Compugen

10-Year Study

CGEN.US · Healthcare · US · Common Stock

Executive Summary: Compugen has compounded at -6.9% annually over the last 10 years, with a maximum drawdown of 96.6% and an annualized volatility of 162.2%.

1Y CAGR
+49.8%
3Y CAGR
+22.6%
5Y CAGR
-21.2%
10Y CAGR
-6.9%

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 →
96.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.31
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.95
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
107.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +176.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -83.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
43%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202620.3-1.617.724.9-1.1-20.2——————37.3%
202552.3-17.6-24.09.6-8.121.1-18.5-2.84.320.4-11.9-1.90.0%
202421.77.10.0-25.212.4-22.65.418.6-13.8-11.6-0.6-3.8-22.7%
202321.4-9.0-11.2-16.072.911.81.8-1.7-18.4-18.3-12.8198.8176.7%
2022-17.4-13.04.2-26.1-22.30.0-13.0-27.3-43.844.926.1-40.4-83.4%
20210.4-23.3-7.90.5-11.07.8-18.03.4-15.08.7-31.9-2.7-64.5%
202020.826.0-20.099.66.2-2.4-4.120.0-6.0-20.7-0.4-5.7103.2%
2019————-20.037.1-15.618.89.921.318.7-2.170.3%

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 162.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 72.8% of variance. Idiosyncratic stock-specific factors contribute 11.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-04-0110000
2019-05-017999.999999999999
2019-06-0110971.428571428572
2019-07-019257.142857142859
2019-08-0111000
2019-09-0112085.714285714286
2019-10-0114657.142857142857
2019-11-0117400
2019-12-0117028.571428571428
2020-01-0120571.428571428572
2020-02-0125914.285714285717
2020-03-0120742.85714285714
2020-04-0141400
2020-05-0143971.42857142858
2020-06-0142914.28571428571
2020-07-0141171.42857142857
2020-08-0149399.99999999999
2020-09-0146428.571428571435
2020-10-0136828.57142857143
2020-11-0136685.71428571428
2020-12-0134600
2021-01-0134742.857142857145
2021-02-0126657.14285714286
2021-03-0124542.85714285714
2021-04-0124657.14285714286
2021-05-0121942.857142857145
2021-06-0123657.142857142855
2021-07-0119400
2021-08-0120057.14285714286
2021-09-0117057.14285714286
2021-10-0118542.857142857145
2021-11-0112628.57142857143
2021-12-0112285.714285714284
2022-01-0110142.857142857143
2022-02-018828.571428571428
2022-03-019200
2022-04-016799.999999999999
2022-05-015285.714285714286
2022-06-015285.714285714286
2022-07-014600
2022-08-013342.857142857142
2022-09-011877.1428571428573
2022-10-012719.4285714285716
2022-11-013428.5714285714284
2022-12-012044.857142857143
2023-01-012482.285714285714
2023-02-012257.714285714286
2023-03-012005.7142857142858
2023-04-011685.7142857142856
2023-05-012914.285714285714
2023-06-013257.142857142857
2023-07-013314.285714285714
2023-08-013257.142857142857
2023-09-012657.1428571428573
2023-10-012171.4285714285716
2023-11-011893.428571428571
2023-12-015657.142857142857
2024-01-016885.714285714286
2024-02-017371.4285714285725
2024-03-017371.4285714285725
2024-04-015514.285714285714
2024-05-016200
2024-06-014800
2024-07-015057.142857142857
2024-08-016000
2024-09-015171.428571428572
2024-10-014571.428571428572
2024-11-014542.857142857143
2024-12-014371.428571428572
2025-01-016657.142857142857
2025-02-015485.714285714286
2025-03-014171.428571428572
2025-04-014571.428571428572
2025-05-014200
2025-06-015085.714285714285
2025-07-014142.857142857142
2025-08-014028.5714285714284
2025-09-014200
2025-10-015057.142857142857
2025-11-014457.142857142857
2025-12-014371.428571428572
2026-01-015257.142857142857
2026-02-015171.428571428572
2026-03-016085.714285714285
2026-04-017600
2026-05-017514.285714285715
2026-06-016000
Annual Return Matrix
YearAnnual Return
20201.0318791946308723
2021-0.6449215524360032
2022-0.8335581395348837
20231.7665222858739695
2024-0.2272727272727273
20250
20260.37254901960784315
Total Factor Risk
1.6219884266104747
VTI.US Exposure
0.014449061338902381
VEA.US Exposure
-0.005024442329752182
VWO.US Exposure
-0.0037508271684002044
QQQ.US Exposure
-0.0011317297609178983
VTV.US Exposure
-0.010875849294895509
IJR.US Exposure
0.024098178166037276
QUAL.US Exposure
0.0008343620770110395
SHV.US Exposure
0.7283578883859436
TLT.US Exposure
0.06233851575968205
LQD.US Exposure
0.012588532573994775
HYG.US Exposure
0.024539012414991488
GLD.US Exposure
0.01906061554785708
USO.US Exposure
0.0028112242032197195
VNQ.US Exposure
0.011985965285599592
BTC-USD.CC Exposure
0.00013792769114541435
CPER.US Exposure
-0.0017136076407271532
VIX.INDX Exposure
0.004226769139299189
UUP.US Exposure
0.0035176028251720504
TIP.US Exposure
0.002142914112232952
Idiosyncratic Exposure
0.11140788667360446
Value Score
34.9
Growth Score
47.6
Profit Score
12.5
Health Score
0
Yield Score
0
Moat Score
100

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
162.2%

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 →6.9x
Forward P/EForward P/E RatioA valuation metric that compares the current stock price to estimated future earnings per share.Click for full definition →Fairly Valued12.4x
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%
Squeeze RiskShort Squeeze RiskA situation where a sharp rise in the price of a stock forces short sellers to buy shares to cover their positions, further driving up the price.Click for full definition →Extreme
Market Cap$248.8M
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
2.0/ 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
-0.41
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators: distance from 50/200-Day SMA, 52-Week High proximity, Golden Cross trend signal, RSI momentum gauge, Fibonacci retracement levels, and Beta (market sensitivity).

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 →
-19.8%
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 →
+8.2%
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 →
32.3% 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 →
2.80
Market sensitivity coefficient
Trend SignalGolden Cross & Death CrossTechnical chart patterns that occur when a short-term moving average crosses over a long-term moving average.Click for full definition →
✦ Golden Cross
Bullish — 50 SMA above 200 SMA
RSI (14-Day)Relative Strength Index (RSI)A momentum oscillator that measures the speed and change of price movements to identify overbought or oversold conditions.Click for full definition →
29
OversoldNeutralOverbought
Oversold
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement-13.4%
50.0% retracement-5.2%
61.8% retracement+4.7%
% distance of current price from each 52-week Fibonacci support level.

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Frequently Asked Questions & Methodology

Is Compugen a high-risk investment?

Compugen (CGEN.US) has an annualized volatility of 162.2% and experienced a maximum drawdown of 96.6% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CGEN.US has generated a Compound Annual Growth Rate (CAGR) of -6.9%. It has had a positive return in 43% 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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