Cerus Corporation

10-Year Study

CERS.US · Healthcare · US · Common Stock

Executive Summary: Cerus Corporation has compounded at -9.8% annually over the last 10 years, with a maximum drawdown of 83.7% and an annualized volatility of 70.7%.

1Y CAGR
+64.1%
3Y CAGR
-2.3%
5Y CAGR
-19.4%
10Y CAGR
-9.8%

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 →
83.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.01
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.02
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
53.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +64.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -46.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
30%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202613.19.9-28.99.9————————-2.9%
202521.4-11.8-15.8-5.0-3.811.0-9.22.321.4-7.519.717.033.8%
2024-16.220.4-13.3-11.67.2-1.728.40.0-23.0-9.817.8-16.8-28.7%
2023-14.0-8.93.8-22.2-7.415.024.8-38.4-14.3-13.615.034.2-40.8%
2022-21.39.5-6.5-15.87.16.92.1-23.9-12.41.79.3-8.7-46.4%
2021-4.8-6.8-2.11.5-5.12.1-14.728.0-5.68.44.4-1.2-1.6%
2020-5.028.2-9.532.31.16.18.0-10.7-1.7-16.126.74.164.0%
201917.69.2-4.3-1.6-23.519.84.1-8.2-3.9-15.7-0.2-2.8-16.8%
201831.1-3.428.0-5.126.71.211.15.0-7.3-7.1-21.6-3.450.0%
2017-2.1-1.66.2-2.2-47.49.6-10.04.016.25.137.6-14.4-22.3%
2016———5.6-11.212.218.4-14.3-1.9-22.48.3-16.7-26.6%

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 70.7%. The dominant macroeconomic risk driver is TLT.US, accounting for 30.8% of variance. Idiosyncratic stock-specific factors contribute 30.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110556.492411467116
2016-05-019376.053962900505
2016-06-0110522.765598650929
2016-07-0112462.057335581787
2016-08-0110674.53625632378
2016-09-0110472.175379426644
2016-10-018128.161888701518
2016-11-018802.698145025295
2016-12-017335.58178752108
2017-01-017183.811129848229
2017-02-017065.76728499157
2017-03-017504.2158516020245
2017-04-017335.58178752108
2017-05-013861.7200674536257
2017-06-014232.715008431703
2017-07-013811.1298482293423
2017-08-013962.900505902193
2017-09-014603.709949409781
2017-10-014839.797639123103
2017-11-016661.045531197303
2017-12-015699.831365935919
2018-01-017470.489038785835
2018-02-017217.5379426644195
2018-03-019241.14671163575
2018-04-018768.971332209107
2018-05-0111112.984822934233
2018-06-0111247.892074198988
2018-07-0112495.784148397977
2018-08-0113119.730185497472
2018-09-0112158.516020236088
2018-10-0111298.482293423272
2018-11-018853.288364249578
2018-12-018549.747048903879
2019-01-0110050.590219224285
2019-02-0110978.077571669477
2019-03-0110505.902192242835
2019-04-0110337.26832114826
2019-05-017908.937701889476
2019-06-019477.2342083627
2019-07-019865.092587913268
2019-08-019055.649048160341
2019-09-018701.517449261568
2019-10-017335.581626699103
2019-11-017318.718638428147
2019-12-017116.357150407505
2020-01-016762.22635561861
2020-02-018667.790668609774
2020-03-017841.484140585888
2020-04-0110370.995101800054
2020-05-0110489.038432026391
2020-06-0111129.848068520352
2020-07-0112023.608961957703
2020-08-0110741.989688969785
2020-09-0110556.492797439858
2020-10-018853.288364249578
2020-11-0111214.165422204776
2020-12-0111669.477363058932
2021-01-0111112.985080249393
2021-02-0110354.131309419217
2021-03-0110134.907637237498
2021-04-0110286.67774811563
2021-05-019763.912245957888
2021-06-019966.27292986865
2021-07-018499.156765350805
2021-08-0110876.896811576958
2021-09-0110269.814759844674
2021-10-0111129.848068520352
2021-11-0111618.8867900263
2021-12-0111483.979667419126
2022-01-019038.786059889384
2022-02-019898.819368565062
2022-03-019258.009732071103
2022-04-017790.893567553258
2022-05-018347.385850362794
2022-06-018920.741925553166
2022-07-019106.23962119297
2022-08-016930.860258877579
2022-09-016070.826146092021
2022-10-016172.0068901023415
2022-11-016745.362563237774
2022-12-016155.143499776445
2023-01-015295.109789045827
2023-02-014822.934055810835
2023-03-015008.43175145064
2023-04-013895.446783776629
2023-05-013608.7691482363825
2023-06-014148.3980407200215
2023-07-015177.065654709609
2023-08-013187.1837870065524
2023-09-012731.871846152397
2023-10-012360.876856927727
2023-11-012715.0084558265003
2023-12-013642.4959288881764
2024-01-013052.2764633719075
2024-02-013676.2227095399703
2024-03-013187.1837870065524
2024-04-012816.1887977818815
2024-05-013018.5496827201137
2024-06-012967.959511742423
2024-07-013811.129832147145
2024-08-013811.129832147145
2024-09-012934.23273109063
2024-10-012647.5548945229134
2024-11-013119.7302257029646
2024-12-012596.964522517753
2025-01-013153.4570063547585
2025-02-012782.462017130088
2025-03-012344.0134666018303
2025-04-012225.969734320552
2025-05-012141.652581663598
2025-06-012377.7402472536237
2025-07-012158.515971989495
2025-08-012209.106142967186
2025-09-012681.281675174707
2025-10-012478.9207902364747
2025-11-012967.959511742423
2025-12-013473.861623574268
2026-01-013929.173564428423
2026-02-014317.032040472176
2026-03-013069.1399662731874
2026-04-013372.681281618887
Annual Return Matrix
YearAnnual Return
2017-0.22298850574712636
20180.5000000000000002
2019-0.1676529013428698
20200.6398105261468923
2021-0.01589597287595923
2022-0.4640234763529729
2023-0.40821917002902175
2024-0.28703708302827347
20250.33766233364111
2026-0.02912618662434696
Total Factor Risk
0.7067767000038532
VTI.US Exposure
-0.13947620733107396
VEA.US Exposure
0.017020058101599032
VWO.US Exposure
-0.004600171406827799
QQQ.US Exposure
0.05963167720425567
VTV.US Exposure
0.1669493441240527
IJR.US Exposure
0.19550449638370615
QUAL.US Exposure
0.09466783831986092
SHV.US Exposure
0.04546393233063701
TLT.US Exposure
0.30834892097981725
LQD.US Exposure
-0.03452650385132945
HYG.US Exposure
-0.01866540226196575
GLD.US Exposure
0.005782251864195256
USO.US Exposure
-0.000006401517219942042
VNQ.US Exposure
-0.058279391718106095
BTC-USD.CC Exposure
0.002815187929865226
CPER.US Exposure
-0.0069754160885106145
VIX.INDX Exposure
0.03623374336886976
UUP.US Exposure
0.005694463797627009
TIP.US Exposure
0.02009362128740131
Idiosyncratic Exposure
0.3043239584831463
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
70.7%

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$357.4M
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 →
-2.0%
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 →
+13.9%
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 →
27.0% 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 →
1.63
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Cerus Corporation a high-risk investment?

Cerus Corporation (CERS.US) has an annualized volatility of 70.7% and experienced a maximum drawdown of 83.7% over the last 10 years. Its primary macro risk driver is TLT.US.

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

Over the past 10 years, CERS.US has generated a Compound Annual Growth Rate (CAGR) of -9.8%. It has had a positive return in 30% 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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