Biohaven Pharmaceutical Holding Co Ltd

10-Year Study

BHVN.US · Healthcare · US · Common Stock

Executive Summary: Biohaven Pharmaceutical Holding Co Ltd has compounded at 13.8% annually over the last 10 years, with a maximum drawdown of 84.5% and an annualized volatility of 184.4%.

1Y CAGR
-34.8%
3Y CAGR
-17.4%
5Y CAGR
+13.8%
10Y CAGR
+13.8%

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 →
84.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.61
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.56
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
109.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +208.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -69.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
25%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20264.8-2.6-26.618.3————————-11.3%
20252.4-2.8-35.3-8.0-33.0-4.77.01.9-2.514.6-41.712.6-69.8%
20243.98.213.6-29.1-9.5-1.113.30.226.8-0.4-7.5-18.8-12.7%
202337.5-20.0-10.6-4.233.936.6-16.9-8.042.21.925.728.5208.4%
2022—————————163.0-4.5-12.3120.3%

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 184.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 70.6% of variance. Idiosyncratic stock-specific factors contribute 7.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2022-09-0110000
2022-10-0126301.5873015873
2022-11-0125111.11111111111
2022-12-0122031.74603174603
2023-01-0130301.5873015873
2023-02-0124253.96825396825
2023-03-0121682.539682539686
2023-04-0120761.904761904763
2023-05-0127793.6507936508
2023-06-0137968.25396825397
2023-07-0131555.555555555555
2023-08-0129031.74603174603
2023-09-0141285.71428571429
2023-10-0142079.36507936508
2023-11-0152888.88888888889
2023-12-0167936.50793650793
2024-01-0170603.1746031746
2024-02-0176412.69841269842
2024-03-0186809.5238095238
2024-04-0161587.30158730158
2024-05-0155714.28571428572
2024-06-0155095.23809523809
2024-07-0162428.57142857143
2024-08-0162539.68253968254
2024-09-0179317.46031746033
2024-10-0178984.12698412698
2024-11-0173031.74603174604
2024-12-0159285.71428571429
2025-01-0160714.28571428571
2025-02-0159015.87301587302
2025-03-0138158.730158730155
2025-04-0135111.11111111112
2025-05-0123507.93650793651
2025-06-0122396.825396825396
2025-07-0123968.25396825397
2025-08-0124428.57142857143
2025-09-0123825.396825396827
2025-10-0127301.587301587304
2025-11-0115920.63492063492
2025-12-0117920.63492063492
2026-01-0118777.777777777777
2026-02-0118285.714285714286
2026-03-0113428.57142857143
2026-04-0115888.888888888889
Annual Return Matrix
YearAnnual Return
20232.0835734870316998
2024-0.12733644859813076
2025-0.6977242302543507
2026-0.11337466784765271
Total Factor Risk
1.8439331536418835
VTI.US Exposure
-0.008621782994509974
VEA.US Exposure
-0.017239737930863707
VWO.US Exposure
0.011272264365737935
QQQ.US Exposure
0.04297147986180004
VTV.US Exposure
0.024108416913615063
IJR.US Exposure
0.013484645376875864
QUAL.US Exposure
0.072537001252588
SHV.US Exposure
0.7056453023255518
TLT.US Exposure
-0.008190963369925806
LQD.US Exposure
0.02617849250449024
HYG.US Exposure
0.009723470776506373
GLD.US Exposure
0.003215161342241802
USO.US Exposure
0.00021206593400781206
VNQ.US Exposure
0.040123791605042904
BTC-USD.CC Exposure
0.012037330952129738
CPER.US Exposure
0.003899044314822165
VIX.INDX Exposure
-0.0020651265226088247
UUP.US Exposure
0.0012084192677218532
TIP.US Exposure
-0.0016708756841249924
Idiosyncratic Exposure
0.07117159970890163
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
184.4%

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$1.5B
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 →
-2.3%
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 →
-19.9%
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 →
57.2% 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 →
3.62
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Biohaven Pharmaceutical Holding Co Ltd a high-risk investment?

Biohaven Pharmaceutical Holding Co Ltd (BHVN.US) has an annualized volatility of 184.4% and experienced a maximum drawdown of 84.5% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BHVN.US has generated a Compound Annual Growth Rate (CAGR) of 13.8%. It has had a positive return in 25% 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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