Biodesix Inc

10-Year Study

BDSX.US · Healthcare · US · Common Stock

Executive Summary: Biodesix Inc has compounded at -41.8% annually over the last 10 years, with a maximum drawdown of 98.8% and an annualized volatility of 233.4%.

1Y CAGR
+124.1%
3Y CAGR
-23.8%
5Y CAGR
-47.1%
10Y CAGR
-41.8%

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 →
98.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.31
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.74
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
81.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +86.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -77.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
17%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202649.650.7-5.4-12.7————————86.2%
2025-32.7-23.0-21.2-14.5-43.5-6.624.621.3-11.5-9.521.2-17.9-77.8%
20248.7-23.0-7.1-13.315.37.07.519.1-9.2-4.5-15.36.3-16.8%
20234.3-14.2-9.7-7.0-19.1-12.1-3.331.95.1-13.94.923.5-20.0%
2022-24.6-40.4-29.0-4.7-8.110.825.0-7.8-32.8-20.598.015.0-56.5%
202119.9-18.42.9-19.4-11.7-8.6-28.9-3.9-8.9-8.3-9.5-22.4-73.8%
2020——————————44.312.462.2%

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 233.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 87.7% of variance. Idiosyncratic stock-specific factors contribute 7.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-10-0110000
2020-11-0114432.823813354787
2020-12-0116218.825422365246
2021-01-0119452.93644408689
2021-02-0115880.93322606597
2021-03-0116339.501206757845
2021-04-0113161.705551086083
2021-05-0111625.100563153661
2021-06-0110627.514078841512
2021-07-017554.30410297667
2021-08-017256.637168141593
2021-09-016613.032984714401
2021-10-016065.969428801288
2021-11-015486.725663716815
2021-12-014255.8326629123085
2022-01-013209.9758648431216
2022-02-011914.7224456958972
2022-03-011359.6138374899435
2022-04-011295.2534191472246
2022-05-011190.6677393403058
2022-06-011319.388576025744
2022-07-011649.2357200321803
2022-08-011520.5148833467417
2022-09-011021.7216411906677
2022-10-01812.5502815768302
2022-11-011609.0104585679808
2022-12-011850.3620273531778
2023-01-011930.8125502815767
2023-02-011657.2807723250203
2023-03-011496.379726468222
2023-04-011391.7940466613036
2023-05-011126.3073209975867
2023-06-01989.5414320193081
2023-07-01957.3612228479486
2023-08-011263.0732099758648
2023-09-011327.4336283185842
2023-10-011142.3974255832663
2023-11-011198.7127916331456
2023-12-011480.289621882542
2024-01-011609.0104585679808
2024-02-011238.9380530973453
2024-03-011150.4424778761063
2024-04-01997.5864843121481
2024-05-011150.4424778761063
2024-06-011230.8930008045054
2024-07-011323.411102172164
2024-08-011576.8302493966214
2024-09-011432.019308125503
2024-10-011367.6588897827835
2024-11-011158.487530168946
2024-12-011230.8930008045054
2025-01-01828.6403861625101
2025-02-01637.9726468222044
2025-03-01502.97666934835075
2025-04-01429.9275945293645
2025-05-01242.9605792437651
2025-06-01227.0313757039421
2025-07-01282.94448913917944
2025-08-01343.2019308125503
2025-09-01303.70072405470637
2025-10-01274.73853580048274
2025-11-01333.06516492357196
2025-12-01273.5317779565567
2026-01-01409.09090909090907
2026-02-01616.6532582461786
2026-03-01583.266291230893
2026-04-01509.25181013676587
Annual Return Matrix
YearAnnual Return
2021-0.7375992063492063
2022-0.5652173913043479
2023-0.20000000000000007
2024-0.16847826086956508
2025-0.7777777777777778
20260.861764705882353
Total Factor Risk
2.334073687080426
VTI.US Exposure
-0.0005074332662730137
VEA.US Exposure
0.007539355405163642
VWO.US Exposure
-0.00004483516827508006
QQQ.US Exposure
-0.00043410082972919565
VTV.US Exposure
0.0004934846315631493
IJR.US Exposure
0.01017303205738221
QUAL.US Exposure
0.0033173589643274424
SHV.US Exposure
0.8769697379749297
TLT.US Exposure
0.00024408686269249063
LQD.US Exposure
0.024295769257143232
HYG.US Exposure
-0.00019387180972064492
GLD.US Exposure
-0.0002552440344497941
USO.US Exposure
-0.00003608990978171102
VNQ.US Exposure
0.0024298592206786034
BTC-USD.CC Exposure
0.0020224289328432416
CPER.US Exposure
0.000028526824184476947
VIX.INDX Exposure
-0.00035554530319527734
UUP.US Exposure
-0.0004172773948472675
TIP.US Exposure
0.004454907589293968
Idiosyncratic Exposure
0.07027584999606994
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
233.4%

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$148.6M
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 →
-11.1%
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 →
+35.8%
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 →
34.7% 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 →
0.57
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Biodesix Inc a high-risk investment?

Biodesix Inc (BDSX.US) has an annualized volatility of 233.4% and experienced a maximum drawdown of 98.8% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BDSX.US has generated a Compound Annual Growth Rate (CAGR) of -41.8%. It has had a positive return in 17% 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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