Akebia Ther

10-Year Study

AKBA.US · Healthcare · US · Common Stock

Executive Summary: Akebia Ther has compounded at -17.3% annually over the last 10 years, with a maximum drawdown of 98.7% and an annualized volatility of 260.3%.

1Y CAGR
-58.6%
3Y CAGR
+9.4%
5Y CAGR
-17.7%
10Y CAGR
-17.3%

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 →
98.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.19
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.35
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
86.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +114.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -74.5%
% 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.
2026-12.4-7.16.1-2.9————————-16.1%
202517.9-17.43.825.525.720.11.2-14.8-13.1-19.0-28.51.9-15.3%
202435.5-6.015.8-31.1-11.1-8.935.312.3-14.825.824.1-7.853.2%
20239.233.8-33.562.114.5-12.082.5-16.8-18.0-22.820.517.0114.9%
2022-11.98.5-66.8-42.2-10.9-4.510.7-6.8-13.2-19.56.3113.3-74.5%
202115.76.8-2.2-5.810.08.0-34.819.0-2.0-0.3-5.6-16.6-19.3%
202014.222.9-14.56.943.716.7-17.7-6.8-75.9-11.649.1-15.4-55.7%
2019-0.432.112.5-26.3-26.38.8-13.4-1.4-5.1-4.868.60.514.3%
2018-0.6-3.2-33.4-3.46.61.63.2-20.37.6-15.27.9-31.6-62.8%
2017-3.7-0.1-8.243.31.77.2-8.226.917.5-7.7-14.3-4.442.8%
2016———4.2-5.1-16.019.7-9.211.3-16.914.520.915.5%

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 260.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 76.7% of variance. Idiosyncratic stock-specific factors contribute 6.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110421.75360710322
2016-05-019889.012208657048
2016-06-018301.886792452831
2016-07-019933.407325194228
2016-08-019023.307436182022
2016-09-0110044.395116537182
2016-10-018346.281908990011
2016-11-019556.04883462819
2016-12-0111553.829078801333
2017-01-0111132.075471698114
2017-02-0111120.976692563818
2017-03-0110210.87680355161
2017-04-0114628.19089900111
2017-05-0114872.364039955606
2017-06-0115948.945615982242
2017-07-0114639.289678135405
2017-08-0118579.35627081021
2017-09-0121831.298557158716
2017-10-0120144.284128745836
2017-11-0117269.700332963377
2017-12-0116503.884572697003
2018-01-0116403.995560488347
2018-02-0115871.254162042176
2018-03-0110577.136514983351
2018-04-0110221.975582685905
2018-05-0110899.001109877914
2018-06-0111076.581576026638
2018-07-0111431.742508324085
2018-08-019112.097669256382
2018-09-019800.221975582686
2018-10-018312.985571587125
2018-11-018967.813540510544
2018-12-016137.624861265262
2019-01-016115.42730299667
2019-02-018079.911209766926
2019-03-019089.90011098779
2019-04-016703.662597114317
2019-05-014938.956714761377
2019-06-015371.80910099889
2019-07-014650.388457269701
2019-08-014583.795782463929
2019-09-014350.721420643729
2019-10-014139.84461709212
2019-11-016981.132075471699
2019-12-017014.428412874584
2020-01-018013.318534961155
2020-02-019844.617092119866
2020-03-018412.874583795783
2020-04-018990.011098779134
2020-05-0112918.978912319646
2020-06-0115072.14206437292
2020-07-0112397.336293007771
2020-08-0111553.829078801333
2020-09-012785.793562708102
2020-10-012463.9289678135406
2020-11-013673.6958934517206
2020-12-013107.6581576026633
2021-01-013596.0044395116543
2021-02-013840.177580466149
2021-03-013756.9367369589345
2021-04-013540.5105438401774
2021-05-013895.6714761376247
2021-06-014206.437291897892
2021-07-012741.398446170921
2021-08-013263.041065482797
2021-09-013196.448390677025
2021-10-013185.3496115427306
2021-11-013007.7691453940065
2021-12-012508.3240843507215
2022-01-012208.65704772475
2022-02-012397.336293007769
2022-03-01796.7813540510543
2022-04-01460.82130965593785
2022-05-01410.54384017758053
2022-06-01391.8978912319645
2022-07-01433.96226415094344
2022-08-01404.3285238623752
2022-09-01350.9433962264151
2022-10-01282.46392896781356
2022-11-01300.2219755826859
2022-12-01640.3995560488346
2023-01-01699.2230854605993
2023-02-01935.2941176470589
2023-03-01621.9755826859046
2023-04-011008.3240843507215
2023-05-011154.2730299667037
2023-06-011015.5382907880133
2023-07-011853.496115427303
2023-08-011542.7302996670367
2023-09-011265.2608213096557
2023-10-01976.69256381798
2023-11-011176.4705882352941
2023-12-011376.2486126526082
2024-01-011864.594894561598
2024-02-011753.607103218646
2024-03-012031.0765815760267
2024-04-011398.4461709211987
2024-05-011243.0632630410657
2024-06-011132.0754716981132
2024-07-011531.6315205327414
2024-08-011720.3107658157605
2024-09-011465.03884572697
2024-10-011842.3973362930076
2024-11-012286.348501664817
2024-12-012108.7680355160933
2025-01-012486.1265260821315
2025-02-012053.2741398446174
2025-03-012130.9655937846837
2025-04-012674.80577136515
2025-05-013362.930077691454
2025-06-014039.955604883463
2025-07-014089.9001109877913
2025-08-013485.0166481687015
2025-09-013029.966703662597
2025-10-012452.830188679245
2025-11-011753.607103218646
2025-12-011786.9034406215317
2026-01-011564.9278579356271
2026-02-011453.9400665926748
2026-03-011542.7302996670367
2026-04-011498.3351831298557
Annual Return Matrix
YearAnnual Return
20170.42843419788664727
2018-0.6281102891728312
20190.1428571428571428
2020-0.5569620253164558
2021-0.19285714285714284
2022-0.7446902654867257
20231.149046793760832
20240.532258064516129
2025-0.15263157894736834
2026-0.16149068322981364
Total Factor Risk
2.6027282704064607
VTI.US Exposure
0.06150045439050686
VEA.US Exposure
0.003028531537214858
VWO.US Exposure
0.000670744383308603
QQQ.US Exposure
0.010261110349710568
VTV.US Exposure
0.010133590518238225
IJR.US Exposure
0.009038159234984805
QUAL.US Exposure
0.0072411304791536605
SHV.US Exposure
0.7672264220210759
TLT.US Exposure
0.0019853977804448015
LQD.US Exposure
0.0011904763946998965
HYG.US Exposure
-0.0004692105616372078
GLD.US Exposure
-0.00025108218300782576
USO.US Exposure
0.0008540326471249751
VNQ.US Exposure
-0.0013575662151707915
BTC-USD.CC Exposure
-0.00032679777435384584
CPER.US Exposure
-0.0001922312248271659
VIX.INDX Exposure
0.0010329736811828614
UUP.US Exposure
0.0003265041166109893
TIP.US Exposure
0.05866508254222005
Idiosyncratic Exposure
0.06944227788251989
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
260.3%

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$369.7M
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 →
-0.7%
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 →
-39.5%
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 →
66.3% 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 →
0.37
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Akebia Ther a high-risk investment?

Akebia Ther (AKBA.US) has an annualized volatility of 260.3% and experienced a maximum drawdown of 98.7% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, AKBA.US has generated a Compound Annual Growth Rate (CAGR) of -17.3%. 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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