Arcellx Inc

10-Year Study

ACLX.US · Healthcare · US · Common Stock

Executive Summary: Arcellx Inc has compounded at 38.8% annually over the last 10 years, with a maximum drawdown of 42.9% and an annualized volatility of 57.0%.

1Y CAGR
+96.1%
3Y CAGR
+38.9%
5Y CAGR
+53.6%
10Y CAGR
+38.8%

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 →
42.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.96
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.72
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
58.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · +119.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -24.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
71%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20264.866.60.90.2————————76.5%
2025-11.2-4.91.2-1.0-4.46.18.4-2.818.39.9-19.4-10.3-15.0%
202411.46.45.7-28.14.06.112.011.221.50.94.5-12.938.2%
20237.8-16.210.038.53.4-28.48.34.60.1-1.849.05.779.1%
20222.432.2-26.8-22.010.849.314.7-13.34.525.1-15.155.4119.1%
20216.116.110.60.70.3-8.5-0.36.5-6.43.7-4.612.739.5%
2020-9.00.3-32.04.9-5.60.7-2.2-2.62.6-2.320.95.7-24.3%
2019—————5.6-2.3-6.210.43.90.80.412.3%

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 57.0%. The dominant macroeconomic risk driver is VTI.US, accounting for 9.2% of variance. Idiosyncratic stock-specific factors contribute 58.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-05-0110000
2019-06-0110562.983951529915
2019-07-0110316.679872190574
2019-08-019679.591979699426
2019-09-0110682.61896087188
2019-10-0111094.301835093342
2019-11-0111188.60191087183
2019-12-0111231.795489564545
2020-01-0110224.906012602452
2020-02-0110260.36020532164
2020-03-016977.327549559099
2020-04-017317.684600909022
2020-05-016909.964983236928
2020-06-016957.243371141542
2020-07-016806.777968387992
2020-08-016631.235931478845
2020-09-016806.777968387992
2020-10-016649.14575667652
2020-11-018039.163628116667
2020-12-018498.579113350097
2021-01-019015.9456301338
2021-02-0110466.747030036622
2021-03-0111579.97189574492
2021-04-0111660.210247721128
2021-05-0111694.494496063453
2021-06-0110694.93976265883
2021-07-0110658.187675391695
2021-08-0111349.132193958385
2021-09-0110627.931458372852
2021-10-0111020.736084539238
2021-11-0110516.761952225326
2021-12-0111856.610561582896
2022-01-0112136.687888268794
2022-02-0116049.545377048362
2022-03-0111756.250061975863
2022-04-019165.179256590314
2022-05-0110154.649661235928
2022-06-0115160.699081349758
2022-07-0117382.814820596268
2022-08-0115068.460314814998
2022-09-0115739.287707795076
2022-10-0119688.783983965284
2022-11-0116720.372770028443
2022-12-0125977.790793153516
2023-01-0128015.4289993305
2023-02-0123487.344096714976
2023-03-0125835.239972145246
2023-04-0135788.64141548715
2023-05-0137021.286750088046
2023-06-0126514.45270753758
2023-07-0128719.797761959584
2023-08-0130053.06720550749
2023-09-0130086.608575156493
2023-10-0129558.33200318468
2023-11-0144048.20369155436
2023-12-0146538.6503879929
2024-01-0151854.957477360025
2024-02-0155192.323757435894
2024-03-0158320.056477205515
2024-04-0141943.48274607937
2024-05-0143603.78054370506
2024-06-0146278.70477321312
2024-07-0151829.80145012326
2024-08-0157640.84374181319
2024-09-0170025.99448470787
2024-10-0170663.28050803895
2024-11-0173849.71062469431
2024-12-0164307.19095955271
2025-01-0157129.33785466587
2025-02-0154353.789516210796
2025-03-0155007.846224366374
2025-04-0154462.79896757007
2025-05-0152039.435010429544
2025-06-0155217.47978467265
2025-07-0159862.9594810597
2025-08-0158185.8909986095
2025-09-0168843.66120458048
2025-10-0175677.71527056502
2025-11-0160969.82467947682
2025-12-0154672.43252787634
2026-01-0157280.2740180864
2026-02-0195416.81130900382
2026-03-0196280.50157746566
2026-04-0196515.29116500869
Annual Return Matrix
YearAnnual Return
2020-0.24334634464755678
20210.3951285742528179
20221.190996377778085
20230.7914783731439639
20240.3818018018018017
2025-0.1498239666188551
20260.7653374233128833
Total Factor Risk
0.5698521383917893
VTI.US Exposure
0.0924915035735349
VEA.US Exposure
0.018702162151927364
VWO.US Exposure
0.01510350913205517
QQQ.US Exposure
-0.002448113011857378
VTV.US Exposure
0.011067636718836643
IJR.US Exposure
-0.016693663103541135
QUAL.US Exposure
-0.012632850552819532
SHV.US Exposure
0.034707855490916616
TLT.US Exposure
0.08925881982771705
LQD.US Exposure
0.011714862742303876
HYG.US Exposure
0.0414050408529338
GLD.US Exposure
0.000192004328674241
USO.US Exposure
0.00414670958810673
VNQ.US Exposure
0.0015950768261364379
BTC-USD.CC Exposure
0.008114482740509616
CPER.US Exposure
-0.009739661243442164
VIX.INDX Exposure
0.007449214282421645
UUP.US Exposure
0.08940215539463812
TIP.US Exposure
0.027744502871113543
Idiosyncratic Exposure
0.5884187513898345
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
57.0%

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$6.7B
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 →
+11.4%
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 →
+40.7%
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 →
0.0% 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 →
0.23
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Arcellx Inc a high-risk investment?

Arcellx Inc (ACLX.US) has an annualized volatility of 57.0% and experienced a maximum drawdown of 42.9% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, ACLX.US has generated a Compound Annual Growth Rate (CAGR) of 38.8%. It has had a positive return in 71% 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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