Oxford BioMedica PLC

10-Year Study

OXB.LSE · Healthcare · GB · Common Stock

Executive Summary: Oxford BioMedica PLC has compounded at 8.7% annually over the last 10 years, with a maximum drawdown of 89.2% and an annualized volatility of 77.5%.

1Y CAGR
+102.2%
3Y CAGR
+11.7%
5Y CAGR
-11.7%
10Y CAGR
+8.7%

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 →
89.2%
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 →
0.71
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
54.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +117.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -64.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202634.7-20.2-17.813.8————————0.5%
2025-0.7-20.9-9.4-3.512.7-2.644.923.4-1.417.7-4.1-2.146.9%
2024-17.4-5.416.937.619.7-10.424.8-9.512.16.07.7-2.090.9%
2023-3.729.1-21.0-0.13.3-6.45.2-27.0-5.3-30.6-21.331.9-50.3%
2022-31.4-11.4-9.9-15.4-10.4-11.26.4-5.4-24.2-6.617.316.6-64.0%
2021-4.83.2-5.914.74.414.02.511.34.5-1.7-13.4-6.719.4%
2020-6.24.3-14.635.45.6-9.116.53.3-2.8-2.07.619.159.7%
2019-2.4-3.06.5-2.06.4-7.1-0.1-9.6-13.53.311.63.5-8.8%
201822.711.4-8.68.710.149.0-9.7-1.44.2-24.52.40.159.8%
20173.7-5.028.9-14.112.649.015.414.7-5.1-4.40.6-1.7117.4%
2016———-0.7-5.1-13.1-9.8-0.9-21.420.6-11.115.0-29.1%

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 77.5%. The dominant macroeconomic risk driver is SHV.US, accounting for 59.2% of variance. Idiosyncratic stock-specific factors contribute 23.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019930.313588850173
2016-05-019425.087108013937
2016-06-018188.15331010453
2016-07-017386.759581881533
2016-08-017317.073170731707
2016-09-015749.128919860627
2016-10-016933.797909407665
2016-11-016167.247386759583
2016-12-017090.592334494773
2017-01-017351.91637630662
2017-02-016986.062717770035
2017-03-019006.968641114983
2017-04-017735.191637630662
2017-05-018710.801393728223
2017-06-0112979.094076655054
2017-07-0114982.578397212543
2017-08-0117177.700348432056
2017-09-0116306.620209059232
2017-10-0115592.334494773519
2017-11-0115679.442508710801
2017-12-0115418.118466898955
2018-01-0118919.8606271777
2018-02-0121080.139372822297
2018-03-0119268.29268292683
2018-04-0120940.766550522647
2018-05-0123055.74912891986
2018-06-0134351.916376306624
2018-07-0131010.452961672472
2018-08-0130571.42857142857
2018-09-0131860.627177700346
2018-10-0124045.29616724739
2018-11-0124623.693379790944
2018-12-0124641.114982578398
2019-01-0124041.811846689892
2019-02-0123327.526132404182
2019-03-0124843.20557491289
2019-04-0124355.400696864115
2019-05-0125923.344947735193
2019-06-0124076.655052264807
2019-07-0124041.811846689892
2019-08-0121742.160278745643
2019-09-0118815.331010452963
2019-10-0119442.508710801394
2019-11-0121707.317073170732
2019-12-0122473.867595818814
2020-01-0121080.139372822297
2020-02-0121986.062717770033
2020-03-0118780.48780487805
2020-04-0125435.540069686413
2020-05-0126864.11149825784
2020-06-0124425.08710801394
2020-07-0128466.898954703833
2020-08-0129407.66550522648
2020-09-0128571.428571428572
2020-10-0128013.937282229967
2020-11-0130139.37282229965
2020-12-0135888.501742160275
2021-01-0134181.18466898955
2021-02-0135261.324041811844
2021-03-0133170.73170731707
2021-04-0138048.78048780488
2021-05-0139721.25435540069
2021-06-0145296.16724738676
2021-07-0146411.14982578397
2021-08-0151637.63066202091
2021-09-0153937.28222996516
2021-10-0153031.35888501743
2021-11-0145923.34494773519
2021-12-0142857.142857142855
2022-01-0129407.66550522648
2022-02-0126062.717770034844
2022-03-0123484.320557491286
2022-04-0119860.627177700346
2022-05-0117804.878048780487
2022-06-0115818.815331010454
2022-07-0116829.268292682926
2022-08-0115923.344947735191
2022-09-0112073.170731707316
2022-10-0111271.77700348432
2022-11-0113222.996515679442
2022-12-0115418.118466898955
2023-01-0114843.205574912892
2023-02-0119163.76306620209
2023-03-0115139.372822299652
2023-04-0115121.951219512195
2023-05-0115627.177700348431
2023-06-0114634.146341463415
2023-07-0115400.696864111498
2023-08-0111236.933797909407
2023-09-0110644.599303135888
2023-10-017386.759581881533
2023-11-015811.846689895471
2023-12-017665.505226480836
2024-01-016334.494773519164
2024-02-015993.031358885017
2024-03-017003.484320557492
2024-04-019634.146341463415
2024-05-0111533.101045296167
2024-06-0110331.010452961673
2024-07-0112891.986062717771
2024-08-0111672.473867595818
2024-09-0113083.623693379792
2024-10-0113867.59581881533
2024-11-0114930.313588850175
2024-12-0114634.146341463415
2025-01-0114529.616724738677
2025-02-0111498.257839721255
2025-03-0110418.118466898955
2025-04-0110052.26480836237
2025-05-0111324.04181184669
2025-06-0111027.87456445993
2025-07-0115975.609756097561
2025-08-0119721.254355400695
2025-09-0119442.508710801394
2025-10-0122891.98606271777
2025-11-0121951.219512195123
2025-12-0121498.257839721253
2026-01-0128954.703832752613
2026-02-0123101.045296167245
2026-03-0118989.547038327524
2026-04-0121602.787456445993
Annual Return Matrix
YearAnnual Return
20171.1744471744471743
20180.5981920903954803
2019-0.08795248868778283
20200.5968992248062015
20210.1941747572815533
2022-0.6402439024390244
2023-0.5028248587570621
20240.9090909090909092
20250.46904761904761916
20260.004862236628849326
Total Factor Risk
0.7751071062396041
VTI.US Exposure
0.11821241007708908
VEA.US Exposure
-0.0004595126787961068
VWO.US Exposure
0.04018764693645957
QQQ.US Exposure
-0.0245404095690526
VTV.US Exposure
-0.025302534852186323
IJR.US Exposure
0.08046780277802044
QUAL.US Exposure
-0.018424124523725237
SHV.US Exposure
0.5920249820695775
TLT.US Exposure
-0.004065871934256863
LQD.US Exposure
-0.0024094095931628625
HYG.US Exposure
-0.0033642840445417214
GLD.US Exposure
-0.0010014510058625689
USO.US Exposure
0.00005993900071405928
VNQ.US Exposure
0.00046405834262999766
BTC-USD.CC Exposure
-0.0028497535205544502
CPER.US Exposure
-0.0047419037425429165
VIX.INDX Exposure
-0.006727595959770269
UUP.US Exposure
0.0010397369479198755
TIP.US Exposure
0.0225853537302877
Idiosyncratic Exposure
0.2388449215417536
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
77.5%

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$677.0M
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 →
-6.8%
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 →
+1.7%
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 →
32.1% 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 →
1.10
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Oxford BioMedica PLC a high-risk investment?

Oxford BioMedica PLC (OXB.LSE) has an annualized volatility of 77.5% and experienced a maximum drawdown of 89.2% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of OXB.LSE?

Over the past 10 years, OXB.LSE has generated a Compound Annual Growth Rate (CAGR) of 8.7%. It has had a positive return in 70% 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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