Arvinas Inc

10-Year Study

ARVN.US · Healthcare · US · Common Stock

Executive Summary: Arvinas Inc has compounded at -5.5% annually over the last 10 years, with a maximum drawdown of 93.1% and an annualized volatility of 83.0%.

1Y CAGR
+58.7%
3Y CAGR
-20.9%
5Y CAGR
-31.9%
10Y CAGR
-5.5%

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 →
93.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.33
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.02
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
117.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +219.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -58.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
38%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202612.8-0.8-20.13.8————————-7.3%
2025-8.10.5-60.337.0-25.22.21.13.910.219.024.1-5.8-38.1%
20240.810.8-10.2-23.04.3-19.73.3-4.9-5.87.31.1-28.3-53.4%
2023-4.2-6.5-10.9-4.1-16.713.7-0.414.1-30.4-17.936.387.320.3%
2022-13.0-9.33.8-18.3-24.21.026.2-20.35.111.7-17.4-16.6-58.4%
2021-11.23.8-15.64.35.55.931.3-14.7-4.75.4-12.78.6-3.3%
202017.9-2.7-14.530.3-36.60.8-6.1-17.6-9.0-11.415.7251.0106.7%
201935.511.2-23.841.40.25.121.3-2.5-17.1-4.185.97.0219.8%
2018—————————-3.64.0-24.0-23.8%

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 83.0%. The dominant macroeconomic risk driver is VTI.US, accounting for 25.8% of variance. Idiosyncratic stock-specific factors contribute 31.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2018-09-0110000
2018-10-019638.41138114997
2018-11-0110023.71072910492
2018-12-017617.071724955542
2019-01-0110320.094842916418
2019-02-0111475.992886781267
2019-03-018749.25903971547
2019-04-0112371.072910491997
2019-05-0112400.711321873148
2019-06-0113034.973325429755
2019-07-0115815.056312981624
2019-08-0115417.901600474215
2019-09-0112774.155305275637
2019-10-0112246.591582691166
2019-11-0122762.299940723176
2019-12-0124356.846473029047
2020-01-0128725.548310610553
2020-02-0127937.166567871962
2020-03-0123888.559573206872
2020-04-0131120.331950207466
2020-05-0119721.39893301719
2020-06-0119881.4463544754
2020-07-0118672.19917012448
2020-08-0115382.335506816833
2020-09-0113995.257854179015
2020-10-0112394.783639596919
2020-11-0114344.991108476583
2020-12-0150343.80557202134
2021-01-0144718.435091879066
2021-02-0146413.75222288085
2021-03-0139181.979845880254
2021-04-0140865.441612329574
2021-05-0143117.96087729697
2021-06-0145643.15352697095
2021-07-0159928.86781268523
2021-08-0151102.548903378774
2021-09-0148713.692946058094
2021-10-0151321.87314759928
2021-11-0144819.205690574985
2021-12-0148689.98221695317
2022-01-0142377.00059276822
2022-02-0138417.30883224659
2022-03-0139893.301719027855
2022-04-0132584.469472436274
2022-05-0124712.50740960284
2022-06-0124949.614700652044
2022-07-0131481.920569057496
2022-08-0125097.806757557795
2022-09-0126372.258446947242
2022-10-0129466.508595139298
2022-11-0124327.208061647892
2022-12-0120278.60106698281
2023-01-0119425.01481920569
2023-02-0118168.34617664493
2023-03-0116194.427978660344
2023-04-0115536.455245998815
2023-05-0112940.130409010075
2023-06-0114712.507409602844
2023-07-0114653.230586840544
2023-08-0116721.991701244813
2023-09-0111641.967990515706
2023-10-019555.42382928275
2023-11-0113023.117960877295
2023-12-0124398.340248962653
2024-01-0124599.881446354473
2024-02-0127255.48310610551
2024-03-0124469.472436277414
2024-04-0118832.24659158269
2024-05-0119644.3390634262
2024-06-0115779.490219324243
2024-07-0116307.053941908713
2024-08-0115506.816834617663
2024-09-0114599.881446354475
2024-10-0115666.864256075874
2024-11-0115838.767042086543
2024-12-0111363.366923532898
2025-01-0110438.648488441018
2025-02-0110491.997628927087
2025-03-014161.232957913456
2025-04-015702.430349733254
2025-05-014267.931238885595
2025-06-014362.774155305276
2025-07-014410.195613515116
2025-08-014582.098399525786
2025-09-015050.385299347955
2025-10-016010.669828097214
2025-11-017459.9881446354475
2025-12-017030.231179608772
2026-01-017931.2388855957315
2026-02-017866.034380557202
2026-03-016283.343212803794
2026-04-016520.450503852993
Annual Return Matrix
YearAnnual Return
20192.1976653696498056
20201.0669262594305184
2021-0.032850582832921305
2022-0.5835159483808132
20230.20315697164571755
2024-0.5342565597667638
2025-0.3813249869587899
2026-0.07251264755480602
Total Factor Risk
0.8304371907990307
VTI.US Exposure
0.2579444523559261
VEA.US Exposure
-0.0006136507357543277
VWO.US Exposure
-0.017475545697967675
QQQ.US Exposure
-0.06207409105930818
VTV.US Exposure
-0.05005219298892019
IJR.US Exposure
0.04776339316943843
QUAL.US Exposure
0.06977934132080221
SHV.US Exposure
0.04031325137892995
TLT.US Exposure
0.09229285037296198
LQD.US Exposure
-0.014373753617186694
HYG.US Exposure
0.06990007474664744
GLD.US Exposure
0.001547708043408496
USO.US Exposure
-0.001261449582843918
VNQ.US Exposure
0.06428253708987519
BTC-USD.CC Exposure
-0.0015191029335544896
CPER.US Exposure
0.003994735477618836
VIX.INDX Exposure
-0.019414885845109663
UUP.US Exposure
0.026891024048173683
TIP.US Exposure
0.17822238974718188
Idiosyncratic Exposure
0.31385291470968085
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
83.0%

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$696.8M
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 →
-8.4%
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 →
+6.7%
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 →
20.5% 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 →
1.98
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Arvinas Inc a high-risk investment?

Arvinas Inc (ARVN.US) has an annualized volatility of 83.0% and experienced a maximum drawdown of 93.1% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, ARVN.US has generated a Compound Annual Growth Rate (CAGR) of -5.5%. It has had a positive return in 38% 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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