Genmab

10-Year Study

0MGB.LSE · · GB · Common Stock

Executive Summary: Genmab has compounded at 4.1% annually over the last 10 years, with a maximum drawdown of 59.8% and an annualized volatility of 67.2%.

1Y CAGR
+32.4%
3Y CAGR
-13.2%
5Y CAGR
-6.3%
10Y CAGR
+4.1%

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 →
59.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.25
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.44
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
31.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +62.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -30.4%
% 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.
20260.2-9.2-9.17.2————————-11.4%
2025-4.613.0-16.62.70.7-5.39.510.919.3-3.310.6-0.535.9%
2024-10.20.28.1-4.8-2.9-8.611.2-4.4-13.5-5.5-0.3-2.2-30.4%
2023-9.5-0.7-2.57.4-2.0-5.07.9-5.2-4.7-20.98.6-0.9-27.3%
2022-15.4-1.512.62.3-15.57.314.11.3-7.618.912.7-9.912.1%
20211.2-14.90.19.58.13.810.27.6-7.71.4-10.73.28.6%
20204.6-2.3-9.118.326.07.2-2.47.7-0.3-7.311.41.162.5%
2019-10.519.62.1-4.68.60.63.211.20.44.58.7-5.840.5%
20186.213.04.2-3.5-23.52.611.41.5-9.4-10.411.15.62.1%
201712.94.3-3.52.12.90.1—4.0-4.7-7.2-5.9-14.5-11.5%
2016———6.625.5-0.51.0-11.74.8-0.58.8-3.530.0%

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 67.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 83.3% of variance. Idiosyncratic stock-specific factors contribute 11.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110664.0365367065
2016-05-0113379.283051006889
2016-06-0113307.432373666068
2016-07-0113438.735747168932
2016-08-0111871.227631698637
2016-09-0112439.418577892839
2016-10-0112379.33434917745
2016-11-0113471.20981583292
2016-12-0112996.275176682313
2017-01-0114674.235011876688
2017-02-0115308.925227986021
2017-03-0114780.664866392643
2017-04-0115086.027475211517
2017-05-0115518.782387509926
2017-06-0115528.355091476385
2017-08-0116153.937943395407
2017-09-0115401.383809699078
2017-10-0114292.578838806636
2017-11-0113455.133434518882
2017-12-0111500.540181923478
2018-01-0112215.446111825802
2018-02-0113802.310146080128
2018-03-0114378.445107024272
2018-04-0113871.557136578223
2018-05-0110614.178703547872
2018-06-0110888.791216778203
2018-07-0112132.072735266098
2018-08-0112310.574857492464
2018-09-0111157.075109052932
2018-10-019998.157476076827
2018-11-0111112.757035134151
2018-12-0111738.749829236924
2019-01-0110502.275566902952
2019-02-0112564.838727082986
2019-03-0112827.312519866962
2019-04-0112242.867920063047
2019-05-0113295.42217563408
2019-06-0113372.978804991944
2019-07-0113799.540266460204
2019-08-0115339.593335137817
2019-09-0115406.070446015989
2019-10-0116104.080110236779
2019-11-0117505.639197918204
2019-12-0116497.40301626595
2020-01-0117256.350032125065
2020-02-0116863.02712609589
2020-03-0115334.05357589797
2020-04-0118142.71151050067
2020-05-0122857.04662361092
2020-06-0124496.81535860579
2020-07-0123920.680397661647
2020-08-0125759.88046529103
2020-09-0125679.553956313237
2020-10-0123812.112196079113
2020-11-0126524.367240389987
2020-12-0126812.43472086206
2021-01-0127144.82027525291
2021-02-0123089.716511684517
2021-03-0123122.955067123603
2021-04-0125319.270174390516
2021-05-0127377.490163326507
2021-06-0128430.044418897538
2021-07-0131332.878260577647
2021-08-0133714.974733712086
2021-09-0131117.702932183493
2021-10-0131562.191054551895
2021-11-0128198.504641708867
2021-12-0129114.592468165498
2022-01-0124635.91871311836
2022-02-0124263.103995795103
2022-03-0127311.50055126144
2022-04-0127927.499619695525
2022-05-0123593.83460251064
2022-06-0125318.00710928383
2022-07-0128884.30467656504
2022-08-0129249.928786394972
2022-09-0127020.58563454009
2022-10-0132130.31552363522
2022-11-0136218.94591012317
2022-12-0132629.181922701966
2023-01-0129537.298257202823
2023-02-0129338.564934232534
2023-03-0128595.738617761377
2023-04-0130701.877524122046
2023-05-0130081.945226627675
2023-06-0128585.15767761327
2023-07-0130855.738797249578
2023-08-0129249.928786394972
2023-09-0127873.74179603205
2023-10-0122048.24177459318
2023-11-0123938.075241674767
2023-12-0123733.447614873283
2024-01-0121305.91403645361
2024-02-0121352.713922511844
2024-03-0123089.716511684517
2024-04-0121987.304422954858
2024-05-0121355.77186961224
2024-06-0119512.350505442093
2024-07-0121703.192330580037
2024-08-0120757.477871708707
2024-09-0117948.819937106007
2024-10-0116957.513259690728
2024-11-0116907.345200014668
2024-12-0116527.02964868066
2025-01-0115764.891731499392
2025-02-0117821.405474589512
2025-03-0114867.506132236493
2025-04-0115273.11622425965
2025-05-0115386.681288676522
2025-06-0114575.250593779094
2025-07-0115960.046370000742
2025-08-0117696.760891692946
2025-09-0121106.050602598392
2025-10-0120405.703159978388
2025-11-0122571.74902275877
2025-12-0122455.414078721977
2026-01-0122494.19239340091
2026-02-0120425.092317317853
2026-03-0118558.193453489235
2026-04-0119898.81518953234
Annual Return Matrix
YearAnnual Return
2017-0.11508951406649615
20180.02071290944123305
20190.4053798961774422
20200.6252518468770987
20210.08586157024793373
20220.12071573587641304
2023-0.2726312393887945
2024-0.3036397443444544
20250.3587084041151083
2026-0.11385222647095106
Total Factor Risk
0.671501404074267
VTI.US Exposure
-0.007740283197983673
VEA.US Exposure
0.020223923707669834
VWO.US Exposure
-0.00048048549712878226
QQQ.US Exposure
-0.008792287787836783
VTV.US Exposure
-0.008476655683353311
IJR.US Exposure
-0.0013234614279431314
QUAL.US Exposure
0.034213144146215416
SHV.US Exposure
0.8326961406712969
TLT.US Exposure
-0.0020531333706026843
LQD.US Exposure
0.005997319560020549
HYG.US Exposure
0.0013475128286251344
GLD.US Exposure
0.0007830872924358464
USO.US Exposure
0.0017199875017122291
VNQ.US Exposure
0.01826222024662734
BTC-USD.CC Exposure
0.0011632295739831826
CPER.US Exposure
-0.0017344322524251764
VIX.INDX Exposure
0.0017160947292380279
UUP.US Exposure
-0.0009044217903132191
TIP.US Exposure
-0.0002615159476568475
Idiosyncratic Exposure
0.11364401669741916
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
67.2%

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$147.9B
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 →
-2.9%
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 →
-0.5%
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 →
20.1% 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 →
0.75
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Genmab a high-risk investment?

Genmab (0MGB.LSE) has an annualized volatility of 67.2% and experienced a maximum drawdown of 59.8% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of 0MGB.LSE?

Over the past 10 years, 0MGB.LSE has generated a Compound Annual Growth Rate (CAGR) of 4.1%. 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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