Cognition Therapeutics Inc

10-Year Study

CGTX.US · Healthcare · US · Common Stock

Executive Summary: Cognition Therapeutics Inc has compounded at -41.2% annually over the last 10 years, with a maximum drawdown of 98.0% and an annualized volatility of 306.4%.

1Y CAGR
+433.5%
3Y CAGR
-19.0%
5Y CAGR
-41.2%
10Y CAGR
-41.2%

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 →
98.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.21
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.86
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
184.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +92.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -66.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
20%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-19.3-0.0-30.346.1————————-17.8%
20253.1-37.1-7.51.4-44.029.789.0314.7-44.432.6-2.8-22.492.6%
202422.7-8.8-12.14.92.1-14.9-39.8-28.9-34.00.6-14.874.4-62.1%
2023-6.2-18.823.7-10.115.2-10.7-9.3-6.6-7.1-22.2-0.966.7-11.9%
2022-30.4-30.2-10.40.7-5.4-19.5-10.48.5-7.3-6.397.2-40.2-66.8%
2021——————————-28.2-27.2-47.7%

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 306.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 81.2% of variance. Idiosyncratic stock-specific factors contribute 9.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-10-0110000
2021-11-017179.48734129487
2021-12-015227.460787342146
2022-01-013639.3714142556087
2022-02-012539.28858105569
2022-03-012274.6070846089747
2022-04-012291.1496658116994
2022-05-012167.080109588142
2022-06-011745.2438945124206
2022-07-011563.2754026808898
2022-08-011695.6161509042472
2022-09-011571.546693282252
2022-10-011472.2911074643432
2022-11-012903.2257619218753
2022-12-011736.9726039110585
2023-01-011629.4458260933493
2023-02-011323.407778038261
2023-03-011637.7171166947116
2023-04-011472.2911074643432
2023-05-011695.6161509042472
2023-06-011513.6476590727164
2023-07-011373.0355216464345
2023-08-011282.0512264298884
2023-09-011191.0670298149037
2023-10-01926.3854347666268
2023-11-01918.1141441652644
2023-12-011530.1902402754408
2024-01-011877.5847413373401
2024-02-011712.1587321069717
2024-03-011505.376368471354
2024-04-011579.817983883614
2024-05-011612.9032448906246
2024-06-011373.0355216464345
2024-07-01827.1298489487181
2024-08-01588.0893435060696
2024-09-01387.9239088199018
2024-10-01390.4052910702324
2024-11-01332.5062075599158
2024-12-01579.8180036039265
2025-01-01598.0148725073919
2025-02-01376.3440921178385
2025-03-01348.2216695626603
2025-04-01353.1844340633215
2025-05-01197.68402778544677
2025-06-01256.4102551461338
2025-07-01484.6981123874798
2025-08-012009.9255881622594
2025-09-011116.6253158010816
2025-10-011480.5623980657056
2025-11-011439.2059450588943
2025-12-011116.6253158010816
2026-01-01901.5715629625399
2026-02-01901.5715353541027
2026-03-01628.2051202765514
2026-04-01918.1141323330771
Annual Return Matrix
YearAnnual Return
2022-0.6677215431023432
2023-0.11904756768760538
2024-0.6210810993673853
20250.9258203589067029
2026-0.17777779229874435
Total Factor Risk
3.0644351982113425
VTI.US Exposure
-0.0019270854589133266
VEA.US Exposure
0.02947276318988291
VWO.US Exposure
-0.00202204030247436
QQQ.US Exposure
0.026876561629717084
VTV.US Exposure
0.0005099471749558457
IJR.US Exposure
0.02156169385401509
QUAL.US Exposure
-0.004340715944988746
SHV.US Exposure
0.8124304197623705
TLT.US Exposure
0.000024848896202795
LQD.US Exposure
-0.0002007271447223599
HYG.US Exposure
-0.0010962121872977913
GLD.US Exposure
0.0014347543078732183
USO.US Exposure
0.0020706832690760703
VNQ.US Exposure
0.0006871742015991497
BTC-USD.CC Exposure
0.000021571638836666378
CPER.US Exposure
0.00004556406990822221
VIX.INDX Exposure
0.0045535589603230625
UUP.US Exposure
-0.000033726912079948584
TIP.US Exposure
0.01509898703058803
Idiosyncratic Exposure
0.09483197996512796
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
306.4%

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$77.6M
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 →
+8.4%
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 →
-18.5%
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 →
65.1% 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 →
1.40
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Cognition Therapeutics Inc a high-risk investment?

Cognition Therapeutics Inc (CGTX.US) has an annualized volatility of 306.4% and experienced a maximum drawdown of 98.0% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CGTX.US has generated a Compound Annual Growth Rate (CAGR) of -41.2%. It has had a positive return in 20% 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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