Arrowhead Pharmaceuticals Inc

10-Year Study

ARWR.US · Healthcare · US · Common Stock

Executive Summary: Arrowhead Pharmaceuticals Inc has compounded at 27.5% annually over the last 10 years, with a maximum drawdown of 84.6% and an annualized volatility of 78.6%.

1Y CAGR
+381.9%
3Y CAGR
+26.3%
5Y CAGR
-1.3%
10Y CAGR
+27.5%

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 →
84.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.90
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.70
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
79.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +410.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -38.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20264.4-8.7-0.98.4————————2.4%
20255.7-4.9-32.69.015.7-1.70.039.456.622.924.326.0253.1%
20244.90.0-10.9-20.91.513.29.9-16.6-18.7-0.735.4-27.8-38.6%
2023-13.7-7.7-21.439.4-2.83.6-3.2-19.9-2.8-8.5-13.844.3-24.6%
2022-20.4-16.64.5-10.6-18.95.520.8-6.6-16.85.3-7.526.0-38.8%
20210.63.2-16.89.7-0.214.1-16.3-3.1-7.02.29.8-5.4-13.6%
2020-33.9-15.6-18.619.7-6.434.0-0.3-1.91.933.19.122.721.0%
201913.738.2-6.0-2.031.911.89.717.6-17.542.182.3-13.1410.7%
201867.94.911.3-11.067.026.97.11.329.9-33.614.2-14.5237.5%
201725.216.5-18.1-16.2-7.112.58.659.154.6-15.9-1.93.1137.4%
2016———20.15.9-13.212.016.36.1-21.1-75.27.6-67.8%

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 78.6%. The dominant macroeconomic risk driver is VTI.US, accounting for 36.8% of variance. Idiosyncratic stock-specific factors contribute 30.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0112012.448132780082
2016-05-0112717.842323651452
2016-06-0111037.34439834025
2016-07-0112365.145228215766
2016-08-0114377.593360995848
2016-09-0115248.96265560166
2016-10-0112033.195020746887
2016-11-012987.551867219917
2016-12-013215.7676348547716
2017-01-014024.8962655601654
2017-02-014688.796680497925
2017-03-013838.174273858921
2017-04-013215.7676348547716
2017-05-012987.551867219917
2017-06-013360.995850622407
2017-07-013651.452282157676
2017-08-015809.128630705393
2017-09-018983.402489626555
2017-10-017551.867219917012
2017-11-017406.639004149377
2017-12-017634.854771784232
2018-01-0112821.576763485476
2018-02-0113443.983402489628
2018-03-0114958.50622406639
2018-04-0113319.502074688797
2018-05-0122240.66390041494
2018-06-0128215.76763485477
2018-07-0130228.215767634854
2018-08-0130622.406639004148
2018-09-0139771.78423236515
2018-10-0126390.041493775934
2018-11-0130124.48132780083
2018-12-0125767.634854771783
2019-01-0129294.60580912863
2019-02-0140497.92531120332
2019-03-0138070.53941908714
2019-04-0137302.90456431535
2019-05-0149190.87136929461
2019-06-0154979.2531120332
2019-07-0160290.45643153526
2019-08-0170892.11618257262
2019-09-0158464.73029045643
2019-10-0183091.28630705393
2019-11-01151473.02904564314
2019-12-01131597.51037344398
2020-01-0186950.20746887966
2020-02-0173360.9958506224
2020-03-0159688.796680497915
2020-04-0171431.53526970954
2020-05-0166887.96680497925
2020-06-0189605.80912863069
2020-07-0189356.84647302904
2020-08-0187634.85477178423
2020-09-0189336.09958506224
2020-10-01118879.66804979251
2020-11-01129730.29045643154
2020-12-01159190.87136929462
2021-01-01160103.73443983402
2021-02-01165269.70954356846
2021-03-01137572.6141078838
2021-04-01150954.35684647303
2021-05-01150622.40663900413
2021-06-01171825.7261410788
2021-07-01143755.18672199172
2021-08-01139253.11203319504
2021-09-01129522.82157676347
2021-10-01132406.63900414936
2021-11-01145331.95020746885
2021-12-01137551.867219917
2022-01-01109460.58091286305
2022-02-0191286.3070539419
2022-03-0195414.9377593361
2022-04-0185290.45643153526
2022-05-0169211.6182572614
2022-06-0173049.79253112033
2022-07-0188236.51452282157
2022-08-0182385.89211618257
2022-09-0168568.46473029045
2022-10-0172219.91701244813
2022-11-0166804.97925311203
2022-12-0184149.377593361
2023-01-0172593.36099585063
2023-02-0167012.44813278007
2023-03-0152697.095435684634
2023-04-0173464.73029045641
2023-05-0171390.04149377592
2023-06-0173983.40248962655
2023-07-0171618.25726141079
2023-08-0157344.39834024896
2023-09-0155746.88796680498
2023-10-0151016.59751037344
2023-11-0143983.40248962655
2023-12-0163485.477178423236
2024-01-0166597.51037344399
2024-02-0166597.51037344399
2024-03-0159336.09958506224
2024-04-0146929.46058091286
2024-05-0147614.10788381743
2024-06-0153921.161825726136
2024-07-0159253.112033195015
2024-08-0149439.834024896256
2024-09-0140186.72199170124
2024-10-0139896.26556016598
2024-11-0154004.14937759336
2024-12-0139004.14937759336
2025-01-0141244.813278008296
2025-02-0139232.365145228214
2025-03-0126431.535269709544
2025-04-0128817.427385892115
2025-05-0133340.2489626556
2025-06-0132780.08298755187
2025-07-0132780.08298755187
2025-08-0145705.39419087137
2025-09-0171556.01659751037
2025-10-0187946.0580912863
2025-11-01109336.09958506224
2025-12-01137738.58921161824
2026-01-01143838.1742738589
2026-02-01131265.5601659751
2026-03-01130082.98755186722
2026-04-01141037.34439834024
Annual Return Matrix
YearAnnual Return
20171.3741935483870966
20182.375
20194.107085346215781
20200.20967996216301432
2021-0.13593118728007303
2022-0.388235294117647
2023-0.24556213017751483
2024-0.3856209150326797
20252.5313829787234043
20260.023949389968368706
Total Factor Risk
0.7859564933733832
VTI.US Exposure
0.3683964201236544
VEA.US Exposure
-0.006676434981267835
VWO.US Exposure
-0.0052202575891228545
QQQ.US Exposure
-0.07985944777387496
VTV.US Exposure
-0.06717559593494186
IJR.US Exposure
0.020091031905121234
QUAL.US Exposure
0.013741256270898615
SHV.US Exposure
0.22341340803097665
TLT.US Exposure
0.033077547698248326
LQD.US Exposure
0.04434569765653679
HYG.US Exposure
0.04525275042094665
GLD.US Exposure
0.0013179815828672085
USO.US Exposure
0.0026477869855668734
VNQ.US Exposure
0.024834420634278737
BTC-USD.CC Exposure
-0.010205094545279554
CPER.US Exposure
-0.004525504974943888
VIX.INDX Exposure
0.06068747928387408
UUP.US Exposure
0.02631546266702641
TIP.US Exposure
0.007121809951799571
Idiosyncratic Exposure
0.3024192825876355
Value Score
34.7
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
78.6%

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 →38.1x
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$8.5B
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 →
+9.8%
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 →
+49.1%
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 →
6.9% 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 →
1.27
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Arrowhead Pharmaceuticals Inc a high-risk investment?

Arrowhead Pharmaceuticals Inc (ARWR.US) has an annualized volatility of 78.6% and experienced a maximum drawdown of 84.6% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, ARWR.US has generated a Compound Annual Growth Rate (CAGR) of 27.5%. It has had a positive return in 60% 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.

Run a Full Backtest on Arrowhead Pharmaceuticals Inc

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest