Alvotech

10-Year Study

ALVO.US · Healthcare · US · Common Stock

Executive Summary: Alvotech has compounded at -17.0% annually over the last 10 years, with a maximum drawdown of 78.2% and an annualized volatility of 68.1%.

1Y CAGR
-71.5%
3Y CAGR
-25.1%
5Y CAGR
-18.3%
10Y CAGR
-17.0%

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 →
78.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.17
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.31
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
54.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +15.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -61.2%
% 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.
20264.7-25.7-14.05.5————————-29.4%
2025-3.9-10.7-14.9-18.945.9-20.3-0.7-10.91.5-6.6-33.30.6-61.2%
202437.2-2.3-20.618.7-4.3-12.4-3.8-0.21.99.1-9.512.615.2%
202320.015.4-6.9-24.0-14.0-8.226.61.0-7.9-2.56.920.814.8%
2022-0.2-0.11.0-0.10.2-17.6-3.213.2-24.9-8.31.658.71.2%
20210.7-0.2-6.20.8-2.01.1-0.60.0-0.21.00.1-0.3-5.8%
2020———————————6.06.0%

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 68.1%. The dominant macroeconomic risk driver is VTI.US, accounting for 50.3% of variance. Idiosyncratic stock-specific factors contribute 32.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-11-0110000
2020-12-0110595.959595959597
2021-01-0110666.666666666666
2021-02-0110646.464646464647
2021-03-019989.89898989899
2021-04-0110070.70707070707
2021-05-019868.686868686867
2021-06-019979.79797979798
2021-07-019919.191919191919
2021-08-019919.191919191919
2021-09-019898.9898989899
2021-10-0110000
2021-11-0110010.101010101009
2021-12-019979.79797979798
2022-01-019959.595959595958
2022-02-019949.494949494949
2022-03-0110050.50505050505
2022-04-0110040.404040404039
2022-05-0110060.606060606062
2022-06-018292.929292929293
2022-07-018030.30303030303
2022-08-019090.90909090909
2022-09-016828.282828282828
2022-10-016262.626262626263
2022-11-016363.636363636364
2022-12-0110101.010101010103
2023-01-0112121.212121212122
2023-02-0113989.89898989899
2023-03-0113030.30303030303
2023-04-019898.9898989899
2023-05-018515.151515151514
2023-06-017818.181818181819
2023-07-019898.9898989899
2023-08-0110000
2023-09-019212.121212121212
2023-10-018979.79797979798
2023-11-019595.959595959595
2023-12-0111595.959595959595
2024-01-0115909.090909090908
2024-02-0115545.454545454544
2024-03-0112343.434343434343
2024-04-0114646.464646464645
2024-05-0114020.20202020202
2024-06-0112282.828282828283
2024-07-0111818.181818181816
2024-08-0111797.979797979797
2024-09-0112020.20202020202
2024-10-0113111.111111111111
2024-11-0111868.68686868687
2024-12-0113363.636363636364
2025-01-0112848.48484848485
2025-02-0111474.747474747473
2025-03-019767.676767676767
2025-04-017919.191919191919
2025-05-0111555.555555555555
2025-06-019212.121212121212
2025-07-019151.515151515152
2025-08-018151.515151515152
2025-09-018272.727272727272
2025-10-017727.272727272727
2025-11-015151.515151515151
2025-12-015181.818181818182
2026-01-015424.242424242424
2026-02-014030.30303030303
2026-03-013464.6464646464647
2026-04-013656.565656565657
Annual Return Matrix
YearAnnual Return
2021-0.058150619637750145
20220.012145748987854255
20230.14800000000000013
20240.15243902439024382
2025-0.6122448979591837
2026-0.2943469785575048
Total Factor Risk
0.6810188367486364
VTI.US Exposure
0.5026470646330894
VEA.US Exposure
0.0006021427960273563
VWO.US Exposure
0.013152727118390354
QQQ.US Exposure
-0.03952737716709861
VTV.US Exposure
0.029156979083263857
IJR.US Exposure
0.009177574681249141
QUAL.US Exposure
0.04974704474256441
SHV.US Exposure
0.0020231550352396593
TLT.US Exposure
-0.0014129130406062037
LQD.US Exposure
0.006346334776301926
HYG.US Exposure
0.014926470540510429
GLD.US Exposure
-0.0007878250038974054
USO.US Exposure
0.006824592930655807
VNQ.US Exposure
-0.008737259983899967
BTC-USD.CC Exposure
-0.0032009906575068297
CPER.US Exposure
0.01913902081136781
VIX.INDX Exposure
-0.007237618077737024
UUP.US Exposure
0.004180162246901044
TIP.US Exposure
0.08008726832865817
Idiosyncratic Exposure
0.32289344620652655
Value Score
35.4
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
68.1%

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 →36.5x
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$1.1B
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 →
-8.1%
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 →
-42.4%
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 →
68.4% 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 →
0.25
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Alvotech a high-risk investment?

Alvotech (ALVO.US) has an annualized volatility of 68.1% and experienced a maximum drawdown of 78.2% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, ALVO.US has generated a Compound Annual Growth Rate (CAGR) of -17.0%. 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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