Celcuity LLC

10-Year Study

CELC.US · Healthcare · US · Common Stock

Executive Summary: Celcuity LLC has compounded at 31.1% annually over the last 10 years, with a maximum drawdown of 81.6% and an annualized volatility of 122.0%.

1Y CAGR
+1372.2%
3Y CAGR
+131.5%
5Y CAGR
+36.5%
10Y CAGR
+31.1%

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 →
81.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.77
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
2.44
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
99.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +662.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · -55.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
67%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20269.72.12.29.7————————25.6%
2025-8.7-21.17.210.2-4.625.6193.430.8-3.656.231.1-1.4662.0%
20243.63.038.8-27.00.23.711.9-12.9-6.64.0-17.42.3-10.2%
2023-31.623.0-13.00.25.21.6-10.0-3.6-4.016.537.7-0.74.0%
2022-15.7-9.2-7.4-30.30.339.1-0.23.07.4-0.4-8.653.36.2%
202159.4-2.71.092.9-2.1-11.4-17.911.7-18.20.6-16.6-12.644.0%
20203.8-23.1-23.4-7.561.9-28.8-23.54.74.5-1.072.0-7.2-13.9%
2019-7.40.4-1.72.7-6.318.5-9.0-21.0-5.6-7.2-32.1-0.6-55.6%
2018-11.02.8-5.016.9-1.530.8-1.00.616.3-2.5-4.1-10.826.6%
2017—————————47.02.33.054.8%

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 122.0%. The dominant macroeconomic risk driver is VTI.US, accounting for 52.4% of variance. Idiosyncratic stock-specific factors contribute 16.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2017-09-0110000
2017-10-0114697.712418300653
2017-11-0115032.679738562088
2017-12-0115482.026143790848
2018-01-0113782.679738562092
2018-02-0114166.666666666668
2018-03-0113464.0522875817
2018-04-0115743.464052287582
2018-05-0115506.535947712418
2018-06-0120277.777777777777
2018-07-0120081.69934640523
2018-08-0120196.07843137255
2018-09-0123496.732026143793
2018-10-0122916.666666666664
2018-11-0121977.124183006534
2018-12-0119599.67320261438
2019-01-0118153.594771241827
2019-02-0118218.95424836601
2019-03-0117900.32679738562
2019-04-0118382.35294117647
2019-05-0117230.392156862745
2019-06-0120424.836601307186
2019-07-0118594.771241830065
2019-08-0114697.712418300653
2019-09-0113872.549019607843
2019-10-0112867.647058823528
2019-11-018741.830065359476
2019-12-018692.81045751634
2020-01-019019.607843137253
2020-02-016936.274509803921
2020-03-015310.4575163398695
2020-04-014910.130718954249
2020-05-017949.346405228759
2020-06-015661.764705882353
2020-07-014330.065359477124
2020-08-014534.313725490196
2020-09-014738.562091503268
2020-10-014689.5424836601305
2020-11-018063.725490196078
2020-12-017483.660130718954
2021-01-0111928.1045751634
2021-02-0111601.307189542482
2021-03-0111715.686274509804
2021-04-0122598.039215686273
2021-05-0122132.352941176472
2021-06-0119607.843137254902
2021-07-0116094.771241830063
2021-08-0117973.856209150326
2021-09-0114705.882352941175
2021-10-0114787.581699346407
2021-11-0112336.601307189543
2021-12-0110776.143790849672
2022-01-019084.967320261436
2022-02-018251.633986928104
2022-03-017638.888888888889
2022-04-015326.797385620915
2022-05-015343.137254901961
2022-06-017434.640522875816
2022-07-017418.300653594772
2022-08-017638.888888888889
2022-09-018202.614379084966
2022-10-018169.934640522875
2022-11-017467.320261437909
2022-12-0111446.078431372549
2023-01-017826.797385620915
2023-02-019624.183006535946
2023-03-018374.183006535948
2023-04-018390.522875816992
2023-05-018827.614379084967
2023-06-018970.588235294117
2023-07-018071.895424836602
2023-08-017777.7777777777765
2023-09-017467.320261437909
2023-10-018700.980392156864
2023-11-0111985.294117647058
2023-12-0111903.59477124183
2024-01-0112336.601307189543
2024-02-0112712.418300653593
2024-03-0117647.058823529413
2024-04-0112883.986928104574
2024-05-0112908.496732026144
2024-06-0113382.35294117647
2024-07-0114975.49019607843
2024-08-0113039.21568627451
2024-09-0112181.372549019607
2024-10-0112663.398692810457
2024-11-0110457.516339869282
2024-12-0110694.444444444443
2025-01-019763.071895424837
2025-02-017704.248366013071
2025-03-018259.803921568628
2025-04-019101.307189542484
2025-05-018684.640522875818
2025-06-0110906.862745098038
2025-07-0131997.549019607843
2025-08-0141854.57516339869
2025-09-0140359.477124183
2025-10-0163039.21568627451
2025-11-0182630.71895424837
2025-12-0181486.92810457516
2026-01-0189395.4248366013
2026-02-0191266.33986928103
2026-03-0193251.63398692811
2026-04-01102328.43137254902
Annual Return Matrix
YearAnnual Return
20180.2659630606860157
2019-0.5564818674447686
2020-0.13909774436090228
20210.4399563318777291
20220.06216830932524653
20230.039971448965024914
2024-0.10157858613589565
20256.61955691367456
20260.2557649889713256
Total Factor Risk
1.22034849196534
VTI.US Exposure
0.523669047125044
VEA.US Exposure
-0.0005139034636758679
VWO.US Exposure
0.016579318106704568
QQQ.US Exposure
-0.007795660740494446
VTV.US Exposure
0.009505438570378071
IJR.US Exposure
-0.004969764452613813
QUAL.US Exposure
-0.007891768186041367
SHV.US Exposure
0.2677589005416019
TLT.US Exposure
-0.0016264940273360484
LQD.US Exposure
0.0038563698823171153
HYG.US Exposure
-0.0016430874952029454
GLD.US Exposure
0.01042129345424642
USO.US Exposure
0.0007550336195431493
VNQ.US Exposure
-0.0049229975168284664
BTC-USD.CC Exposure
0.0005233880861152554
CPER.US Exposure
0.024082150274572403
VIX.INDX Exposure
-0.0014328198089713772
UUP.US Exposure
0.00456177044865233
TIP.US Exposure
0.004410835183475288
Idiosyncratic Exposure
0.16467295039851393
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
122.0%

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$5.4B
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 →
+12.5%
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 →
+58.8%
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 →
0.42
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Celcuity LLC a high-risk investment?

Celcuity LLC (CELC.US) has an annualized volatility of 122.0% and experienced a maximum drawdown of 81.6% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, CELC.US has generated a Compound Annual Growth Rate (CAGR) of 31.1%. It has had a positive return in 67% 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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