BTCS Inc

10-Year Study

BTCS.US · Financial Services · US · Common Stock

Executive Summary: BTCS Inc has compounded at -50.1% annually over the last 10 years, with a maximum drawdown of 100.0% and an annualized volatility of 109.9%.

1Y CAGR
-32.2%
3Y CAGR
+16.5%
5Y CAGR
-22.5%
10Y CAGR
-50.1%

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 →
100.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.67
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
3.27
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
310.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +179.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -93.0%
% 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.
2026-15.2-28.6-13.134.5————————-29.2%
202523.5-30.2-29.617.353.4-18.5107.7-8.516.8-22.8-14.7-17.08.1%
2024-1.85.64.1-18.211.1-13.810.1-23.0-0.95.2191.8-30.651.5%
2023163.5-11.4-7.5-2.2-9.0-2.1-0.4-11.0-10.6-2.67.765.6158.7%
202268.2-19.5-0.2-20.8-22.7-41.82.08.5-9.1-16.0-18.3-38.8-79.6%
2021794.8-40.62.0-14.6-23.7-4.3-13.645.4-33.225.6-0.3-53.565.3%
2020-13.9122.1-52.3251.910.0-20.831.6-24.7-12.4-7.6-10.238.7179.4%
2019-2.621.9-7.629.0-27.8-21.1-45.3-16.0-15.2-18.5-36.1-10.6-85.4%
2018-57.2-6.5-50.1102.7-14.6-24.30.9-15.5-25.3-19.4-11.9-40.4-93.0%
201746.724.6-68.4-12.5107.7-45.047.1126.1-28.55.1-23.8122.2144.4%
2016———-10.510.6-88.5-87.8-45.90.00.0212.5-40.0-98.6%

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 109.9%. The dominant macroeconomic risk driver is SHV.US, accounting for 23.1% of variance. Idiosyncratic stock-specific factors contribute 26.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-018945.37874732851
2016-05-019896.421974912575
2016-06-011139.3593490644475
2016-07-01139.36010023638306
2016-08-0175.32966790044868
2016-09-0175.32966790044868
2016-10-0175.32966790044868
2016-11-01235.4049439132109
2016-12-01141.24285903765002
2017-01-01207.15658672623388
2017-02-01258.1606245973182
2017-03-0181.6067825245644
2017-04-0171.40586764007102
2017-05-01148.30494833439425
2017-06-0181.6067825245644
2017-07-01120.05659114741727
2017-08-01271.49982851817816
2017-09-01193.98746959363316
2017-10-01203.86055158340605
2017-11-01155.36703763113852
2017-12-01345.26008362475227
2018-01-01147.67718321684444
2018-02-01138.1040334499009
2018-03-0168.89534372125426
2018-04-01139.6734462437755
2018-05-01119.27161647478873
2018-06-0190.23828461518322
2018-07-0191.02325928781175
2018-08-0176.89908069432325
2018-09-0157.43889860166124
2018-10-0146.29633604084315
2018-11-0140.80365953797346
2018-12-0124.325093477981863
2019-01-0123.697328360432035
2019-02-0128.87612230452682
2019-03-0126.678944393102437
2019-04-0134.42138084288359
2019-05-0124.84823107594005
2019-06-0119.616855096358186
2019-07-0110.72405248245155
2019-08-019.010843918061306
2019-09-017.637808930189514
2019-10-016.2250691400111515
2019-11-013.9790650527773406
2019-12-013.557335666115664
2020-01-013.0626352914311026
2020-02-016.800788773456418
2020-03-013.243453107340753
2020-04-0111.414594111756356
2020-05-0112.554765799613941
2020-06-019.93907780982301
2020-07-0113.077903397572125
2020-08-019.85054683170701
2020-09-018.631502090618806
2020-10-017.977445955325444
2020-11-017.166716816335887
2020-12-019.93907780982301
2021-01-0188.930708895979
2021-02-0152.835287739629216
2021-03-0153.88156293554558
2021-04-0146.034498966172805
2021-05-0135.114605229101
2021-06-0133.61065170389403
2021-07-0129.033331859605536
2021-08-0142.215862776769306
2021-09-0128.196311702872435
2021-10-0135.41507400331288
2021-11-0135.31044648372125
2021-12-0116.425984024504515
2022-01-0127.620592069427172
2022-02-0122.232543086149118
2022-03-0122.179961050662037
2022-04-0117.563472955449495
2022-05-0113.583871351289634
2022-06-017.9060846214501215
2022-07-018.065440382058924
2022-08-018.754908908598686
2022-09-017.959203208319723
2022-10-016.685966777596876
2022-11-015.465312382361109
2022-12-013.3427151131071775
2023-01-018.808027495468286
2023-02-017.800383999093443
2023-03-017.21661609491036
2023-04-017.057260334301557
2023-05-016.420373843248875
2023-06-016.287845651766133
2023-07-016.261018082640073
2023-08-015.57154955610031
2023-09-014.982416138092015
2023-10-014.852034152139359
2023-11-015.223327708844041
2023-12-018.649208286242008
2024-01-018.489852525633205
2024-02-018.967383256077088
2024-03-019.338676812781769
2024-04-017.64102823848464
2024-05-018.489852525633205
2024-06-017.322316717267039
2024-07-018.065440382058924
2024-08-016.208436047152993
2024-09-016.155317460283394
2024-10-016.4734924301184735
2024-11-0118.88982797304194
2024-12-0113.106340620845751
2025-01-0116.18399935098745
2025-02-0111.301918321426898
2025-03-017.959203208319723
2025-04-019.338676812781769
2025-05-0114.326458464698998
2025-06-0111.673748429514104
2025-07-0124.24890318166385
2025-08-0122.179961050662037
2025-09-0125.91543177577475
2025-10-0120.01336656804137
2025-11-0117.06233396417468
2025-12-0114.16495649856011
2026-01-0112.018750968475246
2026-02-018.584822120339462
2026-03-017.458064217044906
2026-04-0110.033510853146746
Annual Return Matrix
YearAnnual Return
20171.4444427560951518
2018-0.929545595822714
2019-0.8537586024351509
20201.793966817496229
20210.6526668106240552
2022-0.7964983340955119
20231.5874799357945428
20240.5153225806451611
20250.08077127768452952
2026-0.29166666666666663
Total Factor Risk
1.0988316390258095
VTI.US Exposure
0.14974427051122668
VEA.US Exposure
-0.019277217297242747
VWO.US Exposure
0.027835810106650084
QQQ.US Exposure
-0.04212770228502664
VTV.US Exposure
-0.04277011121292068
IJR.US Exposure
0.191423814328535
QUAL.US Exposure
-0.011263262934142593
SHV.US Exposure
0.2308295551381258
TLT.US Exposure
-0.019315550900211042
LQD.US Exposure
0.11392338514750011
HYG.US Exposure
-0.015867156979874533
GLD.US Exposure
0.00024026431578294736
USO.US Exposure
0.006357747663086912
VNQ.US Exposure
-0.02167887352046962
BTC-USD.CC Exposure
0.2215014313598356
CPER.US Exposure
-0.007199239691755188
VIX.INDX Exposure
-0.03159721860596546
UUP.US Exposure
0.0019741108488632265
TIP.US Exposure
-0.0014213375780976437
Idiosyncratic Exposure
0.2686872815860997
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
109.9%

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$69.2M
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 →
+14.2%
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 →
-43.6%
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 →
71.2% 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 →
3.26
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is BTCS Inc a high-risk investment?

BTCS Inc (BTCS.US) has an annualized volatility of 109.9% and experienced a maximum drawdown of 100.0% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BTCS.US has generated a Compound Annual Growth Rate (CAGR) of -50.1%. 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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