Artelo Biosciences Inc

10-Year Study

ARTL.US · Healthcare · US · Common Stock

Executive Summary: Artelo Biosciences Inc has compounded at -51.6% annually over the last 10 years, with a maximum drawdown of 100.0% and an annualized volatility of 207.7%.

1Y CAGR
-24.6%
3Y CAGR
-23.7%
5Y CAGR
-47.1%
10Y CAGR
-51.6%

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 →
100.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.03
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.10
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
205.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +298.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · -90.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
22%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202640.2-30.4537.0-35.9————————298.4%
202513.2-10.8-18.212.07.1110.6-10.6-22.0-50.4-32.5-43.9-29.9-80.8%
20240.010.0-3.9-7.0-0.4-2.20.7-3.7-13.83.0-9.01.0-24.3%
202311.4-11.0-19.0-29.79.611.4-3.0-1.6-23.2-15.411.71.4-51.6%
2022-19.1-5.513.4-15.1-13.4-4.27.3-24.5-10.4-16.8-14.317.5-62.9%
202131.292.1-11.4-19.0-6.1-4.0-16.0-8.9-13.2-9.5-12.0-17.6-28.9%
2020-24.8-47.3-10.322.98.5-5.5-5.0-16.53.4-53.934.118.9-73.0%
2019-13.020.00.0-8.3-66.7-47.7-28.5-40.710.8-7.922.510.7-90.2%
201835.02.2-27.55.019.01.62.40.014.6-16.8-12.96.515.0%
2017———————————0.00.0%

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 207.7%. The dominant macroeconomic risk driver is SHV.US, accounting for 57.4% of variance. Idiosyncratic stock-specific factors contribute 15.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2017-11-0110000
2017-12-0110000
2018-01-0113499.986250014004
2018-02-0113799.985944458762
2018-03-0110000
2018-04-0110499.989305566449
2018-05-0112499.997453706297
2018-06-0112699.987064827988
2018-07-0112999.986759272746
2018-08-0112999.986759272746
2018-09-0114899.995009264345
2018-10-0112399.997555558046
2018-11-0110799.999185186016
2018-12-0111499.988287048967
2019-01-0110000
2019-02-0111999.987777790226
2019-03-0111999.987777790226
2019-04-0110999.988796307707
2019-05-013666.6629321025694
2019-06-011916.664714508161
2019-07-011370.8319653726076
2019-08-01812.4991724545466
2019-09-01900.4157750078407
2019-10-01829.1658504029099
2019-11-011015.832290212229
2019-12-011124.9988541678338
2020-01-01845.8324577088032
2020-02-01445.8328933727837
2020-03-01399.9995996572546
2020-04-01491.6661517670778
2020-05-01533.332775995516
2020-06-01504.1661602283503
2020-07-01479.16617862704027
2020-08-01399.9995996572546
2020-09-01413.74959130403676
2020-10-01190.83314461764496
2020-11-01255.8330649919394
2020-12-01304.16634273910546
2021-01-01399.1662657598364
2021-02-01766.6659140602525
2021-03-01679.1659607950501
2021-04-01549.9994539438794
2021-05-01516.6661333683878
2021-06-01495.83282125416866
2021-07-01416.66624228438286
2021-08-01379.58293683112703
2021-09-01329.58300894974207
2021-10-01298.33304077841336
2021-11-01262.4997361712847
2021-12-01216.2497755070465
2022-01-01174.99981822731732
2022-02-01165.4164960676259
2022-03-01187.49980902797228
2022-04-01159.16650949760717
2022-05-01137.91653043467895
2022-06-01132.08320198306052
2022-07-01141.6665241427519
2022-08-01106.94433728572002
2022-09-0195.83323925753156
2022-10-0179.72213784483411
2022-11-0168.33326479427585
2022-12-0180.27769671988247
2023-01-0189.4443519308648
2023-02-0179.58325474880358
2023-03-0164.44437915986357
2023-04-0145.277730425326375
2023-05-0149.611058744622966
2023-06-0155.277719533726874
2023-07-0153.61105615404491
2023-08-0152.77772225662675
2023-09-0140.555515308650314
2023-10-0134.30551990832283
2023-11-0138.333293053919995
2023-12-0138.888847513813985
2024-01-0138.888847513813985
2024-02-0142.77773314822626
2024-03-0141.111069768544304
2024-04-0138.22218127891033
2024-05-0138.05551803155019
2024-06-0137.22218413413203
2024-07-0137.49996357165621
2024-08-0136.111075214344055
2024-09-0131.111078452566627
2024-10-0132.05552191741727
2024-11-0129.16663784293768
2024-12-0129.444415072884667
2025-01-0133.33329849971975
2025-02-0129.72219230283166
2025-03-0124.305530799922334
2025-04-0127.222195025731537
2025-05-0129.16663784293768
2025-06-0161.43512473164922
2025-07-0154.90734989379755
2025-08-0142.82403045700602
2025-09-0121.249979062928226
2025-10-0114.351836792724416
2025-11-018.055547394982947
2025-12-015.648142527865154
2026-01-017.916658780009449
2026-02-015.509253647982395
2026-03-0135.09255685017358
2026-04-0122.499977083356676
Annual Return Matrix
YearAnnual Return
20180.14999882870489678
2019-0.9021739130434783
2020-0.7296296421883037
2021-0.2890410768014139
2022-0.6287732714096315
2023-0.5155709605183236
2024-0.2428570925783926
2025-0.8081761001573937
20262.983606463957463
Total Factor Risk
2.0773842706012102
VTI.US Exposure
0.006174184273011876
VEA.US Exposure
0.023555025396830916
VWO.US Exposure
0.0021382591898291775
QQQ.US Exposure
0.013520401325017419
VTV.US Exposure
0.0009091753680978836
IJR.US Exposure
0.02868030765942266
QUAL.US Exposure
0.02819687262632339
SHV.US Exposure
0.5736618329279122
TLT.US Exposure
-0.002554837433953116
LQD.US Exposure
0.002145028448161176
HYG.US Exposure
-0.0003523220273422322
GLD.US Exposure
0.03939694990648669
USO.US Exposure
0.03546790899819936
VNQ.US Exposure
-0.00008200570586976395
BTC-USD.CC Exposure
0.005879575971076852
CPER.US Exposure
0.004078336385377558
VIX.INDX Exposure
0.005512674901956952
UUP.US Exposure
0.0622296514894043
TIP.US Exposure
0.01674426552147934
Idiosyncratic Exposure
0.15469871477857727
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
207.7%

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$5.2M
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 →
+20.9%
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 →
-7.8%
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 →
82.9% 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 →
0.41
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Artelo Biosciences Inc a high-risk investment?

Artelo Biosciences Inc (ARTL.US) has an annualized volatility of 207.7% and experienced a maximum drawdown of 100.0% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ARTL.US has generated a Compound Annual Growth Rate (CAGR) of -51.6%. It has had a positive return in 22% 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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