Arbutus Biopharma Corp

10-Year Study

ABUS.US · Healthcare · US · Common Stock

Executive Summary: Arbutus Biopharma Corp has compounded at 1.2% annually over the last 10 years, with a maximum drawdown of 90.9% and an annualized volatility of 63.4%.

1Y CAGR
+43.5%
3Y CAGR
+24.1%
5Y CAGR
+10.8%
10Y CAGR
+1.2%

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 →
90.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.37
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.71
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
77.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +106.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -40.1%
% 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.
2026-14.112.8-3.44.0————————-2.7%
20251.83.61.21.7-5.4-8.06.113.122.44.2-6.89.147.1%
2024-5.218.1-7.95.823.1-8.022.02.7-0.5-0.1-10.0-5.530.8%
202329.2-7.69.0-17.2-0.8-7.6-5.7-6.50.0-9.912.022.07.3%
2022-27.813.9-6.9-21.84.311.5-14.8-3.9-14.022.50.4-0.9-40.1%
20216.5-0.8-11.24.2-18.47.1-11.227.525.1-6.1-20.621.69.6%
2020-6.111.9-65.414.987.1-16.1109.3-23.67.6-9.960.6-21.627.7%
2019-3.719.0-18.5-24.9-32.314.3-14.4-23.011.3-6.917.666.5-27.4%
20181.06.9-8.314.02.624.852.1-18.03.8-55.12.8-12.2-24.2%
20178.20.921.54.60.05.9-4.221.747.6-8.90.0-10.6106.1%
2016———19.9-16.4-15.917.5-6.8-9.7-8.4-15.9-7.5-40.7%

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 63.4%. The dominant macroeconomic risk driver is VTI.US, accounting for 52.2% of variance. Idiosyncratic stock-specific factors contribute 31.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111985.472154963682
2016-05-0110024.213075060534
2016-06-018426.150121065375
2016-07-019903.14769975787
2016-08-019225.181598062954
2016-09-018329.297820823245
2016-10-017627.118644067797
2016-11-016416.464891041162
2016-12-015932.203389830509
2017-01-016416.464891041162
2017-02-016476.997578692494
2017-03-017869.249394673124
2017-04-018232.445520581114
2017-05-018232.445520581114
2017-06-018716.707021791768
2017-07-018353.510895883777
2017-08-0110169.491525423731
2017-09-0115012.106537530268
2017-10-0113680.38740920097
2017-11-0113680.38740920097
2017-12-0112227.602905569007
2018-01-0112348.66828087167
2018-02-0113196.125907990316
2018-03-0112106.537530266343
2018-04-0113801.452784503632
2018-05-0114164.64891041162
2018-06-0117675.544794188863
2018-07-0126876.513317191286
2018-08-0122033.898305084746
2018-09-0122881.355932203387
2018-10-0110266.343825665861
2018-11-0110556.900726392254
2018-12-019273.60774818402
2019-01-018934.624697336561
2019-02-0110629.53995157385
2019-03-018668.280871670702
2019-04-016513.317191283293
2019-05-014406.77966101695
2019-06-015036.3196125908
2019-07-014309.927360774818
2019-08-013317.1912832929784
2019-09-013692.4939467312347
2019-10-013438.2566585956415
2019-11-014043.583535108959
2019-12-016731.2348668280865
2020-01-016319.612590799031
2020-02-017070.217917675545
2020-03-012445.5205811138017
2020-04-012808.7167070217915
2020-05-015254.237288135594
2020-06-014406.77966101695
2020-07-019225.181598062954
2020-08-017046.004842615012
2020-09-017578.692493946732
2020-10-016828.087167070218
2020-11-0110968.523002421309
2020-12-018595.641646489104
2021-01-019152.542372881357
2021-02-019079.903147699759
2021-03-018062.953995157386
2021-04-018401.937046004843
2021-05-016852.300242130751
2021-06-017336.5617433414045
2021-07-016513.317191283293
2021-08-018305.084745762711
2021-09-0110387.409200968523
2021-10-019757.869249394675
2021-11-017748.184019370461
2021-12-019418.886198547216
2022-01-016803.874092009685
2022-02-017748.184019370461
2022-03-017215.496368038741
2022-04-015641.646489104116
2022-05-015883.777239709443
2022-06-016561.743341404358
2022-07-015593.220338983051
2022-08-015375.302663438258
2022-09-014624.697336561743
2022-10-015665.859564164649
2022-11-015690.072639225182
2022-12-015641.646489104116
2023-01-017288.135593220339
2023-02-016731.2348668280865
2023-03-017336.5617433414045
2023-04-016077.481840193705
2023-05-016029.05569007264
2023-06-015569.007263922517
2023-07-015254.237288135594
2023-08-014915.254237288135
2023-09-014915.254237288135
2023-10-014430.992736077482
2023-11-014963.6803874092
2023-12-016053.268765133172
2024-01-015738.498789346247
2024-02-016779.661016949152
2024-03-016246.973365617434
2024-04-016610.169491525424
2024-05-018135.593220338982
2024-06-017481.840193704601
2024-07-019128.329297820823
2024-08-019370.46004842615
2024-09-019322.033898305086
2024-10-019309.927360774818
2024-11-018377.72397094431
2024-12-017917.67554479419
2025-01-018062.953995157386
2025-02-018353.510895883777
2025-03-018450.363196125909
2025-04-018595.641646489104
2025-05-018135.593220338982
2025-06-017481.840193704601
2025-07-017941.888619854722
2025-08-018983.050847457627
2025-09-0110992.73607748184
2025-10-0111452.784503631963
2025-11-0110677.966101694916
2025-12-0111646.489104116223
2026-01-0110000
2026-02-0111283.292978208232
2026-03-0110895.88377723971
2026-04-0111331.719128329298
Annual Return Matrix
YearAnnual Return
20171.0612244897959182
2018-0.24158415841584158
2019-0.27415143603133163
20200.2769784172661871
20210.09577464788732404
2022-0.4010282776349614
20230.07296137339055786
20240.30800000000000005
20250.47094801223241567
2026-0.027027027027026973
Total Factor Risk
0.6338130435532183
VTI.US Exposure
0.5215616223511752
VEA.US Exposure
0.08040582854385432
VWO.US Exposure
-0.024508033452907776
QQQ.US Exposure
-0.058538867536651086
VTV.US Exposure
-0.020834935885921144
IJR.US Exposure
-0.009374063880943374
QUAL.US Exposure
-0.040320907224034835
SHV.US Exposure
0.13519039854175205
TLT.US Exposure
0.0027143099842432544
LQD.US Exposure
0.09102631584311287
HYG.US Exposure
-0.013476904056546097
GLD.US Exposure
-0.0019200113065305302
USO.US Exposure
-0.0019595057038175965
VNQ.US Exposure
0.02479889074347412
BTC-USD.CC Exposure
-0.0023522933162363493
CPER.US Exposure
0.0025107628608003626
VIX.INDX Exposure
-0.0007185373483302053
UUP.US Exposure
0.0038001278096759386
TIP.US Exposure
0.00019332409081780974
Idiosyncratic Exposure
0.31180247894301316
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
63.4%

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$875.7M
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 →
+7.1%
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 →
+11.7%
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 →
5.5% 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 →
0.74
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Arbutus Biopharma Corp a high-risk investment?

Arbutus Biopharma Corp (ABUS.US) has an annualized volatility of 63.4% and experienced a maximum drawdown of 90.9% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, ABUS.US has generated a Compound Annual Growth Rate (CAGR) of 1.2%. 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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