ATAI Life Sciences BV

10-Year Study

ATAI.US · Healthcare · US · Common Stock

Executive Summary: ATAI Life Sciences BV has compounded at -26.8% annually over the last 10 years, with a maximum drawdown of 94.4% and an annualized volatility of 112.1%.

1Y CAGR
+86.4%
3Y CAGR
+32.7%
5Y CAGR
-26.8%
10Y CAGR
-26.8%

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 →
94.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.09
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.22
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
80.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +207.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -65.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
20%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-8.1-3.5-2.515.5————————0.0%
202516.511.0-20.910.354.0-5.287.211.715.510.4-33.45.1207.5%
202426.29.01.50.5-20.7-15.316.5-16.1-10.8-8.667.9-25.3-5.7%
2023-33.1-5.67.75.5-6.3-3.921.5-26.8-15.7-4.7-15.435.6-47.0%
2022-30.17.7-11.3-15.7-7.2-8.56.016.6-26.4-10.919.7-24.6-65.1%
2021——————-16.25.7-9.7-1.4-24.7-30.5-58.8%

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 112.1%. The dominant macroeconomic risk driver is VTI.US, accounting for 61.8% of variance. Idiosyncratic stock-specific factors contribute 21.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-06-0110000
2021-07-018378.378378378378
2021-08-018854.054054054053
2021-09-017994.594594594594
2021-10-017886.486486486486
2021-11-015935.135135135136
2021-12-014124.324324324324
2022-01-012881.0810810810813
2022-02-013102.7027027027025
2022-03-012751.351351351351
2022-04-012318.9189189189187
2022-05-012151.3513513513512
2022-06-011967.5675675675677
2022-07-012086.4864864864867
2022-08-012432.4324324324325
2022-09-011789.1891891891892
2022-10-011594.5945945945946
2022-11-011908.1081081081081
2022-12-011437.837837837838
2023-01-01962.1621621621622
2023-02-01908.1081081081081
2023-03-01978.3783783783783
2023-04-011032.4324324324325
2023-05-01967.5675675675675
2023-06-01929.7297297297297
2023-07-011129.7297297297298
2023-08-01827.0270270270271
2023-09-01697.2972972972973
2023-10-01664.8648648648649
2023-11-01562.1621621621622
2023-12-01762.1621621621622
2024-01-01962.1621621621622
2024-02-011048.6486486486485
2024-03-011064.8648648648648
2024-04-011070.2702702702702
2024-05-01848.6486486486488
2024-06-01718.918918918919
2024-07-01837.8378378378379
2024-08-01702.7027027027027
2024-09-01627.027027027027
2024-10-01572.972972972973
2024-11-01962.1621621621622
2024-12-01718.918918918919
2025-01-01837.8378378378379
2025-02-01929.7297297297297
2025-03-01735.1351351351351
2025-04-01810.8108108108108
2025-05-011248.6486486486488
2025-06-011183.7837837837837
2025-07-012216.2162162162163
2025-08-012475.675675675676
2025-09-012859.4594594594596
2025-10-013156.7567567567567
2025-11-012102.702702702703
2025-12-012210.810810810811
2026-01-012032.4324324324323
2026-02-011962.162162162162
2026-03-011913.5135135135133
2026-04-012210.810810810811
Annual Return Matrix
YearAnnual Return
2022-0.6513761467889908
2023-0.4699248120300753
2024-0.05673758865248213
20252.0751879699248117
20260
Total Factor Risk
1.1214310075593878
VTI.US Exposure
0.6181894459212075
VEA.US Exposure
0.012710114705358712
VWO.US Exposure
-0.002553434598533689
QQQ.US Exposure
-0.05004241011571674
VTV.US Exposure
-0.019073400539913077
IJR.US Exposure
-0.008375351831823618
QUAL.US Exposure
-0.02758780149704933
SHV.US Exposure
0.16918708474148755
TLT.US Exposure
-0.004967824271267279
LQD.US Exposure
0.05119501935216232
HYG.US Exposure
-0.003172556186194889
GLD.US Exposure
0.021409518531858157
USO.US Exposure
0.004836465018516912
VNQ.US Exposure
-0.008461643936706773
BTC-USD.CC Exposure
-0.00042803954238493575
CPER.US Exposure
0.020839489307144788
VIX.INDX Exposure
-0.0005663178096599349
UUP.US Exposure
0.0001974965523535595
TIP.US Exposure
0.009473210261074207
Idiosyncratic Exposure
0.21719093593808658
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
112.1%

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$1.4B
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 →
+9.5%
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 →
-1.9%
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 →
36.6% 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 →
1.57
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is ATAI Life Sciences BV a high-risk investment?

ATAI Life Sciences BV (ATAI.US) has an annualized volatility of 112.1% and experienced a maximum drawdown of 94.4% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, ATAI.US has generated a Compound Annual Growth Rate (CAGR) of -26.8%. It has had a positive return in 20% 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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