Alnylam Pharmaceuticals Inc

10-Year Study

ALNY.US · Healthcare · US · Common Stock

Executive Summary: Alnylam Pharmaceuticals Inc has compounded at 16.3% annually over the last 10 years, with a maximum drawdown of 50.4% and an annualized volatility of 72.2%.

1Y CAGR
+5.6%
3Y CAGR
+20.7%
5Y CAGR
+18.0%
10Y CAGR
+16.3%

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 →
50.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.56
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.91
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
49.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +239.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -42.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-15.0-1.5-0.6-3.2————————-19.5%
202515.3-9.19.4-2.515.77.120.313.82.10.0-1.1-11.969.0%
2024-9.7-12.6-1.1-3.73.163.7-2.310.64.7-3.1-5.1-7.022.9%
2023-4.7-15.44.6-0.6-7.12.72.91.2-10.5-14.310.813.8-19.5%
2022-18.914.73.4-18.3-5.715.9-2.645.5-3.13.56.47.740.1%
202115.8-1.6-4.7-0.41.019.45.612.6-6.3-15.515.2-7.730.5%
2020-0.32.5-7.521.02.79.5-1.6-9.09.8-15.55.60.012.9%
201914.61.89.9-4.4-24.47.56.94.0-0.37.935.0-1.758.0%
20182.3-7.6-0.9-20.65.2-1.0-3.529.1-28.7-8.10.9-10.2-42.6%
20176.829.1-0.84.622.121.83.73.637.03.710.4-5.6239.3%
2016———6.87.0-22.622.72.6-3.0-47.523.2-14.7-40.4%

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 72.2%. The dominant macroeconomic risk driver is VTI.US, accounting for 58.2% of variance. Idiosyncratic stock-specific factors contribute 16.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110680.261271307949
2016-05-0111425.840369603313
2016-06-018840.210291540545
2016-07-0110845.945515373585
2016-08-0111127.927353831446
2016-09-0110798.151983431575
2016-10-015671.499123785247
2016-11-016989.007487653337
2016-12-015964.632786362911
2017-01-016370.877807870002
2017-02-018226.859964951409
2017-03-018164.728373426796
2017-04-018539.111040305877
2017-05-0110428.548669746693
2017-06-0112706.707025649195
2017-07-0113181.456109606497
2017-08-0113657.798311295204
2017-09-0118717.540226222714
2017-10-0119410.54643938187
2017-11-0121433.805958260313
2017-12-0120240.560777441453
2018-01-0120707.344272741753
2018-02-0119142.90266050661
2018-03-0118974.032180978174
2018-04-0115059.741914927514
2018-05-0115846.742074239286
2018-06-0115690.616536562049
2018-07-0115134.61844830333
2018-08-0119542.775211088097
2018-09-0113942.966385215866
2018-10-0112813.445913653019
2018-11-0112929.743508045243
2018-12-0111615.421379639954
2019-01-0113307.312410387127
2019-02-0113541.50071690298
2019-03-0114887.685199936275
2019-04-0114232.913812330731
2019-05-0110756.730922415165
2019-06-0111559.662259040944
2019-07-0112361.00047793532
2019-08-0112854.866974669429
2019-09-0112811.852795921619
2019-10-0113818.703202166638
2019-11-0118661.781105623704
2019-12-0118347.936912537836
2020-01-0118287.398438744625
2020-02-0118744.623227656524
2020-03-0117341.086506292813
2020-04-0120981.36052254261
2020-05-0121550.10355265254
2020-06-0123595.666719770594
2020-07-0123221.284052891504
2020-08-0121131.113589294244
2020-09-0123195.794169189103
2020-10-0119590.568743030108
2020-11-0120696.192448621954
2020-12-0120705.75115501035
2021-01-0123973.23562211247
2021-02-0123594.07360203919
2021-03-0122493.22924964155
2021-04-0122405.607774414526
2021-05-0122620.678668153578
2021-06-0127006.531782698745
2021-07-0128507.24868567787
2021-08-0132090.17046359726
2021-09-0130079.655886570017
2021-10-0125419.78652222399
2021-11-0129281.503903138444
2021-12-0127016.090489087142
2022-01-0121921.29998406882
2022-02-0125147.363390154533
2022-03-0126014.01943603632
2022-04-0121256.969890074874
2022-05-0120041.42106101641
2022-06-0123235.62211247411
2022-07-0122628.644256810574
2022-08-0132924.96415485104
2022-09-0131887.844511709412
2022-10-0133018.958101003656
2022-11-0135142.58403696033
2022-12-0137860.442886729325
2023-01-0136068.18543890393
2023-02-0130500.23896765971
2023-03-0131913.334395411817
2023-04-0131734.90520949498
2023-05-0129474.27114863788
2023-06-0130259.678190218256
2023-07-0131129.520471562846
2023-08-0131515.05496256173
2023-09-0128214.115023100207
2023-10-0124183.52716265732
2023-11-0126804.205830810894
2023-12-0130493.866496734106
2024-01-0127546.59869364346
2024-02-0124070.415803727894
2024-03-0123809.144495778237
2024-04-0122932.92974350804
2024-05-0123646.6464871754
2024-06-0138712.760873028514
2024-07-0137830.17364983272
2024-08-0141849.60968615581
2024-09-0143815.516966703835
2024-10-0142470.92560140194
2024-11-0140317.03042854866
2024-12-0137487.65333758165
2025-01-0143222.87717062291
2025-02-0139310.18002230365
2025-03-0143017.36498327226
2025-04-0141937.23116138282
2025-05-0148519.99362752907
2025-06-0151949.976103234025
2025-07-0162488.44989644734
2025-08-0171134.29982475705
2025-09-0172646.16855185598
2025-10-0172652.54102278157
2025-11-0171886.25139397802
2025-12-0163350.32658913493
2026-01-0153856.93802772024
2026-02-0153038.07551378047
2026-03-0152711.486378843394
2026-04-0151000.47793531942
Annual Return Matrix
YearAnnual Return
20172.3934294871794872
2018-0.42613144431326255
20190.5796187079961597
20200.12850568724494216
20210.30476263753173827
20220.4014034673900224
2023-0.19457184935830008
20240.22935060864113677
20250.6898984318558496
2026-0.19494530365899654
Total Factor Risk
0.7219347149835561
VTI.US Exposure
0.5821872759996567
VEA.US Exposure
-0.021540236683604424
VWO.US Exposure
0.0320691235037393
QQQ.US Exposure
-0.05492947411418571
VTV.US Exposure
-0.00117866021188274
IJR.US Exposure
-0.02291048967067522
QUAL.US Exposure
-0.016119509409174622
SHV.US Exposure
0.19562903119053346
TLT.US Exposure
-0.0008817665309414718
LQD.US Exposure
-0.010595204550545889
HYG.US Exposure
0.022618326020980795
GLD.US Exposure
0.002129084857310222
USO.US Exposure
0.0003942743026159933
VNQ.US Exposure
0.032364617107298446
BTC-USD.CC Exposure
-0.003463660052241511
CPER.US Exposure
-0.0044021854704416425
VIX.INDX Exposure
0.008217567131317516
UUP.US Exposure
0.017706897549713666
TIP.US Exposure
0.07844150219814355
Idiosyncratic Exposure
0.16426348683238345
Value Score
0
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
72.2%

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 →136.8x
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$42.3B
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 →
-1.3%
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 →
-18.7%
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 →
34.8% 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 →
0.38
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Alnylam Pharmaceuticals Inc a high-risk investment?

Alnylam Pharmaceuticals Inc (ALNY.US) has an annualized volatility of 72.2% and experienced a maximum drawdown of 50.4% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, ALNY.US has generated a Compound Annual Growth Rate (CAGR) of 16.3%. It has had a positive return in 70% 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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