Abivax SA

10-Year Study

ABVX.PA · Healthcare · FR · Common Stock

Executive Summary: Abivax SA has compounded at 37.9% annually over the last 10 years, with a maximum drawdown of 84.7% and an annualized volatility of 167.8%.

1Y CAGR
+2456.4%
3Y CAGR
+81.4%
5Y CAGR
+29.9%
10Y CAGR
+37.9%

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 →
84.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.91
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
8.86
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
335.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +1681.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -78.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
43%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-21.38.2-8.810.3————————-14.3%
2025-10.714.9-17.112.7-18.525.8863.97.34.726.418.811.51681.1%
202423.04.85.810.1-14.8-7.2-5.73.8-11.2-5.1-17.5-15.0-31.2%
202312.0-4.85.5117.320.3-14.112.3-0.1-14.3-40.93.47.258.9%
2022-17.7-12.619.7-22.7-7.7-40.4-20.2-4.4-0.4-9.40.0-14.2-78.4%
2021-9.6-4.8-39.228.323.43.71.74.3-5.9-1.7-16.417.7-17.0%
2020-10.6-30.521.78.311.11.5-3.8-8.95.6-3.325.347.652.5%
2019————-17.1-16.223.4-10.3-6.121.222.992.1106.9%

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 167.8%. The dominant macroeconomic risk driver is VTI.US, accounting for 47.3% of variance. Idiosyncratic stock-specific factors contribute 24.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-04-0110000
2019-05-018293.577981651375
2019-06-016954.128440366972
2019-07-018577.981651376147
2019-08-017697.247706422019
2019-09-017229.357798165137
2019-10-018761.467889908257
2019-11-0110770.642201834862
2019-12-0120688.073394495415
2020-01-0118486.238532110092
2020-02-0112844.036697247704
2020-03-0115633.027522935778
2020-04-0116935.77981651376
2020-05-0118807.339449541283
2020-06-0119082.568807339452
2020-07-0118348.623853211007
2020-08-0116715.596330275228
2020-09-0117651.37614678899
2020-10-0117064.22018348624
2020-11-0121376.146788990824
2020-12-0131559.633027522934
2021-01-0128532.110091743118
2021-02-0127155.963302752294
2021-03-0116513.761467889908
2021-04-0121192.660550458717
2021-05-0126146.788990825688
2021-06-0127110.091743119265
2021-07-0127568.80733944954
2021-08-0128761.467889908257
2021-09-0127064.22018348624
2021-10-0126605.504587155963
2021-11-0122247.706422018346
2021-12-0126192.660550458717
2022-01-0121559.633027522934
2022-02-0118853.211009174312
2022-03-0122568.807339449544
2022-04-0117449.54128440367
2022-05-0116110.091743119263
2022-06-019596.330275229358
2022-07-017660.550458715596
2022-08-017321.100917431192
2022-09-017293.577981651376
2022-10-016605.504587155963
2022-11-016605.504587155963
2022-12-015669.724770642201
2023-01-016348.623853211008
2023-02-016045.871559633027
2023-03-016376.146788990825
2023-04-0113853.21100917431
2023-05-0116660.550458715596
2023-06-0114311.926605504586
2023-07-0116073.394495412842
2023-08-0116055.045871559632
2023-09-0113761.467889908257
2023-10-018128.440366972476
2023-11-018403.669724770642
2023-12-019009.174311926605
2024-01-0111082.56880733945
2024-02-0111614.678899082568
2024-03-0112293.577981651375
2024-04-0113541.284403669724
2024-05-0111541.284403669724
2024-06-0110715.596330275228
2024-07-0110110.091743119265
2024-08-0110495.412844036695
2024-09-019321.100917431191
2024-10-018844.036697247708
2024-11-017293.577981651376
2024-12-016201.834862385321
2025-01-015541.284403669725
2025-02-016366.97247706422
2025-03-015275.2293577981645
2025-04-015944.954128440368
2025-05-014844.036697247707
2025-06-016091.743119266054
2025-07-0158715.59633027522
2025-08-0163027.522935779816
2025-09-0165963.30275229359
2025-10-0183394.49541284404
2025-11-0199082.56880733944
2025-12-01110458.71559633028
2026-01-0186972.47706422019
2026-02-0194128.44036697247
2026-03-0185871.55963302753
2026-04-0194678.89908256881
Annual Return Matrix
YearAnnual Return
20200.5254988913525498
2021-0.1700581395348837
2022-0.78353765323993
20230.5889967637540454
2024-0.3116089613034624
202516.810650887573967
2026-0.1428571428571429
Total Factor Risk
1.6778773627847954
VTI.US Exposure
0.47252621303241116
VEA.US Exposure
0.05338834707394847
VWO.US Exposure
-0.0002727672941470156
QQQ.US Exposure
-0.0012505248058559642
VTV.US Exposure
0.0229408909691037
IJR.US Exposure
0.0040604430077532784
QUAL.US Exposure
-0.0005424588105229895
SHV.US Exposure
0.1407987177743956
TLT.US Exposure
-0.0005412673991267683
LQD.US Exposure
0.007609720223892529
HYG.US Exposure
-0.002085108723384059
GLD.US Exposure
0.000034134601526118496
USO.US Exposure
0.0010957636332272437
VNQ.US Exposure
-0.0014078679090055958
BTC-USD.CC Exposure
-0.00010918488216342525
CPER.US Exposure
0.03181100613586511
VIX.INDX Exposure
-0.0017506223914507241
UUP.US Exposure
0.011417275489737694
TIP.US Exposure
0.022290541035627935
Idiosyncratic Exposure
0.23998674923816757
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
167.8%

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$8.0B
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 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 →
+1.3%
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 →
+22.6%
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 →
15.7% 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 →
-0.10
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Abivax SA a high-risk investment?

Abivax SA (ABVX.PA) has an annualized volatility of 167.8% and experienced a maximum drawdown of 84.7% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of ABVX.PA?

Over the past 10 years, ABVX.PA has generated a Compound Annual Growth Rate (CAGR) of 37.9%. It has had a positive return in 43% 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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