Alkermes Plc

10-Year Study

ALKS.US · Healthcare · US · Common Stock

Executive Summary: Alkermes Plc has compounded at -3.2% annually over the last 10 years, with a maximum drawdown of 76.6% and an annualized volatility of 46.1%.

1Y CAGR
+11.3%
3Y CAGR
+5.4%
5Y CAGR
+8.4%
10Y CAGR
-3.2%

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 →
76.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.06
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.08
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
35.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +20.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -46.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202621.1-11.217.5-4.5————————20.7%
20259.68.9-3.8-12.96.4-6.5-7.49.43.62.3-3.6-5.4-2.7%
2024-2.59.8-8.8-9.3-4.63.013.44.1-1.6-8.212.9-0.93.7%
20239.6-6.65.41.31.38.2-6.5-0.3-4.0-13.6-0.214.96.2%
20229.6-2.55.89.73.5-0.2-14.1-7.5-5.71.79.25.412.3%
20215.2-9.3-1.917.83.08.25.520.8-1.3-1.8-27.66.116.6%
2020-14.719.7-30.8-4.919.318.6-7.2-8.20.2-1.912.49.3-2.2%
201911.41.29.7-16.9-29.04.62.8-9.4-7.00.17.6-2.9-30.9%
20184.5-0.21.5-23.66.6-12.86.52.3-5.4-3.8-10.8-19.0-46.1%
2017-2.64.43.5-0.4-0.80.4-6.1-6.70.1-4.17.24.7-1.5%
2016———16.316.8-6.915.5-12.37.47.212.7-2.262.6%

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 46.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 45.1% of variance. Idiosyncratic stock-specific factors contribute 24.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111626.206493126645
2016-05-0113574.144486692016
2016-06-0112641.123135419713
2016-07-0114594.910792629425
2016-08-0112801.988885639077
2016-09-0113755.484059666569
2016-10-0114744.077215560104
2016-11-0116621.81924539339
2016-12-0116256.215267622112
2017-01-0115826.26498976309
2017-02-0116525.299795261773
2017-03-0117110.26615969582
2017-04-0117037.145364141565
2017-05-0116893.82860485522
2017-06-0116955.250073120795
2017-07-0115914.009944428195
2017-08-0114852.295992980404
2017-09-0114869.844983913426
2017-10-0114261.479964902017
2017-11-0115293.94559812811
2017-12-0116007.604562737642
2018-01-0116721.26352734718
2018-02-0116694.940040947644
2018-03-0116952.325241298626
2018-04-0112948.230476747589
2018-05-0113805.206200643464
2018-06-0112038.607780052645
2018-07-0112825.38754021644
2018-08-0113114.945890611292
2018-09-0112412.986253290437
2018-10-0111942.08832992103
2018-11-0110658.087159988301
2018-12-018631.178707224335
2019-01-019613.92219947353
2019-02-019730.91547236034
2019-03-0110672.711319099153
2019-04-018868.090084820124
2019-05-016300.087744954665
2019-06-016592.570927171688
2019-07-016773.910500146242
2019-08-016136.297162913133
2019-09-015706.34688505411
2019-10-015712.196548698451
2019-11-016147.996490201814
2019-12-015966.65691722726
2020-01-015092.132202398363
2020-02-016095.349517402749
2020-03-014217.607487569465
2020-04-014009.9444281953793
2020-05-014785.024861070488
2020-06-015677.098566832408
2020-07-015267.622111728576
2020-08-014837.671833869553
2020-09-014846.446329336064
2020-10-014752.851711026616
2020-11-015340.742907282832
2020-12-015835.039485229599
2021-01-016139.221994735302
2021-02-015568.879789412109
2021-03-015463.58584381398
2021-04-016437.5548405966665
2021-05-016630.593740859901
2021-06-017171.6876279613925
2021-07-017566.539923954373
2021-08-019143.024276104125
2021-09-019020.181339572975
2021-10-018859.315589353613
2021-11-016411.231354197134
2021-12-016803.158818367945
2022-01-017458.321146534075
2022-02-017271.131909915181
2022-03-017695.232524129862
2022-04-018438.1398069611
2022-05-018730.622989178122
2022-06-018713.073998245101
2022-07-017487.5694647557775
2022-08-016923.076923076924
2022-09-016531.149458906112
2022-10-016639.3682363264115
2022-11-017247.733255337819
2022-12-017642.585551330798
2023-01-018376.718338695526
2023-02-017821.000292483182
2023-03-018245.100906697866
2023-04-018350.394852295994
2023-05-018461.538461538463
2023-06-019154.723603392806
2023-07-018563.90757531442
2023-08-018537.584088914888
2023-09-018192.453933898802
2023-10-017075.168177829776
2023-11-017060.544018718924
2023-12-018113.483474700205
2024-01-017911.67007897046
2024-02-018683.8256800234
2024-03-017917.519742614801
2024-04-017177.537291605733
2024-05-016844.106463878326
2024-06-017048.844691430244
2024-07-017990.640538169056
2024-08-018321.14653407429
2024-09-018186.604270254461
2024-10-017516.8177829774795
2024-11-018487.861947937994
2024-12-018411.81632056157
2025-01-019221.99473530272
2025-02-0110040.947645510383
2025-03-019657.794676806085
2025-04-018414.741152383738
2025-05-018952.910207663059
2025-06-018367.943843229014
2025-07-017747.8794969289265
2025-08-018473.237788827142
2025-09-018774.495466510676
2025-10-018979.233694062592
2025-11-018651.652529979527
2025-12-018183.679438432291
2026-01-019912.255045334894
2026-02-018803.743784732378
2026-03-0110342.205323193915
2026-04-019875.694647557766
Annual Return Matrix
YearAnnual Return
2017-0.015293270960777261
2018-0.46080760095011875
2019-0.30870891223314134
2020-0.022058823529411686
20210.16591478696741868
20220.12338779019776425
20230.061615001913509326
20240.03677000720980539
2025-0.02712100139082063
20260.2067548248749107
Total Factor Risk
0.46149614689515944
VTI.US Exposure
-0.04706900787309559
VEA.US Exposure
-0.0040265064642489145
VWO.US Exposure
0.048494765412069096
QQQ.US Exposure
0.010981942182609368
VTV.US Exposure
0.058809603303890796
IJR.US Exposure
0.06861536807752543
QUAL.US Exposure
0.10701977822242151
SHV.US Exposure
0.4510233816352866
TLT.US Exposure
-0.0008455023773637267
LQD.US Exposure
-0.0015804639553930304
HYG.US Exposure
-0.0016411013867678678
GLD.US Exposure
0.0026720000529331118
USO.US Exposure
0.003740541602526474
VNQ.US Exposure
0.009731160391297235
BTC-USD.CC Exposure
0.0028977805129966664
CPER.US Exposure
-0.0020767834122447696
VIX.INDX Exposure
0.04216255991839468
UUP.US Exposure
0.006389495159721227
TIP.US Exposure
0.00020478516622121355
Idiosyncratic Exposure
0.24449620383122064
Value Score
40.3
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
46.1%

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 →24.4x
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$5.8B
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 →
+7.6%
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 →
+12.8%
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 →
4.5% 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 →
0.39
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Alkermes Plc a high-risk investment?

Alkermes Plc (ALKS.US) has an annualized volatility of 46.1% and experienced a maximum drawdown of 76.6% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ALKS.US has generated a Compound Annual Growth Rate (CAGR) of -3.2%. It has had a positive return in 50% 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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