BioXcel Therapeutics Inc

10-Year Study

BTAI.US · Healthcare · US · Common Stock

Executive Summary: BioXcel Therapeutics Inc has compounded at -46.3% annually over the last 10 years, with a maximum drawdown of 99.9% and an annualized volatility of 141.3%.

1Y CAGR
-10.1%
3Y CAGR
-85.3%
5Y CAGR
-71.7%
10Y CAGR
-46.3%

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 →
99.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.02
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.05
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
133.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +278.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -87.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
38%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-0.65.0-19.8-20.1————————-33.1%
2025-12.8-58.6-6.0-8.9-36.253.4-27.6209.2-36.8-19.99.8-28.9-73.3%
20249.2-1.2-11.3-10.6-28.2-29.3-12.5-45.1-0.89.3-38.7-8.6-87.3%
202332.811.9-41.510.5-13.0-62.937.2-58.6-33.158.7-5.4-22.4-86.3%
2022-16.98.314.2-37.3-10.812.817.0-11.4-13.66.531.629.65.7%
20210.315.7-19.5-21.3-2.8-12.0-11.915.13.1-4.0-21.3-11.3-56.0%
202013.4126.3-40.465.525.813.9-14.4-10.26.45.4-3.75.0216.2%
201938.958.216.67.40.72.5-1.7-8.9-28.2-40.949.5134.9278.5%
2018———-25.844.6-16.39.2-8.5-16.7-33.7-4.9-20.1-62.3%

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 141.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 24.0% of variance. Idiosyncratic stock-specific factors contribute 41.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2018-03-0110000
2018-04-017421.875
2018-05-0110732.421875
2018-06-018984.374999999998
2018-07-019814.453125
2018-08-018984.374999999998
2018-09-017480.46875
2018-10-014960.9375
2018-11-014716.796875
2018-12-013769.53125
2019-01-015234.375
2019-02-018281.25
2019-03-019658.203125
2019-04-0110371.093638241291
2019-05-0110439.452715218067
2019-06-0110703.125037252903
2019-07-0110517.578572034836
2019-08-019580.078534781933
2019-09-016874.999962747097
2019-10-014062.499850988388
2019-11-016074.218545109034
2019-12-0114267.577789723873
2020-01-0116181.640326976776
2020-02-0136621.09375
2020-03-0121826.17224752903
2020-04-0136132.8125
2020-05-0145468.75134110451
2020-06-0151767.57648587227
2020-07-0144296.87559604645
2020-08-0139794.921875
2020-09-0142343.75059604645
2020-10-0144619.13928389549
2020-11-0142968.75
2020-12-0145117.18824505806
2021-01-0145234.374701976776
2021-02-0152353.51622104645
2021-03-0142148.43735098839
2021-04-0133173.829317092896
2021-05-0132255.858182907104
2021-06-0128378.90572845936
2021-07-0124990.234524011612
2021-08-0128759.76637005806
2021-09-0129638.67224752903
2021-10-0128457.030653953552
2021-11-0122392.578423023224
2021-12-0119853.515550494194
2022-01-0116503.90587747097
2022-02-0117880.85885345936
2022-03-0120419.921725988388
2022-04-0112802.734039723873
2022-05-0111425.781063735485
2022-06-0112890.624813735485
2022-07-0115078.124590218067
2022-08-0113359.375298023224
2022-09-0111542.968451976776
2022-10-0112294.922024011612
2022-11-0116181.640326976776
2022-12-0120976.562052965164
2023-01-0127851.562947034836
2023-02-0131171.875074505806
2023-03-0118222.656100988388
2023-04-0120136.719569563866
2023-05-0117519.53177154064
2023-06-016503.906100988388
2023-07-018925.781585276127
2023-08-013691.4062220603228
2023-09-012470.7030970603228
2023-10-013920.8983071148396
2023-11-013710.9374534338713
2023-12-012880.8594215661287
2024-01-013144.5312779396772
2024-02-013105.46881519258
2024-03-012753.90618480742
2024-04-012460.9374813735485
2024-05-011767.5780691206455
2024-06-011249.9999720603228
2024-07-011093.7500046566129
2024-08-01600.5859468132257
2024-09-01595.7031389698386
2024-10-01651.3671833090484
2024-11-01399.4140715803951
2024-12-01365.23438757285476
2025-01-01318.3593798894435
2025-02-01131.83594273868948
2025-03-01123.90136544127017
2025-04-01112.91504051769152
2025-05-0172.02148117357865
2025-06-01110.47362932004035
2025-07-0179.95605119504035
2025-08-01247.19239445403218
2025-09-01156.24999650754035
2025-10-01125.12206740211695
2025-11-01137.3291015625
2025-12-0197.65625145519152
2026-01-0197.04590047476813
2026-02-01101.9287109375
2026-03-0181.787109375
2026-04-0165.3076171875
Annual Return Matrix
YearAnnual Return
20192.78497400432053
20202.162217785667404
2021-0.5599567188748988
20220.05656663171893572
2023-0.8626629371251567
2024-0.8732203366680414
2025-0.7326203260756446
2026-0.3312500099651514
Total Factor Risk
1.412708000610286
VTI.US Exposure
-0.01359603489183351
VEA.US Exposure
0.0035022782548661557
VWO.US Exposure
0.028300433935527284
QQQ.US Exposure
0.023467967733133945
VTV.US Exposure
0.0020891035232669213
IJR.US Exposure
0.07460806189480929
QUAL.US Exposure
0.07852529196294208
SHV.US Exposure
0.24013720658579515
TLT.US Exposure
0.0179688298927925
LQD.US Exposure
0.006707148936870911
HYG.US Exposure
0.040478165594483605
GLD.US Exposure
0.0020344496992370045
USO.US Exposure
-0.000026695420734305374
VNQ.US Exposure
0.013321935534046167
BTC-USD.CC Exposure
0.0005477047860829235
CPER.US Exposure
-0.004578134191848593
VIX.INDX Exposure
0.05774968457198647
UUP.US Exposure
0.011185928260001752
TIP.US Exposure
0.0004819210485596956
Idiosyncratic Exposure
0.4170947522900146
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
141.3%

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$31.9M
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 →
-26.2%
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 →
-52.0%
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 →
84.3% 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 →
0.30
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is BioXcel Therapeutics Inc a high-risk investment?

BioXcel Therapeutics Inc (BTAI.US) has an annualized volatility of 141.3% and experienced a maximum drawdown of 99.9% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BTAI.US has generated a Compound Annual Growth Rate (CAGR) of -46.3%. It has had a positive return in 38% 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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