Capricor Therapeutics Inc

10-Year Study

CAPR.US · Healthcare · US · Common Stock

Executive Summary: Capricor Therapeutics Inc has compounded at 0.8% annually over the last 10 years, with a maximum drawdown of 97.0% and an annualized volatility of 118.0%.

1Y CAGR
+291.6%
3Y CAGR
+100.7%
5Y CAGR
+56.8%
10Y CAGR
+0.8%

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 →
97.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.86
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
4.66
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
241.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +182.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -74.1%
% 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.
2026-24.227.68.813.8————————19.9%
20259.02.3-38.333.8-22.10.4-17.6-23.214.8-9.7-17.8439.4109.1%
2024-17.44.061.7-22.47.8-16.0-14.912.6232.832.1-5.4-27.4182.2%
20239.37.8-7.3-7.816.55.5-7.947.3-47.2-17.55.364.626.7%
202221.813.4-15.3-7.614.5-3.932.126.23.1-7.3-19.6-13.631.7%
202191.8-6.7-23.8-1.1-18.135.4-14.814.6-19.8-7.5-9.4-13.1-14.6%
202019.5-22.91.7483.3-33.7-0.973.0-24.2-12.9-26.58.8-18.3168.0%
201924.0-13.56.13.1-34.96.132.5-45.955.5-30.8-39.5-17.4-68.8%
201826.6-9.0-25.31.5-3.60.8-12.73.4-13.2-11.4-17.0-46.9-74.1%
2017-8.318.916.6-7.7-73.91.827.7-3.8197.1-18.2-24.2-16.0-40.6%
2016———55.1-19.023.8-6.3-1.1-11.4-10.38.2-15.64.7%

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 118.0%. The dominant macroeconomic risk driver is VTI.US, accounting for 9.6% of variance. Idiosyncratic stock-specific factors contribute 61.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0115511.81102362205
2016-05-0112559.055118110236
2016-06-0115551.181102362207
2016-07-0114566.929133858268
2016-08-0114409.44881889764
2016-09-0112766.141732283468
2016-10-0111456.692913385828
2016-11-0112401.574803149606
2016-12-0110472.440944881891
2017-01-019606.299212598426
2017-02-0111417.322834645669
2017-03-0113307.086614173228
2017-04-0112283.464566929135
2017-05-013208.661417322835
2017-06-013267.3228346456694
2017-07-014173.2283464566935
2017-08-014015.748031496063
2017-09-0111929.133858267718
2017-10-019763.779527559056
2017-11-017401.574803149607
2017-12-016220.472440944883
2018-01-017874.0157480314965
2018-02-017165.354330708662
2018-03-015354.330708661418
2018-04-015433.070866141733
2018-05-015236.220472440946
2018-06-015275.590551181103
2018-07-014606.299212598426
2018-08-014763.779527559055
2018-09-014133.858267716536
2018-10-013661.4173228346463
2018-11-013039.370078740157
2018-12-011614.1732283464567
2019-01-012001.968503937008
2019-02-011730.708661417323
2019-03-011835.8267716535433
2019-04-011892.5196850393702
2019-05-011231.496062992126
2019-06-011307.0866141732286
2019-07-011732.2834645669293
2019-08-01937.0078740157481
2019-09-011456.692913385827
2019-10-011007.8740157480316
2019-11-01610.236220472441
2019-12-01503.9370078740158
2020-01-01602.3622047244095
2020-02-01464.56692913385825
2020-03-01472.4409448818898
2020-04-012755.9055118110236
2020-05-011826.7716535433071
2020-06-011811.0236220472439
2020-07-013133.8582677165355
2020-08-012374.0157480314965
2020-09-012066.929133858268
2020-10-011519.6850393700786
2020-11-011653.5433070866143
2020-12-011350.3937007874017
2021-01-012590.5511811023625
2021-02-012417.3228346456694
2021-03-011842.5196850393702
2021-04-011822.8346456692914
2021-05-011492.1259842519685
2021-06-012019.6850393700788
2021-07-011720.472440944882
2021-08-011972.4409448818897
2021-09-011582.6771653543306
2021-10-011464.5669291338584
2021-11-011326.7716535433071
2021-12-011153.5433070866143
2022-01-011405.511811023622
2022-02-011594.4881889763778
2022-03-011350.3937007874017
2022-04-011248.0314960629921
2022-05-011429.1338582677165
2022-06-011374.0157480314963
2022-07-011814.96062992126
2022-08-012291.3385826771655
2022-09-012362.204724409449
2022-10-012188.9763779527557
2022-11-011759.8425196850392
2022-12-011519.6850393700786
2023-01-011661.4173228346458
2023-02-011791.3385826771655
2023-03-011661.4173228346458
2023-04-011531.496062992126
2023-05-011783.464566929134
2023-06-011881.8897637795278
2023-07-011732.2834645669293
2023-08-012551.181102362205
2023-09-011346.456692913386
2023-10-011110.236220472441
2023-11-011169.2913385826773
2023-12-011925.196850393701
2024-01-011590.5511811023623
2024-02-011653.5433070866143
2024-03-012673.228346456693
2024-04-012074.803149606299
2024-05-012236.220472440945
2024-06-011877.9527559055118
2024-07-011598.4251968503938
2024-08-011799.212598425197
2024-09-015988.188976377954
2024-10-017913.385826771655
2024-11-017484.251968503938
2024-12-015433.070866141733
2025-01-015921.259842519685
2025-02-016055.118110236221
2025-03-013736.2204724409453
2025-04-015000
2025-05-013893.700787401575
2025-06-013909.448818897638
2025-07-013220.4724409448822
2025-08-012472.4409448818897
2025-09-012838.582677165354
2025-10-012562.9921259842517
2025-11-012106.299212598425
2025-12-0111362.204724409448
2026-01-018618.110236220473
2026-02-0110996.062992125986
2026-03-0111968.503937007876
2026-04-0113618.110236220475
Annual Return Matrix
YearAnnual Return
2017-0.40601503759398494
2018-0.7405063291139241
2019-0.6878048780487804
20201.6796875
2021-0.14577259475218662
20220.31740614334470973
20230.26683937823834203
20241.8220858895705523
20251.0913043478260867
20260.19854469854469858
Total Factor Risk
1.1802278259099668
VTI.US Exposure
0.0961617760817898
VEA.US Exposure
0.030001215488826276
VWO.US Exposure
0.003530731565840399
QQQ.US Exposure
0.018201666499385538
VTV.US Exposure
0.028191810729926898
IJR.US Exposure
0.014503921215830879
QUAL.US Exposure
0.06108572176069615
SHV.US Exposure
0.002424254222017426
TLT.US Exposure
0.0011442842521412965
LQD.US Exposure
0.007647749465327024
HYG.US Exposure
0.03986291208182995
GLD.US Exposure
0.00790945569529852
USO.US Exposure
0.0036646029448522267
VNQ.US Exposure
0.000999147088481576
BTC-USD.CC Exposure
0.007423665718230545
CPER.US Exposure
0.008940221308799085
VIX.INDX Exposure
-0.0009179592575221813
UUP.US Exposure
0.002294332867974122
TIP.US Exposure
0.05044059187392247
Idiosyncratic Exposure
0.6164898983963522
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
118.0%

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$1.8B
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 →
+19.3%
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 →
+110.2%
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 →
1.3% 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 →
0.48
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Capricor Therapeutics Inc a high-risk investment?

Capricor Therapeutics Inc (CAPR.US) has an annualized volatility of 118.0% and experienced a maximum drawdown of 97.0% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, CAPR.US has generated a Compound Annual Growth Rate (CAGR) of 0.8%. 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.

Run a Full Backtest on Capricor Therapeutics Inc

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest