Abivax SA American Depositary Shares

10-Year Study

ABVX.US · Healthcare · US · Common Stock

Executive Summary: Abivax SA American Depositary Shares has compounded at -32.5% annually over the last 10 years, with a maximum drawdown of 99.8% and an annualized volatility of 345.5%.

1Y CAGR
+2570.4%
3Y CAGR
-68.4%
5Y CAGR
-46.1%
10Y CAGR
-32.5%

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 →
99.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.71
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
4.07
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
321.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +1742.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -99.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
57%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-17.69.1-8.210.0————————-9.2%
2025-18.428.6-18.613.9-15.427.1838.212.94.820.621.98.01742.3%
202423.23.25.14.9-6.7-5.6-10.77.6-9.4-10.4-17.3-14.2-31.6%
20231.1-4.8-5.111.911.2-2.5-6.00.23.3-99.710.35.4-99.7%
20222.1-2.1-5.17.05.70.510.79.39.34.9-9.5-7.425.4%
20218.4-9.04.2-7.010.5-0.2-5.36.54.1-10.9-4.69.33.0%
2020-9.9-18.2-20.512.312.510.812.61.45.3-5.321.5-0.113.3%
2019————-2.1-4.1-14.0-0.59.326.91.5-1.611.4%

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 345.5%. The dominant macroeconomic risk driver is VTI.US, accounting for 27.9% of variance. Idiosyncratic stock-specific factors contribute 36.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-04-0110000
2019-05-019793.528272323152
2019-06-019396.365875996848
2019-07-018085.331069717867
2019-08-018041.017605779879
2019-09-018786.21853888302
2019-10-0111146.772273688981
2019-11-0111316.558751352266
2019-12-0111135.470365039906
2020-01-0110034.573960550544
2020-02-018211.100863854379
2020-03-016528.047025334836
2020-04-017331.623069730632
2020-05-018249.075353503764
2020-06-019139.287024951893
2020-07-0110287.984861007842
2020-08-0110428.206265576982
2020-09-0110980.524184412328
2020-10-0110396.303328727385
2020-11-0112634.728414011865
2020-12-0112616.035715767337
2021-01-0113679.793721658269
2021-02-0112455.028832376509
2021-03-0112980.175706768188
2021-04-0112071.446852372486
2021-05-0113340.077801144358
2021-06-0113315.154628976617
2021-07-0112612.794746029365
2021-08-0113438.68803911119
2021-09-0113995.192795575736
2021-10-0112463.357831013873
2021-11-0111889.79681710987
2021-12-0113000.554628338381
2022-01-0113269.403216078477
2022-02-0112990.021157571253
2022-03-0112324.668834546517
2022-04-0113193.413389583326
2022-05-0113947.794730073429
2022-06-0114016.01082450704
2022-07-0115516.247929717292
2022-08-0116959.069194512434
2022-09-0118538.718355389756
2022-10-0119441.772002438065
2022-11-0117594.009503355534
2022-12-0116297.621608166886
2023-01-0116477.374801747494
2023-02-0115682.374753879687
2023-03-0114889.394089283036
2023-04-0116667.981861291857
2023-05-0118540.4849966333
2023-06-0118076.71486423094
2023-07-0116993.152350468947
2023-08-0117033.181326448877
2023-09-0117596.51139413396
2023-10-0148.10165845999687
2023-11-0153.06867754010525
2023-12-0155.94432016543114
2024-01-0168.91085418508247
2024-02-0171.10679946260407
2024-03-0174.7667082584734
2024-04-0178.42661705434273
2024-05-0173.19817591738655
2024-06-0169.11999183056072
2024-07-0161.74788982745251
2024-08-0166.45348685071308
2024-09-0160.23164189773521
2024-10-0153.95751253338779
2024-11-0144.59860289823623
2024-12-0138.27218912251925
2025-01-0131.213793587628402
2025-02-0140.15442793182347
2025-03-0132.67775710597614
2025-04-0137.22650089512801
2025-05-0131.475215644476215
2025-06-0139.99757469771479
2025-07-01375.2452203993451
2025-08-01423.66058532755943
2025-09-01443.89465252757986
2025-10-01535.4969412470522
2025-11-01652.6663071262402
2025-12-01705.0814295242258
2026-01-01581.1412323726796
2026-02-01634.1053410900457
2026-03-01582.1869206000708
2026-04-01640.3271860430236
Annual Return Matrix
YearAnnual Return
20200.1329593903258639
20210.03047858465480391
20220.2536097169763525
2023-0.9965673322457433
2024-0.3158878504672896
202517.422814207650273
2026-0.091839383041044
Total Factor Risk
3.4553635553827813
VTI.US Exposure
0.27898477384114084
VEA.US Exposure
0.06569617371012462
VWO.US Exposure
-0.004296200699800519
QQQ.US Exposure
-0.0002971116332686803
VTV.US Exposure
-0.002951927566423367
IJR.US Exposure
-0.005015853209712346
QUAL.US Exposure
0.10921172390816333
SHV.US Exposure
0.0818720234871943
TLT.US Exposure
0.07943405198853246
LQD.US Exposure
-0.005472821019249943
HYG.US Exposure
0.0014174051037589867
GLD.US Exposure
0.03247599809400844
USO.US Exposure
-0.00003380080789289871
VNQ.US Exposure
-0.00599712468950822
BTC-USD.CC Exposure
0.006527263772702766
CPER.US Exposure
0.0007826510997582531
VIX.INDX Exposure
-0.004052508314284741
UUP.US Exposure
0.009830979379238321
TIP.US Exposure
-0.00021729327986852245
Idiosyncratic Exposure
0.36210159683538695
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
345.5%

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$9.4B
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 →
-55.7%
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 →
-55.8%
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 →
98.5% 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 →
-0.10
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Abivax SA American Depositary Shares a high-risk investment?

Abivax SA American Depositary Shares (ABVX.US) has an annualized volatility of 345.5% and experienced a maximum drawdown of 99.8% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, ABVX.US has generated a Compound Annual Growth Rate (CAGR) of -32.5%. It has had a positive return in 57% 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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