Theranexus SA

10-Year Study

ALTHX.PA · Healthcare · FR · Common Stock

Executive Summary: Theranexus SA has compounded at -16.2% annually over the last 10 years, with a maximum drawdown of 97.7% and an annualized volatility of 98.8%.

1Y CAGR
+273.6%
3Y CAGR
+34.1%
5Y CAGR
-24.8%
10Y CAGR
-16.2%

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 →
97.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.22
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.60
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
109.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +513.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · -82.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
44%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202616.834.8-11.011.7————————56.5%
2025-2.8-11.7-13.30.0132.613.579.726.03.9-27.7-8.821.6270.2%
2024-24.1-22.975.9-0.2-8.7-21.0-14.9-9.1-19.01.2-5.316.1-48.4%
202313.7-2.6-17.8-18.69.632.2-32.4-6.62.7-9.75.5-3.4-36.0%
2022-30.6-25.9-2.8-25.64.73.64.1-20.7-4.220.1-7.2-0.7-64.6%
2021-34.9-12.8-2.431.8-0.3-26.9-20.09.3-13.3-8.1-22.4-7.8-73.5%
202018.1-27.6-8.1192.135.212.8-11.7-5.1-14.832.972.37.2513.5%
2019-10.7-66.37.48.7-5.3-8.4-15.6-15.3-23.4-6.6-10.426.1-82.4%
20186.41.32.211.3-13.7-1.3-6.50.0-2.19.41.713.420.7%
2017——————————-3.8-1.7-5.4%

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 98.8%. The dominant macroeconomic risk driver is VTI.US, accounting for 33.4% of variance. Idiosyncratic stock-specific factors contribute 37.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2017-10-0110000
2017-11-019617.830597400532
2017-12-019458.576784980856
2018-01-0110063.661777760111
2018-02-0110189.792917047578
2018-03-0110413.96716880639
2018-04-0111592.339388157981
2018-05-0110000
2018-06-019872.61019913351
2018-07-019234.40253322204
2018-08-019236.91985638009
2018-09-019044.5433708282
2018-10-019891.688858857666
2018-11-0110063.661777760111
2018-12-0111414.00691601415
2019-01-0110191.051578626602
2019-02-013439.4583780489424
2019-03-013693.6417716655405
2019-04-014014.467945718259
2019-05-013802.482723954426
2019-06-013484.505365132316
2019-07-012941.293412046358
2019-08-012490.8250132247285
2019-09-011907.8660482272203
2019-10-011781.9998524189218
2019-11-011596.5129018314774
2019-12-012013.8585011679236
2020-01-012378.207874034018
2020-02-011722.3789396985628
2020-03-011583.2638452138895
2020-04-014623.925181892157
2020-05-016253.560409385177
2020-06-017055.129124455314
2020-07-016227.062296150002
2020-08-015909.084937327892
2020-09-015034.646252919809
2020-10-016690.780225412859
2020-11-0111526.689997303996
2020-12-0112354.756825609307
2021-01-018048.809318421687
2021-02-017022.006956734983
2021-03-016856.393591073922
2021-04-019035.865457902908
2021-05-019009.367344667731
2021-06-016584.787140707303
2021-07-015266.504901668812
2021-08-015756.720312401991
2021-09-014988.2747126994645
2021-10-014584.178012039393
2021-11-013557.375018587836
2021-12-013279.144513736063
2022-01-012275.527606277105
2022-02-011685.9441129708025
2022-03-011639.5722568680314
2022-04-011220.239283244826
2022-05-011277.2102582886967
2022-06-011323.582035420861
2022-07-011377.9031517588503
2022-08-011093.04819756889
2022-09-011046.6764994073321
2022-10-011257.3366733623147
2022-11-011167.2429778038677
2022-12-011159.2935596274363
2023-01-011318.2823969797043
2023-02-011283.8347865974906
2023-03-011055.950807451401
2023-04-01859.8645799816438
2023-05-01942.0088573636597
2023-06-011245.4125066123643
2023-07-01841.3158849228995
2023-08-01785.6697997466662
2023-09-01806.8683535112922
2023-10-01728.6988247027955
2023-11-01768.4459945555593
2023-12-01741.9478813203833
2024-01-01563.0854590417332
2024-02-01433.90699907903763
2024-03-01763.1463561144028
2024-04-01761.8214662467652
2024-05-01695.576104188219
2024-06-01549.836362938842
2024-07-01467.69212504212953
2024-08-01425.2951359687875
2024-09-01344.4757879397126
2024-10-01348.45053651323155
2024-11-01329.9018217118355
2024-12-01382.89810741014213
2025-01-01372.2988305278291
2025-02-01328.5769121015464
2025-03-01284.8549936752636
2025-04-01284.8549936752636
2025-05-01662.4534626442493
2025-06-01751.8846737835744
2025-07-011351.4050385236742
2025-08-011702.5053547721807
2025-09-011768.7507958013337
2025-10-011278.5351481563343
2025-11-011165.9180942538787
2025-12-011417.6504100586935
2026-01-011656.133656610623
2026-02-012232.46816911112
2026-03-011987.360387932748
2026-04-012219.219099858235
Annual Return Matrix
YearAnnual Return
20180.20673619038947755
2019-0.8235625301450951
20205.1348683725516215
2021-0.7345844552003682
2022-0.6464646328421172
2023-0.35999999727521625
2024-0.48392856553653063
20252.7024220872948166
20260.5654205607476634
Total Factor Risk
0.9882478516626415
VTI.US Exposure
0.3337094143366396
VEA.US Exposure
0.15601490590582912
VWO.US Exposure
-0.010878184984268856
QQQ.US Exposure
-0.038962955529407865
VTV.US Exposure
-0.021526944547649342
IJR.US Exposure
-0.019241974792575264
QUAL.US Exposure
-0.043346432062675175
SHV.US Exposure
0.20267352614280273
TLT.US Exposure
-0.00443765352781471
LQD.US Exposure
0.042986427378414245
HYG.US Exposure
-0.0014531844116026696
GLD.US Exposure
0.00034207041039679867
USO.US Exposure
0.0026045920923198967
VNQ.US Exposure
-0.006753874444213832
BTC-USD.CC Exposure
0.009101835727888622
CPER.US Exposure
0.0026666022040407068
VIX.INDX Exposure
-0.002335150085013458
UUP.US Exposure
-0.0022090663343645304
TIP.US Exposure
0.02459189527173368
Idiosyncratic Exposure
0.37645415124952036
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
98.8%

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$44.0M
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 →
+6.0%
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 →
+40.4%
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 →
23.3% 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 →
1.54
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Theranexus SA a high-risk investment?

Theranexus SA (ALTHX.PA) has an annualized volatility of 98.8% and experienced a maximum drawdown of 97.7% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, ALTHX.PA has generated a Compound Annual Growth Rate (CAGR) of -16.2%. It has had a positive return in 44% 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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