Aurinia Pharmaceuticals Inc

10-Year Study

AUPH.US · Healthcare · US · Common Stock

Executive Summary: Aurinia Pharmaceuticals Inc has compounded at 18.4% annually over the last 10 years, with a maximum drawdown of 86.9% and an annualized volatility of 75.1%.

1Y CAGR
+115.1%
3Y CAGR
+21.5%
5Y CAGR
+1.8%
10Y CAGR
+18.4%

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 →
86.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.59
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.53
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
89.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +197.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -81.1%
% 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.
2026-8.9-2.54.66.8————————-0.8%
2025-11.50.01.12.5-4.98.09.129.7-7.819.222.4-1.177.6%
2024-16.1-24.1-12.41.66.55.43.015.87.6-1.622.91.4-0.1%
2023109.50.420.62.6-20.48.019.6-21.7-14.3-5.517.74.1108.1%
2022-27.2-26.20.7-16.99.6-10.9-18.6-10.02.28.1-36.9-15.8-81.1%
202120.8-16.2-7.32.29.4-10.74.620.135.949.5-43.021.465.4%
2020-9.7-4.4-17.118.8-7.92.4-13.05.0-0.76.4-3.1-9.0-31.7%
2019-7.67.1-3.7-5.15.01.5-3.3-9.7-7.0-9.063.4155.2197.1%
201817.0-1.7-0.41.211.0-3.4-3.93.119.0-18.111.412.550.6%
201746.715.6106.2-4.5-11.0-1.82.92.9-3.4-6.2-10.2-14.2115.7%
2016———0.31.7-6.722.8-43.055.20.70.3-30.9-27.8%

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 75.1%. The dominant macroeconomic risk driver is VTI.US, accounting for 19.8% of variance. Idiosyncratic stock-specific factors contribute 42.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110034.364261168384
2016-05-0110206.185567010309
2016-06-019518.900343642612
2016-07-0111687.285223367697
2016-08-016666.666666666666
2016-09-0110343.642611683848
2016-10-0110412.371134020617
2016-11-0110446.735395189004
2016-12-017216.494845360825
2017-01-0110584.192439862543
2017-02-0112233.676975945016
2017-03-0125223.3676975945
2017-04-0124089.347079037798
2017-05-0121443.298969072166
2017-06-0121065.29209621993
2017-07-0121683.84879725086
2017-08-0122302.405498281787
2017-09-0121546.391752577318
2017-10-0120206.185567010307
2017-11-0118144.329896907217
2017-12-0115567.01030927835
2018-01-0118213.058419243982
2018-02-0117903.78006872852
2018-03-0117835.051546391755
2018-04-0118041.23711340206
2018-05-0120034.364261168386
2018-06-0119347.079037800686
2018-07-0118591.06529209622
2018-08-0119175.25773195876
2018-09-0122817.86941580756
2018-10-0118694.158075601375
2018-11-0120824.742268041235
2018-12-0123436.426116838487
2019-01-0121649.484536082473
2019-02-0123195.87628865979
2019-03-0122336.769759450173
2019-04-0121202.74914089347
2019-05-0122268.041237113404
2019-06-0122611.68384879725
2019-07-0121855.67010309278
2019-08-0119725.08591065292
2019-09-0118350.515463917523
2019-10-0116701.03092783505
2019-11-0127285.223367697596
2019-12-0169621.99312714777
2020-01-0162886.59793814433
2020-02-0160137.45704467354
2020-03-0149862.54295532646
2020-04-0159243.98625429552
2020-05-0154536.082474226794
2020-06-0155841.92439862543
2020-07-0148556.701030927834
2020-08-0150962.19931271477
2020-09-0150618.556701030924
2020-10-0153883.16151202749
2020-11-0152233.67697594501
2020-12-0147525.77319587629
2021-01-0157422.68041237113
2021-02-0148109.96563573883
2021-03-0144621.99312714776
2021-04-0145601.37457044674
2021-05-0149896.907216494845
2021-06-0144536.08247422681
2021-07-0146597.9381443299
2021-08-0155945.01718213059
2021-09-0176048.10996563574
2021-10-01113676.97594501717
2021-11-0164742.268041237105
2021-12-0178591.06529209622
2022-01-0157250.85910652921
2022-02-0142268.0412371134
2022-03-0142542.955326460484
2022-04-0135360.824742268036
2022-05-0138762.88659793814
2022-06-0134536.08247422681
2022-07-0128109.96563573883
2022-08-0125292.09621993127
2022-09-0125841.924398625426
2022-10-0127938.14432989691
2022-11-0117628.865979381444
2022-12-0114845.360824742269
2023-01-0131099.656357388318
2023-02-0131237.113402061856
2023-03-0137663.23024054983
2023-04-0138659.79381443299
2023-05-0130790.378006872856
2023-06-0133264.60481099656
2023-07-0139793.81443298969
2023-08-0131168.384879725087
2023-09-0126701.03092783505
2023-10-0125223.3676975945
2023-11-0129690.721649484538
2023-12-0130893.470790378007
2024-01-0125910.652920962195
2024-02-0119656.35738831615
2024-03-0117216.494845360823
2024-04-0117491.408934707903
2024-05-0118625.429553264603
2024-06-0119621.993127147765
2024-07-0120206.185567010307
2024-08-0123402.0618556701
2024-09-0125189.003436426116
2024-10-0124776.6323024055
2024-11-0130446.735395189004
2024-12-0130859.106529209625
2025-01-0127319.58762886598
2025-02-0127319.58762886598
2025-03-0127628.865979381437
2025-04-0128316.15120274914
2025-05-0126941.580756013744
2025-06-0129106.529209621993
2025-07-0131769.759450171816
2025-08-0141202.749140893466
2025-09-0137972.50859106529
2025-10-0145257.73195876289
2025-11-0155395.189003436426
2025-12-0154810.99656357388
2026-01-0149931.27147766322
2026-02-0148694.15807560137
2026-03-0150927.83505154639
2026-04-0154398.625429553256
Annual Return Matrix
YearAnnual Return
20171.157142857142857
20180.5055187637969094
20191.970674486803519
2020-0.3173741362290228
20210.653651482284888
2022-0.8111062527328378
20231.0810185185185186
2024-0.0011123470522802492
20250.7761692650334073
2026-0.007523510971786829
Total Factor Risk
0.750974553642225
VTI.US Exposure
0.19836635316706064
VEA.US Exposure
0.09571119755920322
VWO.US Exposure
-0.011136852874628338
QQQ.US Exposure
0.03725309336032464
VTV.US Exposure
-0.007684098305053195
IJR.US Exposure
0.026612555411169695
QUAL.US Exposure
-0.03753357599434547
SHV.US Exposure
0.17239973343948403
TLT.US Exposure
0.0475540547049722
LQD.US Exposure
-0.0032841887600628165
HYG.US Exposure
0.03574752812722733
GLD.US Exposure
0.0008941261677319185
USO.US Exposure
-0.0015954875978699675
VNQ.US Exposure
-0.02883127573267297
BTC-USD.CC Exposure
0.026469444426928418
CPER.US Exposure
-0.0028116944684638285
VIX.INDX Exposure
0.02311931030645527
UUP.US Exposure
0.010075004144442824
TIP.US Exposure
-0.0014348970000383505
Idiosyncratic Exposure
0.42010966991813475
Value Score
47
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
75.1%

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 →7.5x
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$2.1B
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 →
+7.6%
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 →
+18.5%
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 →
3.3% 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 →
1.52
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Aurinia Pharmaceuticals Inc a high-risk investment?

Aurinia Pharmaceuticals Inc (AUPH.US) has an annualized volatility of 75.1% and experienced a maximum drawdown of 86.9% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, AUPH.US has generated a Compound Annual Growth Rate (CAGR) of 18.4%. 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.

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