Context Therapeutics Inc

10-Year Study

CNTX.US · Healthcare · US · Common Stock

Executive Summary: Context Therapeutics Inc has compounded at -18.5% annually over the last 10 years, with a maximum drawdown of 91.8% and an annualized volatility of 245.6%.

1Y CAGR
+349.4%
3Y CAGR
+39.3%
5Y CAGR
-18.5%
10Y CAGR
-18.5%

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 →
91.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.36
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.75
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
108.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +73.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -75.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202677.6-13.816.4-12.6————————55.8%
2025-13.0-2.8-31.141.7-33.413.511.515.115.312.52.831.240.0%
2024-9.711.821.1-2.647.31.37.713.9-20.311.2-30.3-30.9-7.1%
202362.7-27.4-27.03.449.783.9-31.3-6.446.6-29.8-19.832.973.4%
2022-23.3-7.815.4-33.254.5-5.4-10.90.5-41.613.59.5-52.8-75.5%
2021——————————19.4-61.3-53.8%

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 245.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 71.7% of variance. Idiosyncratic stock-specific factors contribute 5.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-10-0110000
2021-11-0111944.444444444443
2021-12-014618.055555555556
2022-01-013541.666666666667
2022-02-013263.888888888889
2022-03-013767.361111111111
2022-04-012517.361111111111
2022-05-013888.8888888888896
2022-06-013680.5555555555557
2022-07-013281.0763888888887
2022-08-013298.611111111111
2022-09-011927.0833333333337
2022-10-012187.5
2022-11-012395.833333333333
2022-12-011131.423611111111
2023-01-011840.2777777777778
2023-02-011336.8055555555554
2023-03-01976.0416666666667
2023-04-011008.8541666666666
2023-05-011510.4166666666667
2023-06-012777.777777777778
2023-07-011909.7222222222224
2023-08-011788.1944444444446
2023-09-012621.527777777778
2023-10-011840.2777777777778
2023-11-011475.6944444444446
2023-12-011961.8055555555554
2024-01-011770.8333333333335
2024-02-011979.1666666666665
2024-03-012395.833333333333
2024-04-012334.027777777778
2024-05-013437.5
2024-06-013480.902777777778
2024-07-013750.0000000000005
2024-08-014270.833333333334
2024-09-013402.777777777778
2024-10-013784.7222222222226
2024-11-012638.888888888889
2024-12-011822.9166666666667
2025-01-011585.5902777777778
2025-02-011540.9722222222222
2025-03-011062.5
2025-04-011505.2083333333333
2025-05-011001.9097222222222
2025-06-011137.1527777777778
2025-07-011267.361111111111
2025-08-011458.3333333333335
2025-09-011681.9444444444446
2025-10-011892.3611111111113
2025-11-011944.4444444444448
2025-12-012552.083333333333
2026-01-014531.25
2026-02-013906.25
2026-03-014548.611111111111
2026-04-013975.694444444445
Annual Return Matrix
YearAnnual Return
2022-0.755
20230.7339266533681141
2024-0.07079646017699104
20250.3999999999999999
20260.5578231292517006
Total Factor Risk
2.455523360702508
VTI.US Exposure
0.0841136259115259
VEA.US Exposure
-0.0029964920897847264
VWO.US Exposure
0.008025921299570478
QQQ.US Exposure
0.059529146100156485
VTV.US Exposure
0.004278171708201588
IJR.US Exposure
0.028154500444732302
QUAL.US Exposure
0.011391662355250595
SHV.US Exposure
0.7169064643842645
TLT.US Exposure
0.00008807273941581027
LQD.US Exposure
0.003442878982295164
HYG.US Exposure
0.003037924007989564
GLD.US Exposure
0.00042309050910160494
USO.US Exposure
0.0005666031297371703
VNQ.US Exposure
0.005658359596390612
BTC-USD.CC Exposure
0.0007033042377004626
CPER.US Exposure
-0.000015756264154950588
VIX.INDX Exposure
0.0007627676431189636
UUP.US Exposure
0.01227233327345721
TIP.US Exposure
0.008395550132111415
Idiosyncratic Exposure
0.05526187189891969
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
245.6%

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$249.9M
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 →
-25.2%
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 →
+13.4%
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 →
93.0% 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 →
1.83
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Context Therapeutics Inc a high-risk investment?

Context Therapeutics Inc (CNTX.US) has an annualized volatility of 245.6% and experienced a maximum drawdown of 91.8% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CNTX.US has generated a Compound Annual Growth Rate (CAGR) of -18.5%. It has had a positive return in 60% 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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