BioNTech SE

10-Year Study

BNTX.US · Healthcare · US · Common Stock

Executive Summary: BioNTech SE has compounded at 32.2% annually over the last 10 years, with a maximum drawdown of 76.9% and an annualized volatility of 102.6%.

1Y CAGR
+7.2%
3Y CAGR
-1.0%
5Y CAGR
-12.9%
10Y CAGR
+32.2%

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 →
76.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.84
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
2.06
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
72.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +216.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -41.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
57%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202619.5-3.1-19.414.9————————7.3%
20258.6-8.8-19.414.4-8.011.11.0-7.0-1.45.4-0.7-7.7-16.5%
2024-9.9-6.43.7-3.713.3-20.17.32.334.6-4.84.7-3.88.0%
2023-4.5-9.3-4.2-8.3-8.02.70.911.1-10.2-13.97.35.1-29.7%
2022-33.3-12.413.1-18.617.7-7.510.8-12.4-6.72.021.3-10.1-41.0%
202143.4-6.80.172.48.39.746.70.3-17.12.126.2-26.7216.2%
2020-13.820.266.4-18.74.334.723.0-25.413.023.345.5-34.4140.6%
2019——————————30.754.1101.4%

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 102.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 64.2% of variance. Idiosyncratic stock-specific factors contribute 14.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-10-0110000
2019-11-0113067.812844500935
2019-12-0120142.709983674795
2020-01-0117366.280926018517
2020-02-0120868.067059836987
2020-03-0134720.634213046906
2020-04-0128228.323925759483
2020-05-0129447.11176438696
2020-06-0139679.03807808386
2020-07-0148816.995078342894
2020-08-0136415.02159625544
2020-09-0141159.39060608069
2020-10-0150749.212354142444
2020-11-0173864.555032801
2020-12-0148466.214058951446
2021-01-0169524.52093662086
2021-02-0164821.77818205914
2021-03-0164916.898090975345
2021-04-01111938.36181709748
2021-05-01121284.38985307318
2021-06-01133103.65600207224
2021-07-01195214.366178517
2021-08-01195713.76076047734
2021-09-01162301.13071608
2021-10-01165713.70051987638
2021-11-01209120.4269853796
2021-12-01153270.16102312636
2022-01-01102306.97405437316
2022-02-0189661.2671008006
2022-03-01101403.2445587677
2022-04-0182509.08127059475
2022-05-0197122.66793573531
2022-06-0189818.73603171064
2022-07-0199487.35248582839
2022-08-0187132.00522888415
2022-09-0181252.5225751652
2022-10-0182915.16316166769
2022-11-01100613.85172378478
2022-12-0190493.43076246527
2023-01-0186391.04583707325
2023-02-0178342.90154878584
2023-03-0175041.71661616495
2023-04-0168818.86253697267
2023-05-0163300.82348901512
2023-06-0165017.680616381826
2023-07-0165583.94226540804
2023-08-0172848.9587412124
2023-09-0165445.38888319949
2023-10-0156349.05813820398
2023-11-0160487.58742417213
2023-12-0163577.93025343221
2024-01-0157252.667152607515
2024-02-0153590.0386142252
2024-03-0155571.95438581695
2024-04-0153505.70177288088
2024-05-0160602.044565996584
2024-06-0148409.34693164499
2024-07-0151927.398027722724
2024-08-0153144.25816711947
2024-09-0171547.76176047132
2024-10-0168132.11968602598
2024-11-0171318.84747682243
2024-12-0168644.16479418798
2025-01-0174559.79180848307
2025-02-0168023.68660429756
2025-03-0154855.09123439015
2025-04-0162740.58590008494
2025-05-0157716.51978000132
2025-06-0164138.16784236239
2025-07-0164758.64603225281
2025-08-0160240.60096023518
2025-09-0159409.280666983934
2025-10-0162596.008457780365
2025-11-0162138.17989048259
2025-12-0157349.05211414389
2026-01-0168523.68359226751
2026-02-0166403.21443846724
2026-03-0153541.846133457024
2026-04-0161517.701700592166
Annual Return Matrix
YearAnnual Return
20201.4061416809472114
20212.1624124970169434
2022-0.4095822033565224
2023-0.29743043536146985
20240.07968542732613226
2025-0.16454585344449324
20260.07268907563025206
Total Factor Risk
1.0264451908277146
VTI.US Exposure
0.06300638334111618
VEA.US Exposure
0.01913680494367624
VWO.US Exposure
-0.010791584687769208
QQQ.US Exposure
-0.027494509656611536
VTV.US Exposure
-0.010003140938202483
IJR.US Exposure
-0.00216789613344738
QUAL.US Exposure
0.04135806185046622
SHV.US Exposure
0.6419417010371542
TLT.US Exposure
-0.000823597111252305
LQD.US Exposure
0.10159368793536161
HYG.US Exposure
-0.0044692510906299
GLD.US Exposure
0.0019942114877716396
USO.US Exposure
0.01121375015378871
VNQ.US Exposure
0.005639922921727589
BTC-USD.CC Exposure
0.0003669203740004706
CPER.US Exposure
0.009444853681561513
VIX.INDX Exposure
-0.009515691130882555
UUP.US Exposure
-0.0016925420691452718
TIP.US Exposure
0.022113028178900724
Idiosyncratic Exposure
0.14914888691241557
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
102.6%

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$22.9B
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 →
+3.7%
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 →
-0.8%
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 →
15.3% 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 →
1.59
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is BioNTech SE a high-risk investment?

BioNTech SE (BNTX.US) has an annualized volatility of 102.6% and experienced a maximum drawdown of 76.9% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BNTX.US has generated a Compound Annual Growth Rate (CAGR) of 32.2%. It has had a positive return in 57% 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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