Abcellera Biologics Inc

10-Year Study

ABCL.US · Healthcare · US · Common Stock

Executive Summary: Abcellera Biologics Inc has compounded at -35.7% annually over the last 10 years, with a maximum drawdown of 96.2% and an annualized volatility of 84.4%.

1Y CAGR
+100.9%
3Y CAGR
-18.5%
5Y CAGR
-32.7%
10Y CAGR
-35.7%

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 →
96.2%
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 →
-0.72
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
66.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +16.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · -64.5%
% 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.
20265.8-0.3-3.39.7————————12.0%
20258.2-18.5-13.717.0-22.669.830.3-6.520.310.3-32.8-8.316.7%
2024-10.5-1.2-10.3-16.63.7-24.510.1-21.51.65.010.3-2.7-48.7%
20233.9-20.2-10.2-10.12.8-7.319.7-29.5-15.6-10.714.621.2-43.6%
2022-37.1-3.111.9-21.3-0.739.8-5.76.4-7.419.68.8-21.3-29.2%
202131.3-28.6-9.9-21.50.7-18.0-31.010.619.4-21.6-4.8-4.4-64.5%

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 84.4%. The dominant macroeconomic risk driver is VTI.US, accounting for 24.4% of variance. Idiosyncratic stock-specific factors contribute 28.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-12-0110000
2021-01-0113128.72763419483
2021-02-019371.27236580517
2021-03-018439.363817097415
2021-04-016622.763419483101
2021-05-016667.495029821073
2021-06-015467.196819085487
2021-07-013769.880715705765
2021-08-014169.980119284294
2021-09-014980.119284294235
2021-10-013904.075546719682
2021-11-013717.6938369781315
2021-12-013553.677932405567
2022-01-012234.0954274353876
2022-02-012164.5129224652087
2022-03-012422.962226640159
2022-04-011906.0636182902583
2022-05-011893.6381709741552
2022-06-012646.6202783300196
2022-07-012495.029821073558
2022-08-012654.075546719682
2022-09-012457.7534791252488
2022-10-012939.8608349900596
2022-11-013198.31013916501
2022-12-012517.3956262425445
2023-01-012616.799204771372
2023-02-012087.475149105368
2023-03-011873.7574552683898
2023-04-011684.890656063618
2023-05-011732.1073558648109
2023-06-011605.3677932405567
2023-07-011920.9741550695824
2023-08-011354.3737574552683
2023-09-011143.1411530815108
2023-10-011021.3717693836978
2023-11-011170.4771371769384
2023-12-011418.9860834990059
2024-01-011269.8807157057654
2024-02-011254.9701789264411
2024-03-011125.745526838966
2024-04-01939.3638170974154
2024-05-01974.1550695825049
2024-06-01735.58648111332
2024-07-01810.1391650099403
2024-08-01636.1829025844929
2024-09-01646.1232604373756
2024-10-01678.4294234592445
2024-11-01748.0119284294234
2024-12-01728.131212723658
2025-01-01787.7733598409542
2025-02-01642.3956262425447
2025-03-01554.1749502982108
2025-04-01648.6083499005964
2025-05-01501.9880715705765
2025-06-01852.385685884692
2025-07-011110.834990059642
2025-08-011038.7673956262424
2025-09-011250
2025-10-011379.224652087475
2025-11-01926.9383697813121
2025-12-01849.900596421471
2026-01-01899.6023856858847
2026-02-01897.117296222664
2026-03-01867.2962226640159
2026-04-01951.7892644135188
Annual Return Matrix
YearAnnual Return
2021-0.6446322067594433
2022-0.2916083916083916
2023-0.43632773938795666
2024-0.4868651488616462
20250.1672354948805459
20260.11988304093567259
Total Factor Risk
0.843573071607051
VTI.US Exposure
0.24442871879227146
VEA.US Exposure
-0.002135661806505087
VWO.US Exposure
-0.018320045441204587
QQQ.US Exposure
-0.029836905504641187
VTV.US Exposure
-0.020419732681858645
IJR.US Exposure
0.04995492730787965
QUAL.US Exposure
-0.02439483757291106
SHV.US Exposure
0.07058401695458102
TLT.US Exposure
-0.004234906148289162
LQD.US Exposure
0.22077227932296992
HYG.US Exposure
0.021243451434856703
GLD.US Exposure
0.01605428230181606
USO.US Exposure
0.0011681163580414395
VNQ.US Exposure
-0.001994205220276094
BTC-USD.CC Exposure
-0.001017292482004065
CPER.US Exposure
-0.0015466299396138944
VIX.INDX Exposure
-0.007310617156308887
UUP.US Exposure
0.011315756081352612
TIP.US Exposure
0.19223881196756462
Idiosyncratic Exposure
0.2834504734322792
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
84.4%

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$1.1B
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 →
+12.6%
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 →
-7.3%
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 →
37.9% 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 →
0.85
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Abcellera Biologics Inc a high-risk investment?

Abcellera Biologics Inc (ABCL.US) has an annualized volatility of 84.4% and experienced a maximum drawdown of 96.2% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, ABCL.US has generated a Compound Annual Growth Rate (CAGR) of -35.7%. 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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