Candel Therapeutics Inc

10-Year Study

CADL.US · Healthcare · US · Common Stock

Executive Summary: Candel Therapeutics Inc has compounded at -7.8% annually over the last 10 years, with a maximum drawdown of 92.0% and an annualized volatility of 162.5%.

1Y CAGR
-5.8%
3Y CAGR
+52.4%
5Y CAGR
-7.8%
10Y CAGR
-7.8%

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 →
92.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.47
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
2.17
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
179.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +490.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -77.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
20%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20263.4-10.1-6.75.3————————-8.7%
2025-18.526.9-37.0-13.111.0-7.227.4-10.2-11.95.5-11.318.4-34.9%
2024-11.643.1-15.1346.226.2-30.3-4.413.82.7-23.8-10.984.5490.5%
202343.5-29.9-25.0-4.417.1-16.6-14.313.0-24.6-2.2-0.163.5-17.9%
2022-45.1-4.023.5-29.75.3-14.1-4.311.9-9.5-38.2-9.82.3-77.1%
2021———————5.934.83.6-7.7-24.53.0%

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 162.5%. The dominant macroeconomic risk driver is SHV.US, accounting for 61.9% of variance. Idiosyncratic stock-specific factors contribute 23.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-07-0110000
2021-08-0110592.88537549407
2021-09-0114281.949934123848
2021-10-0114795.78392621871
2021-11-0113649.53886693017
2021-12-0110303.030303030302
2022-01-015652.173913043479
2022-02-015428.194993412385
2022-03-016706.192358366271
2022-04-014716.7325428195
2022-05-014967.061923583663
2022-06-014268.774703557313
2022-07-014084.3214756258235
2022-08-014571.805006587615
2022-09-014137.022397891964
2022-10-012555.9947299077735
2022-11-012305.66534914361
2022-12-012358.36627140975
2023-01-013385.3754940711465
2023-02-012371.541501976285
2023-03-011778.6561264822137
2023-04-011699.6047430830042
2023-05-011989.4598155467722
2023-06-011660.0790513833992
2023-07-011422.9249011857708
2023-08-011607.3781291172595
2023-09-011212.1212121212122
2023-10-011185.638998682477
2023-11-011184.4532279314888
2023-12-011936.7588932806323
2024-01-011712.779973649539
2024-02-012450.5928853754945
2024-03-012081.6864295125165
2024-04-019288.537549407114
2024-05-0111725.955204216074
2024-06-018168.642951251647
2024-07-017812.911725955204
2024-08-018893.280632411066
2024-09-019130.434782608696
2024-10-016956.521739130436
2024-11-016198.945981554678
2024-12-0111436.100131752304
2025-01-019314.888010540186
2025-02-0111824.769433465086
2025-03-017444.005270092228
2025-04-016469.038208168644
2025-05-017180.500658761528
2025-06-016666.666666666666
2025-07-018491.436100131752
2025-08-017628.458498023716
2025-09-016719.367588932806
2025-10-017088.274044795784
2025-11-016284.584980237153
2025-12-017444.005270092228
2026-01-017694.33465085639
2026-02-016916.99604743083
2026-03-016455.862977602108
2026-04-016798.418972332017
Annual Return Matrix
YearAnnual Return
2022-0.7710997442455243
2023-0.17877094972067042
20244.904761904761905
2025-0.34907834101382484
2026-0.08672566371681423
Total Factor Risk
1.6247944967626458
VTI.US Exposure
0.11950784965204711
VEA.US Exposure
0.010627101346377234
VWO.US Exposure
0.006225475655075141
QQQ.US Exposure
-0.016881379648283183
VTV.US Exposure
-0.001876112310852675
IJR.US Exposure
0.0005967192040205624
QUAL.US Exposure
-0.011971402343965099
SHV.US Exposure
0.6194561377540195
TLT.US Exposure
-0.001497364726152662
LQD.US Exposure
0.014821727442083675
HYG.US Exposure
-0.0023047417441009487
GLD.US Exposure
0.0029268349780525137
USO.US Exposure
-0.000304654744263615
VNQ.US Exposure
0.006333932132551255
BTC-USD.CC Exposure
0.0011514616225387906
CPER.US Exposure
0.007612561172543685
VIX.INDX Exposure
-0.004730104477507336
UUP.US Exposure
0.01231018599690891
TIP.US Exposure
0.0020808896711355827
Idiosyncratic Exposure
0.23591488336777142
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
162.5%

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$366.2M
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 →
+0.4%
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 →
-6.3%
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 →
26.5% 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 →
-0.81
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Candel Therapeutics Inc a high-risk investment?

Candel Therapeutics Inc (CADL.US) has an annualized volatility of 162.5% and experienced a maximum drawdown of 92.0% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CADL.US has generated a Compound Annual Growth Rate (CAGR) of -7.8%. It has had a positive return in 20% 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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