Biomea Fusion Inc

10-Year Study

BMEA.US · Healthcare · US · Common Stock

Executive Summary: Biomea Fusion Inc has compounded at -35.2% annually over the last 10 years, with a maximum drawdown of 96.8% and an annualized volatility of 147.3%.

1Y CAGR
+37.6%
3Y CAGR
-62.6%
5Y CAGR
-36.0%
10Y CAGR
-35.2%

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 →
96.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.10
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.26
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
120.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +72.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -73.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-9.722.311.726.1————————55.6%
20257.7-30.9-26.3-1.4-31.425.0-7.817.53.6-32.7-19.913.8-68.0%
202424.5-3.2-14.6-28.2-2.0-57.223.831.637.8-7.2-22.7-46.4-73.3%
202312.934.9141.5-5.015.2-35.41.4-24.2-18.4-25.747.5-3.672.2%
2022-3.9-10.5-30.4-32.783.0118.2-11.58.5-15.012.5-34.617.213.2%
2021————2.1-9.8-15.55.8-14.2-10.312.4-38.3-56.0%

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 147.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 50.3% of variance. Idiosyncratic stock-specific factors contribute 31.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-04-0110000
2021-05-0110212.389380530973
2021-06-019209.439528023599
2021-07-017781.710914454277
2021-08-018230.08849557522
2021-09-017061.946902654868
2021-10-016336.283185840709
2021-11-017120.9439528023595
2021-12-014395.280235988201
2022-01-014224.188790560473
2022-02-013781.710914454278
2022-03-012631.2684365781715
2022-04-011769.9115044247787
2022-05-013238.9380530973453
2022-06-017067.846607669617
2022-07-016253.687315634219
2022-08-016784.660766961652
2022-09-015769.911504424778
2022-10-016489.675516224189
2022-11-014241.887905604721
2022-12-014973.451327433629
2023-01-015616.519174041297
2023-02-017575.221238938054
2023-03-0118294.985250737467
2023-04-0117386.430678466077
2023-05-0120035.398230088496
2023-06-0112949.852507374631
2023-07-0113126.84365781711
2023-08-019952.802359882007
2023-09-018117.994100294985
2023-10-016029.498525073746
2023-11-018890.855457227139
2023-12-018566.371681415929
2024-01-0110666.666666666666
2024-02-0110324.48377581121
2024-03-018820.058997050148
2024-04-016336.283185840709
2024-05-016206.489675516224
2024-06-012654.8672566371683
2024-07-013286.1356932153394
2024-08-014324.48377581121
2024-09-015958.702064896755
2024-10-015528.023598820058
2024-11-014271.386430678466
2024-12-012289.085545722714
2025-01-012466.0766961651916
2025-02-011705.014749262537
2025-03-011256.637168141593
2025-04-011238.9380530973453
2025-05-01849.5575221238938
2025-06-011061.9469026548675
2025-07-01979.3510324483776
2025-08-011150.442477876106
2025-09-011191.740412979351
2025-10-01802.3598820058999
2025-11-01643.0678466076697
2025-12-01731.5634218289085
2026-01-01660.7669616519175
2026-02-01808.2595870206491
2026-03-01902.6548672566372
2026-04-011138.6430678466077
Annual Return Matrix
YearAnnual Return
20220.13154362416107368
20230.7224199288256228
2024-0.7327823691460056
2025-0.6804123711340206
20260.5564516129032258
Total Factor Risk
1.472860558750511
VTI.US Exposure
0.03953020135619922
VEA.US Exposure
-0.019461680457176597
VWO.US Exposure
0.03865564776839503
QQQ.US Exposure
-0.00011053407661731516
VTV.US Exposure
-0.00020196303487816404
IJR.US Exposure
0.024444046158556235
QUAL.US Exposure
-0.007066793702231257
SHV.US Exposure
0.5029219245692224
TLT.US Exposure
-0.004937237359406258
LQD.US Exposure
0.01887055028473186
HYG.US Exposure
0.014155240142470497
GLD.US Exposure
0.007089818327153486
USO.US Exposure
-0.0002745545635687373
VNQ.US Exposure
0.002001317731708318
BTC-USD.CC Exposure
0.0019955011372822604
CPER.US Exposure
0.00485745646546502
VIX.INDX Exposure
0.003852306174975555
UUP.US Exposure
0.012591754239590183
TIP.US Exposure
0.045559278800455814
Idiosyncratic Exposure
0.3155277200376725
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
147.3%

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 →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$111.3M
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 →
+36.8%
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 →
+25.9%
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 →
33.4% 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 →
-0.27
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Biomea Fusion Inc a high-risk investment?

Biomea Fusion Inc (BMEA.US) has an annualized volatility of 147.3% and experienced a maximum drawdown of 96.8% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BMEA.US has generated a Compound Annual Growth Rate (CAGR) of -35.2%. It has had a positive return in 60% 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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