STKD Bitcoin & Gold ETF

10-Year Study

BTGD.US · · US · ETF

Executive Summary: STKD Bitcoin & Gold ETF has compounded at 31.1% annually over the last 10 years, with a maximum drawdown of 34.2% and an annualized volatility of 53.9%.

1Y CAGR
-9.1%
3Y CAGR
+31.1%
5Y CAGR
+31.1%
10Y CAGR
+31.1%

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 →
34.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.85
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.80
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
46.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +34.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -9.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20266.4-16.8-9.913.1————————-9.8%
202514.7-16.76.518.89.62.67.0-3.416.1-1.7-14.3-2.134.6%
2024——————————33.1-7.223.5%

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 53.9%. The dominant macroeconomic risk driver is BTC-USD.CC, accounting for 73.5% of variance. Idiosyncratic stock-specific factors contribute 0.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2024-10-0110000
2024-11-0113306.823850784873
2024-12-0112351.659102907486
2025-01-0114165.072384448848
2025-02-0111794.088159366873
2025-03-0112562.540260671198
2025-04-0114928.874832297655
2025-05-0116367.361370097886
2025-06-0116789.123685625305
2025-07-0117967.08432824616
2025-08-0117353.717543239356
2025-09-0120155.811824649943
2025-10-0119818.469779674233
2025-11-0116990.608668697663
2025-12-0116627.354492485483
2026-01-0117685.634992516967
2026-02-0114714.215831101339
2026-03-0113256.355737236461
2026-04-0114994.260584015849
Annual Return Matrix
YearAnnual Return
20250.3461636492680995
2026-0.09821730265074269
Total Factor Risk
0.539386206841922
VTI.US Exposure
-0.13997801767622575
VEA.US Exposure
-0.10880336158296754
VWO.US Exposure
0.08075030856675136
QQQ.US Exposure
0.0767814788629361
VTV.US Exposure
0.14233831822111423
IJR.US Exposure
-0.06999335133567754
QUAL.US Exposure
0.03422914516726171
SHV.US Exposure
0.014770373065158427
TLT.US Exposure
-0.02599896347014958
LQD.US Exposure
0.06348442185538679
HYG.US Exposure
-0.0013426774361554967
GLD.US Exposure
0.06313715680781896
USO.US Exposure
0.00039022221100463804
VNQ.US Exposure
0.09117571689499583
BTC-USD.CC Exposure
0.7345105022008431
CPER.US Exposure
-0.00475870545388064
VIX.INDX Exposure
0.03657994732522505
UUP.US Exposure
0.013387820821679674
TIP.US Exposure
-0.0011133036216724639
Idiosyncratic Exposure
0.00045296857655315796
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
53.9%

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$0
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 →
+4.3%
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 →
-14.2%
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 →
33.9% 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 →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is STKD Bitcoin & Gold ETF a high-risk investment?

STKD Bitcoin & Gold ETF (BTGD.US) has an annualized volatility of 53.9% and experienced a maximum drawdown of 34.2% over the last 10 years. Its primary macro risk driver is BTC-USD.CC.

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

Over the past 10 years, BTGD.US has generated a Compound Annual Growth Rate (CAGR) of 31.1%. It has had a positive return in 50% 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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