Franklin Bitcoin ETF

10-Year Study

EZBC.US · · US · ETF

Executive Summary: Franklin Bitcoin ETF has compounded at 28.8% annually over the last 10 years, with a maximum drawdown of 43.9% and an annualized volatility of 53.3%.

1Y CAGR
-30.1%
3Y CAGR
+28.8%
5Y CAGR
+28.8%
10Y CAGR
+28.8%

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 →
43.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.77
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.77
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
54.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +-6.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -13.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
0%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-4.2-21.73.311.2————————-13.9%
20258.7-17.2-2.014.211.13.18.3-7.35.7-4.1-17.4-3.6-6.6%
2024—46.014.3-16.714.1-11.18.6-10.18.310.039.0-3.9119.4%

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 53.3%. The dominant macroeconomic risk driver is BTC-USD.CC, accounting for 80.6% of variance. Idiosyncratic stock-specific factors contribute 0.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2024-01-0110000
2024-02-0114598.865478119935
2024-03-0116689.62722852512
2024-04-0113910.048622366288
2024-05-0115871.150729335495
2024-06-0114108.589951377635
2024-07-0115328.200972447326
2024-08-0113780.388978930307
2024-09-0114918.962722852513
2024-10-0116418.15235008104
2024-11-0122820.097244732577
2024-12-0121940.842787682337
2025-01-0123857.37439222042
2025-02-0119752.836304700162
2025-03-0119351.701782820095
2025-04-0122094.813614262563
2025-05-0124542.139384116694
2025-06-0125291.734197730955
2025-07-0127398.70340356564
2025-08-0125384.927066450568
2025-09-0126827.390599675848
2025-10-0125729.33549432739
2025-11-0121260.129659643433
2025-12-0120502.431118314424
2026-01-0119639.38411669368
2026-02-0115372.771474878444
2026-03-0115879.254457050243
2026-04-0117662.074554294977
Annual Return Matrix
YearAnnual Return
2025-0.06555863342566937
2026-0.1385375494071146
Total Factor Risk
0.5329281456680398
VTI.US Exposure
-0.08786000347351294
VEA.US Exposure
-0.012621570458064904
VWO.US Exposure
0.012150641573784695
QQQ.US Exposure
0.050708379111614875
VTV.US Exposure
0.08112860647065909
IJR.US Exposure
-0.015488842164030866
QUAL.US Exposure
-0.0388884640684867
SHV.US Exposure
0.006295354737484842
TLT.US Exposure
-0.01268085031156451
LQD.US Exposure
0.14029746397931767
HYG.US Exposure
-0.014227371551795914
GLD.US Exposure
0.003054627808122421
USO.US Exposure
0.00046134972376192453
VNQ.US Exposure
0.000874326702642337
BTC-USD.CC Exposure
0.8062152570958478
CPER.US Exposure
0.0020323744386806456
VIX.INDX Exposure
0.01886453356889071
UUP.US Exposure
0.0006652994301485498
TIP.US Exposure
0.04953993605201503
Idiosyncratic Exposure
0.009478951334485295
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
53.3%

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 →
+8.4%
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 →
-21.5%
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 →
40.0% 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 →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Franklin Bitcoin ETF a high-risk investment?

Franklin Bitcoin ETF (EZBC.US) has an annualized volatility of 53.3% and experienced a maximum drawdown of 43.9% over the last 10 years. Its primary macro risk driver is BTC-USD.CC.

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

Over the past 10 years, EZBC.US has generated a Compound Annual Growth Rate (CAGR) of 28.8%. It has had a positive return in 0% 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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