Celldex Therapeutics Inc

10-Year Study

CLDX.US · Healthcare · US · Common Stock

Executive Summary: Celldex Therapeutics Inc has compounded at -6.9% annually over the last 10 years, with a maximum drawdown of 97.6% and an annualized volatility of 65.0%.

1Y CAGR
+79.7%
3Y CAGR
+2.2%
5Y CAGR
+4.0%
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 →
97.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.35
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.33
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
145.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +685.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -93.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-9.422.35.46.7————————24.7%
2025-3.1-16.0-11.814.8-5.02.98.00.517.23.31.10.57.5%
2024-11.236.5-12.7-10.8-11.011.13.08.4-17.8-23.35.3-7.9-36.3%
2023-1.1-2.9-15.9-12.61.16.74.2-21.1-1.4-14.528.431.3-11.0%
2022-19.7-3.613.9-10.3-23.014.613.9-1.0-7.525.05.620.215.3%
202123.425.3-23.947.2-7.819.630.820.32.5-21.2-10.41.4120.5%
20204.013.4-36.947.69.0386.9-20.816.024.26.842.0-22.1685.7%
2019155.0-30.5-7.5-25.6-16.9-11.8-18.7-2.80.55.27.1-7.1-25.7%
2018-2.8-18.53.6-68.2-21.6-13.8-6.06.4-10.0-31.1-3.2-33.3-93.0%
2017-7.98.62.0-7.8-15.0-12.7-7.37.416.3-14.723.0-5.3-19.8%
2016———5.814.5-4.15.2-28.121.7-22.021.0-7.1-6.3%

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 65.0%. The dominant macroeconomic risk driver is VTI.US, accounting for 52.8% of variance. Idiosyncratic stock-specific factors contribute 26.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110582.010582010582
2016-05-0112116.402116402116
2016-06-0111613.756613756612
2016-07-0112222.22222222222
2016-08-018783.068783068782
2016-09-0110687.830687830688
2016-10-018333.333333333332
2016-11-0110079.36507936508
2016-12-019365.079365079366
2017-01-018624.338624338623
2017-02-019365.079365079366
2017-03-019550.26455026455
2017-04-018809.52380952381
2017-05-017486.772486772487
2017-06-016534.391534391534
2017-07-016058.201058201058
2017-08-016507.936507936507
2017-09-017566.137566137565
2017-10-016455.026455026455
2017-11-017936.507936507936
2017-12-017513.227513227513
2018-01-017301.587301587301
2018-02-015952.380952380952
2018-03-016164.021164021164
2018-04-011957.6719576719577
2018-05-011534.3915343915344
2018-06-011322.7513227513227
2018-07-011243.3862433862432
2018-08-011322.7513227513227
2018-09-011190.4761904761904
2018-10-01820.10582010582
2018-11-01793.6507936507936
2018-12-01529.1005291005291
2019-01-011349.2063492063492
2019-02-01938.2716049382717
2019-03-01867.7248677248676
2019-04-01645.5026455026456
2019-05-01536.1552028218695
2019-06-01472.663139329806
2019-07-01384.47971781305114
2019-08-01373.8977072310406
2019-09-01375.6613756613756
2019-10-01395.0617283950617
2019-11-01423.28042328042324
2019-12-01393.29805996472663
2020-01-01409.1710758377425
2020-02-01463.8447971781304
2020-03-01292.7689594356261
2020-04-01432.09876543209873
2020-05-01470.8994708994708
2020-06-012292.768959435626
2020-07-011814.8148148148146
2020-08-012105.8201058201057
2020-09-012615.520282186949
2020-10-012793.6507936507937
2020-11-013968.253968253968
2020-12-013089.94708994709
2021-01-013813.0511463844796
2021-02-014776.014109347442
2021-03-013633.1569664902995
2021-04-015349.206349206349
2021-05-014929.453262786596
2021-06-015897.707231040563
2021-07-017716.049382716049
2021-08-019285.714285714284
2021-09-019522.045855379189
2021-10-017502.645502645502
2021-11-016719.576719576719
2021-12-016814.814814814815
2022-01-015469.135802469136
2022-02-015273.368606701939
2022-03-016007.054673721341
2022-04-015388.0070546737215
2022-05-014148.148148148148
2022-06-014754.850088183422
2022-07-015417.989417989417
2022-08-015361.552028218694
2022-09-014957.671957671958
2022-10-016195.7671957671955
2022-11-016541.446208112876
2022-12-017860.670194003527
2023-01-017770.7231040564375
2023-02-017546.737213403879
2023-03-016345.6790123456785
2023-04-015544.973544973544
2023-05-015608.465608465608
2023-06-015984.126984126984
2023-07-016236.331569664902
2023-08-014920.6349206349205
2023-09-014853.6155202821865
2023-10-014148.148148148148
2023-11-015328.042328042328
2023-12-016994.7089947089935
2024-01-016211.640211640211
2024-02-018476.190476190475
2024-03-017402.116402116402
2024-04-016599.647266313933
2024-05-015873.015873015872
2024-06-016527.336860670193
2024-07-016721.340388007055
2024-08-017289.241622574956
2024-09-015994.708994708995
2024-10-014596.119929453263
2024-11-014839.506172839506
2024-12-014456.79012345679
2025-01-014319.223985890652
2025-02-013627.8659611992944
2025-03-013201.0582010582007
2025-04-013673.7213403880064
2025-05-013488.536155202822
2025-06-013589.0652557319227
2025-07-013876.5432098765427
2025-08-013894.179894179894
2025-09-014562.6102292768965
2025-10-014714.285714285714
2025-11-014765.432098765432
2025-12-014790.123456790123
2026-01-014338.624338624339
2026-02-015306.878306878307
2026-03-015594.356261022927
2026-04-015971.781305114639
Annual Return Matrix
YearAnnual Return
2017-0.19774011299435024
2018-0.9295774647887324
2019-0.2566666666666667
20206.856502242152466
20211.2054794520547945
20220.15346790890269157
2023-0.11016378730087506
2024-0.36283408976298537
20250.07479224376731297
20260.24668630338733433
Total Factor Risk
0.6500740945705902
VTI.US Exposure
0.528035692067764
VEA.US Exposure
0.03274541728283041
VWO.US Exposure
-0.01613069036238396
QQQ.US Exposure
-0.08128190429334332
VTV.US Exposure
-0.0018845835583856207
IJR.US Exposure
0.019537575467953223
QUAL.US Exposure
0.015361615378530093
SHV.US Exposure
0.049582517346636226
TLT.US Exposure
0.025588821729290785
LQD.US Exposure
-0.006523420408931744
HYG.US Exposure
-0.0065091816814022915
GLD.US Exposure
0.0005485267968401689
USO.US Exposure
-0.001083453141033046
VNQ.US Exposure
0.1314631106863012
BTC-USD.CC Exposure
-0.00709455394609377
CPER.US Exposure
0.010296873894332988
VIX.INDX Exposure
0.02530487301860045
UUP.US Exposure
0.019658082867797258
TIP.US Exposure
-0.0038171480243313154
Idiosyncratic Exposure
0.26620182887902827
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
65.0%

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$2.1B
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 →
+16.9%
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 →
+30.5%
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 →
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 →
1.20
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Celldex Therapeutics Inc a high-risk investment?

Celldex Therapeutics Inc (CLDX.US) has an annualized volatility of 65.0% and experienced a maximum drawdown of 97.6% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, CLDX.US has generated a Compound Annual Growth Rate (CAGR) of -6.9%. It has had a positive return in 50% 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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