Amylyx Pharmaceuticals Inc

10-Year Study

AMLX.US · Healthcare · US · Common Stock

Executive Summary: Amylyx Pharmaceuticals Inc has compounded at -6.1% annually over the last 10 years, with a maximum drawdown of 95.6% and an annualized volatility of 257.0%.

1Y CAGR
+284.9%
3Y CAGR
-10.7%
5Y CAGR
-6.1%
10Y CAGR
-6.1%

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 →
95.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.70
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.06
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
106.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +219.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -74.3%
% 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.
202618.36.2-8.427.6————————46.8%
2025-3.4-10.17.944.40.824.525.316.844.92.57.5-19.4219.6%
20248.717.8-84.9-36.3-5.010.58.47.845.966.72.6-31.8-74.3%
20236.1-11.2-15.7-3.2-13.1-12.68.7-8.1-15.1-10.9-13.24.0-60.2%
2022—41.9-60.9-30.0-1.2116.640.1-6.511.526.77.6-3.759.4%

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 257.0%. The dominant macroeconomic risk driver is SHV.US, accounting for 73.9% of variance. Idiosyncratic stock-specific factors contribute 9.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2022-01-0110000
2022-02-0114193.270060396893
2022-03-015543.572044866264
2022-04-013882.657463330457
2022-05-013835.202761000863
2022-06-018308.88697152718
2022-07-0111643.658326143226
2022-08-0110888.69715271786
2022-09-0112144.08973252804
2022-10-0115388.265746333047
2022-11-0116553.062985332184
2022-12-0115940.465918895601
2023-01-0116906.816220880068
2023-02-0115021.570319240725
2023-03-0112657.46333045729
2023-04-0112251.941328731666
2023-05-0110651.423641069889
2023-06-019305.435720448662
2023-07-0110116.479723899914
2023-08-019301.121656600517
2023-09-017899.050905953408
2023-10-017036.238136324418
2023-11-016108.714408973253
2023-12-016350.301984469371
2024-01-016902.502157031924
2024-02-018132.010353753236
2024-03-011225.1941328731666
2024-04-01780.8455565142365
2024-05-01742.0189818809318
2024-06-01819.6721311475409
2024-07-01888.6971527178603
2024-08-01957.7221742881796
2024-09-011397.7566867989647
2024-10-012329.5944779982747
2024-11-012389.9913718723037
2024-12-011630.716134598792
2025-01-011574.6333045729077
2025-02-011415.0129421915444
2025-03-011527.1786022433132
2025-04-012204.486626402071
2025-05-012221.7428817946507
2025-06-012765.3149266609144
2025-07-013464.1932700603966
2025-08-014046.5918895599657
2025-09-015862.81276962899
2025-10-016009.490940465919
2025-11-016462.467644521139
2025-12-015211.389128559103
2026-01-016164.797238999136
2026-02-016544.434857635893
2026-03-015996.548748921484
2026-04-017648.835202761001
Annual Return Matrix
YearAnnual Return
2023-0.6016238159675237
2024-0.7432065217391304
20252.195767195767196
20260.4677152317880795
Total Factor Risk
2.5697944743668124
VTI.US Exposure
0.03571431364135275
VEA.US Exposure
0.004579279820883585
VWO.US Exposure
0.008142120101507446
QQQ.US Exposure
0.00330733224687738
VTV.US Exposure
0.01018781469238501
IJR.US Exposure
0.011913818768985283
QUAL.US Exposure
0.00002578630886358962
SHV.US Exposure
0.7392866532694617
TLT.US Exposure
0.0034721347839993927
LQD.US Exposure
0.020988030159847227
HYG.US Exposure
0.02145960301664775
GLD.US Exposure
0.00029547803897976175
USO.US Exposure
0.0022408679948432604
VNQ.US Exposure
-0.0005274788514001332
BTC-USD.CC Exposure
0.010804576450767118
CPER.US Exposure
0.0018804138115924292
VIX.INDX Exposure
0.0001947031273832591
UUP.US Exposure
0.0100344141726933
TIP.US Exposure
0.02405215525276911
Idiosyncratic Exposure
0.09194798319156065
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
257.0%

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$1.7B
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 →
+21.0%
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 →
+41.3%
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 →
0.0% 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 →
-0.21
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Amylyx Pharmaceuticals Inc a high-risk investment?

Amylyx Pharmaceuticals Inc (AMLX.US) has an annualized volatility of 257.0% and experienced a maximum drawdown of 95.6% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, AMLX.US has generated a Compound Annual Growth Rate (CAGR) of -6.1%. 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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