AXT Inc

10-Year Study

AXTI.US · Technology · US · Common Stock

Executive Summary: AXT Inc has compounded at 37.2% annually over the last 10 years, with a maximum drawdown of 89.2% and an annualized volatility of 106.5%.

1Y CAGR
+7666.4%
3Y CAGR
+197.0%
5Y CAGR
+52.8%
10Y CAGR
+37.2%

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 →
89.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.98
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
2.71
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
84.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +653.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -50.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
40%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202613.4104.450.343.5————————400.2%
2025-3.7-23.4-11.9-0.77.938.4-0.539.454.877.134.652.8653.5%
20242.574.47.0-34.627.0-11.37.7-27.2-8.76.4-16.91.4-9.6%
202334.5-25.8-8.9-32.927.70.9-9.6-16.4-7.7-17.10.020.6-45.2%
2022-15.0-0.5-5.8-16.0-0.80.249.7-2.1-22.0-32.217.0-17.5-50.3%
20217.925.2-9.8-15.43.27.9-7.1-8.7-10.5-1.90.67.2-7.9%
2020-10.3-10.8-7.872.3-4.3-10.00.617.78.5-2.863.9-1.8120.0%
2019-5.58.5-0.228.1-30.0-0.87.8-20.65.0-12.41.337.70.0%
2018-9.2-5.4-3.0-19.323.9-2.87.14.6-9.5-7.8-16.4-21.1-50.0%
201719.823.5-18.316.4-1.5-4.537.8-10.917.31.63.8-9.881.2%
2016———4.038.5-10.417.613.921.5-0.8-6.80.094.3%

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 106.5%. The dominant macroeconomic risk driver is SHV.US, accounting for 47.0% of variance. Idiosyncratic stock-specific factors contribute 25.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110404.858299595142
2016-05-0114412.955465587043
2016-06-0112914.979757085019
2016-07-0115182.186234817811
2016-08-0117287.449392712548
2016-09-0121012.145748987856
2016-10-0120850.2024291498
2016-11-0119433.1983805668
2016-12-0119433.1983805668
2017-01-0123279.352226720643
2017-02-0128744.939271255058
2017-03-0123481.781376518218
2017-04-0127327.935222672066
2017-05-0126923.076923076922
2017-06-0125708.502024291494
2017-07-0135425.1012145749
2017-08-0131578.94736842105
2017-09-0137044.534412955465
2017-10-0137651.82186234817
2017-11-0139068.82591093117
2017-12-0135222.67206477732
2018-01-0131983.805668016194
2018-02-0130263.157894736836
2018-03-0129352.22672064777
2018-04-0123684.210526315786
2018-05-0129352.22672064777
2018-06-0128542.510121457486
2018-07-0130566.801619433198
2018-08-0131983.805668016194
2018-09-0128947.368421052633
2018-10-0126680.161943319836
2018-11-0122307.692307692305
2018-12-0117611.33603238866
2019-01-0116639.676113360325
2019-02-0118056.68016194332
2019-03-0118016.194331983806
2019-04-0123076.923076923074
2019-05-0116153.846153846154
2019-06-0116032.38866396761
2019-07-0117287.449392712548
2019-08-0113724.696356275303
2019-09-0114412.955465587043
2019-10-0112631.57894736842
2019-11-0112793.522267206476
2019-12-0117611.33603238866
2020-01-0115789.473684210525
2020-02-0114089.06882591093
2020-03-0112995.951417004047
2020-04-0122388.663967611334
2020-05-0121417.004048582996
2020-06-0119271.25506072874
2020-07-0119392.712550607284
2020-08-0122834.008097165988
2020-09-0124777.32793522267
2020-10-0124089.06882591093
2020-11-0139473.68421052631
2020-12-0138744.93927125506
2021-01-0141821.86234817814
2021-02-0152348.17813765182
2021-03-0147206.47773279352
2021-04-0139919.028340080964
2021-05-0141214.57489878542
2021-06-0144453.44129554655
2021-07-0141295.546558704445
2021-08-0137692.307692307695
2021-09-0133724.6963562753
2021-10-0133076.92307692308
2021-11-0133279.35222672065
2021-12-0135668.01619433198
2022-01-0130323.88663967611
2022-02-0130161.943319838054
2022-03-0128421.052631578943
2022-04-0123886.639676113362
2022-05-0123684.210526315786
2022-06-0123724.696356275304
2022-07-0135506.07287449392
2022-08-0134777.32793522267
2022-09-0127125.506072874494
2022-10-0118380.566801619432
2022-11-0121497.97570850202
2022-12-0117732.793522267206
2023-01-0123846.15384615384
2023-02-0117692.30769230769
2023-03-0116113.360323886638
2023-04-0110809.716599190282
2023-05-0113805.668016194333
2023-06-0113927.125506072873
2023-07-0112591.093117408906
2023-08-0110526.315789473683
2023-09-019716.5991902834
2023-10-018056.680161943319
2023-11-018056.680161943319
2023-12-019716.5991902834
2024-01-019959.514170040486
2024-02-0117368.421052631576
2024-03-0118582.995951417004
2024-04-0112145.748987854251
2024-05-0115425.101214574897
2024-06-0113684.210526315788
2024-07-0114736.842105263157
2024-08-0110728.744939271253
2024-09-019797.570850202428
2024-10-0110425.1012145749
2024-11-018663.967611336033
2024-12-018785.425101214574
2025-01-018461.538461538461
2025-02-016477.7327935222675
2025-03-015708.502024291497
2025-04-015668.016194331983
2025-05-016113.36032388664
2025-06-018461.538461538461
2025-07-018421.052631578947
2025-08-0111740.890688259109
2025-09-0118178.13765182186
2025-10-0132186.23481781376
2025-11-0143319.83805668016
2025-12-0166194.33198380566
2026-01-0175060.72874493926
2026-02-01153441.2955465587
2026-03-01230688.2591093117
2026-04-01331093.11740890687
Annual Return Matrix
YearAnnual Return
20170.8125
2018-0.5
20190
20201.2000000000000002
2021-0.07941483803552762
2022-0.5028376844494893
2023-0.452054794520548
2024-0.09583333333333333
20256.534562211981568
20264.001834862385321
Total Factor Risk
1.0650958032297282
VTI.US Exposure
0.0020706846384693687
VEA.US Exposure
0.15919332208292153
VWO.US Exposure
-0.004617930456525409
QQQ.US Exposure
0.04958404112534206
VTV.US Exposure
-0.023339608691551376
IJR.US Exposure
0.03427817686200323
QUAL.US Exposure
-0.00038737615361844174
SHV.US Exposure
0.470071263003743
TLT.US Exposure
0.011081395661625412
LQD.US Exposure
-0.004398766224562212
HYG.US Exposure
0.039318432575884715
GLD.US Exposure
0.00034619906471270844
USO.US Exposure
0.016815407287534032
VNQ.US Exposure
-0.0006545623905196038
BTC-USD.CC Exposure
-0.0021458577558618607
CPER.US Exposure
0.003420696391954335
VIX.INDX Exposure
-0.011737627936683903
UUP.US Exposure
0.005605369497707988
TIP.US Exposure
0.0006424360009446325
Idiosyncratic Exposure
0.2548543054164798
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
106.5%

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$2.9B
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 →
+83.8%
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 →
+371.4%
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 →
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 →
1.51
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is AXT Inc a high-risk investment?

AXT Inc (AXTI.US) has an annualized volatility of 106.5% and experienced a maximum drawdown of 89.2% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, AXTI.US has generated a Compound Annual Growth Rate (CAGR) of 37.2%. It has had a positive return in 40% 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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