Baytex Energy Corp

10-Year Study

BTE.US · Energy · US · Common Stock

Executive Summary: Baytex Energy Corp has compounded at -0.7% annually over the last 10 years, with a maximum drawdown of 96.0% and an annualized volatility of 116.5%.

1Y CAGR
+195.3%
3Y CAGR
+13.1%
5Y CAGR
+24.6%
10Y CAGR
-0.7%

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 →
96.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.38
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.68
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
70.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +472.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -62.8%
% 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.
20266.212.016.4-3.6————————33.4%
2025-7.0-5.8-0.6-30.94.512.119.04.74.93.433.10.327.3%
2024-4.20.314.42.2-0.8-5.06.3-3.8-16.1-4.70.7-8.9-20.6%
20232.7-16.4-3.10.5-16.23.223.90.78.8-2.0-10.9-13.3-25.7%
202220.722.5-4.617.77.6-11.810.7-3.7-18.728.7-5.9-11.746.0%
202111.163.35.116.527.526.8-11.30.058.723.1-15.58.8472.2%
2020-23.4-9.9-77.043.5-6.161.3-6.08.5-31.4-14.370.05.9-62.8%
2019-4.56.5-5.621.7-24.10.0-1.3-15.815.6-24.3-3.634.3-16.5%
20181.3-16.17.563.1-6.5-20.3-6.6-3.9-2.7-29.9-9.8-4.3-41.3%
2017-18.0-9.2-5.8-11.7-3.6-16.514.8-9.018.5-8.321.7-10.7-38.5%
2016———28.5-4.118.4-19.2-3.8-5.6-9.411.413.822.9%

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 116.5%. The dominant macroeconomic risk driver is SHV.US, accounting for 80.3% of variance. Idiosyncratic stock-specific factors contribute 5.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0112846.431918596867
2016-05-0112317.311554424956
2016-06-0114584.28169768376
2016-07-0111788.458963716696
2016-08-0111335.118489757666
2016-09-0110705.315303253446
2016-10-019697.68375953943
2016-11-0110805.998125585755
2016-12-0112292.140848841877
2017-01-0110075.51211674923
2017-02-019143.66046324809
2017-03-018614.540099076181
2017-04-017606.908555362164
2017-05-017330.03079394832
2017-06-016120.765832106038
2017-07-017027.714553487748
2017-08-016397.9113669835315
2017-09-017581.737849779087
2017-10-016952.202436738518
2017-11-018463.515865577721
2017-12-017556.56714419601
2018-01-017657.517739991967
2018-02-016423.082072566608
2018-03-016901.861025572365
2018-04-0111259.338599544784
2018-05-0110528.85259070826
2018-06-018388.00374882849
2018-07-017833.712679073504
2018-08-017531.396438612934
2018-09-017330.03079394832
2018-10-015138.572767438747
2018-11-014634.623108849913
2018-12-014433.257464185299
2019-01-014231.624046057036
2019-02-014508.769580934529
2019-03-014256.794751640112
2019-04-015182.592021938563
2019-05-013931.6219631679755
2019-06-013931.6219631679755
2019-07-013880.5616350438254
2019-08-013267.8415280841473
2019-09-013778.4412980063685
2019-10-012859.3614567776954
2019-11-012757.2411197402384
2019-12-013701.851444241831
2020-01-012833.830973504777
2020-02-012553.0012436924344
2020-03-01587.190302009802
2020-04-01842.4903864776902
2020-05-01791.4302977616727
2020-06-011276.5006218462172
2020-07-011199.9106084762575
2020-08-011302.0306263028706
2020-09-01893.5503155882857
2020-10-01765.9005327131521
2020-11-011302.0306263028706
2020-12-011378.6205598701192
2021-01-011531.8010654263041
2021-02-012501.941075173706
2021-03-012629.591257062394
2021-04-013063.6021308526083
2021-05-013906.091799105901
2021-06-014952.822141434106
2021-07-014391.162362598578
2021-08-014391.162362598578
2021-09-016969.692972325978
2021-10-018578.083412700556
2021-11-017250.522542532899
2021-12-017888.773771187183
2022-01-019522.694694834678
2022-02-0111667.215069193551
2022-03-0111131.08385836588
2022-04-0113096.895318766134
2022-05-0114092.565013759346
2022-06-0112433.11424526062
2022-07-0113760.675115428276
2022-08-0113250.074387873523
2022-09-0110773.664753605266
2022-10-0113862.797048519951
2022-11-0113045.835629063671
2022-12-0111514.036000086164
2023-01-0111820.39413830094
2023-02-019880.11443801698
2023-03-019573.755022958829
2023-04-019624.814712661291
2023-05-018067.4833235674905
2023-06-018322.783687344865
2023-07-0110314.123715752976
2023-08-0110390.71580399342
2023-09-0111303.423239150861
2023-10-0111072.741054055328
2023-11-019868.06805920036
2023-12-018555.05490401995
2024-01-018194.300684365167
2024-02-018220.068022084053
2024-03-019402.753135608627
2024-04-019609.977154228036
2024-05-019532.269104878289
2024-06-019058.670021472868
2024-07-019631.344489678431
2024-08-019266.914876370181
2024-09-017774.581837676458
2024-10-017408.103529173841
2024-11-017460.457299636349
2024-12-016796.659627166964
2025-01-016322.475111074342
2025-02-015953.663371304844
2025-03-015920.844027628651
2025-04-014088.8339420736897
2025-05-014274.690306031858
2025-06-014793.144897183097
2025-07-015703.575082182134
2025-08-015971.348290463211
2025-09-016265.898819572396
2025-10-016480.118024618946
2025-11-018622.305606132626
2025-12-018649.082926960735
2026-01-019184.629981944576
2026-02-0110282.501004150488
2026-03-0111969.473825143928
2026-04-0111541.036283304322
Annual Return Matrix
YearAnnual Return
2017-0.38525215118178846
2018-0.41332388377037566
2019-0.16498162487792234
2020-0.6275862009496516
20214.722222633855387
20220.45954698842294395
2023-0.2569890432897788
2024-0.20553874832839814
20250.27254907578267407
20260.33436531719783313
Total Factor Risk
1.1651169873692822
VTI.US Exposure
0.06172868529543646
VEA.US Exposure
0.001981060128470691
VWO.US Exposure
0.000015124561658316987
QQQ.US Exposure
0.01980206414362298
VTV.US Exposure
-0.004603002315013045
IJR.US Exposure
0.0005435272350899216
QUAL.US Exposure
0.00041223464556591473
SHV.US Exposure
0.8029253450806615
TLT.US Exposure
0.003890981419142272
LQD.US Exposure
-0.0010456289295311238
HYG.US Exposure
0.000036364900084688226
GLD.US Exposure
0.0008619029637537007
USO.US Exposure
0.04696850728952992
VNQ.US Exposure
-0.00044398871215187163
BTC-USD.CC Exposure
0.0006870130278093347
CPER.US Exposure
-0.0008831745631291552
VIX.INDX Exposure
0.00014506745270092292
UUP.US Exposure
0.011370456747709756
TIP.US Exposure
0.005493147987236958
Idiosyncratic Exposure
0.05011431164135203
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
25.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
116.5%

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 →2.12%
Market Cap$3.3B
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
$43
Avg Yield on Cost
0.43%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$42.840.43%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 →
+8.7%
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 →
+46.8%
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 →
3.6% 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.US) has an annualized volatility of 116.5% and experienced a maximum drawdown of 96.0% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BTE.US has generated a Compound Annual Growth Rate (CAGR) of -0.7%. 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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