Axsome Therapeutics Inc

10-Year Study

AXSM.US · Healthcare · US · Common Stock

Executive Summary: Axsome Therapeutics Inc has compounded at 37.5% annually over the last 10 years, with a maximum drawdown of 78.6% and an annualized volatility of 89.8%.

1Y CAGR
+84.2%
3Y CAGR
+36.8%
5Y CAGR
+25.3%
10Y CAGR
+37.5%

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 →
78.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.87
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
2.52
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
108.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +3565.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · -53.6%
% 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.
20260.9-11.13.19.0————————0.8%
202525.819.8-8.6-3.7-6.3-0.7-2.919.60.111.112.220.6115.9%
202413.1-9.6-1.9-7.6-0.49.68.51.81.1-0.910.3-13.96.3%
2023-2.8-9.1-9.516.03.1-2.69.23.0-13.5-10.98.318.03.2%
2022-27.42.447.2-23.3-21.353.20.865.3-30.11.260.16.7104.2%
2021-16.4-1.1-15.96.80.411.1-28.0-47.128.316.8-10.39.4-53.6%
2020-16.0-10.2-24.661.5-19.06.9-13.32.8-2.8-6.99.312.4-21.2%
2019197.5-5.178.824.629.512.2-1.0-0.2-20.519.063.5162.53565.2%
2018-50.0-8.9-3.938.8-1.5-4.5-18.031.40.012.2-15.8-13.5-49.6%
2017-27.4-7.1-14.35.1-6.142.910.9-16.48.8-14.418.9-0.9-17.0%
2016———33.1-31.4-3.93.7-7.48.8-15.0-2.23.1-21.5%

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 89.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 42.4% of variance. Idiosyncratic stock-specific factors contribute 31.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0113313.953488372092
2016-05-019127.906976744185
2016-06-018767.441860465116
2016-07-019093.023255813954
2016-08-018418.60465116279
2016-09-019162.79069767442
2016-10-017790.697674418605
2016-11-017616.279069767442
2016-12-017848.837209302326
2017-01-015697.674418604652
2017-02-015290.697674418605
2017-03-014534.883720930233
2017-04-014767.4418604651155
2017-05-014476.7441860465115
2017-06-016395.3488372093025
2017-07-017093.023255813954
2017-08-015930.232558139534
2017-09-016453.488372093024
2017-10-015523.2558139534885
2017-11-016569.767441860466
2017-12-016511.627906976743
2018-01-013255.8139534883717
2018-02-012965.116279069767
2018-03-012848.837209302326
2018-04-013953.488372093023
2018-05-013895.3488372093025
2018-06-013720.9302325581402
2018-07-013052.3255813953488
2018-08-014011.6279069767447
2018-09-014011.6279069767447
2018-10-014500
2018-11-013790.6976744186045
2018-12-013279.0697674418607
2019-01-019755.813953488374
2019-02-019255.813953488372
2019-03-0116546.511627906977
2019-04-0120616.279069767446
2019-05-0126697.674418604653
2019-06-0129941.86046511628
2019-07-0129651.162790697676
2019-08-0129593.023255813954
2019-09-0123534.88372093023
2019-10-0128000
2019-11-0145779.069767441855
2019-12-01120186.04651162791
2020-01-01100953.48837209302
2020-02-0190697.67441860466
2020-03-0168406.97674418605
2020-04-01110500
2020-05-0189511.62790697675
2020-06-0195674.41860465116
2020-07-0182941.86046511628
2020-08-0185244.18604651163
2020-09-0182848.83720930234
2020-10-0177104.6511627907
2020-11-0184290.6976744186
2020-12-0194732.5581395349
2021-01-0179174.41860465117
2021-02-0178325.58139534884
2021-03-0165837.20930232559
2021-04-0170302.32558139536
2021-05-0170593.02325581395
2021-06-0178441.86046511628
2021-07-0156500
2021-08-0129860.465116279072
2021-09-0138325.58139534884
2021-10-0144767.441860465115
2021-11-0140162.79069767441
2021-12-0143930.232558139534
2022-01-0131906.97674418605
2022-02-0132686.046511627905
2022-03-0148127.90697674419
2022-04-0136918.604651162794
2022-05-0129069.76744186047
2022-06-0144534.88372093023
2022-07-0144872.093023255824
2022-08-0174186.04651162791
2022-09-0151883.72093023256
2022-10-0152500
2022-11-0184058.13953488372
2022-12-0189686.04651162791
2023-01-0187209.30232558139
2023-02-0179290.69767441861
2023-03-0171720.93023255814
2023-04-0183174.41860465116
2023-05-0185790.69767441861
2023-06-0183558.13953488372
2023-07-0191244.18604651163
2023-08-0193953.48837209304
2023-09-0181267.44186046511
2023-10-0172418.6046511628
2023-11-0178430.23255813954
2023-12-0192546.51162790699
2024-01-01104686.04651162791
2024-02-0194627.90697674418
2024-03-0192790.69767441861
2024-04-0185767.44186046513
2024-05-0185383.72093023258
2024-06-0193604.6511627907
2024-07-01101523.2558139535
2024-08-01103325.58139534884
2024-09-01104500.00000000001
2024-10-01103523.2558139535
2024-11-01114209.3023255814
2024-12-0198383.72093023256
2025-01-01123790.69767441861
2025-02-01148302.32558139536
2025-03-01135616.27906976745
2025-04-01130569.76744186049
2025-05-01122279.06976744186
2025-06-01121383.72093023256
2025-07-01117883.72093023255
2025-08-01141023.2558139535
2025-09-01141220.93023255814
2025-10-01156965.1162790698
2025-11-01176162.79069767444
2025-12-01212372.09302325582
2026-01-01214244.18604651163
2026-02-01190569.76744186046
2026-03-01196534.88372093026
2026-04-01214174.41860465117
Annual Return Matrix
YearAnnual Return
2017-0.1703703703703704
2018-0.49642857142857144
201935.65248226950355
2020-0.2117840557275542
2021-0.5362710200073646
20221.041556379036527
20230.031894204589653974
20240.06307325040834266
20251.1586100933695778
20260.008486640385457767
Total Factor Risk
0.8979671014480309
VTI.US Exposure
0.09246091118604609
VEA.US Exposure
-0.024561634706926152
VWO.US Exposure
0.0346123058197391
QQQ.US Exposure
-0.0037061793659614152
VTV.US Exposure
-0.004042423847534553
IJR.US Exposure
0.004839243710920629
QUAL.US Exposure
-0.023018851919320852
SHV.US Exposure
0.4240639930444088
TLT.US Exposure
-0.01908100346263964
LQD.US Exposure
0.1153397941863672
HYG.US Exposure
-0.0063332632383418476
GLD.US Exposure
-0.001162347966246814
USO.US Exposure
0.0008910411997420923
VNQ.US Exposure
0.057029777678943634
BTC-USD.CC Exposure
0.008888313677228529
CPER.US Exposure
0.009752248893484203
VIX.INDX Exposure
0.014344087702605292
UUP.US Exposure
0.007160468555302289
TIP.US Exposure
-0.00011698394234504293
Idiosyncratic Exposure
0.3126405027945286
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
89.8%

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$8.6B
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 →
+28.7%
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 →
2.6% 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 →
0.47
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Axsome Therapeutics Inc a high-risk investment?

Axsome Therapeutics Inc (AXSM.US) has an annualized volatility of 89.8% and experienced a maximum drawdown of 78.6% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, AXSM.US has generated a Compound Annual Growth Rate (CAGR) of 37.5%. 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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