Coherus BioSciences Inc

10-Year Study

CHRS.US · Healthcare · US · Common Stock

Executive Summary: Coherus BioSciences Inc has compounded at -20.6% annually over the last 10 years, with a maximum drawdown of 99.5% and an annualized volatility of 189.3%.

1Y CAGR
+774.5%
3Y CAGR
+109.3%
5Y CAGR
+3.8%
10Y CAGR
-20.6%

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 →
99.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.48
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
3.45
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
330.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +1257.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · -95.0%
% 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.
20267.11013.31.212.4————————1257.1%
2025111.4-20.3-20.314.9-3.73.8-1.9-5.7-6.04.3-32.7-15.2-20.0%
20242.818.94.56.5-2.0-6.3-2.2-15.9-5.45.7-2.7-2.8-2.8%
2023-13.3-1.9-3.9-8.2-2.2-9.15.02.42.3-9.1-7.5-2.7-40.0%
2022-11.4-17.7-15.7-22.1-20.9-30.254.17.0-3.3-5.11.85.3-57.1%
202119.4130.8-36.3-2.9-5.4-19.00.0-10.9-11.4-12.9-28.411.1-28.6%
202017.817.0-35.575.0-1.4-7.2-6.2-3.3-10.31.918.955.6117.8%
201948.76.5-4.916.7-96.1-16.15.8-12.74.2-24.023.7-4.3-95.0%
201814.8-2.011.69.528.9-10.336.15.8-18.1-29.2-5.4-18.22.8%
2017-0.9-15.4-10.4-9.22.9-27.3-9.110.7-7.6-15.7-20.4-1.7-68.7%
2016———-11.3-1.0-9.450.317.3-10.02.1-1.64.632.6%

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 189.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 12.5% of variance. Idiosyncratic stock-specific factors contribute 51.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-018869.524258125293
2016-05-018784.738577484692
2016-06-017955.723033443241
2016-07-0111959.491285916158
2016-08-0114022.609514837493
2016-09-0112614.225153085257
2016-10-0112882.7131417805
2016-11-0112670.748940178992
2016-12-0113259.538389072068
2017-01-0113141.780499293453
2017-02-0111116.344795101271
2017-03-019962.317475270842
2017-04-019043.805934997645
2017-05-019302.873292510598
2017-06-016759.3028732925095
2017-07-016146.961846443712
2017-08-016806.406029203957
2017-09-016288.27131417805
2017-10-015299.105040037683
2017-11-014215.732454074422
2017-12-014145.077720207254
2018-01-014757.418747056053
2018-02-014663.21243523316
2018-03-015204.898728214791
2018-04-015699.481865284974
2018-05-017348.092322185586
2018-06-016594.44182760245
2018-07-018973.151201130477
2018-08-019491.285916156381
2018-09-017772.020725388601
2018-10-015506.358926048045
2018-11-015209.6090438059355
2018-12-014262.835609985869
2019-01-016340.08478568064
2019-02-016754.592557701366
2019-03-016424.870466321244
2019-04-017498.822457039069
2019-05-01292.03956889701914
2019-06-01244.93640175530552
2019-07-01259.06736312808715
2019-08-01226.09514332132073
2019-09-01235.51577955723033
2019-10-01178.99199021744155
2019-11-01221.38483222228314
2019-12-01211.96419598637357
2020-01-01249.64671285434315
2020-02-01292.03956889701914
2020-03-01188.41262645335112
2020-04-01329.7220857649887
2020-05-01325.01177466595107
2020-06-01301.46019109509433
2020-07-01282.6189466989439
2020-08-01273.19829642519994
2020-09-01244.93640175530552
2020-10-01249.64671285434315
2020-11-01296.74987999605673
2020-12-01461.61093691638547
2021-01-01551.1069039494375
2021-02-011271.7852320695788
2021-03-01810.1742951531933
2021-04-01786.6226835066678
2021-05-01744.2298836153294
2021-06-01602.9203821901887
2021-07-01602.9203821901887
2021-08-01536.9759706523247
2021-09-01475.74187021349826
2021-10-01414.50776977467183
2021-11-01296.74987999605673
2021-12-01329.7220857649887
2022-01-01292.03956889701914
2022-02-01240.22609065626793
2022-03-01202.54357378829832
2022-04-01157.79557623393794
2022-05-01124.82335642717157
2022-06-0187.14083955920196
2022-07-01134.24399266308117
2022-08-01143.66462889899074
2022-09-01138.95430376211877
2022-10-01131.88883711356237
2022-11-01134.24399266308117
2022-12-01141.30947334947194
2023-01-01122.46820087765276
2023-02-01120.11304532813396
2023-03-01115.40273422909637
2023-04-01105.98209799318678
2023-05-01103.62694244366796
2023-06-0194.20631322667556
2023-07-0198.91662432571319
2023-08-01101.27178689414916
2023-09-01103.62694244366796
2023-10-0194.20631322667556
2023-11-0187.14083955920196
2023-12-0184.78568400968317
2024-01-0187.14083955920196
2024-02-01103.62694244366796
2024-03-01108.33726056162277
2024-04-01115.40273422909637
2024-05-01113.04757166066037
2024-06-01105.98209799318678
2024-07-01103.62694244366796
2024-08-0187.14083955920196
2024-09-0182.43052144124718
2024-10-0187.14083955920196
2024-11-0184.78568400968317
2024-12-0182.43052144124718
2025-01-01174.28167911840393
2025-02-01138.95430376211877
2025-03-01110.69241611114157
2025-04-01127.17852601452475
2025-05-01122.46820087765276
2025-06-01127.17852601452475
2025-07-01124.82335642717157
2025-08-01117.75788977861517
2025-09-01110.69241611114157
2025-10-01115.40273422909637
2025-11-0177.72021034220957
2025-12-0165.94441855678119
2026-01-0170.65473667473597
2026-02-01786.6227037211493
2026-03-01796.0433349034384
2026-04-01894.9599623174752
Annual Return Matrix
YearAnnual Return
2017-0.6873889875666075
20180.02840909090909083
2019-0.9502762444111523
20201.177777877854715
2021-0.28571431178045636
2022-0.5714285471001446
2023-0.4
2024-0.02777783296726144
2025-0.19999998297010124
202612.571428513648558
Total Factor Risk
1.8930820550568122
VTI.US Exposure
0.005176730905052893
VEA.US Exposure
-0.010996561850152728
VWO.US Exposure
-0.0016227854460167136
QQQ.US Exposure
0.01234363456302122
VTV.US Exposure
0.08522719855169988
IJR.US Exposure
-0.0014843058823937006
QUAL.US Exposure
0.010278683711047827
SHV.US Exposure
0.12506458513904464
TLT.US Exposure
0.008786572229900971
LQD.US Exposure
0.025385394686600463
HYG.US Exposure
0.03407949805462365
GLD.US Exposure
0.047341522405448
USO.US Exposure
0.0009866470412029686
VNQ.US Exposure
0.03463935403827462
BTC-USD.CC Exposure
0.01789775322888345
CPER.US Exposure
-0.0015117981355377537
VIX.INDX Exposure
0.0014352946059503417
UUP.US Exposure
0.09351827839495135
TIP.US Exposure
0.00017826846670063683
Idiosyncratic Exposure
0.5132760352916981
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
189.3%

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$259.3M
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 →
+8.3%
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 →
+207.9%
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 →
14.4% 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 →
1.04
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Coherus BioSciences Inc a high-risk investment?

Coherus BioSciences Inc (CHRS.US) has an annualized volatility of 189.3% and experienced a maximum drawdown of 99.5% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CHRS.US has generated a Compound Annual Growth Rate (CAGR) of -20.6%. 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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