Bicycle Therapeutics Ltd

10-Year Study

BCYC.US · Healthcare · US · Common Stock

Executive Summary: Bicycle Therapeutics Ltd has compounded at -11.2% annually over the last 10 years, with a maximum drawdown of 92.4% and an annualized volatility of 141.3%.

1Y CAGR
-40.1%
3Y CAGR
-41.0%
5Y CAGR
-29.9%
10Y CAGR
-11.2%

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 →
92.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.03
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.07
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
61.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +239.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -51.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
29%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-9.3-10.7-19.010.8————————-27.4%
2025-4.4-18.1-22.60.8-4.0-15.522.6-13.44.94.3-7.3-5.3-49.4%
2024-3.543.8-0.8-5.8-5.4-8.820.1-11.65.33.6-13.0-31.4-22.6%
2023-6.7-17.7-6.4-7.121.46.4-3.6-11.6-7.6-25.1-4.325.6-38.9%
2022-19.8-2.7-7.6-46.5-31.94.940.412.3-12.16.417.02.2-51.4%
202149.4-5.718.23.8-4.82.94.113.016.523.64.613.2239.1%
202015.418.85.6-6.239.6-11.90.413.76.0-2.815.4-16.090.3%
2019—————-13.9-17.9-11.155.2-15.2-9.37.6-19.3%

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 141.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 81.2% of variance. Idiosyncratic stock-specific factors contribute 9.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-05-0110000
2019-06-018605.645851154834
2019-07-017066.72369546621
2019-08-016278.870829769034
2019-09-019743.370402053037
2019-10-018263.473053892216
2019-11-017493.584260051326
2019-12-018066.72369546621
2020-01-019307.100085543201
2020-02-0111060.735671514114
2020-03-0111676.646706586826
2020-04-0110949.529512403764
2020-05-0115286.569717707443
2020-06-0113464.499572284003
2020-07-0113515.825491873396
2020-08-0115372.112917023096
2020-09-0116295.979469632164
2020-10-0115834.046193327633
2020-11-0118272.02737382378
2020-12-0115355.004277159966
2021-01-0122934.131736526946
2021-02-0121616.76646706587
2021-03-0125551.753635585974
2021-04-0126518.39178785287
2021-05-0125235.243798118052
2021-06-0125970.91531223268
2021-07-0127031.650983746793
2021-08-0130538.922155688626
2021-09-0135577.41659538067
2021-10-0143969.20444824636
2021-11-0145979.46963216424
2021-12-0152070.14542343884
2022-01-0141770.74422583405
2022-02-0140633.01967493585
2022-03-0137536.35585970916
2022-04-0120085.543199315653
2022-05-0113678.35757057314
2022-06-0114354.14884516681
2022-07-0120153.977758768175
2022-08-0122626.17621899059
2022-09-0119897.348160821217
2022-10-0121171.941830624466
2022-11-0124773.310521813517
2022-12-0125320.786997433705
2023-01-0123627.031650983747
2023-02-0119443.969204448247
2023-03-0118195.038494439694
2023-04-0116903.33618477331
2023-05-0120513.25919589393
2023-06-0121830.624465355006
2023-07-0121043.627031650987
2023-08-0118597.09153122327
2023-09-0117185.62874251497
2023-10-0112874.25149700599
2023-11-0112318.220701454235
2023-12-0115466.210436270316
2024-01-0114927.288280581693
2024-02-0121462.788708297692
2024-03-0121300.256629597945
2024-04-0120059.880239520957
2024-05-0118982.035928143716
2024-06-0117313.94354148845
2024-07-0120795.551753635584
2024-08-0118391.7878528657
2024-09-0119358.42600513259
2024-10-0120055.603079555174
2024-11-0117450.812660393498
2024-12-0111976.047904191619
2025-01-0111454.234388366127
2025-02-019384.08896492729
2025-03-017262.617621899059
2025-04-017322.497861420017
2025-05-017031.650983746793
2025-06-015945.252352437982
2025-07-017288.280581693755
2025-08-016313.088109495295
2025-09-016621.043627031652
2025-10-016903.336184773311
2025-11-016398.63130881095
2025-12-016056.458511548332
2026-01-015491.873396065013
2026-02-014901.625320786998
2026-03-013969.2044482463643
2026-04-014396.920444824636
Annual Return Matrix
YearAnnual Return
20200.9034994697773064
20212.3910863509749305
2022-0.5137177591588631
2023-0.3891891891891893
2024-0.2256637168141592
2025-0.49428571428571433
2026-0.27401129943502833
Total Factor Risk
1.4129199583192122
VTI.US Exposure
0.05853244482446867
VEA.US Exposure
-0.014194629075183882
VWO.US Exposure
0.015557043030557488
QQQ.US Exposure
-0.023242530950309703
VTV.US Exposure
-0.008311142018269728
IJR.US Exposure
0.006362251555230745
QUAL.US Exposure
0.03658694181359372
SHV.US Exposure
0.8120325386641383
TLT.US Exposure
0.004453997609869939
LQD.US Exposure
0.0026967583951209265
HYG.US Exposure
0.010024523979320455
GLD.US Exposure
0.001099094328162746
USO.US Exposure
0.004059353308455664
VNQ.US Exposure
0.0019132971728820735
BTC-USD.CC Exposure
-0.0000024488565414142344
CPER.US Exposure
0.00007374110378265283
VIX.INDX Exposure
-0.0045869745971584604
UUP.US Exposure
0.0010692028448959833
TIP.US Exposure
-0.0008963015430484881
Idiosyncratic Exposure
0.09677283841003231
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
141.3%

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$352.0M
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 →
-0.1%
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 →
-24.3%
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 →
44.7% 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 →
1.65
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Bicycle Therapeutics Ltd a high-risk investment?

Bicycle Therapeutics Ltd (BCYC.US) has an annualized volatility of 141.3% and experienced a maximum drawdown of 92.4% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BCYC.US has generated a Compound Annual Growth Rate (CAGR) of -11.2%. It has had a positive return in 29% 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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