Cabaletta Bio Inc

10-Year Study

CABA.US · Healthcare · US · Common Stock

Executive Summary: Cabaletta Bio Inc has compounded at -15.5% annually over the last 10 years, with a maximum drawdown of 96.0% and an annualized volatility of 188.4%.

1Y CAGR
+99.3%
3Y CAGR
-30.3%
5Y CAGR
-21.2%
10Y CAGR
-15.5%

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 →
96.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.41
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.10
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
128.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +145.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -90.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
43%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202617.429.2-19.030.9————————60.7%
20255.3-24.5-23.3-4.741.7-18.70.0-4.661.454.3-28.8-14.8-3.5%
2024-9.811.7-25.4-37.6-4.3-26.6-5.1-20.7-16.2-24.87.6-40.6-90.0%
202331.8-27.5-6.425.5-2.827.95.54.07.5-6.312.641.4145.4%
2022-20.3-28.5-6.0-32.0-7.2-17.211.3-19.1-31.9160.0165.1106.5144.1%
20214.4-16.62.10.31.9-24.2-13.336.519.412.4-15.3-67.3-69.6%
202017.6-9.1-51.1-0.717.930.32.6-7.72.76.728.6-16.1-10.7%
2019——————————30.52.033.0%

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 188.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 50.1% of variance. Idiosyncratic stock-specific factors contribute 20.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-10-0110000
2019-11-0113047.618865966797
2019-12-0113304.762159075057
2020-01-0115647.619338262648
2020-02-0114228.571028936476
2020-03-016952.381134033203
2020-04-016904.761904761905
2020-05-018142.857324509394
2020-06-0110609.524136497861
2020-07-0110885.714576357888
2020-08-0110047.619229271299
2020-09-0110323.809669131326
2020-10-0111019.047328404016
2020-11-0114171.428680419922
2020-12-0111885.713849748885
2021-01-0112409.523555210657
2021-02-0110352.380843389601
2021-03-0110571.428934733074
2021-04-0110600.00010899135
2021-05-0110800.0001453218
2021-06-018190.4765537806925
2021-07-017104.761941092354
2021-08-019695.238385881696
2021-09-0111580.952235630579
2021-10-0113019.047691708518
2021-11-0111028.571355910528
2021-12-013609.5237731933594
2022-01-012876.1904580252512
2022-02-012057.14293888637
2022-03-011933.3333060854957
2022-04-011314.285709744408
2022-05-011219.0475917997815
2022-06-011009.5237550281342
2022-07-011123.809473855155
2022-08-01909.5237936292376
2022-09-01619.0475963410877
2022-10-011609.5238640194848
2022-11-014266.666684831892
2022-12-018809.52380952381
2023-01-0111609.523409888858
2023-02-018419.04776436942
2023-03-017876.190912155878
2023-04-019885.714394705636
2023-05-019609.52395484561
2023-06-0112295.237949916296
2023-07-0112971.42846243722
2023-08-0113485.714140392483
2023-09-0114495.238349551248
2023-10-0113580.95259893508
2023-11-0115285.713559105283
2023-12-0121619.04834565662
2024-01-0119504.761468796503
2024-02-0121790.475391206288
2024-03-0116247.618538992745
2024-04-0110138.095674060642
2024-05-019704.761505126953
2024-06-017123.80954197475
2024-07-016761.904671078637
2024-08-015361.904870896113
2024-09-014495.23789542062
2024-10-013380.9523355393185
2024-11-013638.0951745169505
2024-12-012161.904743739537
2025-01-012276.190576099214
2025-02-011719.0475690932499
2025-03-011319.0476099650064
2025-04-011257.1429070972263
2025-05-011780.9523854936874
2025-06-011447.6190294538223
2025-07-011447.6190294538223
2025-08-011380.9524263654434
2025-09-012228.571346827916
2025-10-013438.0951381864998
2025-11-012447.6189840407596
2025-12-012085.714340209961
2026-01-012447.6189840407596
2026-02-013161.904761904762
2026-03-012561.904761904762
2026-04-013352.3809523809523
Annual Return Matrix
YearAnnual Return
2020-0.10665717224852844
2021-0.6963140944816184
20221.4406332699479605
20231.454054136533995
2024-0.9000000042012083
2025-0.035242257435351254
20260.6073058940772689
Total Factor Risk
1.8841625231249526
VTI.US Exposure
0.09981856828844156
VEA.US Exposure
0.08581896630447891
VWO.US Exposure
-0.010641974840660746
QQQ.US Exposure
-0.029762726823344892
VTV.US Exposure
-0.01722412781985637
IJR.US Exposure
0.01053275449204683
QUAL.US Exposure
0.0241508858495433
SHV.US Exposure
0.5014524731879879
TLT.US Exposure
-0.007044878850093446
LQD.US Exposure
0.048249568746326056
HYG.US Exposure
0.046088436087882594
GLD.US Exposure
0.0064966843785921454
USO.US Exposure
0.0008863779525354171
VNQ.US Exposure
-0.015006836383224729
BTC-USD.CC Exposure
-0.000677157306895946
CPER.US Exposure
0.004263925055943542
VIX.INDX Exposure
-0.00817378644522025
UUP.US Exposure
0.017213067186983278
TIP.US Exposure
0.04306799470332204
Idiosyncratic Exposure
0.20049178623521285
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
188.4%

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$329.5M
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 →
+17.1%
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 →
+49.1%
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 →
2.5% 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 →
3.29
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Cabaletta Bio Inc a high-risk investment?

Cabaletta Bio Inc (CABA.US) has an annualized volatility of 188.4% and experienced a maximum drawdown of 96.0% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CABA.US has generated a Compound Annual Growth Rate (CAGR) of -15.5%. It has had a positive return in 43% 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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