.139359698684
2022-07-0113747.64595103578
2022-08-0112241.054613935969
2022-09-019887.005649717514
2022-10-019030.131826741996
2022-11-015489.642184557439
2022-12-014143.126177024482
2023-01-019284.369114877589
2023-02-018945.38606403013
2023-03-019133.709981167607
2023-04-0110922.787193973632
2023-05-0111299.435028248585
2023-06-0113841.80790960452
2023-07-0117608.28625235405
2023-08-0112806.0263653484
2023-09-0110075.32956685499
2023-10-019887.005649717514
2023-11-0113465.160075329566
2023-12-0127401.129943502823
2024-01-0121939.73634651601
2024-02-0126836.158192090392
2024-03-0120998.116760828623
2024-04-0116854.990583804145
2024-05-0121092.278719397367
2024-06-0124199.623352165723
2024-07-0124387.9472693032
2024-08-0120338.983050847455
2024-09-0119868.173258003764
2024-10-0118126.17702448211
2024-11-0120244.821092278715
2024-12-0114030.131826741996
2025-01-0113653.483992467041
2025-02-0110922.787193973632
2025-03-017419.962335216572
2025-04-019406.779661016948
2025-05-018672.316384180791
2025-06-017909.60451977401
2025-07-0111864.406779661016
2025-08-0112617.702448210923
2025-09-0126553.672316384178
2025-10-0137382.29755178908
2025-11-0132768.3615819209
2025-12-0122128.060263653482
2026-01-0122033.898305084746
2026-02-0120715.63088512241
2026-03-0118361.581920903955
2026-04-0120338.983050847455
Annual Return Matrix
YearAnnual Return
20203.973821989528796
20211.6578947368421053
2022-0.9128712871287129
20235.613636363636364
2024-0.48797250859106533
20250.5771812080536913
2026-0.08085106382978724
Total Factor Risk
1.038160596763363
VTI.US Exposure
0.09189855273072145
VEA.US Exposure
0.017904341381501564
VWO.US Exposure
-0.0010674040123630206
QQQ.US Exposure
-0.06552004361750495
VTV.US Exposure
-0.06067908259268425
IJR.US Exposure
0.18247931275947968
QUAL.US Exposure
0.12507287951659335
SHV.US Exposure
0.11285509595682064
TLT.US Exposure
0.10635242279818446
LQD.US Exposure
-0.029627230051854005
HYG.US Exposure
0.010572961107815772
GLD.US Exposure
0.0012997482121727489
USO.US Exposure
-0.00227294751831216
VNQ.US Exposure
-0.008622097813645068
BTC-USD.CC Exposure
0.20753453225565247
CPER.US Exposure
-0.012842904628752793
VIX.INDX Exposure
-0.032182656917058954
UUP.US Exposure
0.020281287519991472
TIP.US Exposure
-0.003510915899588871
Idiosyncratic Exposure
0.3400741488128305
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
103.8%

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$1.2B
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 →
-1.6%
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 →
-8.9%
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 →
66.6% 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 →
4.02
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Bitfarms Ltd a high-risk investment?

Bitfarms Ltd (BITF.US) has an annualized volatility of 103.8% and experienced a maximum drawdown of 94.2% over the last 10 years. Its primary macro risk driver is BTC-USD.CC.

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

Over the past 10 years, BITF.US has generated a Compound Annual Growth Rate (CAGR) of 11.2%. It has had a positive return in 57% 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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