Codexis Inc

10-Year Study

CDXS.US · Healthcare · US · Common Stock

Executive Summary: Codexis Inc has compounded at -4.0% annually over the last 10 years, with a maximum drawdown of 97.1% and an annualized volatility of 120.3%.

1Y CAGR
+11.4%
3Y CAGR
+4.9%
5Y CAGR
-34.6%
10Y CAGR
-4.0%

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 →
97.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.29
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.53
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
71.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · +100.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -85.1%
% 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.
2026-23.9-18.561.455.8————————55.8%
2025-12.2-27.4-11.5-14.50.06.19.81.9-10.6-2.9-27.0-5.8-65.8%
2024-13.876.8-24.9-16.616.2-8.315.5-19.36.61.945.94.156.4%
202332.0-21.3-14.5-5.3-43.626.728.6-51.78.6-12.242.229.2-34.5%
2022-34.4-2.83.5-41.7-11.2-2.1-34.42.2-13.6-7.3-2.7-14.8-85.1%
20216.7-5.13.51.3-11.610.5-6.627.7-13.949.5-0.2-9.943.2%
2020-1.9-25.7-4.24.07.0-8.23.816.7-14.913.439.117.936.5%
201912.714.9-5.0-4.0-8.11.8-0.3-23.6-2.2-1.514.92.9-4.3%
20183.011.015.22.333.3-4.00.019.4-0.3-9.240.8-23.8100.0%
20173.3-13.717.1-8.3-9.136.3-0.92.819.8-7.512.221.081.5%
2016———1.320.66.17.9-4.16.513.7-5.9-3.247.9%

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 120.3%. The dominant macroeconomic risk driver is VTI.US, accounting for 42.2% of variance. Idiosyncratic stock-specific factors contribute 15.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110128.617363344052
2016-05-0112218.649517684888
2016-06-0112958.199356913185
2016-07-0113987.138263665594
2016-08-0113408.360128617363
2016-09-0114276.527331189713
2016-10-0116237.942122186496
2016-11-0115273.31189710611
2016-12-0114790.996784565916
2017-01-0115273.31189710611
2017-02-0113183.279742765273
2017-03-0115434.083601286173
2017-04-0114147.90996784566
2017-05-0112861.736334405145
2017-06-0117524.11575562701
2017-07-0117363.344051446948
2017-08-0117845.659163987137
2017-09-0121382.636655948554
2017-10-0119774.91961414791
2017-11-0122186.495176848875
2017-12-0126848.87459807074
2018-01-0127652.73311897106
2018-02-0130707.395498392285
2018-03-0135369.77491961415
2018-04-0136173.63344051447
2018-05-0148231.51125401929
2018-06-0146302.25080385852
2018-07-0146302.25080385852
2018-08-0155305.46623794212
2018-09-0155144.69453376206
2018-10-0150064.30868167203
2018-11-0170482.3151125402
2018-12-0153697.74919614148
2019-01-0160514.46945337621
2019-02-0169517.6848874598
2019-03-0166012.86173633441
2019-04-0163344.05390012686
2019-05-0158199.35813977405
2019-06-0159260.451142044316
2019-07-0159067.5268142553
2019-08-0145112.53933431251
2019-09-0144115.75648562318
2019-10-0143472.670282198305
2019-11-0149967.845536504916
2019-12-0151414.79026083011
2020-01-0150418.00741214078
2020-02-0137459.80584736422
2020-03-0135884.24388235405
2020-04-0137331.18860667925
2020-05-0139935.69156364613
2020-06-0136655.9473264639
2020-07-0138038.58496368507
2020-08-0144372.99096699313
2020-09-0137749.195405524646
2020-10-0142797.429001982964
2020-11-0159549.84070020473
2020-12-0170192.92579969793
2021-01-0174887.46275089178
2021-02-0171093.24955096966
2021-03-0173601.28421108823
2021-04-0174533.76303915044
2021-05-0165916.39871382638
2021-06-0172861.73584376884
2021-07-0168038.58471836691
2021-08-0186881.03041081567
2021-09-0174790.99752052037
2021-10-01111800.64455872565
2021-11-01111607.71409798283
2021-12-01100546.62526612115
2022-01-0165916.39871382638
2022-02-0164083.602267446244
2022-03-0166302.25350235819
2022-04-0138681.67116710994
2022-05-0134340.83699413435
2022-06-0133633.44063712853
2022-07-0122057.87824281159
2022-08-0122540.193661999474
2022-09-0119485.53036263518
2022-10-0118070.739181862
2022-11-0117588.423762674116
2022-12-0114983.92233894569
2023-01-0119774.9199207956
2023-02-0115562.70145526653
2023-03-0113311.896676802558
2023-04-0112604.501853035195
2023-05-017106.109447417919
2023-06-019003.215280759756
2023-07-0111575.562394316941
2023-08-015594.855336131007
2023-09-016077.170372009277
2023-10-015337.620471451444
2023-11-017588.424099986576
2023-12-019807.073801660077
2024-01-018456.59200784861
2024-02-0114951.768795393671
2024-03-0111221.864982433259
2024-04-019356.913459262665
2024-05-0110868.167570549576
2024-06-019967.845352516297
2024-07-0111511.253773974453
2024-08-019292.604838920177
2024-09-019903.53673217381
2024-10-0110096.463359820498
2024-11-0114726.68785757574
2024-12-0115337.620517448599
2025-01-0113472.668994278003
2025-02-019774.919491488834
2025-03-018649.517868876075
2025-04-017395.498238959114
2025-05-017395.498238959114
2025-06-017845.659347975753
2025-07-018617.36355870483
2025-08-018778.13510956105
2025-09-017845.659347975753
2025-10-017620.57841015782
2025-11-015562.701025959763
2025-12-015241.157540937712
2026-01-013987.1382943303643
2026-02-013247.588424437299
2026-03-015241.157556270096
2026-04-018167.202572347267
Annual Return Matrix
YearAnnual Return
20170.8152173913043479
20181
2019-0.04251498376537932
20200.3652282824378994
20210.4324324584081354
2022-0.850975382820785
2023-0.345493551033038
20240.5639344444264653
2025-0.6582809220651147
20260.5582822131475267
Total Factor Risk
1.202863003304113
VTI.US Exposure
0.42234236417694926
VEA.US Exposure
-0.032367957262763855
VWO.US Exposure
0.01900884613535291
QQQ.US Exposure
-0.04188182520429089
VTV.US Exposure
-0.05153907941626436
IJR.US Exposure
0.09635998886510606
QUAL.US Exposure
-0.07012882502524553
SHV.US Exposure
0.3263355084401662
TLT.US Exposure
-0.009374199453144983
LQD.US Exposure
0.08128966633110622
HYG.US Exposure
-0.01107599256130245
GLD.US Exposure
-0.0012653307366767446
USO.US Exposure
0.010576327983923925
VNQ.US Exposure
0.004864695886689557
BTC-USD.CC Exposure
0.04628383025975499
CPER.US Exposure
0.0059195690974881915
VIX.INDX Exposure
-0.0008900255134346607
UUP.US Exposure
0.03646527861544637
TIP.US Exposure
0.009776720448665045
Idiosyncratic Exposure
0.15930043893247464
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
120.3%

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$165.4M
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 →
+67.4%
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 →
+22.1%
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 →
23.7% 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 →
2.08
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Codexis Inc a high-risk investment?

Codexis Inc (CDXS.US) has an annualized volatility of 120.3% and experienced a maximum drawdown of 97.1% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, CDXS.US has generated a Compound Annual Growth Rate (CAGR) of -4.0%. 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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