Axogen Inc

10-Year Study

AXGN.US · Healthcare · US · Common Stock

Executive Summary: Axogen Inc has compounded at 21.2% annually over the last 10 years, with a maximum drawdown of 92.5% and an annualized volatility of 78.3%.

1Y CAGR
+283.6%
3Y CAGR
+66.1%
5Y CAGR
+13.2%
10Y CAGR
+21.2%

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 →
92.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.65
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.19
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
60.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +214.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · -47.7%
% 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.
20266.5-9.04.412.8————————14.2%
202510.59.9-7.5-12.1-33.1-0.420.623.310.524.628.914.298.6%
202441.69.2-23.6-20.66.66.021.349.86.6-0.1-0.718.6141.3%
2023-5.1-12.914.5-4.6-5.87.4-5.4-27.5-20.1-24.874.24.3-31.6%
2022-7.07.2-15.0-8.833.6-15.313.80.527.2-4.2-4.1-8.96.5%
2021-3.127.4-8.3-7.68.46.5-5.7-16.2-7.4-3.9-37.0-2.1-47.7%
2020-30.90.2-16.0-6.3-0.5-4.723.14.4-2.08.413.325.30.1%
2019-19.211.914.111.5-10.9-5.4-9.2-11.8-21.3-0.339.33.2-12.4%
2018-1.85.025.09.023.42.3-10.6-2.4-16.01.2-10.2-39.0-27.8%
201721.1-4.10.016.721.712.8-5.711.49.96.229.96.0214.4%
2016———8.6-4.523.7-2.334.10.2-2.0-5.67.867.9%

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 78.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 48.0% of variance. Idiosyncratic stock-specific factors contribute 29.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110858.20895522388
2016-05-0110373.134328358206
2016-06-0112835.820895522387
2016-07-0112537.31343283582
2016-08-0116809.70149253731
2016-09-0116847.014925373132
2016-10-0116511.194029850743
2016-11-0115578.358208955224
2016-12-0116791.0447761194
2017-01-0120335.82089552239
2017-02-0119496.268656716416
2017-03-0119496.268656716416
2017-04-0122761.194029850743
2017-05-0127705.223880597016
2017-06-0131250
2017-07-0129477.611940298506
2017-08-0132835.82089552239
2017-09-0136100.746268656716
2017-10-0138339.55223880597
2017-11-0149813.432835820895
2017-12-0152798.50746268656
2018-01-0151865.67164179104
2018-02-0154477.611940298506
2018-03-0168097.01492537312
2018-04-0174253.73134328357
2018-05-0191604.4776119403
2018-06-0193750
2018-07-0183824.62686567164
2018-08-0181809.70149253731
2018-09-0168750
2018-10-0169570.89552238806
2018-11-0162462.68656716417
2018-12-0138115.67164179104
2019-01-0130783.582089552234
2019-02-0134440.298507462685
2019-03-0139291.0447761194
2019-04-0143805.97014925373
2019-05-0139048.50746268656
2019-06-0136940.298507462685
2019-07-0133544.77611940299
2019-08-0129570.895522388055
2019-09-0123283.58208955224
2019-10-0123208.955223880595
2019-11-0132332.089552238802
2019-12-0133376.86567164179
2020-01-0123059.70149253731
2020-02-0123097.014925373136
2020-03-0119402.985074626868
2020-04-0118190.298507462685
2020-05-0118097.014925373132
2020-06-0117238.805970149253
2020-07-0121212.68656716418
2020-08-0122145.5223880597
2020-09-0121697.76119402985
2020-10-0123526.11940298507
2020-11-0126660.447761194027
2020-12-0133395.5223880597
2021-01-0132369.40298507463
2021-02-0141231.34328358209
2021-03-0137798.50746268657
2021-04-0134925.37313432835
2021-05-0137873.13432835821
2021-06-0140317.16417910447
2021-07-0138003.73134328358
2021-08-0131828.358208955222
2021-09-0129477.611940298506
2021-10-0128339.55223880597
2021-11-0117854.4776119403
2021-12-0117481.343283582086
2022-01-0116250
2022-02-0117425.373134328358
2022-03-0114813.432835820895
2022-04-0113507.462686567163
2022-05-0118041.0447761194
2022-06-0115279.850746268656
2022-07-0117388.059701492537
2022-08-0117481.343283582086
2022-09-0122238.805970149253
2022-10-0121305.970149253728
2022-11-0120429.104477611938
2022-12-0118619.402985074626
2023-01-0117667.910447761195
2023-02-0115391.791044776117
2023-03-0117630.59701492537
2023-04-0116828.358208955222
2023-05-0115858.20895522388
2023-06-0117033.58208955224
2023-07-0116119.402985074626
2023-08-0111679.10447761194
2023-09-019328.358208955224
2023-10-017014.925373134328
2023-11-0112220.149253731342
2023-12-0112742.537313432837
2024-01-0118041.0447761194
2024-02-0119701.492537313432
2024-03-0115055.97014925373
2024-04-0111958.955223880595
2024-05-0112742.537313432837
2024-06-0113507.462686567163
2024-07-0116380.597014925372
2024-08-0124533.58208955224
2024-09-0126156.716417910447
2024-10-0126119.402985074623
2024-11-0125932.83582089552
2024-12-0130746.268656716416
2025-01-0133973.880597014926
2025-02-0137332.08955223881
2025-03-0134514.92537313433
2025-04-0130354.477611940296
2025-05-0120317.16417910448
2025-06-0120242.537313432837
2025-07-0124421.641791044774
2025-08-0130111.94029850746
2025-09-0133283.582089552234
2025-10-0141455.22388059701
2025-11-0153451.492537313425
2025-12-0161063.43283582088
2026-01-0165018.65671641791
2026-02-0159197.76119402985
2026-03-0161809.701492537315
2026-04-0169720.14925373133
Annual Return Matrix
YearAnnual Return
20172.1444444444444444
2018-0.2780918727915195
2019-0.12432697014194805
20200.0005589714924538747
2021-0.476536312849162
20220.06510138740661708
2023-0.31563126252505014
20241.4128843338213763
20250.9860436893203881
20260.1417659639474489
Total Factor Risk
0.7832513302094517
VTI.US Exposure
0.07288846378110554
VEA.US Exposure
-0.003342310899178531
VWO.US Exposure
-0.008957129993663228
QQQ.US Exposure
-0.02619950866276853
VTV.US Exposure
-0.017144173516738886
IJR.US Exposure
0.020821192331929594
QUAL.US Exposure
0.027052814312680456
SHV.US Exposure
0.4801864893574132
TLT.US Exposure
-0.012827612362004095
LQD.US Exposure
0.11370969056664293
HYG.US Exposure
0.029585772956580283
GLD.US Exposure
0.0025080688038349223
USO.US Exposure
0.00017254701330652334
VNQ.US Exposure
-0.009699464594832457
BTC-USD.CC Exposure
0.016392955539012006
CPER.US Exposure
-0.0002282603812016876
VIX.INDX Exposure
0.016840561298538795
UUP.US Exposure
0.0025790630516175773
TIP.US Exposure
-0.0015240206295717214
Idiosyncratic Exposure
0.29718486202729727
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
78.3%

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$1.8B
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 →
+14.4%
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 →
+53.9%
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 →
0.0% 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 →
0.98
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Axogen Inc a high-risk investment?

Axogen Inc (AXGN.US) has an annualized volatility of 78.3% and experienced a maximum drawdown of 92.5% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, AXGN.US has generated a Compound Annual Growth Rate (CAGR) of 21.2%. 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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