Bakkt Holdings Inc

10-Year Study

BKKT.US · Technology · US · Common Stock

Executive Summary: Bakkt Holdings Inc has compounded at -45.0% annually over the last 10 years, with a maximum drawdown of 99.4% and an annualized volatility of 220.0%.

1Y CAGR
-19.3%
3Y CAGR
-36.2%
5Y CAGR
-48.7%
10Y CAGR
-45.0%

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 →
99.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.49
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
2.16
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
233.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +87.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -86.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
17%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202633.4-28.6-23.029.9————————-4.8%
2025-29.1-32.0-27.48.224.119.8-29.0-11.4283.7-17.8-43.0-36.3-59.5%
2024-38.6-57.7-20.7-41.7162.37.5-9.1-17.7-32.4-0.4192.2-11.1-55.6%
202331.9-7.017.8-21.55.2-13.434.1-16.4-15.2-13.748.548.787.4%
2022-49.432.57.9-38.0-25.4-26.333.8-7.8-12.0-6.6-16.9-32.8-86.0%
202148.10.3-13.2-15.8-6.8-1.9-1.71.51.2320.6-63.3-45.5-15.6%
2020———————————3.43.4%

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 220.0%. The dominant macroeconomic risk driver is SHV.US, accounting for 47.3% of variance. Idiosyncratic stock-specific factors contribute 21.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-11-0110000
2020-12-0110338.461538461539
2021-01-0115312.820512820514
2021-02-0115353.846153846154
2021-03-0113323.076923076924
2021-04-0111220.51282051282
2021-05-0110461.538461538463
2021-06-0110266.666666666666
2021-07-0110092.307692307691
2021-08-0110246.153846153848
2021-09-0110369.230769230768
2021-10-0143610.256410256414
2021-11-0116010.25641025641
2021-12-018728.205128205129
2022-01-014420.51282051282
2022-02-015856.410256410256
2022-03-016317.948717948718
2022-04-013917.948717948718
2022-05-012923.0769230769233
2022-06-012153.846153846154
2022-07-012882.051282051282
2022-08-012656.4102564102564
2022-09-012338.4615384615386
2022-10-012184.6153846153848
2022-11-011815.3846153846155
2022-12-011220.5128205128206
2023-01-011610.2564102564102
2023-02-011497.4358974358975
2023-03-011764.102564102564
2023-04-011384.6153846153848
2023-05-011456.4102564102564
2023-06-011261.5384615384614
2023-07-011692.3076923076924
2023-08-011415.3846153846152
2023-09-011200
2023-10-011035.8974358974358
2023-11-011538.4615384615386
2023-12-012287.179487179487
2024-01-011405.128205128205
2024-02-01594.8717948717948
2024-03-01471.7948717948718
2024-04-01275.28205128205127
2024-05-01722.0512820512821
2024-06-01776.2051282051283
2024-07-01705.6410256410256
2024-08-01580.9230769230769
2024-09-01392.61538461538464
2024-10-01390.97435897435895
2024-11-011142.5641025641025
2024-12-011016.2051282051282
2025-01-01720.4102564102564
2025-02-01489.8461538461538
2025-03-01355.6923076923077
2025-04-01384.8205128205129
2025-05-01477.53846153846155
2025-06-01572.3076923076923
2025-07-01406.15384615384613
2025-08-01359.7948717948718
2025-09-011380.5128205128206
2025-10-011135.1794871794873
2025-11-01646.974358974359
2025-12-01411.89743589743586
2026-01-01549.3333333333334
2026-02-01392.20512820512823
2026-03-01301.94871794871796
2026-04-01392.20512820512823
Annual Return Matrix
YearAnnual Return
2021-0.15575396825396826
2022-0.8601645123384254
20230.8739495798319328
2024-0.555695067264574
2025-0.5946709729511506
2026-0.04780876494023889
Total Factor Risk
2.2003314549422606
VTI.US Exposure
-0.016349324216948107
VEA.US Exposure
0.006215432340061812
VWO.US Exposure
-0.01216065324706807
QQQ.US Exposure
0.0011375218993787991
VTV.US Exposure
-0.020653010100880373
IJR.US Exposure
0.12634553917663532
QUAL.US Exposure
0.047400963966068445
SHV.US Exposure
0.4728217499938246
TLT.US Exposure
-0.010861333782848866
LQD.US Exposure
0.15184889442560182
HYG.US Exposure
-0.006352070475073859
GLD.US Exposure
0.0039504292397659615
USO.US Exposure
-0.0002834924038425294
VNQ.US Exposure
0.0008793240827662528
BTC-USD.CC Exposure
0.03995724692468019
CPER.US Exposure
-0.00005572565022265421
VIX.INDX Exposure
-0.015839425040719925
UUP.US Exposure
-0.00009255017415683342
TIP.US Exposure
0.018055509096644308
Idiosyncratic Exposure
0.21403497394633372
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
220.0%

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$225.2M
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 →
+2.5%
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 →
-38.5%
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 →
78.8% 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 →
6.05
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Bakkt Holdings Inc a high-risk investment?

Bakkt Holdings Inc (BKKT.US) has an annualized volatility of 220.0% and experienced a maximum drawdown of 99.4% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BKKT.US has generated a Compound Annual Growth Rate (CAGR) of -45.0%. It has had a positive return in 17% 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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