Agios Pharm

10-Year Study

AGIO.US · Healthcare · US · Common Stock

Executive Summary: Agios Pharm has compounded at -4.6% annually over the last 10 years, with a maximum drawdown of 79.2% and an annualized volatility of 65.8%.

1Y CAGR
+9.7%
3Y CAGR
+11.7%
5Y CAGR
-9.1%
10Y CAGR
-4.6%

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 →
79.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.16
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.25
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
51.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +47.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · -24.1%
% 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.
20260.810.211.93.2————————28.3%
20254.73.3-17.61.38.13.611.91.36.47.7-32.5-6.8-17.2%
20241.642.9-9.511.111.818.77.6-1.1-3.20.033.7-44.747.6%
20235.0-14.1-9.2-0.410.512.0-6.43.4-9.8-15.15.80.2-20.7%
2022-6.00.8-6.5-24.5-11.413.9-2.718.210.9-2.69.4-6.8-14.6%
20218.41.08.98.1-0.0-1.2-12.7-7.13.31.8-24.2-7.7-24.1%
20202.1-2.6-25.316.025.83.4-15.3-9.5-14.714.515.6-6.5-9.3%
201916.221.04.0-17.1-17.48.0-3.5-21.1-14.6-7.229.322.83.6%
201837.82.11.72.611.4-9.92.6-6.6-4.5-18.24.3-29.9-19.3%
20173.112.620.6-14.9-6.110.28.713.15.5-3.7-4.2-7.137.0%
2016———20.614.3-25.17.9-18.543.4-9.421.7-28.32.8%

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 65.8%. The dominant macroeconomic risk driver is VTI.US, accounting for 35.0% of variance. Idiosyncratic stock-specific factors contribute 33.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0112056.650246305418
2016-05-0113780.788177339902
2016-06-0110320.197044334975
2016-07-0111140.39408866995
2016-08-019073.891625615764
2016-09-0113009.852216748768
2016-10-0111783.251231527094
2016-11-0114337.438423645319
2016-12-0110278.325123152707
2017-01-0110598.522167487685
2017-02-0111931.03448275862
2017-03-0114384.236453201971
2017-04-0112243.84236453202
2017-05-0111495.073891625616
2017-06-0112672.413793103447
2017-07-0113778.325123152708
2017-08-0115581.280788177339
2017-09-0116440.886699507388
2017-10-0115830.049261083743
2017-11-0115160.098522167487
2017-12-0114081.280788177339
2018-01-0119399.014778325123
2018-02-0119800.49261083744
2018-03-0120142.85714285714
2018-04-0120667.48768472906
2018-05-0123029.556650246304
2018-06-0120746.30541871921
2018-07-0121283.25123152709
2018-08-0119881.773399014775
2018-09-0118995.073891625616
2018-10-0115532.019704433498
2018-11-0116206.896551724138
2018-12-0111357.142857142857
2019-01-0113201.970443349754
2019-02-0115977.832512315272
2019-03-0116610.837438423645
2019-04-0113773.399014778324
2019-05-0111371.921182266009
2019-06-0112285.714285714286
2019-07-0111849.753694581279
2019-08-019347.290640394089
2019-09-017980.295566502462
2019-10-017408.86699507389
2019-11-019581.280788177339
2019-12-0111761.083743842364
2020-01-0112002.463054187192
2020-02-0111694.581280788176
2020-03-018738.916256157634
2020-04-0110133.004926108373
2020-05-0112743.842364532018
2020-06-0113172.413793103447
2020-07-0111162.56157635468
2020-08-0110100.985221674877
2020-09-018620.689655172413
2020-10-019869.458128078817
2020-11-0111408.866995073891
2020-12-0110672.413793103447
2021-01-0111568.965517241379
2021-02-0111684.729064039408
2021-03-0112719.2118226601
2021-04-0113743.84236453202
2021-05-0113738.916256157636
2021-06-0113573.891625615764
2021-07-0111844.827586206897
2021-08-0111004.926108374384
2021-09-0111366.995073891625
2021-10-0111576.354679802957
2021-11-018773.399014778324
2021-12-018096.059113300492
2022-01-017608.374384236453
2022-02-017667.487684729064
2022-03-017169.950738916255
2022-04-015411.330049261082
2022-05-014795.566502463054
2022-06-015460.591133004926
2022-07-015312.8078817733995
2022-08-016280.788177339901
2022-09-016965.51724137931
2022-10-016783.251231527093
2022-11-017423.645320197044
2022-12-016916.256157635467
2023-01-017261.083743842365
2023-02-016233.99014778325
2023-03-015657.635467980295
2023-04-015633.004926108375
2023-05-016226.600985221675
2023-06-016975.369458128079
2023-07-016532.019704433497
2023-08-016756.15763546798
2023-09-016096.059113300493
2023-10-015174.87684729064
2023-11-015475.369458128079
2023-12-015485.221674876847
2024-01-015571.428571428572
2024-02-017960.591133004926
2024-03-017201.970443349754
2024-04-018004.926108374384
2024-05-018950.738916256158
2024-06-0110620.689655172413
2024-07-0111428.571428571428
2024-08-0111307.881773399013
2024-09-0110943.34975369458
2024-10-0110943.34975369458
2024-11-0114628.07881773399
2024-12-018093.596059113301
2025-01-018470.443349753694
2025-02-018753.694581280788
2025-03-017216.748768472906
2025-04-017312.807881773399
2025-05-017903.940886699507
2025-06-018192.118226600984
2025-07-019167.487684729063
2025-08-019288.177339901478
2025-09-019886.699507389163
2025-10-0110650.246305418721
2025-11-017192.1182266009855
2025-12-016704.433497536946
2026-01-016758.620689655173
2026-02-017445.812807881774
2026-03-018332.512315270937
2026-04-018600.985221674877
Annual Return Matrix
YearAnnual Return
20170.3699976036424637
2018-0.1934581073989855
20190.035567122099327664
2020-0.09256544502617803
2021-0.24140318486037393
2022-0.1457255856404016
2023-0.20690883190883191
20240.4755276156264032
2025-0.1716372489348752
20260.2828802351212345
Total Factor Risk
0.6582331338047087
VTI.US Exposure
0.3502563104623054
VEA.US Exposure
0.051541416793393593
VWO.US Exposure
-0.007474640467120238
QQQ.US Exposure
-0.055967547770399195
VTV.US Exposure
-0.032026508538684835
IJR.US Exposure
0.010948229081989275
QUAL.US Exposure
-0.007675259001034502
SHV.US Exposure
0.2967575686430974
TLT.US Exposure
0.028072771819300072
LQD.US Exposure
0.01314456119373896
HYG.US Exposure
-0.0053159117092256925
GLD.US Exposure
0.0005270642087849335
USO.US Exposure
0.0023493571511162548
VNQ.US Exposure
0.013689009904436564
BTC-USD.CC Exposure
-0.000041818515433607916
CPER.US Exposure
-0.00214806515307887
VIX.INDX Exposure
0.003915182977975569
UUP.US Exposure
0.0024521299165228597
TIP.US Exposure
0.0032766513853059167
Idiosyncratic Exposure
0.3337194976170102
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
65.8%

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$2.1B
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 →
+17.2%
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 →
+3.4%
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 →
23.2% 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 →
0.79
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Agios Pharm a high-risk investment?

Agios Pharm (AGIO.US) has an annualized volatility of 65.8% and experienced a maximum drawdown of 79.2% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, AGIO.US has generated a Compound Annual Growth Rate (CAGR) of -4.6%. 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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