Agenus Inc

10-Year Study

AGEN.US · Healthcare · US · Common Stock

Executive Summary: Agenus Inc has compounded at -25.2% annually over the last 10 years, with a maximum drawdown of 98.9% and an annualized volatility of 126.2%.

1Y CAGR
+39.0%
3Y CAGR
-47.9%
5Y CAGR
-44.5%
10Y CAGR
-25.2%

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 →
98.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.01
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.02
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
80.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +71.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -83.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
40%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-9.617.30.338.9————————47.8%
202538.7-25.0-47.292.018.733.220.8-24.3-7.93.114.9-31.114.6%
2024-19.40.4-13.44.529.56.8-63.9-14.76.4-23.4-18.6-19.9-83.5%
20238.8-21.1-26.21.23.32.6-5.0-9.2-18.1-29.2-2.96.5-64.8%
2022-14.3-2.2-8.9-24.8-9.716.233.04.7-24.122.47.6-11.1-25.5%
202115.78.7-32.013.637.928.9-5.619.1-14.9-26.9-18.02.21.3%
2020-8.1-32.4-3.28.840.05.4-22.643.3-8.2-7.80.3-14.1-21.9%
201941.6-8.3-3.9-13.5-0.817.6-19.719.5-10.40.461.8-2.971.0%
201810.749.3-12.6-27.2-2.3-32.2-19.420.8-3.2-25.751.6-1.2-27.0%
2017-2.96.0-11.1-4.8-7.517.813.6-16.919.5-17.07.4-17.0-20.9%
2016———-15.419.9-4.037.011.516.0-44.73.80.0-1.0%

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 126.2%. The dominant macroeconomic risk driver is VTI.US, accounting for 32.4% of variance. Idiosyncratic stock-specific factors contribute 25.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-018461.539403708268
2016-05-0110144.222643016197
2016-06-019735.573448825764
2016-07-0113341.33549555023
2016-08-0114879.79609184196
2016-09-0117259.610555995132
2016-10-019543.264343263363
2016-11-019903.839323115062
2016-12-019903.839323115062
2017-01-019615.381788875198
2017-02-0110192.3091055624
2017-03-019062.497703461098
2017-04-018629.805277997566
2017-05-017980.760515698528
2017-06-019399.029452039695
2017-07-0110673.075745364666
2017-08-018870.188597898697
2017-09-0110600.958299752832
2017-10-018798.071152286864
2017-11-019447.1159145859
2017-12-017836.537872682333
2018-01-018677.879492336297
2018-02-0112956.7295326329
2018-03-0111322.108259456229
2018-04-018245.187066872764
2018-05-018052.8779613103625
2018-06-015456.723408529162
2018-07-014399.041700247169
2018-08-015312.5007655129675
2018-09-015144.222643016195
2018-10-013822.1143835599664
2018-11-015793.267405315232
2018-12-015721.149959703398
2019-01-018100.952175649093
2019-02-017427.876430284428
2019-03-017139.418896044564
2019-04-016177.885616440034
2019-05-016129.799153893828
2019-06-017211.5363416564
2019-07-015793.267405315232
2019-08-016923.078807416535
2019-09-016201.916599505663
2019-10-016225.9598307787655
2019-11-0110072.10519740436
2019-12-019783.647663164498
2020-01-018990.380257849265
2020-02-016081.724939555096
2020-03-015889.415833992695
2020-04-016406.253444808353
2020-05-018966.33702657616
2020-06-019447.1159145859
2020-07-017307.684770333862
2020-08-0110468.75114826945
2020-09-019615.381788875198
2020-10-018870.188597898697
2020-11-018894.231829171802
2020-12-017644.228767119933
2021-01-018846.145366625595
2021-02-019615.381788875198
2021-03-016538.460596291733
2021-04-017427.876430284428
2021-05-0110240.383319901133
2021-06-0113197.112852534032
2021-07-0112451.919661557531
2021-08-0114831.721877503227
2021-09-0112620.185535846831
2021-10-019230.763577750397
2021-11-017572.111321508099
2021-12-017740.377195797396
2022-01-016634.609024969196
2022-02-016490.386381953001
2022-03-015913.459065265798
2022-04-014447.115914585901
2022-05-014014.423489122367
2022-06-014663.45600321393
2022-07-016201.916599505663
2022-08-016490.386381953001
2022-09-014927.882554388166
2022-10-016033.650725216364
2022-11-016490.386381953001
2022-12-015769.224174042129
2023-01-016274.034045117497
2023-02-014951.9257856612685
2023-03-013653.8485092706687
2023-04-013698.9586574004898
2023-05-013821.44073214885
2023-06-013919.426391947539
2023-07-013723.4550723501616
2023-08-013380.505263054752
2023-09-012768.0948893129494
2023-10-011959.7131959737694
2023-11-011903.6164057390201
2023-12-012028.0581936833544
2024-01-011634.4008054421236
2024-02-011641.259801628032
2024-03-011420.7920670809826
2024-04-011484.48274595013
2024-05-011921.7437528017774
2024-06-012051.5747520350396
2024-07-01739.791731480098
2024-08-01630.7826849540571
2024-09-01671.2017696210161
2024-10-01514.4247139431145
2024-11-01418.88869563939323
2024-12-01335.60088481050803
2025-01-01465.4318840437702
2025-02-01349.0739130328277
2025-03-01184.33552249628264
2025-04-01353.9731960227621
2025-05-01420.1135163868768
2025-06-01559.7430816000079
2025-07-01676.1010526109504
2025-08-01511.9750724481472
2025-09-01471.55598778118826
2025-10-01486.2538367509915
2025-11-01558.5182608525242
2025-12-01384.59371470985224
2026-01-01347.849092285344
2026-02-01407.86530891204075
2026-03-01409.0901296595243
2026-04-01568.3168268323931
Annual Return Matrix
YearAnnual Return
2017-0.2087373777972904
2018-0.2699390913879255
20190.7100841145705108
2020-0.21867292953521744
20210.012577910945185788
2022-0.2546585226913095
2023-0.6484695112371717
2024-0.8345210774248097
20250.14598540145985406
20260.47770700636942665
Total Factor Risk
1.2616566094634571
VTI.US Exposure
0.3242049201214518
VEA.US Exposure
0.012633502540122934
VWO.US Exposure
-0.002227158301018014
QQQ.US Exposure
0.0006268730234278966
VTV.US Exposure
0.10094307454281565
IJR.US Exposure
-0.0020863429966476157
QUAL.US Exposure
0.01406143952604554
SHV.US Exposure
0.22237880629554832
TLT.US Exposure
0.018780696934867912
LQD.US Exposure
0.012207336029253444
HYG.US Exposure
0.005025586102423392
GLD.US Exposure
0.002547547459980967
USO.US Exposure
0.005656202427213994
VNQ.US Exposure
-0.0005944215110692281
BTC-USD.CC Exposure
0.006253105122480591
CPER.US Exposure
0.0011250383624529122
VIX.INDX Exposure
0.01875062321511562
UUP.US Exposure
0.005456673677640538
TIP.US Exposure
0.001464488716327447
Idiosyncratic Exposure
0.25279200871156593
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
126.2%

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$127.9M
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 →
+35.0%
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 →
+12.7%
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 →
34.3% 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 →
1.61
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Agenus Inc a high-risk investment?

Agenus Inc (AGEN.US) has an annualized volatility of 126.2% and experienced a maximum drawdown of 98.9% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, AGEN.US has generated a Compound Annual Growth Rate (CAGR) of -25.2%. It has had a positive return in 40% 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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