US3773221029
US3773221029
Glaukos Corporation
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Pure Price Volatility Risk (Market Swings)
The business itself is financially solid (Financial Health 75/100, minimal insolvency risk). The high overall score (7/7) is driven primarily by extreme stock price swings (±48.9% p.a.) and steep historical drawdowns.
Volatility Risk
Transparent evaluation of price volatility (SRI), Beta, and historical drawdowns.
Volatility Risk Score
7/7 Very High
7 / 7 SRI Price Fluctuation & Beta
Very high volatility or fundamental risks. Significant loss potential; strictly for aggressive investors. Moves noticeably less than the broader market (0.7x).
Beta (Market Relation)
0.7x
DefensiveVolatility (5Y p.a.)
48.9% p.a.
5-Year HorizonMax Drawdown (5Y)
-53.7%
5-Year HorizonSharpe Ratio
0.54
Return / RiskSpeculative / High Risk: Score Basis:
Multi-Horizon Risk & Performance Matrix
Historical volatility, drawdowns, and risk-adjusted return across 1, 3, 5, and 10 years.
High Volatility
Timeframe | Volatility (p.a.) | Max Drawdown | Sharpe Ratio | Return (p.a.) |
|---|---|---|---|---|
| 1 Year | — | — | — | +84.1% |
| 3 Years | 49.1% | -53.7% | 0.58 | +31% |
| 5 Years | 48.9% | -53.7% | 0.54 | +29% |
| 10 Years | 52.5% | -69.6% | 0.25 | +15.6% |
Automated Risk & Health Notes (Red Flags)
Single Stock Risk: Investing in an individual stock carries full company and insolvency risk (no fund diversification).
Exemplary balance sheet strength: Very solid ratio of equity to debt.
Unprofitable business model: The company is currently generating net losses.
🔴 High valuation risk: Avg P/E of 316.0 (Elevated multiple compression risk)
Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (48.9% p.a.).
Historical Stress Test: Maximum peak-to-trough drawdown of -69.6% in the extended horizon.
Corporate Governance & ISS Scores
Overall Governance Risk
6 ISS Score: 6 / 10
Audit Risk
1 ISS Score: 1 / 10
Board Risk
7 ISS Score: 7 / 10
Short Ratio
6.43