Beam Therapeutics Inc

10-Year Study

BEAM.US · Healthcare · US · Common Stock

Executive Summary: Beam Therapeutics Inc has compounded at 5.0% annually over the last 10 years, with a maximum drawdown of 87.7% and an annualized volatility of 85.6%.

1Y CAGR
+103.2%
3Y CAGR
-1.7%
5Y CAGR
-6.5%
10Y CAGR
+5.0%

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 →
87.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.52
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.61
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
116.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +11.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -50.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
33%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-0.43.0-16.327.3————————9.4%
20254.51.6-25.92.0-20.67.515.9-17.048.33.01.39.411.8%
2024-10.461.8-16.3-35.812.3-1.635.0-15.7-8.2-10.624.9-9.4-8.9%
202311.1-7.4-23.90.33.90.1-3.3-24.93.8-12.132.8-3.1-30.4%
2022-13.213.2-26.9-34.5-6.310.062.7-13.3-12.7-7.54.8-15.3-50.9%
202118.1-7.6-10.22.4-48.6205.3-28.520.6-21.62.0-10.80.7-2.4%
2020——-20.0-11.460.29.6-30.929.8-2.038.846.363.3263.0%

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 85.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 34.3% of variance. Idiosyncratic stock-specific factors contribute 20.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-02-0110000
2020-03-018003.557136505114
2020-04-017092.040907069809
2020-05-0111360.60471320587
2020-06-0112449.977767896844
2020-07-018599.377501111605
2020-08-0111164.962205424634
2020-09-0110947.08759448644
2020-10-0115193.419297465542
2020-11-0122232.10315695865
2020-12-0136300.57803468208
2021-01-0142876.834148510454
2021-02-0139630.94708759449
2021-03-0135589.150733659415
2021-04-0136460.64917741218
2021-05-0118743.831351260284
2021-06-0157229.879946642955
2021-07-0140907.06980880392
2021-08-0149319.69764339707
2021-09-0138688.305913739445
2021-10-0139470.87594486438
2021-11-0135193.419297465545
2021-12-0135433.526011560694
2022-01-0130773.67718986216
2022-02-0134837.7056469542
2022-03-0125477.990217874612
2022-04-0116687.416629613163
2022-05-0115642.507781236105
2022-06-0117212.09426411739
2022-07-0128003.557136505115
2022-08-0124277.45664739885
2022-09-0121182.747887950205
2022-10-0119590.929301911965
2022-11-0120538.0168963984
2022-12-0117389.951089373055
2023-01-0119319.69764339707
2023-02-0117892.396620720323
2023-03-0113614.939973321478
2023-04-0113654.957759004003
2023-05-0114184.081814139618
2023-06-0114197.421076033794
2023-07-0113726.10048910627
2023-08-0110306.80302356603
2023-09-0110693.641618497111
2023-10-019399.733214762116
2023-11-0112485.549132947977
2023-12-0112103.15695864829
2024-01-0110849.26634059582
2024-02-0117558.91507336594
2024-03-0114690.973766118275
2024-04-019435.30457981325
2024-05-0110591.373943975103
2024-06-0110417.963539350823
2024-07-0114068.474877723434
2024-08-0111863.050244553135
2024-09-0110893.73054690974
2024-10-019742.107603379281
2024-11-0112169.853268119166
2024-12-0111027.123165851492
2025-01-0111525.122276567365
2025-02-0111711.871943085816
2025-03-018683.85949310805
2025-04-018861.716318363719
2025-05-017038.683859493109
2025-06-017563.361493997334
2025-07-018763.895064473101
2025-08-017274.34415295687
2025-09-0110791.462872387729
2025-10-0111120.497999110718
2025-11-0111262.783459315251
2025-12-0112325.477990217874
2026-01-0112281.013783903958
2026-02-0112654.513116940865
2026-03-0110595.820364606492
2026-04-0113485.993775011117
Annual Return Matrix
YearAnnual Return
2021-0.023885350318471388
2022-0.5092232400552139
2023-0.3040143185885963
2024-0.08890521675238794
20250.11774193548387091
20260.0941558441558441
Total Factor Risk
0.8562036248057004
VTI.US Exposure
0.22091601325458196
VEA.US Exposure
-0.041712618659308205
VWO.US Exposure
0.051246568802493016
QQQ.US Exposure
-0.10768279135124971
VTV.US Exposure
-0.046432956372216484
IJR.US Exposure
0.03493009035352435
QUAL.US Exposure
0.07137399256428786
SHV.US Exposure
0.3427864976952295
TLT.US Exposure
0.1965903596944802
LQD.US Exposure
-0.034276390568328735
HYG.US Exposure
0.050469200529260155
GLD.US Exposure
-0.0003141847474631271
USO.US Exposure
-0.0009193098507389796
VNQ.US Exposure
0.016103090197968444
BTC-USD.CC Exposure
0.001293108890862792
CPER.US Exposure
0.00100519036822479
VIX.INDX Exposure
0.03279148524047572
UUP.US Exposure
-0.0013434634502691772
TIP.US Exposure
0.00946226229541344
Idiosyncratic Exposure
0.20371385511277235
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
85.6%

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$2.5B
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 →
+14.4%
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 →
+21.4%
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 →
46.6% 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 →
2.19
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Beam Therapeutics Inc a high-risk investment?

Beam Therapeutics Inc (BEAM.US) has an annualized volatility of 85.6% and experienced a maximum drawdown of 87.7% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BEAM.US has generated a Compound Annual Growth Rate (CAGR) of 5.0%. It has had a positive return in 33% 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.

Run a Full Backtest on Beam Therapeutics Inc

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest