NicOx S.A.

10-Year Study

ALCOX.PA · Healthcare · FR · Common Stock

Executive Summary: NicOx S.A. has compounded at -28.3% annually over the last 10 years, with a maximum drawdown of 98.6% and an annualized volatility of 65.6%.

1Y CAGR
+86.8%
3Y CAGR
-10.8%
5Y CAGR
-37.6%
10Y CAGR
-28.3%

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 →
98.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.39
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.79
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
51.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +36.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -60.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
30%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202620.834.3-18.53.6————————36.9%
20258.00.8-16.3-10.20.00.950.92.60.1-4.2-12.0-1.76.0%
2024-5.2-3.0-2.3-1.3-13.9-37.8-14.4-0.160.6-13.3-12.027.7-36.4%
2023-10.0-20.4-23.9-3.3-3.6-13.4-12.3-0.9-3.4-16.212.413.3-60.5%
2022-10.2-8.1-7.1-12.82.9-2.46.25.8-10.62.5-28.2-11.8-56.2%
2021-0.12.9-4.7-2.6-0.2-12.1-11.39.1-10.63.5-10.4-12.5-41.3%
20201.1-14.1-5.913.2-2.43.4-9.05.3-6.2-6.054.4-18.1-0.1%
201922.1-2.6-5.4-3.5-11.73.9-6.5-4.712.3-10.3-12.210.8-13.1%
2018-2.2-5.9-2.81.4-9.5-3.2-0.9-2.4-17.7-18.9-4.61.0-50.6%
2017-3.56.911.51.828.6-7.43.5-21.2-1.3-8.216.1-0.618.9%
2016———17.128.79.1-19.86.5-20.1-10.53.612.316.9%

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 65.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 43.0% of variance. Idiosyncratic stock-specific factors contribute 30.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111713.933415536376
2016-05-0115070.557610631591
2016-06-0116440.608302507193
2016-07-0113179.887655843266
2016-08-0114036.169338265514
2016-09-0111216.60501438553
2016-10-0110042.471571448144
2016-11-0110408.275106178928
2016-12-0111687.90245239074
2017-01-0111275.517194136182
2017-02-0112056.446088505274
2017-03-0113444.307439375256
2017-04-0113686.806411837239
2017-05-0117598.301137142073
2017-06-0116289.902726400878
2017-07-0116865.324016988627
2017-08-0113289.491711193314
2017-09-0113118.235374708862
2017-10-0112041.375530894642
2017-11-0113974.517057131114
2017-12-0113892.314015618578
2018-01-0113590.902863405945
2018-02-0112789.423208658722
2018-03-0112426.359775311686
2018-04-0112597.616111796136
2018-05-0111398.821756404986
2018-06-0111028.908069598576
2018-07-0110933.004521167282
2018-08-0110672.694889710918
2018-09-018788.87518838197
2018-10-017124.263597753116
2018-11-016798.191533086724
2018-12-016863.953966296752
2019-01-018377.85998081929
2019-02-018158.651870119194
2019-03-017720.235648719002
2019-04-017453.075763803261
2019-05-016583.093574462254
2019-06-016836.55295245924
2019-07-016391.286477599671
2019-08-016089.87532538704
2019-09-016836.55295245924
2019-10-016130.976846143307
2019-11-015384.299219071106
2019-12-015966.570763118235
2020-01-016035.073297712016
2020-02-015185.641868749143
2020-03-014877.380463077134
2020-04-015521.304288258666
2020-05-015391.149472530483
2020-06-015576.10631593369
2020-07-015076.037813399096
2020-08-015343.197698314838
2020-09-015014.385532264693
2020-10-014712.974380052062
2020-11-017274.969173859432
2020-12-015959.720509658857
2021-01-015952.870256199479
2021-02-016124.126592683929
2021-03-015836.415947390053
2021-04-015685.710371283738
2021-05-015672.009864364981
2021-06-014986.984518427182
2021-07-014425.263734758186
2021-08-014829.428688861487
2021-09-014315.659679408138
2021-10-014466.365255514454
2021-11-014000.5480202767503
2021-12-013500.4795177421565
2022-01-013144.2663378545003
2022-02-012890.8069598575144
2022-03-012685.2993560761747
2022-04-012342.7866831072747
2022-05-012411.289217701055
2022-06-012353.74708864228
2022-07-012498.972461981093
2022-08-012644.1978353199065
2022-09-012364.7074941772844
2022-10-012424.9897246198107
2022-11-011739.9643786820113
2022-12-011534.4567749006712
2023-01-011381.0110974106042
2023-02-011098.7806548842307
2023-03-01835.7309220441156
2023-04-01808.3299082066035
2023-05-01779.5588436772159
2023-06-01675.4349910946704
2023-07-01592.5469242361967
2023-08-01587.0667214686943
2023-09-01567.200986436498
2023-10-01475.4075900808329
2023-11-01534.3197698314838
2023-12-01605.5624058090149
2024-01-01574.051239895876
2024-02-01556.9256062474311
2024-03-01543.9101246746129
2024-04-01537.0598712152349
2024-05-01462.3921085080148
2024-06-01287.71064529387587
2024-07-01246.33511439923276
2024-08-01246.06110426085763
2024-09-01395.2596246061104
2024-10-01342.5126729688998
2024-11-01301.41115221263186
2024-12-01384.98424441704344
2025-01-01415.8103849842444
2025-02-01419.2355117139334
2025-03-01350.73297712015346
2025-04-01315.11165913138785
2025-05-01315.11165913138785
2025-06-01317.851760515139
2025-07-01479.51774215645975
2025-08-01491.8481983833401
2025-09-01492.53322372927795
2025-10-01471.98246335114396
2025-11-01415.1253596383066
2025-12-01408.2751061789286
2026-01-01493.21824907521574
2026-02-01662.4195095218523
2026-03-01539.7999725989862
2026-04-01558.9806822852445
Annual Return Matrix
YearAnnual Return
20170.1886062595240885
2018-0.5059171597633136
2019-0.13073852295409172
2020-0.0011481056257177658
2021-0.4126436781609194
2022-0.5616438356164384
2023-0.6053571428571429
2024-0.3642533936651583
20250.06049822064056931
20260.3691275167785235
Total Factor Risk
0.656189471046735
VTI.US Exposure
-0.015057489823912059
VEA.US Exposure
0.05032797072630264
VWO.US Exposure
0.06104387904905911
QQQ.US Exposure
0.000029183120221945783
VTV.US Exposure
0.024352488403983748
IJR.US Exposure
-0.013527644127300467
QUAL.US Exposure
0.0012071491067785142
SHV.US Exposure
0.42982368013593564
TLT.US Exposure
0.007591394595995808
LQD.US Exposure
0.007315227332192222
HYG.US Exposure
0.042821528007784826
GLD.US Exposure
0.0007901629318616785
USO.US Exposure
0.0011074321734817491
VNQ.US Exposure
-0.005253448439771193
BTC-USD.CC Exposure
0.0026103360240967276
CPER.US Exposure
0.0024058324585428483
VIX.INDX Exposure
-0.0039038909348376935
UUP.US Exposure
0.06113131017179046
TIP.US Exposure
0.03888134246420044
Idiosyncratic Exposure
0.30630355662359304
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
65.6%

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$42.1M
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 →
-2.0%
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 →
+12.3%
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 →
34.6% 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 →
0.54
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is NicOx S.A. a high-risk investment?

NicOx S.A. (ALCOX.PA) has an annualized volatility of 65.6% and experienced a maximum drawdown of 98.6% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of ALCOX.PA?

Over the past 10 years, ALCOX.PA has generated a Compound Annual Growth Rate (CAGR) of -28.3%. It has had a positive return in 30% 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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