Biodexa Pharmaceticals

10-Year Study

BDRX.US · Healthcare · US · Common Stock

Executive Summary: Biodexa Pharmaceticals has compounded at -83.4% annually over the last 10 years, with a maximum drawdown of 100.0% and an annualized volatility of 446.9%.

1Y CAGR
-71.0%
3Y CAGR
-88.0%
5Y CAGR
-91.8%
10Y CAGR
-83.4%

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 →
100.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.67
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-1.17
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
109.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +52.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -99.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
14%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-22.0-39.0186.112.3————————52.9%
20258.8-24.4-60.410.6-26.0-19.9-9.2-29.420.0-4.8-28.4-49.9-94.4%
2024-39.9-21.127.6-6.8-36.2-7.1-23.0-20.3-48.7-12.8-8.6-27.9-94.0%
2023-28.9-25.7-81.3-42.1-62.8-17.9-1.346.6-37.5-24.2-4.2-26.0-99.1%
2022-3.8-2.9-10.3-26.1-3.7-13.721.313.0-49.74.3-18.0-38.1-81.2%
202113.97.0-6.6-7.0-3.58.9-10.6-1.6-4.9-2.3-14.1-28.1-43.9%
20200.00.0-28.038.9-50.010.048.413.7-22.0-0.6-0.64.5-25.2%
2019————0.00.00.00.00.00.00.00.00.0%

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 446.9%. The dominant macroeconomic risk driver is SHV.US, accounting for 89.2% of variance. Idiosyncratic stock-specific factors contribute 4.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-04-0110000
2019-05-0110000
2019-06-0110000
2019-07-0110000
2019-08-0110000
2019-09-0110000
2019-10-0110000
2019-11-0110000
2019-12-0110000
2020-01-0110000
2020-02-0110000
2020-03-017200.00000072
2020-04-0110000
2020-05-015000.0000005
2020-06-015500.00000055
2020-07-018160.0000008160005
2020-08-019280.000000928
2020-09-017240.000000724
2020-10-017200.00000072
2020-11-017160.000000715999
2020-12-017480.000000747999
2021-01-018520.000000852
2021-02-019120.000000912
2021-03-018520.000000852
2021-04-017920.000000791999
2021-05-017640.000000764
2021-06-018320.000000832
2021-07-017440.000000743999
2021-08-017320.0000007319995
2021-09-016960.000000695999
2021-10-016800.00000068
2021-11-015840.000000583999
2021-12-014200.00000042
2022-01-014040.000000404
2022-02-013924.0000003923997
2022-03-013520.000000352
2022-04-012600.00000026
2022-05-012504.0000002504
2022-06-012160.000000216
2022-07-012620.000000262
2022-08-012960.0000002959996
2022-09-011488.0000001488
2022-10-011552.0000001551998
2022-11-011272.0000001271999
2022-12-01788.0000000788
2023-01-01560.000000056
2023-02-01416.00000004159995
2023-03-0178.0000000078
2023-04-0145.20000000452
2023-05-0116.80000000168
2023-06-0113.80000000138
2023-07-0113.6250000013625
2023-08-0119.9750000019975
2023-09-0112.4750000012475
2023-10-019.450000000945
2023-11-019.050000000905
2023-12-016.700000000669999
2024-01-014.0250000004025
2024-02-013.1750000003174996
2024-03-014.050000000404999
2024-04-013.7750000003774997
2024-05-012.410000000241
2024-06-012.240000000224
2024-07-011.7250000001725
2024-08-011.3750000001375
2024-09-010.7050000000704999
2024-10-010.6150000000614999
2024-11-010.5620000000562
2024-12-010.40500000004049996
2025-01-010.44060000004406
2025-02-010.33300000003329994
2025-03-010.13200000001319998
2025-04-010.1460000000146
2025-05-010.10800000001080001
2025-06-010.08650000000865
2025-07-010.07850000000784998
2025-08-010.05540000000554
2025-09-010.06650000000665
2025-10-010.06330000000633
2025-11-010.04530000000453
2025-12-010.02270000000227
2026-01-010.01770000000177
2026-02-010.01080000000108
2026-03-010.0308950000030895
2026-04-010.03470000000347
Annual Return Matrix
YearAnnual Return
2020-0.25199999992520006
2021-0.4385026737967914
2022-0.8123809523809524
2023-0.9914974619289341
2024-0.9395522388059702
2025-0.9439506172839506
20260.5286343612334803
Total Factor Risk
4.469268023218072
VTI.US Exposure
0.023050672589501303
VEA.US Exposure
0.00780339991483804
VWO.US Exposure
0.0005388364324134475
QQQ.US Exposure
-0.003315295957560603
VTV.US Exposure
0.009618643631980119
IJR.US Exposure
0.009433025380371088
QUAL.US Exposure
-0.0006125661525426972
SHV.US Exposure
0.8916143991157864
TLT.US Exposure
0.000401442955488112
LQD.US Exposure
0.004627996822110974
HYG.US Exposure
-0.000031872937830139586
GLD.US Exposure
0.0002387972192980483
USO.US Exposure
0.001572260397777538
VNQ.US Exposure
0.0022282808890203495
BTC-USD.CC Exposure
-0.00003081702864516107
CPER.US Exposure
0.0007243594245411855
VIX.INDX Exposure
-0.0009636591421224566
UUP.US Exposure
0.0030385419324153455
TIP.US Exposure
0.004620536928774948
Idiosyncratic Exposure
0.04544301758438416
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
446.9%

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$2.8M
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 →
+120.6%
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 →
-26.9%
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 →
77.8% 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 →
1.11
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Biodexa Pharmaceticals a high-risk investment?

Biodexa Pharmaceticals (BDRX.US) has an annualized volatility of 446.9% and experienced a maximum drawdown of 100.0% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BDRX.US has generated a Compound Annual Growth Rate (CAGR) of -83.4%. It has had a positive return in 14% 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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