Moderna, Inc.

10-Year Study

0QF.XETRA · Healthcare · DE · Common Stock

Executive Summary: Moderna, Inc. has compounded at -17.5% annually over the last 10 years, with a maximum drawdown of 93.9% and an annualized volatility of 145.9%.

1Y CAGR
+95.0%
3Y CAGR
-28.0%
5Y CAGR
-26.9%
10Y CAGR
-17.5%

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 →
93.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.07
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.12
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
63.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +127.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -57.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
33%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202642.315.7-2.3-5.86.8———————61.9%
20253.3-24.9-12.9-5.1-6.01.214.9-23.64.210.9-6.920.5-30.5%
20245.3-7.412.96.428.7-17.20.3-37.8-14.1-17.2-16.7-7.7-57.5%
2023-2.0-19.87.8-14.8-1.1-5.4-4.5-0.8-9.0-26.52.024.3-45.8%
2022-32.5-7.215.4-13.2-0.1-0.717.8-15.7-7.223.67.7-0.2-23.7%
202146.7-8.0-16.540.6-0.933.349.35.56.2-11.41.8-28.1127.3%
2020———————————-22.7-22.7%

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 145.9%. The dominant macroeconomic risk driver is SHV.US, accounting for 72.6% of variance. Idiosyncratic stock-specific factors contribute 9.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-11-0110000
2020-12-017729.5546558704455
2021-01-0111336.032388663967
2021-02-0110429.149797570852
2021-03-018712.550607287449
2021-04-0112251.01214574899
2021-05-0112145.748987854251
2021-06-0116186.234817813765
2021-07-0124174.089068825913
2021-08-0125506.072874493926
2021-09-0127089.068825910934
2021-10-0123995.95141700405
2021-11-0124429.149797570848
2021-12-0117566.801619433198
2022-01-0111862.348178137652
2022-02-0111004.04858299595
2022-03-0112701.214574898788
2022-04-0111028.340080971659
2022-05-0111012.145748987854
2022-06-0110936.032388663967
2022-07-0112882.591093117408
2022-08-0110863.157894736842
2022-09-0110085.82995951417
2022-10-0112469.635627530364
2022-11-0113425.1012145749
2022-12-0113402.429149797572
2023-01-0113128.744939271253
2023-02-0110527.935222672064
2023-03-0111344.12955465587
2023-04-019666.396761133603
2023-05-019564.372469635628
2023-06-019052.631578947368
2023-07-018646.153846153848
2023-08-018576.518218623482
2023-09-017801.61943319838
2023-10-015735.222672064777
2023-11-015847.773279352226
2023-12-017268.825910931174
2024-01-017655.06072874494
2024-02-017085.829959514171
2024-03-017999.999999999999
2024-04-018511.74089068826
2024-05-0110953.846153846154
2024-06-019067.206477732794
2024-07-019094.736842105262
2024-08-015655.060728744939
2024-09-014859.109311740891
2024-10-014021.052631578947
2024-11-013348.987854251012
2024-12-013091.093117408907
2025-01-013193.522267206478
2025-02-012398.7854251012145
2025-03-012089.0688259109315
2025-04-011982.9959514170039
2025-05-011863.9676113360324
2025-06-011887.0445344129555
2025-07-012167.611336032389
2025-08-011655.0607287449393
2025-09-011725.1012145748987
2025-10-011912.5506072874496
2025-11-011781.3765182186235
2025-12-012147.368421052631
2026-01-013056.275303643725
2026-02-013534.817813765182
2026-03-013454.2510121457485
2026-04-013255.0607287449398
2026-05-013476.1133603238864
Annual Return Matrix
YearAnnual Return
20211.2726796564005864
2022-0.23705923023738185
2023-0.457648622522958
2024-0.5747465745794809
2025-0.30530451866404706
20260.6187782805429864
Total Factor Risk
1.4592935434826495
VTI.US Exposure
-0.001246148462951472
VEA.US Exposure
0.03180647982214778
VWO.US Exposure
-0.002423011710827836
QQQ.US Exposure
0.01947908893984623
VTV.US Exposure
-0.003294399655830119
IJR.US Exposure
0.01721122150994059
QUAL.US Exposure
0.029831315052991282
SHV.US Exposure
0.7264735723365549
TLT.US Exposure
-0.0010904713056370948
LQD.US Exposure
0.053962775808825636
HYG.US Exposure
-0.0009027741916800033
GLD.US Exposure
-0.0007551501102071311
USO.US Exposure
0.00019038035586495307
VNQ.US Exposure
0.0008349883178060524
BTC-USD.CC Exposure
-0.00013570382831178566
CPER.US Exposure
0.014981452583631703
VIX.INDX Exposure
-0.002939534290830285
UUP.US Exposure
0.0023344725909729036
TIP.US Exposure
0.01941005700519963
Idiosyncratic Exposure
0.09627138923249409
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
145.9%

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
Forward P/EForward P/E RatioA valuation metric that compares the current stock price to estimated future earnings per share.Click for full definition →No estimate availableN/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%
Squeeze RiskShort Squeeze RiskA situation where a sharp rise in the price of a stock forces short sellers to buy shares to cover their positions, further driving up the price.Click for full definition →Low
Market Cap$18.0B
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: distance from 50/200-Day SMA, 52-Week High proximity, Golden Cross trend signal, RSI momentum gauge, Fibonacci retracement levels, and Beta (market sensitivity).

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 →
-3.2%
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 →
+37.9%
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 →
12.8% 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 →
1.35
Market sensitivity coefficient
Trend SignalGolden Cross & Death CrossTechnical chart patterns that occur when a short-term moving average crosses over a long-term moving average.Click for full definition →
✦ Golden Cross
Bullish — 50 SMA above 200 SMA
RSI (14-Day)Relative Strength Index (RSI)A momentum oscillator that measures the speed and change of price movements to identify overbought or oversold conditions.Click for full definition →
41
OversoldNeutralOverbought
Neutral
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement+12.7%
50.0% retracement+23.9%
61.8% retracement+37.6%
% distance of current price from each 52-week Fibonacci support level.

Frequently Asked Questions & Methodology

Is Moderna, Inc. a high-risk investment?

Moderna, Inc. (0QF.XETRA) has an annualized volatility of 145.9% and experienced a maximum drawdown of 93.9% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of 0QF.XETRA?

Over the past 10 years, 0QF.XETRA has generated a Compound Annual Growth Rate (CAGR) of -17.5%. It has had a positive return in 33% 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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