Baytex Energy Corp

10-Year Study

BTE.TO · Energy · CA · Common Stock

Executive Summary: Baytex Energy Corp has compounded at -0.3% annually over the last 10 years, with a maximum drawdown of 95.5% and an annualized volatility of 119.7%.

1Y CAGR
+196.1%
3Y CAGR
+14.0%
5Y CAGR
+26.2%
10Y CAGR
-0.3%

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 →
95.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.36
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.65
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
68.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +466.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -63.1%
% 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.
20265.911.518.7-5.0————————33.1%
2025-5.7-6.0-2.0-33.24.710.420.53.77.64.033.0-1.023.5%
2024-2.51.413.54.3-1.8-4.98.2-6.4-15.4-2.71.3-6.4-13.6%
20231.3-14.6-3.60.6-16.10.923.13.49.30.2-12.8-15.8-27.3%
202220.722.7-5.920.66.1-10.310.1-1.0-14.126.5-7.2-11.555.5%
202110.161.86.511.537.019.5-10.92.358.320.3-11.36.2466.7%
2020-23.0-13.9-72.632.4-6.764.3-10.18.1-31.3-13.065.04.5-63.1%
2019-8.36.8-3.818.9-23.2-2.9-1.0-14.414.0-25.0-2.029.9-23.0%
2018-0.5-12.88.062.9-5.2-19.8-7.6-3.2-4.1-28.3-8.5-2.0-36.1%
2017-20.9-6.9-6.0-9.0-4.8-19.811.1-9.719.0-5.622.0-12.9-42.5%
2016———25.1-0.517.4-18.3-3.4-5.9-7.411.613.927.9%

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 119.7%. The dominant macroeconomic risk driver is SHV.US, accounting for 81.3% of variance. Idiosyncratic stock-specific factors contribute 4.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0112514.586243734077
2016-05-0112456.241268797763
2016-06-0114619.93590270359
2016-07-0111949.420659051686
2016-08-0111539.97863423453
2016-09-0110857.712219574327
2016-10-0110058.550414988906
2016-11-0111228.120634398882
2016-12-0112787.616073629713
2017-01-0110116.89538992522
2017-02-019415.112170268716
2017-03-018849.946585586325
2017-04-018050.784781000903
2017-05-017660.8595611800465
2017-06-016140.397731941819
2017-07-016822.664146602021
2017-08-016159.914536938121
2017-09-017329.484756348097
2017-10-016920.042731530939
2017-11-018440.504560769168
2017-12-017349.001561344399
2018-01-017309.967951351795
2018-02-016374.188511792258
2018-03-016881.009121538335
2018-04-0111208.603829402578
2018-05-0110623.715999671294
2018-06-018518.571780754375
2018-07-017875.338976086778
2018-08-017621.825951187443
2018-09-017309.967951351795
2018-10-015243.651902374886
2018-11-014795.3817076177165
2018-12-014697.797682636206
2019-01-014308.077902867943
2019-02-014600.4190977072885
2019-03-014424.973292793163
2019-04-015260.420684131074
2019-05-014042.01460821155
2019-06-013925.9758410178324
2019-07-013887.29625195326
2019-08-013326.4427003242135
2019-09-013790.597279291829
2019-10-012842.9480819206856
2019-11-012784.9289432274536
2019-12-013616.539128501253
2020-01-012784.9289432274536
2020-02-012398.1330525817293
2020-03-01657.5525855163843
2020-04-01870.2901416938123
2020-05-01812.2706968710469
2020-06-011334.445088016868
2020-07-011199.0665262908647
2020-08-011295.7653765004823
2020-09-01889.6299362260986
2020-10-01773.5912914841948
2020-11-011276.425581968196
2020-12-011334.445088016868
2021-01-011469.8234048392446
2021-02-012378.7935029530704
2021-03-012533.5113694041056
2021-04-012823.608042484772
2021-05-013867.9562125173466
2021-06-014622.207709469256
2021-07-014119.373541437068
2021-08-014216.072759002126
2021-09-016672.22544008434
2021-10-018026.009587922615
2021-11-017117.039489808789
2021-12-017561.85402934049
2022-01-019128.37420270852
2022-02-0111197.733442181283
2022-03-0110540.179938276297
2022-04-0112706.237905506863
2022-05-0113479.828707183806
2022-06-0112087.364480473703
2022-07-0113305.770801296854
2022-08-0113170.391015052715
2022-09-0111313.772699182256
2022-10-0114311.44011697574
2022-11-0113286.430272053689
2022-12-0111758.587238713957
2023-01-0111913.304615357738
2023-02-0110172.725556488249
2023-03-019805.269215471184
2023-04-019863.286884742653
2023-05-018277.426182131454
2023-06-018354.788299104124
2023-07-0110288.763833874713
2023-08-0110636.880625263118
2023-09-0111630.49284557023
2023-10-0111649.90880513056
2023-11-0110154.836815946817
2023-12-018549.952979193235
2024-01-018335.228336211032
2024-02-018452.353006087526
2024-03-019595.656200994823
2024-04-0110007.737901336372
2024-05-019831.132997727078
2024-06-019349.308622060702
2024-07-0110118.556792621044
2024-08-019467.654871229412
2024-09-018013.126187712843
2024-10-017794.947423973336
2024-11-017894.11967836534
2024-12-017385.942692803283
2025-01-016966.740174598765
2025-02-016547.538146201504
2025-03-016417.411052952444
2025-04-014284.979823151123
2025-05-014486.152968828695
2025-06-014950.4755516845335
2025-07-015964.917805095129
2025-08-016188.094562057481
2025-09-016660.582231842449
2025-10-016926.1885422082705
2025-11-019214.487216086462
2025-12-019121.538335113813
2026-01-019655.682471854712
2026-02-0110765.058755855041
2026-03-0112778.371271263044
2026-04-0112141.50710822582
Annual Return Matrix
YearAnnual Return
2017-0.4253032372078078
2018-0.3607570166610756
2019-0.23016286080847081
2020-0.6310159960664157
20214.6666655655185
20220.5549873342026792
2023-0.27287583060630094
2024-0.1361423026796328
20250.23498634020023768
20260.3310810810810809
Total Factor Risk
1.1967234332987595
VTI.US Exposure
0.051293230417080726
VEA.US Exposure
-0.00010084686494834795
VWO.US Exposure
-0.000045439904819667104
QQQ.US Exposure
0.023160022108291888
VTV.US Exposure
-0.0028887735030535475
IJR.US Exposure
0.0004537669112866512
QUAL.US Exposure
0.0006070074397636442
SHV.US Exposure
0.8134573482699995
TLT.US Exposure
0.0034532463548085147
LQD.US Exposure
-0.0008311987799894581
HYG.US Exposure
0.00001123148497744998
GLD.US Exposure
0.00025377634957687265
USO.US Exposure
0.04068062474471705
VNQ.US Exposure
0.0013723234080065252
BTC-USD.CC Exposure
0.0007642547247792189
CPER.US Exposure
-0.0005514876023604687
VIX.INDX Exposure
0.0009774251356225161
UUP.US Exposure
0.018112751682104158
TIP.US Exposure
0.005271818607967666
Idiosyncratic Exposure
0.04454891901618917
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
18.5
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
119.7%

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 →1.54%
Market Cap$4.5B
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
$95
Avg Yield on Cost
0.47%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2025$47.250.47%Solid
2026$47.250.47%Solid

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 →
+8.6%
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 →
+46.1%
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 →
5.0% 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 →
0.68
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Baytex Energy Corp a high-risk investment?

Baytex Energy Corp (BTE.TO) has an annualized volatility of 119.7% and experienced a maximum drawdown of 95.5% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of BTE.TO?

Over the past 10 years, BTE.TO has generated a Compound Annual Growth Rate (CAGR) of -0.3%. 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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