BK Technologies Inc

10-Year Study

BKTI.US · Technology · US · Common Stock

Executive Summary: BK Technologies Inc has compounded at 16.1% annually over the last 10 years, with a maximum drawdown of 66.8% and an annualized volatility of 116.0%.

1Y CAGR
+143.4%
3Y CAGR
+98.3%
5Y CAGR
+40.2%
10Y CAGR
+16.1%

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 →
66.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.53
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.29
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
56.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +180.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -26.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20262.314.2-14.329.9————————30.0%
2025-2.4-8.828.613.8-3.99.9-17.682.219.4-11.6-14.316.6117.5%
2024-2.7-0.823.6-3.7-5.7-3.50.674.3-3.028.618.53.3180.4%
202315.4-9.1-18.1-4.4-3.525.9-13.7-25.116.11.43.2-5.9-26.3%
2022-1.9-0.49.4-8.212.12.35.1-13.10.810.54.920.344.6%
202112.223.8-0.710.7-15.2-19.43.20.3-12.85.2-24.17.6-19.1%
2020-7.5-19.8-26.569.9-0.420.6-7.1-2.6-4.32.42.70.01.5%
20198.0-4.210.1-4.7-2.59.4-9.30.0-13.46.3-14.51.5-16.1%
20181.4-1.411.8-3.92.8-4.6-4.17.07.1-0.5-9.93.97.8%
20174.22.00.81.0-7.9-18.9-5.39.9-7.2-1.45.6-4.8-22.6%
2016———10.211.3-6.61.69.3-4.0-2.6-1.9-5.110.8%

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 116.0%. The dominant macroeconomic risk driver is SHV.US, accounting for 67.1% of variance. Idiosyncratic stock-specific factors contribute 13.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111017.697887241871
2016-05-0112267.427340988173
2016-06-0111457.065003246555
2016-07-0111637.151689041071
2016-08-0112720.335643844584
2016-09-0112217.036366966164
2016-10-0111896.765099255788
2016-11-0111667.952339462014
2016-12-0111075.081441359445
2017-01-0111541.41993773274
2017-02-0111774.561437585671
2017-03-0111869.516235550052
2017-04-0111988.223607172387
2017-05-0111038.675627528564
2017-06-018948.61563563108
2017-07-018471.344295775038
2017-08-019306.569140523112
2017-09-018638.000788052677
2017-10-018518.016993079566
2017-11-018997.952172972013
2017-12-018567.020550415948
2018-01-018687.67030539816
2018-02-018567.020550415948
2018-03-019580.167710928958
2018-04-019204.288782458612
2018-05-019458.907492605069
2018-06-019022.64818997619
2018-07-018656.814158309793
2018-08-019266.500546642172
2018-09-019925.134995643512
2018-10-019876.13143830713
2018-11-018895.838304909788
2018-12-019238.91870293189
2019-01-019978.078816367077
2019-02-019559.245467309689
2019-03-0110520.05927044081
2019-04-0110025.028997008729
2019-05-019777.458363625263
2019-06-0110696.039202845868
2019-07-019701.039452580872
2019-08-019701.039452580872
2019-09-018404.748294864894
2019-10-018935.07444877935
2019-11-017641.835607771752
2019-12-017754.382849309897
2020-01-017175.330621396184
2020-02-015752.840041955479
2020-03-014229.4010244684805
2020-04-017184.82055152588
2020-05-017159.34758117775
2020-06-018637.112841373875
2020-07-018021.987779633832
2020-08-017816.92759349801
2020-09-017483.781098945007
2020-10-017664.422751413777
2020-11-017870.870354235228
2020-12-017871.203334239778
2021-01-018832.350117375452
2021-02-0110936.561759466344
2021-03-0110858.644438401472
2021-04-0112024.851407672968
2021-05-0110198.955552719059
2021-06-018216.559095626308
2021-07-018477.2269425221
2021-08-018503.476866214183
2021-09-017414.299271328756
2021-10-017796.504819885566
2021-11-015920.051500907371
2021-12-016369.6300037182755
2022-01-016250.589652091392
2022-02-016223.895755059908
2022-03-016811.549966424515
2022-04-016250.25667208684
2022-05-017007.841679107169
2022-06-017170.224927993073
2022-07-017533.783596295042
2022-08-016547.274836146089
2022-09-016602.32753023181
2022-10-017297.811766403427
2022-11-017658.540104666715
2022-12-019212.446792570106
2023-01-0110627.611811910694
2023-02-019656.420131971074
2023-03-017908.275108079759
2023-04-017558.868089971197
2023-05-017297.811766403427
2023-06-019190.248125600056
2023-07-017930.473775049807
2023-08-015940.918247859216
2023-09-016894.905960897047
2023-10-016992.58009556526
2023-11-017214.566765265745
2023-12-016786.853949420337
2024-01-016604.103423589412
2024-02-016554.1564229068035
2024-03-018102.513444067683
2024-04-017800.944553279574
2024-05-017358.858100571059
2024-06-017103.573430415503
2024-07-017147.9707643556
2024-08-0112459.00183693969
2024-09-0112081.624498448866
2024-10-0115533.5172122914
2024-11-0118413.79425165519
2024-12-0119029.80726007403
2025-01-0118569.184920445525
2025-02-0116926.48356466194
2025-03-0121765.792964132503
2025-04-0124762.61300508904
2025-05-0123791.42132514942
2025-06-0126155.579357459585
2025-07-0121554.905627917044
2025-08-0139280.541203500725
2025-09-0146883.58464074232
2025-10-0141461.56023330798
2025-11-0135512.31748533501
2025-12-0141394.96423239784
2026-01-0142332.85791188239
2026-02-0148332.04766053799
2026-03-0141417.16289936789
2026-04-0153804.01906865492
Annual Return Matrix
YearAnnual Return
2017-0.22645981469510879
20180.07842845112392305
2019-0.16068285709136998
20200.015065091213580795
2021-0.19076795081504883
20220.4463079939011112
2023-0.2632951807228916
20241.8039217289624099
20251.1752697579469236
20260.2997720874111811
Total Factor Risk
1.1604847596287207
VTI.US Exposure
-0.012133916127055878
VEA.US Exposure
0.025947603031167405
VWO.US Exposure
-0.00022212716794436878
QQQ.US Exposure
0.03389029469573039
VTV.US Exposure
0.03567774053051786
IJR.US Exposure
0.0245360644485863
QUAL.US Exposure
-0.00579833713330505
SHV.US Exposure
0.670692903053027
TLT.US Exposure
0.026548943800398978
LQD.US Exposure
0.006545713189021583
HYG.US Exposure
0.027194818260856905
GLD.US Exposure
0.0037884694606466355
USO.US Exposure
0.000008870607285541458
VNQ.US Exposure
0.0009090189544357808
BTC-USD.CC Exposure
0.006772332151596485
CPER.US Exposure
-0.004699350948738725
VIX.INDX Exposure
0.020762625123936954
UUP.US Exposure
0.0021094027334351033
TIP.US Exposure
0.004104521189392998
Idiosyncratic Exposure
0.1333644101470081
Value Score
40.3
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
116.0%

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 →24.4x
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$317.3M
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 →
+16.7%
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 →
+36.8%
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 →
0.0% 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 →
0.54
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is BK Technologies Inc a high-risk investment?

BK Technologies Inc (BKTI.US) has an annualized volatility of 116.0% and experienced a maximum drawdown of 66.8% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BKTI.US has generated a Compound Annual Growth Rate (CAGR) of 16.1%. It has had a positive return in 60% 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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