Autolus Therapeutics Ltd

10-Year Study

AUTL.US · Healthcare · US · Common Stock

Executive Summary: Autolus Therapeutics Ltd has compounded at -30.2% annually over the last 10 years, with a maximum drawdown of 96.5% and an annualized volatility of 70.2%.

1Y CAGR
-8.7%
3Y CAGR
-20.2%
5Y CAGR
-25.0%
10Y CAGR
-30.2%

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 →
96.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.13
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 →
79.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +238.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -63.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
13%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-31.224.8-19.316.7————————-19.1%
2025-6.0-21.7-10.4-9.024.130.35.3-37.58.7-4.9-9.041.1-15.3%
2024-6.5-0.36.3-42.313.9-16.934.8-16.2-7.6-7.2-1.5-29.2-63.5%
202313.2-9.8-5.2-1.671.8-23.535.7-0.6-27.421.051.850.5238.9%
2022-23.1-6.311.5-25.2-12.23.3-1.418.3-35.233.2-7.4-28.0-63.4%
2021-17.8-12.4-11.01.613.90.2-19.929.1-4.7-14.815.2-19.3-41.9%
2020-25.6-16.7-26.857.332.928.0-17.711.1-20.7-7.1-3.0-14.8-32.3%
2019-19.63.615.1-16.8-21.2-22.0-4.2-32.920.0-3.625.3-12.0-59.8%
2018——————-12.426.53.3-7.136.9-15.822.6%

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 70.2%. The dominant macroeconomic risk driver is QUAL.US, accounting for 22.4% of variance. Idiosyncratic stock-specific factors contribute 51.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2018-06-0110000
2018-07-018764.464352370289
2018-08-0111086.22620380739
2018-09-0111448.301605076524
2018-10-0110638.297872340425
2018-11-0114565.13624486749
2018-12-0112258.305337812619
2019-01-019858.156028368796
2019-02-0110209.033221351252
2019-03-0111746.920492721165
2019-04-019772.30309817096
2019-05-017700.634565136245
2019-06-016009.705113848451
2019-07-015755.879059350504
2019-08-013863.3818589025755
2019-09-014636.058230683091
2019-10-014468.085106382979
2019-11-015599.104143337066
2019-12-014927.211646136618
2020-01-013665.5468458379996
2020-02-013053.37812616648
2020-03-012235.9089212392687
2020-04-013516.2374020156776
2020-05-014673.385591638671
2020-06-015983.575961179545
2020-07-014927.211646136618
2020-08-015475.9238521836505
2020-09-014344.904815229564
2020-10-014035.087719298246
2020-11-013915.640164240388
2020-12-013337.0660694288913
2021-01-012743.561030235162
2021-02-012403.8820455393807
2021-03-012138.8577827547597
2021-04-012172.452407614782
2021-05-012474.804031354983
2021-06-012478.5367674505414
2021-07-011985.8156028368796
2021-08-012564.3896976483766
2021-09-012444.942142590519
2021-10-012082.8667413213884
2021-11-012400.1493094438224
2021-12-011937.290033594625
2022-01-011489.3617021276598
2022-02-011396.0432997387088
2022-03-011556.5509518477045
2022-04-011164.6136618141097
2022-05-011022.7696901829042
2022-06-011056.3643150429266
2022-07-011041.4333706606942
2022-08-011231.8029115341544
2022-09-01798.8055244494215
2022-10-011063.8297872340427
2022-11-01985.4423292273237
2022-12-01709.2198581560284
2023-01-01802.5382605449795
2023-02-01724.1508025382605
2023-03-01686.8234415826802
2023-04-01675.625233296006
2023-05-011160.8809257185517
2023-06-01888.3911907428145
2023-07-011205.6737588652484
2023-08-011198.208286674132
2023-09-01869.7275102650243
2023-10-011052.6315789473683
2023-11-011597.611048898843
2023-12-012403.8820455393807
2024-01-012247.107129525942
2024-02-012239.6416573348265
2024-03-012381.485628966032
2024-04-011373.6468831653604
2024-05-011564.0164240388208
2024-06-011298.9921612541993
2024-07-011750.653228816723
2024-08-011466.9652855543113
2024-09-011354.98320268757
2024-10-011257.932064203061
2024-11-011239.2683837252707
2024-12-01877.1929824561404
2025-01-01824.9346771183277
2025-02-01645.7633445315416
2025-03-01578.5740948114969
2025-04-01526.3157894736842
2025-05-01653.2288167226577
2025-06-01851.063829787234
2025-07-01895.8566629339306
2025-08-01559.9104143337066
2025-09-01608.4359835759611
2025-10-01578.5740948114969
2025-11-01526.3157894736842
2025-12-01742.8144830160508
2026-01-01511.3848450914521
2026-02-01638.2978723404254
2026-03-01515.11758118701
2026-04-01600.9705113848452
Annual Return Matrix
YearAnnual Return
2019-0.5980511571254568
2020-0.32272727272727275
2021-0.41946308724832204
2022-0.6339113680154143
20232.3894736842105266
2024-0.6350931677018634
2025-0.15319148936170213
2026-0.19095477386934667
Total Factor Risk
0.7021808034272675
VTI.US Exposure
-0.09984258781095978
VEA.US Exposure
-0.04852287815492966
VWO.US Exposure
0.0179372547680417
QQQ.US Exposure
0.08868242165483678
VTV.US Exposure
-0.021610300221674025
IJR.US Exposure
0.09692201137998838
QUAL.US Exposure
0.22444200414372797
SHV.US Exposure
0.09118529697276606
TLT.US Exposure
0.012068445234404857
LQD.US Exposure
-0.014373093739287754
HYG.US Exposure
0.10878614697129338
GLD.US Exposure
0.020258598697906787
USO.US Exposure
-0.0008664511393867822
VNQ.US Exposure
0.010966659070846617
BTC-USD.CC Exposure
-0.004182660443505018
CPER.US Exposure
-0.0010697339703644693
VIX.INDX Exposure
-0.017629243525925497
UUP.US Exposure
0.015983925346071258
TIP.US Exposure
0.0068714959176461796
Idiosyncratic Exposure
0.5139926888485029
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
70.2%

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$375.3M
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 →
+8.1%
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 →
-3.0%
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 →
39.9% 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 →
2.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Autolus Therapeutics Ltd a high-risk investment?

Autolus Therapeutics Ltd (AUTL.US) has an annualized volatility of 70.2% and experienced a maximum drawdown of 96.5% over the last 10 years. Its primary macro risk driver is QUAL.US.

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

Over the past 10 years, AUTL.US has generated a Compound Annual Growth Rate (CAGR) of -30.2%. It has had a positive return in 13% 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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