Biogen Inc

10-Year Study

BIIB.US · Healthcare · US · Common Stock

Executive Summary: Biogen Inc has compounded at -4.9% annually over the last 10 years, with a maximum drawdown of 65.7% and an annualized volatility of 35.3%.

1Y CAGR
+39.4%
3Y CAGR
-16.4%
5Y CAGR
-8.2%
10Y CAGR
-4.9%

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 →
65.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.11
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.20
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
31.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · +15.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -40.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
40%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20262.26.6-4.4-4.0————————0.0%
2025-5.9-2.4-2.6-11.57.2-3.21.93.35.910.118.0-3.315.1%
2024-4.7-12.0-0.6-0.44.73.1-8.0-4.0-5.3-10.2-7.7-4.8-40.9%
20235.0-7.23.09.4-2.6-3.9-5.1-1.0-3.9-7.6-1.510.5-6.6%
2022-5.8-6.6-0.2-1.5-3.62.05.5-9.236.76.27.7-9.315.4%
202115.4-3.42.5-4.40.129.5-5.63.7-16.5-5.8-11.61.8-2.0%
2020-9.414.72.6-6.23.5-12.92.74.7-1.4-11.1-4.72.0-17.5%
201910.9-1.7-27.9-3.0-4.36.61.7-7.65.928.30.4-1.0-1.4%
20189.2-16.9-5.2-0.17.4-1.315.25.7-0.1-13.99.7-9.8-5.5%
2017-2.24.1-5.3-0.8-8.69.56.79.3-1.1-0.53.4-1.112.3%
2016———5.65.4-16.519.95.42.4-10.55.0-3.68.9%

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 35.3%. The dominant macroeconomic risk driver is VTI.US, accounting for 10.8% of variance. Idiosyncratic stock-specific factors contribute 49.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110563.537185003073
2016-05-0111129.763368162263
2016-06-019289.336201598033
2016-07-0111137.446220036878
2016-08-0111740.550092194222
2016-09-0112024.815611555008
2016-10-0110762.907191149356
2016-11-0111296.481253841426
2016-12-0110893.515673017824
2017-01-0110649.969268592504
2017-02-0111086.355255070683
2017-03-0110503.22679778734
2017-04-0110418.331284572832
2017-05-019517.901044867856
2017-06-0110424.093423478795
2017-07-0111124.38537185003
2017-08-0112160.41794714198
2017-09-0112028.272894898586
2017-10-0111972.188076213892
2017-11-0112375.921942224955
2017-12-0112237.630608481868
2018-01-0113360.863552550709
2018-02-0111101.336816226183
2018-03-0110518.59250153657
2018-04-0110510.141364474495
2018-05-0111292.255685310387
2018-06-0111149.354640442532
2018-07-0112844.575906576521
2018-08-0113579.056545789797
2018-09-0113572.141979102644
2018-10-0111688.306699446834
2018-11-0112819.60663798402
2018-12-0111559.61893054702
2019-01-0112821.911493546402
2019-02-0112600.261216963738
2019-03-019080.362630608483
2019-04-018806.084818684696
2019-05-018423.862937922557
2019-06-018983.942839582052
2019-07-019135.679164105715
2019-08-018441.533497234173
2019-09-018943.60786724032
2019-10-0111474.723417332512
2019-11-0111516.979102642901
2019-12-0111398.663183773819
2020-01-0110327.673632452368
2020-02-0111846.573448063922
2020-03-0112153.503380454824
2020-04-0111402.504609711124
2020-05-0111796.634910878918
2020-06-0110277.735095267364
2020-07-0110552.01290719115
2020-08-0111049.477566072524
2020-09-0110897.357098955132
2020-10-019683.082360172097
2020-11-019225.952673632453
2020-12-019406.115550092194
2021-01-0110856.253841425938
2021-02-0110482.483097725877
2021-03-0110746.38905961893
2021-04-0110269.283958205286
2021-05-0110275.04609711125
2021-06-0113301.705593116165
2021-07-0112551.090964966195
2021-08-0113018.976644130302
2021-09-0110870.851259987709
2021-10-0110244.314689612786
2021-11-019055.777504609712
2021-12-019216.349108789182
2022-01-018681.62261831592
2022-02-018105.79287031346
2022-03-018090.043023970498
2022-04-017968.653964351567
2022-05-017682.851874615858
2022-06-017834.20405654579
2022-07-018261.370620774433
2022-08-017505.3779963122315
2022-09-0110256.607252612172
2022-10-0110888.137676705594
2022-11-0111722.879532882605
2022-12-0110637.676705593118
2023-01-0111174.708051628764
2023-02-0110366.472034419176
2023-03-0110680.316533497235
2023-04-0111686.770129071912
2023-05-0111386.370620774433
2023-06-0110942.301782421635
2023-07-0110379.148740012291
2023-08-0110270.436385986479
2023-09-019872.848801475107
2023-10-019124.923171481254
2023-11-018992.009834050401
2023-12-019940.457897971726
2024-01-019475.261216963738
2024-02-018335.510141364475
2024-03-018283.266748617087
2024-04-018252.151198524893
2024-05-018640.903503380456
2024-06-018905.19360786724
2024-07-018189.920098340504
2024-08-017865.703749231715
2024-09-017446.22003687769
2024-10-016684.081130915796
2024-11-016170.482483097726
2024-12-015874.308543331284
2025-01-015528.964351567302
2025-02-015397.20344191764
2025-03-015256.60725261217
2025-04-014651.19852489244
2025-05-014985.78672403196
2025-06-014824.446834665027
2025-07-014917.025199754149
2025-08-015079.133374308543
2025-09-015381.069452980947
2025-10-015926.167793484942
2025-11-016994.852489244008
2025-12-016760.525507068224
2026-01-016910.341118623232
2026-02-017368.623232944069
2026-03-017042.486170866627
2026-04-016761.677934849417
Annual Return Matrix
YearAnnual Return
20170.12338669863883212
2018-0.05540383589164066
2019-0.013923966502724983
2020-0.1748053786270347
2021-0.02017479375969955
20220.15421807269089705
2023-0.06554239491549918
2024-0.40905050817328126
20250.1508631964425846
20260.00017046423092215157
Total Factor Risk
0.35277593527185164
VTI.US Exposure
0.10788259259363235
VEA.US Exposure
0.010110895271326118
VWO.US Exposure
-0.005408880545495573
QQQ.US Exposure
0.06262837900041776
VTV.US Exposure
0.05695442533228106
IJR.US Exposure
0.05362938005944649
QUAL.US Exposure
0.04760498035718125
SHV.US Exposure
0.007016052769014285
TLT.US Exposure
0.002844136565342805
LQD.US Exposure
0.0007789117145925779
HYG.US Exposure
0.013920837425358061
GLD.US Exposure
0.0042948813513814955
USO.US Exposure
-0.0007248897449052515
VNQ.US Exposure
0.0041598984283442815
BTC-USD.CC Exposure
0.019453258771728175
CPER.US Exposure
0.0001267845355969527
VIX.INDX Exposure
0.006748239334009755
UUP.US Exposure
0.015585166533906146
TIP.US Exposure
0.10051793954560788
Idiosyncratic Exposure
0.4918770107012333
Value Score
42.2
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
35.3%

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 →19.6x
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$25.3B
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 →
-5.5%
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 →
+9.0%
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 →
12.5% 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 →
0.16
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Biogen Inc a high-risk investment?

Biogen Inc (BIIB.US) has an annualized volatility of 35.3% and experienced a maximum drawdown of 65.7% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, BIIB.US has generated a Compound Annual Growth Rate (CAGR) of -4.9%. It has had a positive return in 40% 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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