Aura Biosciences Inc

10-Year Study

AURA.US · Healthcare · US · Common Stock

Executive Summary: Aura Biosciences Inc has compounded at -15.2% annually over the last 10 years, with a maximum drawdown of 75.2% and an annualized volatility of 63.3%.

1Y CAGR
+22.5%
3Y CAGR
-14.9%
5Y CAGR
-15.2%
10Y CAGR
-15.2%

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 →
75.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.17
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.29
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
49.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +29.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -38.2%
% 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.
20262.85.213.65.5————————29.5%
2025-4.5-4.6-21.8-0.50.56.810.1-9.1-1.3-0.87.7-17.4-33.7%
2024-13.117.8-13.5-5.7-0.72.935.1-22.112.117.2-10.8-11.7-7.2%
2023-0.9-4.0-7.1-2.625.29.1-3.6-12.8-13.6-9.0-1.710.5-15.6%
20227.5-1.922.9-22.93.0-18.90.6-6.335.6-31.615.3-26.5-38.2%
2021——————————17.8-2.614.7%

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 63.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 56.8% of variance. Idiosyncratic stock-specific factors contribute 24.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-10-0110000
2021-11-0111783.783783783783
2021-12-0111472.972972972972
2022-01-0112331.081081081082
2022-02-0112094.594594594591
2022-03-0114864.864864864863
2022-04-0111459.45945945946
2022-05-0111804.054054054051
2022-06-019574.324324324323
2022-07-019635.135135135135
2022-08-019027.027027027027
2022-09-0112243.243243243243
2022-10-018371.621621621622
2022-11-019648.648648648648
2022-12-017094.594594594594
2023-01-017033.783783783783
2023-02-016749.999999999999
2023-03-016270.270270270269
2023-04-016108.1081081081065
2023-05-017648.648648648648
2023-06-018344.594594594595
2023-07-018040.540540540541
2023-08-017013.513513513514
2023-09-016060.810810810811
2023-10-015513.513513513514
2023-11-015418.918918918918
2023-12-015986.486486486485
2024-01-015202.7027027027025
2024-02-016128.378378378378
2024-03-015304.054054054054
2024-04-015000
2024-05-014966.216216216216
2024-06-015108.108108108108
2024-07-016898.648648648648
2024-08-015371.621621621622
2024-09-016020.27027027027
2024-10-017054.054054054053
2024-11-016290.54054054054
2024-12-015554.054054054054
2025-01-015304.054054054054
2025-02-015060.810810810811
2025-03-013959.4594594594596
2025-04-013939.1891891891887
2025-05-013959.4594594594596
2025-06-014229.729729729729
2025-07-014655.405405405405
2025-08-014229.729729729729
2025-09-014175.675675675675
2025-10-014141.891891891892
2025-11-014459.459459459459
2025-12-013682.4324324324325
2026-01-013783.7837837837833
2026-02-013979.729729729729
2026-03-014520.27027027027
2026-04-014770.27027027027
Annual Return Matrix
YearAnnual Return
2022-0.3816254416961131
2023-0.1561904761904762
2024-0.07223476297968379
2025-0.33698296836982966
20260.2954128440366972
Total Factor Risk
0.6333345273039955
VTI.US Exposure
-0.027198668683443006
VEA.US Exposure
-0.007866298718398912
VWO.US Exposure
-0.0019725354393873283
QQQ.US Exposure
0.11941719568653554
VTV.US Exposure
0.0000468448842391646
IJR.US Exposure
0.049469497479449766
QUAL.US Exposure
-0.004237433574557573
SHV.US Exposure
0.5679450898626213
TLT.US Exposure
0.019192018736249886
LQD.US Exposure
0.0015966532125113926
HYG.US Exposure
0.015153075176502042
GLD.US Exposure
0.005247909570017279
USO.US Exposure
0.0003789986753541677
VNQ.US Exposure
-0.0029536523726456255
BTC-USD.CC Exposure
-0.00036943618897247705
CPER.US Exposure
0.0013950280437174379
VIX.INDX Exposure
-0.0037090537966681237
UUP.US Exposure
0.015893068874409475
TIP.US Exposure
0.004794213449869804
Idiosyncratic Exposure
0.24777748512259573
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
63.3%

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$419.5M
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 →
+15.0%
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 →
+15.4%
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 →
2.4% 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 →
0.35
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Aura Biosciences Inc a high-risk investment?

Aura Biosciences Inc (AURA.US) has an annualized volatility of 63.3% and experienced a maximum drawdown of 75.2% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, AURA.US has generated a Compound Annual Growth Rate (CAGR) of -15.2%. 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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