Bit Digital Inc

10-Year Study

BTBT.US · Financial Services · US · Common Stock

Executive Summary: Bit Digital Inc has compounded at -12.6% annually over the last 10 years, with a maximum drawdown of 97.3% and an annualized volatility of 131.8%.

1Y CAGR
-38.1%
3Y CAGR
-24.0%
5Y CAGR
-29.5%
10Y CAGR
-12.6%

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 →
97.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.64
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.90
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
152.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +5377.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · -93.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
25%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20267.4-17.7-21.616.0————————-19.6%
20257.5-21.9-17.9-4.021.6-7.232.9-11.716.722.0-35.0-20.6-35.5%
2024-37.6-1.510.4-29.121.928.219.8-15.59.08.521.0-36.4-30.7%
2023140.0-12.522.228.671.219.89.1-47.0-8.9-1.922.964.0605.0%
2022-37.84.0-8.4-43.6-12.3-26.46.16.5-18.9-11.7-13.3-34.7-90.1%
2021-11.4-24.01.8-12.1-36.0-19.131.642.4-43.697.1-30.9-38.2-72.3%
20200.00.037.5169.1-35.535.1139.560.8-17.3-8.8115.2171.55377.5%
201932.239.7-38.2-9.4-47.5-2.0-63.0-55.3-13.6-10.3-9.70.0-93.8%
2018———29.112.0-11.756.5-14.43.9-14.0-12.98.544.4%

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 131.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 43.0% of variance. Idiosyncratic stock-specific factors contribute 18.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2018-03-0110000
2018-04-0112911.111111111111
2018-05-0114466.666666666666
2018-06-0112777.777777777777
2018-07-0120000
2018-08-0117111.111111111113
2018-09-0117777.777777777777
2018-10-0115288.88888888889
2018-11-0113311.111111111111
2018-12-0114444.444444444443
2019-01-0119088.888888888887
2019-02-0126666.666666666664
2019-03-0116488.888888888887
2019-04-0114933.332867092557
2019-05-017844.444380866157
2019-06-017688.888973659939
2019-07-012844.4443808661567
2019-08-011271.1111704508462
2019-09-011097.7777507570056
2019-10-01984.4444195429485
2019-11-01888.8889021343655
2019-12-01888.8889021343655
2020-01-01888.8889021343655
2020-02-01888.8889021343655
2020-03-011222.2222487131755
2020-04-013288.888931274414
2020-05-012122.2221851348877
2020-06-012866.666581895616
2020-07-016866.666475931803
2020-08-0111044.443978203668
2020-09-019133.33363003201
2020-10-018333.333333333334
2020-11-0117933.33265516493
2020-12-0148688.88854980469
2021-01-0143155.555725097656
2021-02-0132800.000508626305
2021-03-0133377.77879503038
2021-04-0129333.332909478082
2021-05-0118777.777353922527
2021-06-0115200.000339084201
2021-07-0120000
2021-08-0128488.888210720488
2021-09-0116066.666709052191
2021-10-0131666.666666666664
2021-11-0121866.667005750867
2021-12-0113511.110941569012
2022-01-018399.999936421713
2022-02-018733.333481682672
2022-03-017999.999788072374
2022-04-014511.111047532823
2022-05-013955.555491977268
2022-06-012911.1109839545356
2022-07-013088.888857099745
2022-08-013288.888931274414
2022-09-012666.6667726304795
2022-10-012355.55542839898
2022-11-012042.2222879197864
2022-12-011333.3333863152397
2023-01-013200.000127156575
2023-02-012799.9999788072373
2023-03-013422.222137451172
2023-04-014400.000042385525
2023-05-017533.333566453722
2023-06-019022.222095065646
2023-07-019844.444062974717
2023-08-015222.222010294596
2023-09-014755.555788675944
2023-10-014666.666454739041
2023-11-015733.333163791232
2023-12-019400.000042385525
2024-01-015866.666899787056
2024-02-015777.777565850151
2024-03-016377.777523464627
2024-04-014522.222412957085
2024-05-015511.111153496636
2024-06-017066.666815016005
2024-07-018466.666539510092
2024-08-017155.555619133843
2024-09-017799.999978807237
2024-10-018466.666539510092
2024-11-0110244.444741143121
2024-12-016511.111259460449
2025-01-017000.000211927626
2025-02-015466.666751437717
2025-03-014488.888846503364
2025-04-014311.1112382676865
2025-05-015244.444211324057
2025-06-014866.666793823242
2025-07-016466.666857401529
2025-08-015711.1109627617725
2025-09-016666.666666666666
2025-10-018133.333524068197
2025-11-015288.88914320204
2025-12-014199.999968210856
2026-01-014511.111047532823
2026-02-013711.1111111111113
2026-03-012911.111111111111
2026-04-013377.777777777778
Annual Return Matrix
YearAnnual Return
2019-0.938461537544544
202053.77499880231919
2021-0.7225011425810579
2022-0.9013157843140023
20236.049999751647324
2024-0.30732859254242473
2025-0.35494882503990666
2026-0.19576718968008322
Total Factor Risk
1.3176884354658793
VTI.US Exposure
-0.0893840209300257
VEA.US Exposure
0.007894194521964016
VWO.US Exposure
0.014734387333782259
QQQ.US Exposure
0.15530218084312947
VTV.US Exposure
0.050087634148810255
IJR.US Exposure
0.11743922247225239
QUAL.US Exposure
-0.0435697801273285
SHV.US Exposure
0.4298364155763673
TLT.US Exposure
0.016093206880288247
LQD.US Exposure
0.011463178470894545
HYG.US Exposure
0.001126732660548052
GLD.US Exposure
-0.0011071023398370558
USO.US Exposure
0.0008087956802235479
VNQ.US Exposure
-0.003357712434241264
BTC-USD.CC Exposure
0.1459300927624338
CPER.US Exposure
-0.006540772251537991
VIX.INDX Exposure
-0.00014987996171795075
UUP.US Exposure
0.010107149127692056
TIP.US Exposure
0.0029609509042673532
Idiosyncratic Exposure
0.18032512666203504
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
131.8%

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$447.4M
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 →
-4.5%
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 →
-40.0%
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 →
64.0% 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 →
4.04
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Bit Digital Inc a high-risk investment?

Bit Digital Inc (BTBT.US) has an annualized volatility of 131.8% and experienced a maximum drawdown of 97.3% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BTBT.US has generated a Compound Annual Growth Rate (CAGR) of -12.6%. It has had a positive return in 25% 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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