BKV Corporation

10-Year Study

BKV.US · Energy · US · Common Stock

Executive Summary: BKV Corporation has compounded at 28.9% annually over the last 10 years, with a maximum drawdown of 26.0% and an annualized volatility of 435.4%.

1Y CAGR
+29.7%
3Y CAGR
+28.9%
5Y CAGR
+28.9%
10Y CAGR
+28.9%

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 →
26.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.86
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.45
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
39.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +14.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 0.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20269.65.3-9.0-4.3————————0.6%
20253.0-17.64.0-13.718.612.2-14.412.9-0.82.017.0-1.714.2%
2024—————————-1.421.78.330.0%

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 435.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 84.3% of variance. Idiosyncratic stock-specific factors contribute 0.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2024-09-0110000
2024-10-019863.313285948607
2024-11-0112006.560962274469
2024-12-0113001.640240568617
2025-01-0113395.297977036633
2025-02-0111038.819026790596
2025-03-0111481.683980317115
2025-04-019912.520503007107
2025-05-0111755.057408419902
2025-06-0113187.534171678515
2025-07-0111284.855112083105
2025-08-0112744.669218151996
2025-09-0112646.25478403499
2025-10-0112897.758337889558
2025-11-0115095.680699835975
2025-12-0114844.17714598141
2026-01-0116265.71897211591
2026-02-0117129.57900492072
2026-03-0115593.220338983052
2026-04-0114926.189174412248
Annual Return Matrix
YearAnnual Return
20250.1417157275021026
20260.005524861878453136
Total Factor Risk
4.353822677200991
VTI.US Exposure
0.001921379186407424
VEA.US Exposure
-0.0008878868939988702
VWO.US Exposure
0.000026971590211151335
QQQ.US Exposure
-0.0009347971378741113
VTV.US Exposure
0.003714427757624243
IJR.US Exposure
0.0029456437339959412
QUAL.US Exposure
0.011019233625059764
SHV.US Exposure
0.8431985969051604
TLT.US Exposure
0.04438522885571296
LQD.US Exposure
-0.004642626952857288
HYG.US Exposure
0.08823761894927354
GLD.US Exposure
0.00005605034853367463
USO.US Exposure
0.0011533970281997576
VNQ.US Exposure
-0.0004639013424896984
BTC-USD.CC Exposure
0.00028639701010136254
CPER.US Exposure
0.000040681404284527275
VIX.INDX Exposure
-0.00014738110704918628
UUP.US Exposure
0.005185047811692304
TIP.US Exposure
0.001918258201604669
Idiosyncratic Exposure
0.002987661026407612
Value Score
44.4
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
435.4%

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 →14.0x
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$3.0B
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 →
-6.9%
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 →
+7.7%
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 →
13.3% 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 →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is BKV Corporation a high-risk investment?

BKV Corporation (BKV.US) has an annualized volatility of 435.4% and experienced a maximum drawdown of 26.0% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BKV.US has generated a Compound Annual Growth Rate (CAGR) of 28.9%. It has had a positive return in 100% 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.

Run a Full Backtest on BKV Corporation

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest