Aldeyra Therapeutics, Inc. (ALDX)

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The chart shows the growth of an initial investment of $10,000 in Aldeyra Therapeutics, Inc., comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.

Aldeyra Therapeutics, Inc. (ALDX) has returned -67.37% so far this year and -70.61% over the past 12 months. Over the last ten years, ALDX has returned -8.79% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.

Based on dividend-adjusted daily data since May 2, 2014, ALDX's average daily return is +0.14%, while the average monthly return is +2.31%. At this rate, your investment would double in approximately 2.5 years.

Historically, 48% of months were positive and 52% were negative. The best month was Jun 2025 with a return of +78.1%, while the worst month was Oct 2023 at -74.4%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 7 months.

On a daily basis, ALDX closed higher 46% of trading days. The best single day was Sep 14, 2017 with a return of +70.1%, while the worst single day was Apr 3, 2025 at -73.3%.

Aldeyra Therapeutics, Inc. has an annualized alpha of 22.98%, beta of 1.29, and R² of 0.06 versus S&P 500 Index. Calculated based on daily prices since May 05, 2014.

• This stock participated in 194.60% of S&P 500 Index downside but only 111.11% of its upside — more exposed to losses than it benefited from rallies.
• R² of 0.06 means this stock moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

ALDX ranks 20 for risk / return — in the bottom 20% of stocks on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

The table below present risk-adjusted performance metrics for Aldeyra Therapeutics, Inc. (ALDX) and compare them to a chosen benchmark (S&P 500 Index).

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the Aldeyra Therapeutics, Inc.. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Aldeyra Therapeutics, Inc. was 91.65%, occurring on Mar 17, 2026. The portfolio has not yet recovered.

The current Aldeyra Therapeutics, Inc. drawdown is 88.62%.

The chart below shows the rolling one-month volatility.

The chart below illustrates the trends in the financial health of Aldeyra Therapeutics, Inc. over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

The Valuation section provides an overview of how Aldeyra Therapeutics, Inc. is priced in the market compared to other companies in the Biotechnology industry. It includes key financial ratios that help investors assess whether the stock is undervalued or overvalued.