Bt Brands Inc

10-Year Study

BTBD.US · Consumer Cyclical · US · Common Stock

Executive Summary: Bt Brands Inc has compounded at -15.5% annually over the last 10 years, with a maximum drawdown of 75.2% and an annualized volatility of 61.1%.

1Y CAGR
+68.2%
3Y CAGR
-6.9%
5Y CAGR
-15.5%
10Y CAGR
-15.5%

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 →
75.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.06
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.15
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
61.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +46.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -42.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
40%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-4.3-3.035.716.0————————46.0%
202528.8-4.6-28.2-16.518.94.812.923.57.6-6.1-10.8-16.3-3.5%
2024-18.0-15.7-4.6-6.1-14.820.7-13.415.2-1.33.8-6.7-5.3-42.4%
2023-0.415.440.5-1.0-14.4-2.0-4.1-7.2-0.9-11.1-16.756.236.8%
2022-18.7-11.723.1-19.927.3-0.8-16.3-0.5-4.513.8-12.6-12.5-38.1%
2021———————————-30.9-30.9%

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 61.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 22.0% of variance. Idiosyncratic stock-specific factors contribute 39.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-11-0110000
2021-12-016913.3487492069935
2022-01-015620.609147746821
2022-02-014964.87094854525
2022-03-016112.4119596120045
2022-04-014894.613403993081
2022-05-016229.508425556282
2022-06-016182.6700625215035
2022-07-015175.644140559088
2022-08-015152.224959041698
2022-09-014918.032585510471
2022-10-015597.189966229432
2022-11-014894.613403993081
2022-12-014281.030345715875
2023-01-014262.295223844895
2023-02-014918.032585510471
2023-03-016908.665247917914
2023-04-016838.407703365744
2023-05-015854.800962920717
2023-06-015737.705055333769
2023-07-015503.512681802543
2023-08-015105.386596006919
2023-09-015058.54823297214
2023-10-014496.4870390187925
2023-11-013747.0726721049923
2023-12-015854.800962920717
2024-01-014800.936677923523
2024-02-014049.1802811865186
2024-03-013864.1685796919405
2024-04-013629.976485339379
2024-05-013091.3350312607517
2024-06-013730.6793008785526
2024-07-013231.8501203650894
2024-08-013723.653490587603
2024-09-013676.815127552824
2024-10-013817.3302166571616
2024-11-013559.7189407872106
2024-12-013372.365488648093
2025-01-014344.262359155759
2025-02-014145.199037079282
2025-03-012974.2388444951384
2025-04-012482.435474272625
2025-05-012950.819662977749
2025-06-013091.3350312607517
2025-07-013489.4613962350413
2025-08-014309.133586879675
2025-09-014637.002407301795
2025-10-014355.971949914454
2025-11-013887.587761209331
2025-12-013255.26930188248
2026-01-013114.754212778141
2026-02-013021.077296867091
2026-03-014098.360674044503
2026-04-014754.098381891623
Annual Return Matrix
YearAnnual Return
2022-0.3807588043049416
20230.3676149174648462
2024-0.42399997711181636
2025-0.03472227051302046
20260.46043166970621763
Total Factor Risk
0.6108466538729613
VTI.US Exposure
-0.006269211083009541
VEA.US Exposure
0.0033218101675222458
VWO.US Exposure
0.0013998135152920152
QQQ.US Exposure
0.09606137345152797
VTV.US Exposure
0.020023342211266396
IJR.US Exposure
0.048985819633455344
QUAL.US Exposure
0.03150907413294195
SHV.US Exposure
0.22040995131638366
TLT.US Exposure
-0.021075868282377775
LQD.US Exposure
0.05834646587693748
HYG.US Exposure
-0.0017474951513107215
GLD.US Exposure
0.0007480827709427345
USO.US Exposure
0.003992808218144828
VNQ.US Exposure
-0.0013658873724008023
BTC-USD.CC Exposure
0.004252554292241365
CPER.US Exposure
0.03342378720706305
VIX.INDX Exposure
-0.0007437148215749071
UUP.US Exposure
0.0028853183881678156
TIP.US Exposure
0.10770568072319843
Idiosyncratic Exposure
0.39813629480558854
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
61.1%

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$11.6M
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 →
+36.0%
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 →
+27.0%
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 →
33.0% 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 →
0.90
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Bt Brands Inc a high-risk investment?

Bt Brands Inc (BTBD.US) has an annualized volatility of 61.1% and experienced a maximum drawdown of 75.2% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BTBD.US has generated a Compound Annual Growth Rate (CAGR) of -15.5%. It has had a positive return in 40% 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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