Apellis Pharmaceuticals Inc

10-Year Study

APLS.US · Healthcare · US · Common Stock

Executive Summary: Apellis Pharmaceuticals Inc has compounded at 13.8% annually over the last 10 years, with a maximum drawdown of 81.4% and an annualized volatility of 178.9%.

1Y CAGR
+161.4%
3Y CAGR
-22.5%
5Y CAGR
-6.3%
10Y CAGR
+13.8%

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 →
81.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.62
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.05
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
74.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +132.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -46.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
56%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-10.1-7.291.91.6————————62.7%
2025-9.1-13.3-13.0-12.2-11.92.229.123.4-17.9-5.1-0.817.9-21.3%
20245.7-2.1-5.1-24.8-11.2-2.33.2-1.8-25.9-5.524.5-6.0-46.7%
20232.024.20.726.52.96.1-71.763.9-9.927.910.711.115.8%
2022-14.85.619.5-14.3-4.89.124.57.512.9-11.4-17.53.69.4%
2021-22.68.8-10.918.111.112.31.22.9-49.9-6.736.912.4-17.3%
202034.3-15.8-22.627.9-1.7-3.1-20.719.1-2.15.747.821.386.8%
20196.18.228.71.61.426.110.24.2-17.222.0-8.513.9132.1%
2018-23.510.420.69.0-15.37.8-16.45.2-8.2-21.39.6-14.0-39.2%
2017———————————57.057.0%

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 178.9%. The dominant macroeconomic risk driver is SHV.US, accounting for 80.7% of variance. Idiosyncratic stock-specific factors contribute 12.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2017-11-0110000
2017-12-0115701.881331403762
2018-01-0112011.577424023157
2018-02-0113263.38639652677
2018-03-0115998.552821997106
2018-04-0117445.73082489146
2018-05-0114768.451519536902
2018-06-0115918.958031837916
2018-07-0113314.037626628075
2018-08-0114008.683068017364
2018-09-0112865.412445730826
2018-10-0110123.010130246019
2018-11-0111099.855282199711
2018-12-019544.138929088278
2019-01-0110130.24602026049
2019-02-0110962.373371924747
2019-03-0114109.98552821997
2019-04-0114334.298118668596
2019-05-0114536.903039073804
2019-06-0118335.74529667149
2019-07-0120209.840810419682
2019-08-0121056.43994211288
2019-09-0117431.259044862516
2019-10-0121266.280752532562
2019-11-0119450.072358900143
2019-12-0122156.29522431259
2020-01-0129746.743849493487
2020-02-0125050.651230101303
2020-03-0119384.949348769896
2020-04-0124797.395079594793
2020-05-0124377.713458755425
2020-06-0123632.41678726483
2020-07-0118733.719247467438
2020-08-0122308.248914616495
2020-09-0121830.68017366136
2020-10-0123082.489146164975
2020-11-0134109.98552821997
2020-12-0141389.29088277858
2021-01-0132033.285094066574
2021-02-0134855.282199710564
2021-03-0131049.20405209841
2021-04-0136664.25470332851
2021-05-0140723.58900144718
2021-06-0145730.82489146165
2021-07-0146302.460202604925
2021-08-0147648.33574529667
2021-09-0123849.493487698986
2021-10-0122243.12590448625
2021-11-0130448.625180897245
2021-12-0134211.28798842258
2022-01-0129138.929088277862
2022-02-0130774.24023154848
2022-03-0136765.55716353111
2022-04-0131497.829232995657
2022-05-0129992.764109985532
2022-06-0132720.69464544139
2022-07-0140723.58900144718
2022-08-0143784.37047756874
2022-09-0149421.128798842255
2022-10-0143769.8986975398
2022-11-0136128.798842257595
2022-12-0137416.787264833576
2023-01-0138154.84804630969
2023-02-0147380.60781476122
2023-03-0147727.93053545586
2023-04-0160369.03039073806
2023-05-0162120.11577424023
2023-06-0165918.9580318379
2023-07-0118632.416787264832
2023-08-0130542.691751085385
2023-09-0127525.32561505065
2023-10-0135209.84081041968
2023-11-0138979.73950795948
2023-12-0143314.03762662807
2024-01-0145795.9479015919
2024-02-0144840.81041968162
2024-03-0142532.561505065125
2024-04-0131975.397973950792
2024-05-0128400.868306801734
2024-06-0127756.874095513747
2024-07-0128654.124457308248
2024-08-0128147.61215629522
2024-09-0120868.306801736613
2024-10-0119725.03617945007
2024-11-0124551.374819102748
2024-12-0123089.72503617945
2025-01-0120991.316931982634
2025-02-0118198.263386396524
2025-03-0115824.891461649784
2025-04-0113900.144717800289
2025-05-0112250.361794500724
2025-06-0112525.325615050651
2025-07-0116164.978292329957
2025-08-0119949.348769898697
2025-09-0116374.819102749638
2025-10-0115535.45586107091
2025-11-0115412.445730824891
2025-12-0118176.555716353112
2026-01-0116338.639652677279
2026-02-0115166.425470332852
2026-03-0129109.985528219968
2026-04-0129573.082489146163
Annual Return Matrix
YearAnnual Return
2018-0.3921658986175115
20191.3214556482183473
20200.868060091443501
2021-0.17342657342657342
20220.09369712351945858
20230.15760974666408822
2024-0.46692281991313067
2025-0.2127859605139455
20260.6269904458598725
Total Factor Risk
1.7886440135594026
VTI.US Exposure
0.011748747821343289
VEA.US Exposure
-0.004910270982112491
VWO.US Exposure
0.0032493744394227883
QQQ.US Exposure
-0.0006633113016106049
VTV.US Exposure
-0.0034732555468693646
IJR.US Exposure
-0.0031850934466744474
QUAL.US Exposure
0.0005891405959857555
SHV.US Exposure
0.8071195826217155
TLT.US Exposure
-0.000719377363280926
LQD.US Exposure
0.003584733672561874
HYG.US Exposure
0.014348422069699376
GLD.US Exposure
0.007389370777877603
USO.US Exposure
0.001081540230482288
VNQ.US Exposure
0.021620729513916064
BTC-USD.CC Exposure
0.0004645756260887198
CPER.US Exposure
-0.0015631417307716007
VIX.INDX Exposure
0.014548581894093136
UUP.US Exposure
0.00005051421009513488
TIP.US Exposure
0.0009788062677053221
Idiosyncratic Exposure
0.12774033063033272
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
178.9%

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 →224.5x
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$5.2B
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 →
+62.4%
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 →
+71.9%
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 →
-0.20
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Apellis Pharmaceuticals Inc a high-risk investment?

Apellis Pharmaceuticals Inc (APLS.US) has an annualized volatility of 178.9% and experienced a maximum drawdown of 81.4% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, APLS.US has generated a Compound Annual Growth Rate (CAGR) of 13.8%. It has had a positive return in 56% 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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