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Anavex Life Sciences Corp. (AVXL)
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Company Info

ISIN
US0327973006
CUSIP
032797300
IPO Date
Aug 2, 2006

Highlights

Market Cap
$273.32M
Enterprise Value
$141.57M
EPS (TTM)
-$0.46
EBITDA (TTM)
-$28.87M
Year Range
$2.61 - $13.99
Target Price
$11.00
ROA (TTM)
-30.04%
ROE (TTM)
-31.55%

Share Price Chart


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Anavex Life Sciences Corp.

Performance

Performance Chart

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


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S&P 500 Index

Returns By Period

Anavex Life Sciences Corp. (AVXL) has returned -13.76% so far this year and -64.22% over the past 12 months. Over the last ten years, AVXL has returned -4.82% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


Anavex Life Sciences Corp.

1D
8.87%
1M
-30.70%
YTD
-13.76%
6M
-65.51%
1Y
-64.22%
3Y*
-28.98%
5Y*
-27.55%
10Y*
-4.82%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Aug 2, 2006, AVXL's average daily return is +0.14%, while the average monthly return is +1.95%. At this rate, your investment would double in approximately 3.0 years.

Historically, 50% of months were positive and 50% were negative. The best month was Feb 2021 with a return of +107.3%, while the worst month was Sep 2008 at -57.5%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 5 months.

On a daily basis, AVXL closed higher 43% of trading days. The best single day was Nov 18, 2015 with a return of +63.6%, while the worst single day was Jul 27, 2016 at -40.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202632.02%-5.74%-30.70%-13.76%
2025-13.69%-14.67%8.47%10.72%-20.74%22.44%22.56%-14.69%-7.68%-10.45%-51.94%-7.05%-66.85%
2024-35.88%-13.90%-0.97%-28.29%11.23%3.94%61.02%-11.41%-5.65%16.55%42.90%13.53%15.36%
202317.39%-12.42%-9.98%-5.02%13.51%-12.01%1.48%-4.24%-17.09%-14.81%29.21%29.13%0.54%
2022-24.57%-16.21%12.32%-30.22%6.05%9.88%2.50%-6.53%7.61%17.93%-27.53%4.99%-46.60%
202116.30%107.32%14.82%-19.20%3.06%83.61%-21.48%8.58%-7.90%4.40%3.52%-10.62%221.11%

Benchmark Metrics

Anavex Life Sciences Corp. has an annualized alpha of 32.28%, beta of 0.66, and R² of 0.02 versus S&P 500 Index. Calculated based on daily prices since August 03, 2006.

  • This stock participated in 80.32% of S&P 500 Index downside but only 27.06% of its upside — more exposed to losses than it benefited from rallies.
  • Beta of 0.66 may look defensive, but with R² of 0.02 this stock is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this stock's risk.
  • R² of 0.02 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.

Alpha
32.28%
Beta
0.66
0.02
Upside Capture
27.06%
Downside Capture
80.32%

Return for Risk

Risk / Return Rank

AVXL ranks 11 for risk / return — in the bottom 11% 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.


AVXL Risk / Return Rank: 1111
Overall Rank
AVXL Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
AVXL Sortino Ratio Rank: 1212
Sortino Ratio Rank
AVXL Omega Ratio Rank: 1111
Omega Ratio Rank
AVXL Calmar Ratio Rank: 1111
Calmar Ratio Rank
AVXL Martin Ratio Rank: 1212
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Anavex Life Sciences Corp. (AVXL) and compare them to a chosen benchmark (S&P 500 Index).


AVXLBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

-0.72

0.90

-1.62

Sortino ratio

Return per unit of downside risk

-0.87

1.39

-2.26

Omega ratio

Gain probability vs. loss probability

0.87

1.21

-0.34

Calmar ratio

Return relative to maximum drawdown

-0.81

1.40

-2.21

Martin ratio

Return relative to average drawdown

-1.40

6.61

-8.01

Explore AVXL risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History


Anavex Life Sciences Corp. doesn't pay dividends

Drawdowns

Drawdowns Chart

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Anavex Life Sciences Corp.. 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 Anavex Life Sciences Corp. was 97.06%, occurring on Nov 19, 2014. Recovery took 1655 trading sessions.

The current Anavex Life Sciences Corp. drawdown is 89.36%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-97.06%Apr 21, 20081659Nov 19, 20141655Jun 18, 20213314
-90.51%Jun 29, 20211190Mar 25, 2026
-9.26%Sep 20, 20066Sep 27, 200657Dec 18, 200663
-7.76%Feb 5, 200815Feb 26, 200837Apr 18, 200852
-7.29%Jan 8, 200811Jan 23, 20086Jan 31, 200817

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Financials

Financial Performance

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


Annual
Quarterly

0.0

Valuation

The Valuation section provides an overview of how Anavex Life Sciences Corp. 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.


PB Ratio

The chart illustrates the Price-to-Book (P/B) ratio for AVXL in comparison with other companies in the Biotechnology industry. Currently, AVXL has a P/B value of 2.2. This P/B ratio is in line with the industry average, suggesting the stock is valued fairly in relation to its book value.

Income Statement



TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items