Carbios

10-Year Study

ALCRB.PA · Basic Materials · FR · Common Stock

Executive Summary: Carbios has compounded at -1.7% annually over the last 10 years, with a maximum drawdown of 87.3% and an annualized volatility of 62.7%.

1Y CAGR
+9.3%
3Y CAGR
-34.8%
5Y CAGR
-25.2%
10Y CAGR
-1.7%

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 →
87.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.20
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.42
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
61.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +317.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -76.1%
% 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.
2026-10.5-8.8-10.12.4————————-24.8%
2025-0.3-9.0-6.443.7-5.4-3.814.418.9-13.4-17.930.319.066.5%
2024-20.19.8-2.0-5.212.7-19.82.4-1.7-18.3-38.0-43.312.2-76.1%
20239.63.1-7.5-11.81.719.5-24.3-6.8-10.9-6.66.628.1-10.1%
20224.1-5.8-5.9-8.29.3-13.62.6-6.7-28.759.85.8-0.8-8.5%
202123.9-5.3-7.13.2-13.610.43.10.7-5.9-2.5-10.83.5-5.6%
2020-0.8-25.52.669.920.344.89.635.4-0.2-7.949.0-8.3317.7%
201945.015.25.5-1.3-10.1-9.40.60.3-9.412.717.316.599.2%
20186.1-10.3-0.1-0.6-4.6-6.8-3.538.8-8.3-17.3-14.0-20.4-41.5%
2017-9.4-2.5-13.20.912.933.0-20.20.0-0.610.05.7-10.0-3.4%
2016———2.7-1.4-5.7-5.90.93.4-11.7-7.62.4-21.7%

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 62.7%. The dominant macroeconomic risk driver is UUP.US, accounting for 14.0% of variance. Idiosyncratic stock-specific factors contribute 44.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110269.587366276108
2016-05-0110130.208863983698
2016-06-019553.948038716251
2016-07-018987.060621497707
2016-08-019070.708099847174
2016-09-019377.381558838513
2016-10-018280.692817116658
2016-11-017648.700967906267
2016-12-017834.640855832909
2017-01-017100.35659704534
2017-02-016923.790117167601
2017-03-016013.04126337239
2017-04-016068.772287315333
2017-05-016849.516046867041
2017-06-019107.8960774325
2017-07-017267.65155374427
2017-08-017267.65155374427
2017-09-017221.192052980134
2017-10-017946.102903718798
2017-11-018401.528273051454
2017-12-017565.053489556801
2018-01-018029.750382068262
2018-02-017202.649006622517
2018-03-017193.377483443709
2018-04-017146.917982679573
2018-05-016821.59959246052
2018-06-016356.902699949057
2018-07-016133.876719307184
2018-08-018513.09220580744
2018-09-017806.724401426389
2018-10-016459.093224656139
2018-11-015557.6158940397345
2018-12-014423.841059602649
2019-01-016412.633723892001
2019-02-017388.487009679064
2019-03-017797.452878247581
2019-04-017695.160468670403
2019-05-016914.518593988793
2019-06-016263.983698420785
2019-07-016301.171676006114
2019-08-016319.714722363729
2019-09-015724.910850738666
2019-10-016449.821701477331
2019-11-017565.053489556801
2019-12-018810.49414161997
2020-01-018736.118186449314
2020-02-016505.654610290372
2020-03-016672.847682119206
2020-04-0111338.359653591444
2020-05-0113643.19918492104
2020-06-0119749.159449821702
2020-07-0121654.406520631685
2020-08-0129321.650534895565
2020-09-0129275.191034131432
2020-10-0126951.808456444218
2020-11-0140148.85379521141
2020-12-0136803.15843097301
2021-01-0145585.736118186454
2021-02-0143169.332654100865
2021-03-0140102.39429444728
2021-04-0141375.64951604687
2021-05-0135762.20071319409
2021-06-0139498.318899643404
2021-07-0140706.46968925115
2021-08-0140985.32857870606
2021-09-0138568.925114620484
2021-10-0137602.44523688232
2021-11-0133550.382068262865
2021-12-0134739.98981151299
2022-01-0136152.62353540499
2022-02-0134070.80998471727
2022-03-0132063.3723892002
2022-04-0129423.942944472747
2022-05-0132174.834437086094
2022-06-0127788.28323993887
2022-07-0128513.194090677534
2022-08-0126598.675496688742
2022-09-0118959.246051961283
2022-10-0130297.50382068263
2022-11-0132063.3723892002
2022-12-0131803.158430973002
2023-01-0134870.096790626594
2023-02-0135966.68364747835
2023-03-0133252.980132450335
2023-04-0129321.650534895565
2023-05-0129832.80692817117
2023-06-0135659.70453387672
2023-07-0126999.490575649517
2023-08-0125165.562913907284
2023-09-0122414.671421293937
2023-10-0120937.340804890475
2023-11-0122312.786551197147
2023-12-0128578.706062149773
2024-01-0122822.2109016811
2024-02-0125063.678043810498
2024-03-0124554.253693326544
2024-04-0123280.692817116662
2024-05-0126235.354049923586
2024-06-0121039.225674987265
2024-07-0121548.650025471215
2024-08-0121192.052980132452
2024-09-0117320.42791645441
2024-10-0110738.665308201731
2024-11-016092.715231788081
2024-12-016836.474783494651
2025-01-016816.097809475294
2025-02-016204.788588894549
2025-03-015807.437595517066
2025-04-018344.370860927153
2025-05-017890.983188996434
2025-06-017590.422822210902
2025-07-018680.590932246561
2025-08-0110320.937340804892
2025-09-018940.397350993378
2025-10-017340.804890473765
2025-11-019561.895058583801
2025-12-0111380.539989811514
2026-01-0110188.487009679064
2026-02-019291.900152827306
2026-03-018354.55934793683
2026-04-018558.329088130413
Annual Return Matrix
YearAnnual Return
2017-0.03440966487639319
2018-0.41522673095311846
20190.9915937356057121
20203.1771957213067363
2021-0.056059553239965476
2022-0.08453748537274208
2023-0.10138780322154872
2024-0.7607843137254902
20250.6646795827123695
2026-0.24798567591763654
Total Factor Risk
0.6265003485153675
VTI.US Exposure
-0.05512823207925284
VEA.US Exposure
0.05658842511973838
VWO.US Exposure
-0.0029018621685903577
QQQ.US Exposure
-0.016251170119688532
VTV.US Exposure
-0.04727012302847833
IJR.US Exposure
0.04296647743026369
QUAL.US Exposure
0.08448576985177686
SHV.US Exposure
0.039624781475160076
TLT.US Exposure
-0.005614482415800713
LQD.US Exposure
-0.022928056546692305
HYG.US Exposure
0.019632912347616306
GLD.US Exposure
0.06310951170813626
USO.US Exposure
0.017000406421366198
VNQ.US Exposure
0.06325304848323149
BTC-USD.CC Exposure
-0.003874191331849791
CPER.US Exposure
0.00037006737874300546
VIX.INDX Exposure
0.05746275709860828
UUP.US Exposure
0.13977587469271366
TIP.US Exposure
0.12937987405471607
Idiosyncratic Exposure
0.44031821162828255
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
62.7%

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$133.8M
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 →
-8.3%
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 →
44.5% 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 →
1.53
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Carbios a high-risk investment?

Carbios (ALCRB.PA) has an annualized volatility of 62.7% and experienced a maximum drawdown of 87.3% over the last 10 years. Its primary macro risk driver is UUP.US.

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

Over the past 10 years, ALCRB.PA has generated a Compound Annual Growth Rate (CAGR) of -1.7%. 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.

Run a Full Backtest on Carbios

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest