Anavex Life Sciences Corp

10-Year Study

AVXL.US · Healthcare · US · Common Stock

Executive Summary: Anavex Life Sciences Corp has compounded at -2.7% annually over the last 10 years, with a maximum drawdown of 86.6% and an annualized volatility of 98.4%.

1Y CAGR
-58.0%
3Y CAGR
-29.0%
5Y CAGR
-23.2%
10Y CAGR
-2.7%

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 →
86.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.28
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.61
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
77.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +221.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -66.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202632.0-5.7-30.710.7————————-4.5%
2025-13.7-14.78.510.7-20.722.422.6-14.7-7.7-10.4-51.9-7.0-66.9%
2024-35.9-13.9-1.0-28.311.23.961.0-11.4-5.616.542.913.515.4%
202317.4-12.4-10.0-5.013.5-12.01.5-4.2-17.1-14.829.229.10.5%
2022-24.6-16.212.3-30.26.19.92.5-6.57.617.9-27.55.0-46.6%
202116.3107.314.8-19.23.183.6-21.58.6-7.94.43.5-10.6221.1%
202010.433.2-17.39.818.819.7-14.20.57.329.7-9.71.3108.5%
201918.615.742.5-2.6-2.716.6-24.03.119.7-13.9-11.87.966.0%
2018-12.1-16.616.9-17.420.6-4.73.1-1.12.2-11.7-5.0-31.9-51.6%
201713.627.60.0-1.92.8-8.1-23.79.4-6.81.9-10.0-15.3-18.7%
2016———11.4-18.737.6-37.2-20.318.6-23.142.3-0.3-19.2%

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 98.4%. The dominant macroeconomic risk driver is TIP.US, accounting for 25.9% of variance. Idiosyncratic stock-specific factors contribute 29.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111142.857142857141
2016-05-019061.224489795919
2016-06-0112469.387755102041
2016-07-017836.734693877551
2016-08-016244.897959183673
2016-09-017408.1632653061215
2016-10-015693.877551020408
2016-11-018102.04081632653
2016-12-018081.632653061224
2017-01-019183.673469387753
2017-02-0111714.285714285716
2017-03-0111714.285714285716
2017-04-0111489.795918367345
2017-05-0111816.326530612245
2017-06-0110857.142857142857
2017-07-018285.714285714284
2017-08-019061.224489795919
2017-09-018448.979591836734
2017-10-018612.244897959183
2017-11-017755.102040816325
2017-12-016571.428571428572
2018-01-015775.510204081632
2018-02-014816.326530612244
2018-03-015632.653061224489
2018-04-014653.061224489795
2018-05-015612.244897959184
2018-06-015346.938775510203
2018-07-015510.204081632653
2018-08-015448.9795918367345
2018-09-015571.428571428571
2018-10-014918.367346938776
2018-11-014673.469387755102
2018-12-013183.673469387755
2019-01-013775.5102040816323
2019-02-014367.34693877551
2019-03-016224.489795918366
2019-04-016061.224489795919
2019-05-015897.959183673469
2019-06-016877.551020408163
2019-07-015224.489795918366
2019-08-015387.755102040816
2019-09-016448.9795918367345
2019-10-015551.0204081632655
2019-11-014897.959183673469
2019-12-015285.714285714284
2020-01-015836.73469387755
2020-02-017775.510204081633
2020-03-016428.5714285714275
2020-04-017061.224489795917
2020-05-018387.755102040815
2020-06-0110040.81632653061
2020-07-018612.244897959183
2020-08-018653.061224489795
2020-09-019285.714285714284
2020-10-0112040.816326530612
2020-11-0110877.551020408162
2020-12-0111020.408163265305
2021-01-0112816.326530612245
2021-02-0126571.42857142857
2021-03-0130510.204081632648
2021-04-0124653.061224489793
2021-05-0125408.163265306117
2021-06-0146653.06122448979
2021-07-0136632.65306122449
2021-08-0139775.51020408163
2021-09-0136632.65306122449
2021-10-0138244.89795918367
2021-11-0139591.836734693876
2021-12-0135387.755102040814
2022-01-0126693.877551020407
2022-02-0122367.34693877551
2022-03-0125122.448979591834
2022-04-0117530.61224489796
2022-05-0118591.836734693876
2022-06-0120428.571428571428
2022-07-0120938.77551020408
2022-08-0119571.428571428572
2022-09-0121061.224489795917
2022-10-0124836.734693877548
2022-11-0118000
2022-12-0118897.95918367347
2023-01-0122183.67346938775
2023-02-0119428.571428571428
2023-03-0117489.795918367345
2023-04-0116612.244897959183
2023-05-0118857.142857142855
2023-06-0116591.83673469388
2023-07-0116836.73469387755
2023-08-0116122.448979591836
2023-09-0113367.346938775509
2023-10-0111387.755102040815
2023-11-0114714.285714285714
2023-12-0119000
2024-01-0112183.673469387755
2024-02-0110489.795918367347
2024-03-0110387.755102040814
2024-04-017448.9795918367345
2024-05-018285.714285714284
2024-06-018612.244897959183
2024-07-0113867.346938775509
2024-08-0112285.714285714284
2024-09-0111591.836734693876
2024-10-0113510.204081632653
2024-11-0119306.122448979593
2024-12-0121918.367346938776
2025-01-0118918.367346938772
2025-02-0116142.857142857141
2025-03-0117510.20408163265
2025-04-0119387.755102040817
2025-05-0115367.34693877551
2025-06-0118816.326530612245
2025-07-0123061.22448979592
2025-08-0119673.469387755104
2025-09-0118163.26530612245
2025-10-0116265.306122448977
2025-11-017816.326530612244
2025-12-017265.306122448979
2026-01-019591.836734693878
2026-02-019040.81632653061
2026-03-016265.306122448979
2026-04-016938.77551020408
Annual Return Matrix
YearAnnual Return
2017-0.18686868686868685
2018-0.515527950310559
20190.6602564102564101
20201.0849420849420852
20212.211111111111111
2022-0.4659746251441753
20230.005399568034557323
20240.15359828141783027
2025-0.6685288640595903
2026-0.0449438202247191
Total Factor Risk
0.9836886937384843
VTI.US Exposure
-0.02279420281678054
VEA.US Exposure
0.016246873907324842
VWO.US Exposure
0.00097217360981068
QQQ.US Exposure
-0.017635240096605144
VTV.US Exposure
-0.0023317719949694444
IJR.US Exposure
0.12212112054683802
QUAL.US Exposure
0.12898054244683632
SHV.US Exposure
0.032680266296847706
TLT.US Exposure
0.02136054579713593
LQD.US Exposure
0.08634522456550893
HYG.US Exposure
0.008357966852691676
GLD.US Exposure
-0.003288639141956911
USO.US Exposure
0.0014802122589996063
VNQ.US Exposure
0.05317396129519542
BTC-USD.CC Exposure
0.0056201142152132195
CPER.US Exposure
0.010180708625528627
VIX.INDX Exposure
0.002618601410956186
UUP.US Exposure
-0.00005852457216334733
TIP.US Exposure
0.25937776059403883
Idiosyncratic Exposure
0.29659230619954935
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
98.4%

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$274.3M
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 →
-13.3%
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 →
-49.2%
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 →
74.6% 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 →
1.18
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Anavex Life Sciences Corp a high-risk investment?

Anavex Life Sciences Corp (AVXL.US) has an annualized volatility of 98.4% and experienced a maximum drawdown of 86.6% over the last 10 years. Its primary macro risk driver is TIP.US.

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

Over the past 10 years, AVXL.US has generated a Compound Annual Growth Rate (CAGR) of -2.7%. It has had a positive return in 50% 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 Anavex Life Sciences Corp

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

Start a Free Backtest