BNY Mellon High Yield Beta ETF

10-Year Study

BKHY.US · · US · ETF

Executive Summary: BNY Mellon High Yield Beta ETF has compounded at 6.0% annually over the last 10 years, with a maximum drawdown of 15.5% and an annualized volatility of 7.4%.

1Y CAGR
+5.9%
3Y CAGR
+8.7%
5Y CAGR
+3.8%
10Y CAGR
+6.0%

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 →
15.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.25
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.34
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
7.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +12.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -11.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
67%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.7-0.4-2.01.5————————-0.3%
20251.30.9-1.1-0.52.11.70.51.21.00.10.70.48.5%
20240.30.31.2-1.21.50.62.31.61.5-0.81.7-0.88.4%
20234.0-2.02.00.4-1.12.11.10.2-1.6-1.04.73.312.4%
2022-2.5-1.3-1.1-4.00.6-6.86.4-3.6-3.92.93.5-1.0-11.0%
2021-0.20.10.80.90.21.50.30.5-0.1-0.2-1.11.64.2%
2020————3.50.45.30.2-0.90.63.92.216.2%

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 7.4%. The dominant macroeconomic risk driver is HYG.US, accounting for 84.5% of variance. Idiosyncratic stock-specific factors contribute 0.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-04-0110000
2020-05-0110353.190753994028
2020-06-0110396.12544916067
2020-07-0110943.4012859552
2020-08-0110969.918897820788
2020-09-0110875.110986633928
2020-10-0110937.621042469891
2020-11-0111366.34229767658
2020-12-0111620.524035682574
2021-01-0111599.220560981566
2021-02-0111611.734490176565
2021-03-0111706.84035205854
2021-04-0111809.126825692883
2021-05-0111831.413537687782
2021-06-0112005.327358428725
2021-07-0112042.273244623479
2021-08-0112103.144571636283
2021-09-0112089.26006924374
2021-10-0112059.107458897699
2021-11-0111921.930958864927
2021-12-0112107.077520811856
2022-01-0111802.899656164896
2022-02-0111651.212957279828
2022-03-0111522.587642196968
2022-04-0111059.244516217455
2022-05-0111129.322519709436
2022-06-0110371.067795701165
2022-07-0111031.296741015296
2022-08-0110638.925470613123
2022-09-0110228.67715850381
2022-10-0110524.125067783783
2022-11-0110890.753398127677
2022-12-0110778.425986067823
2023-01-0111209.828797530583
2023-02-0110990.06036481083
2023-03-0111207.564372247678
2023-04-0111246.86406893387
2023-05-0111121.546006566832
2023-06-0111355.496892374249
2023-07-0111480.427618837633
2023-08-0111507.630517301994
2023-09-0111323.228832092864
2023-10-0111209.828797530583
2023-11-0111731.80862030951
2023-12-0112114.854033954462
2024-01-0112150.66770750776
2024-02-0112188.000929606169
2024-03-0112328.782633049881
2024-04-0112184.395726195227
2024-05-0112368.231305083635
2024-06-0112437.534636768305
2024-07-0112727.559843397114
2024-08-0112929.927955521918
2024-09-0113126.09869318825
2024-10-0113015.23123953448
2024-11-0113234.076025099366
2024-12-0113131.074469796737
2025-01-0113304.541364495002
2025-02-0113419.4907426719
2025-03-0113267.804043786833
2025-04-0113202.672021833825
2025-05-0113483.103216079802
2025-06-0113705.821360681233
2025-07-0113770.29789110498
2025-08-0113939.414705654506
2025-09-0114074.416165612913
2025-10-0114091.280174956646
2025-11-0114189.842264902001
2025-12-0114244.605602664868
2026-01-0114348.322239635785
2026-02-0114291.205091381478
2026-03-0113998.915459469765
2026-04-0114206.28914327257
Annual Return Matrix
YearAnnual Return
20210.04187018448008417
2022-0.10974172193579357
20230.12399102147327468
20240.08388218570311312
20250.08480121984148403
2026-0.002689892613462863
Total Factor Risk
0.07388954480597008
VTI.US Exposure
0.17469923311747798
VEA.US Exposure
0.03539003386422857
VWO.US Exposure
-0.007250545884596265
QQQ.US Exposure
-0.0836434036839401
VTV.US Exposure
-0.0654615415967827
IJR.US Exposure
-0.013992599278515403
QUAL.US Exposure
0.024922511919309415
SHV.US Exposure
0.0850961736418173
TLT.US Exposure
0.014095721025178424
LQD.US Exposure
-0.0027808717340944505
HYG.US Exposure
0.8447291601384975
GLD.US Exposure
-0.00251977220804614
USO.US Exposure
-0.0004546678488024484
VNQ.US Exposure
0.014853927207814139
BTC-USD.CC Exposure
-0.0011634199275354514
CPER.US Exposure
0.005834874834698324
VIX.INDX Exposure
-0.014741682528750147
UUP.US Exposure
-0.006575856887424909
TIP.US Exposure
-0.0056000207387229455
Idiosyncratic Exposure
0.0045627465681892364
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
87.1
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
7.4%

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 →7.26%
Market Cap$0
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
$200
Avg Yield on Cost
2.00%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$199.862.00%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 →
+0.0%
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 →
+0.9%
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 →
1.4% 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 →
0.60
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is BNY Mellon High Yield Beta ETF a high-risk investment?

BNY Mellon High Yield Beta ETF (BKHY.US) has an annualized volatility of 7.4% and experienced a maximum drawdown of 15.5% over the last 10 years. Its primary macro risk driver is HYG.US.

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

Over the past 10 years, BKHY.US has generated a Compound Annual Growth Rate (CAGR) of 6.0%. It has had a positive return in 67% 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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