BioCryst Pharmaceuticals Inc

10-Year Study

BCRX.US · Healthcare · US · Common Stock

Executive Summary: BioCryst Pharmaceuticals Inc has compounded at 11.0% annually over the last 10 years, with a maximum drawdown of 78.2% and an annualized volatility of 64.5%.

1Y CAGR
-12.4%
3Y CAGR
+4.9%
5Y CAGR
-9.8%
10Y CAGR
+11.0%

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 →
78.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.50
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.95
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
66.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +115.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · -57.2%
% 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.
2026-15.633.08.80.0————————22.1%
20255.19.0-12.918.021.5-16.7-9.22.1-8.7-3.6-1.98.63.7%
2024-11.56.2-9.8-18.756.4-4.317.819.4-12.55.4-6.40.325.5%
2023-8.1-16.1-5.8-8.88.7-14.95.0-3.8-0.4-22.57.11.9-47.8%
202211.67.5-2.1-42.90.213.64.226.1-9.46.00.1-14.1-17.1%
202114.426.5-5.714.435.50.32.0-1.2-9.73.9-19.214.885.9%
2020-17.45.3-33.395.515.06.0-14.62.0-17.211.233.845.8115.9%
20197.6-4.8-1.5-8.7-52.98.3-16.4-5.7-4.2-30.242.521.1-57.2%
2018-8.410.4-4.03.130.7-10.93.021.46.6-4.125.4-12.164.4%
2017-0.5-1.034.6-24.5-18.88.0-8.1-0.22.7-14.112.9-3.3-22.4%
2016———15.24.0-16.227.513.57.3-8.238.013.2123.7%

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 64.5%. The dominant macroeconomic risk driver is VTI.US, accounting for 34.6% of variance. Idiosyncratic stock-specific factors contribute 43.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111519.434628975265
2016-05-0111978.798586572439
2016-06-0110035.335689045936
2016-07-0112791.519434628975
2016-08-0114522.96819787986
2016-09-0115583.03886925795
2016-10-0114310.95406360424
2016-11-0119752.650176678442
2016-12-0122367.491166077736
2017-01-0122261.484098939927
2017-02-0122049.469964664313
2017-03-0129681.978798586573
2017-04-0122402.826855123672
2017-05-0118197.879858657245
2017-06-0119646.643109540633
2017-07-0118056.5371024735
2017-08-0118021.20141342756
2017-09-0118515.90106007067
2017-10-0115901.060070671378
2017-11-0117950.530035335687
2017-12-0117349.82332155477
2018-01-0115901.060070671378
2018-02-0117561.837455830388
2018-03-0116855.123674911658
2018-04-0117385.159010600706
2018-05-0122720.8480565371
2018-06-0120247.349823321558
2018-07-0120848.056537102475
2018-08-0125300.353356890457
2018-09-0126961.13074204947
2018-10-0125865.724381625445
2018-11-0132438.162544169612
2018-12-0128515.90106007067
2019-01-0130671.378091872793
2019-02-0129187.27915194346
2019-03-0128763.250883392226
2019-04-0126254.41696113074
2019-05-0112367.491166077738
2019-06-0113392.226148409894
2019-07-0111201.413427561836
2019-08-0110565.371024734983
2019-09-0110123.674911660779
2019-10-017067.137809187279
2019-11-0110070.671378091873
2019-12-0112190.812720848056
2020-01-0110070.671378091873
2020-02-0110600.706713780919
2020-03-017067.137809187279
2020-04-0113816.254416961132
2020-05-0115883.39222614841
2020-06-0116837.45583038869
2020-07-0114381.625441696113
2020-08-0114664.310954063603
2020-09-0112137.809187279152
2020-10-0113498.233215547702
2020-11-0118056.5371024735
2020-12-0126325.088339222617
2021-01-0130106.007067137805
2021-02-0138091.87279151943
2021-03-0135936.395759717314
2021-04-0141113.074204947
2021-05-0155724.38162544169
2021-06-0155865.72438162544
2021-07-0156961.13074204948
2021-08-0156254.416961130744
2021-09-0150777.3851590106
2021-10-0152756.18374558304
2021-11-0142614.840989399294
2021-12-0148939.92932862191
2022-01-0154593.63957597173
2022-02-0158692.57950530035
2022-03-0157455.83038869258
2022-04-0132826.85512367491
2022-05-0132897.526501766784
2022-06-0137385.159010600706
2022-07-0138939.9293286219
2022-08-0149116.607773851596
2022-09-0144522.968197879854
2022-10-0147173.14487632509
2022-11-0147208.48056537102
2022-12-0140565.37102473499
2023-01-0137279.1519434629
2023-02-0131272.08480565371
2023-03-0129469.964664310955
2023-04-0126890.459363957598
2023-05-0129222.614840989398
2023-06-0124876.32508833922
2023-07-0126113.074204946995
2023-08-0125123.67491166078
2023-09-0125017.66784452297
2023-10-0119399.293286219083
2023-11-0120777.385159010602
2023-12-0121166.0777385159
2024-01-0118727.91519434629
2024-02-0119893.99293286219
2024-03-0117950.530035335687
2024-04-0114593.63957597173
2024-05-0122826.855123674908
2024-06-0121837.45583038869
2024-07-0125724.381625441696
2024-08-0130706.713780918722
2024-09-0126855.12367491166
2024-10-0128303.88692579505
2024-11-0126501.766784452295
2024-12-0126572.438162544167
2025-01-0127915.19434628975
2025-02-0130424.028268551236
2025-03-0126501.766784452295
2025-04-0131272.08480565371
2025-05-0137985.86572438163
2025-06-0131660.777385159014
2025-07-0128763.250883392226
2025-08-0129363.957597173146
2025-09-0126819.787985865725
2025-10-0125865.724381625445
2025-11-0125371.02473498233
2025-12-0127561.837455830388
2026-01-0123250.88339222615
2026-02-0130918.727915194344
2026-03-0133639.57597173145
2026-04-0133639.57597173145
Annual Return Matrix
YearAnnual Return
2017-0.22432859399684046
20180.6435845213849287
2019-0.5724907063197027
20201.1594202898550723
20210.8590604026845636
2022-0.1711191335740072
2023-0.47822299651567945
20240.25542570951585963
20250.037234042553191626
20260.2205128205128204
Total Factor Risk
0.6448141905423191
VTI.US Exposure
0.34572339575512046
VEA.US Exposure
-0.011502068968742564
VWO.US Exposure
0.02644854374300764
QQQ.US Exposure
-0.029925420378169327
VTV.US Exposure
-0.003693454138733024
IJR.US Exposure
-0.0032793994110298656
QUAL.US Exposure
-0.013982816539889156
SHV.US Exposure
0.020158403454917904
TLT.US Exposure
0.11578683329084576
LQD.US Exposure
0.03130582467659417
HYG.US Exposure
0.010159482422963797
GLD.US Exposure
-0.0013344944847935127
USO.US Exposure
0.003214790739292314
VNQ.US Exposure
-0.006843717424664866
BTC-USD.CC Exposure
0.0013753130450184124
CPER.US Exposure
-0.0015199631207275317
VIX.INDX Exposure
0.01891173745560697
UUP.US Exposure
0.06287914111920545
TIP.US Exposure
-0.00026856865172812314
Idiosyncratic Exposure
0.43638643741590516
Value Score
47
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
64.5%

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 →7.5x
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$2.3B
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 →
+12.1%
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 →
+21.0%
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 →
14.9% 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 →
0.69
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is BioCryst Pharmaceuticals Inc a high-risk investment?

BioCryst Pharmaceuticals Inc (BCRX.US) has an annualized volatility of 64.5% and experienced a maximum drawdown of 78.2% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, BCRX.US has generated a Compound Annual Growth Rate (CAGR) of 11.0%. 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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