CareDx Inc

10-Year Study

CDNA.US · Healthcare · US · Common Stock

Executive Summary: CareDx Inc has compounded at 17.7% annually over the last 10 years, with a maximum drawdown of 94.1% and an annualized volatility of 137.9%.

1Y CAGR
+35.3%
3Y CAGR
+42.5%
5Y CAGR
-22.9%
10Y CAGR
+17.7%

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 →
94.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.62
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.43
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
84.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · +242.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -74.9%
% 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.
20269.1-8.7-7.529.1————————19.0%
20258.8-4.9-19.9-4.90.715.0-37.111.26.43.219.15.4-12.0%
2024-28.724.3-0.5-26.767.719.428.753.71.6-29.110.9-12.878.4%
202330.912.6-45.7-11.5-1.46.528.4-14.7-24.8-22.779.523.65.2%
2022-8.1-8.2-3.6-17.7-17.4-14.610.8-17.7-13.117.0-35.0-11.9-74.9%
20215.53.5-13.916.11.713.8-8.2-12.8-13.5-19.5-15.45.4-37.2%
202012.0-3.5-6.316.326.610.3-5.92.411.129.316.626.7235.9%
201911.511.01.3-13.716.213.8-8.9-30.4-0.915.9-21.75.1-14.2%
2018-18.3-3.036.922.835.2-7.610.080.618.7-9.512.1-14.1242.5%
2017-11.1-12.5-33.3-37.918.47.819.8115.029.458.124.11.1171.9%
2016———-10.50.0-2.97.01.1-23.82.8-1.4-25.0-45.6%

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 137.9%. The dominant macroeconomic risk driver is SHV.US, accounting for 57.7% of variance. Idiosyncratic stock-specific factors contribute 13.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-018951.612903225807
2016-05-018951.612903225807
2016-06-018689.516129032258
2016-07-019294.354838709678
2016-08-019395.161290322581
2016-09-017157.258064516129
2016-10-017358.870967741935
2016-11-017258.064516129032
2016-12-015443.548387096775
2017-01-014838.709677419354
2017-02-014233.870967741936
2017-03-012822.5806451612902
2017-04-011754.0322580645163
2017-05-012076.6129032258063
2017-06-012237.9032258064517
2017-07-012681.4516129032263
2017-08-015766.1290322580635
2017-09-017459.677419354839
2017-10-0111794.354838709678
2017-11-0114637.096774193547
2017-12-0114798.387096774193
2018-01-0112096.774193548388
2018-02-0111733.870967741936
2018-03-0116068.548387096775
2018-04-0119737.90322580645
2018-05-0126693.548387096776
2018-06-0124677.41935483871
2018-07-0127137.09677419355
2018-08-0149012.09677419355
2018-09-0158165.32258064516
2018-10-0152641.12903225806
2018-11-0159012.09677419355
2018-12-0150685.48387096774
2019-01-0156512.09677419355
2019-02-0162741.93548387097
2019-03-0163548.38709677419
2019-04-0154858.87096774194
2019-05-0163750
2019-06-0172560.48387096774
2019-07-0166068.54838709677
2019-08-0146008.06451612903
2019-09-0145584.67741935484
2019-10-0152842.74193548387
2019-11-0141370.96774193548
2019-12-0143487.90322580645
2020-01-0148709.67741935484
2020-02-0146995.96774193548
2020-03-0144012.09677419354
2020-04-0151169.35483870968
2020-05-0164758.06451612903
2020-06-0171431.45161290323
2020-07-0167237.90322580645
2020-08-0168850.8064516129
2020-09-0176491.93548387096
2020-10-0198891.12903225806
2020-11-01115262.09677419356
2020-12-01146068.5483870968
2021-01-01154092.74193548388
2021-02-01159435.48387096773
2021-03-01137278.2258064516
2021-04-01159415.32258064515
2021-05-01162096.7741935484
2021-06-01184516.12903225803
2021-07-01169435.48387096776
2021-08-01147741.93548387097
2021-09-01127762.09677419355
2021-10-01102822.5806451613
2021-11-0186975.8064516129
2021-12-0191693.54838709676
2022-01-0184274.1935483871
2022-02-0177379.03225806452
2022-03-0174576.6129032258
2022-04-0161370.96774193549
2022-05-0150705.64516129032
2022-06-0143306.45161290323
2022-07-0147963.70967741935
2022-08-0139495.967741935485
2022-09-0134314.51612903226
2022-10-0140141.12903225807
2022-11-0126108.870967741936
2022-12-0123004.032258064515
2023-01-0130120.967741935485
2023-02-0133911.290322580644
2023-03-0118427.41935483871
2023-04-0116310.483870967742
2023-05-0116088.709677419354
2023-06-0117137.09677419355
2023-07-0121995.967741935485
2023-08-0118770.161290322583
2023-09-0114112.903225806453
2023-10-0110907.25806451613
2023-11-0119576.612903225807
2023-12-0124193.548387096776
2024-01-0117258.064516129034
2024-02-0121451.61290322581
2024-03-0121350.806451612905
2024-04-0115645.16129032258
2024-05-0126229.83870967742
2024-06-0131310.48387096774
2024-07-0140302.41935483871
2024-08-0161955.64516129032
2024-09-0162953.62903225807
2024-10-0144616.93548387097
2024-11-0149475.8064516129
2024-12-0143165.32258064516
2025-01-0146975.80645161291
2025-02-0144657.25806451613
2025-03-0135786.290322580644
2025-04-0134032.25806451613
2025-05-0134254.032258064515
2025-06-0139395.16129032258
2025-07-0124768.145161290326
2025-08-0127540.32258064516
2025-09-0129314.516129032254
2025-10-0130241.93548387097
2025-11-0136028.22580645161
2025-12-0137983.87096774193
2026-01-0141431.45161290323
2026-02-0137822.580645161295
2026-03-0135000
2026-04-0145201.61290322581
Annual Return Matrix
YearAnnual Return
20171.7185185185185183
20182.4250681198910082
2019-0.14200477326968974
20202.3588317107093184
2021-0.37225672877846794
2022-0.7491204925241864
20230.051709027169149824
20240.7841666666666667
2025-0.12003736571695467
20260.19002123142250538
Total Factor Risk
1.3792076057529856
VTI.US Exposure
-0.04254054876788049
VEA.US Exposure
-0.038140423531576984
VWO.US Exposure
0.0137439306369469
QQQ.US Exposure
0.0449232972232003
VTV.US Exposure
0.039551897056598416
IJR.US Exposure
0.008818887859352375
QUAL.US Exposure
0.02594890933733783
SHV.US Exposure
0.5771927714216514
TLT.US Exposure
0.058096925983747695
LQD.US Exposure
-0.014163037830037863
HYG.US Exposure
0.05078958849183618
GLD.US Exposure
-0.0007871510431282831
USO.US Exposure
-0.0003616532323893048
VNQ.US Exposure
0.045362531650987775
BTC-USD.CC Exposure
0.0017118575322583695
CPER.US Exposure
0.025565340243109493
VIX.INDX Exposure
0.009658676669643207
UUP.US Exposure
0.03172438172798863
TIP.US Exposure
0.030380791455169517
Idiosyncratic Exposure
0.13252302711518485
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
137.9%

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$941.7M
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 →
+22.9%
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 →
+34.4%
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 →
0.0% 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 →
2.54
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is CareDx Inc a high-risk investment?

CareDx Inc (CDNA.US) has an annualized volatility of 137.9% and experienced a maximum drawdown of 94.1% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CDNA.US has generated a Compound Annual Growth Rate (CAGR) of 17.7%. 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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