ACADIA Pharmaceuticals Inc

10-Year Study

ACAD.US · Healthcare · US · Common Stock

Executive Summary: ACADIA Pharmaceuticals Inc has compounded at -5.0% annually over the last 10 years, with a maximum drawdown of 75.1% and an annualized volatility of 52.3%.

1Y CAGR
-1.6%
3Y CAGR
-3.4%
5Y CAGR
-1.0%
10Y CAGR
-5.0%

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 →
75.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.13
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.23
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
52.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +164.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · -56.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-5.9-2.3-9.4-4.5————————-20.4%
20251.75.0-15.3-12.147.70.010.59.1-17.96.410.36.745.6%
2024-17.2-10.3-20.4-9.6-9.67.617.0-12.8-7.2-5.111.912.4-41.4%
202319.58.7-9.013.310.21.922.1-7.6-22.98.3-1.340.596.7%
2022-3.613.0-4.7-23.9-12.4-12.84.311.8-0.4-2.0-2.82.2-31.8%
2021-10.11.9-47.3-20.38.79.2-11.3-19.0-5.18.17.021.6-56.3%
2020-6.67.0-1.114.32.8-2.4-14.2-4.84.212.622.0-5.625.0%
201940.916.31.3-10.4-0.211.4-8.012.530.117.86.8-5.5164.6%
2018-0.7-16.7-9.8-29.614.5-15.6-1.2-5.846.0-6.2-2.2-15.2-46.3%
201719.910.2-9.8-0.1-25.18.56.719.65.8-7.5-13.1-0.54.4%
2016———15.59.7-8.414.1-13.3-1.0-26.715.86.93.1%

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 52.3%. The dominant macroeconomic risk driver is HYG.US, accounting for 20.1% of variance. Idiosyncratic stock-specific factors contribute 40.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111552.217453505005
2016-05-0112671.673819742487
2016-06-0111609.442060085838
2016-07-0113247.49642346209
2016-08-0111491.416309012877
2016-09-0111376.967095851216
2016-10-018336.909871244634
2016-11-019653.075822603718
2016-12-0110314.735336194562
2017-01-0112371.244635193136
2017-02-0113630.185979971387
2017-03-0112296.137339055795
2017-04-0112278.254649499282
2017-05-019195.278969957082
2017-06-019974.964234620888
2017-07-0110647.353361945636
2017-08-0112736.051502145921
2017-09-0113472.818311874107
2017-10-0112457.081545064377
2017-11-0110819.027181688125
2017-12-0110768.955650929898
2018-01-0110697.424892703862
2018-02-018910.944206008584
2018-03-018036.480686695279
2018-04-015654.506437768241
2018-05-016473.533619456366
2018-06-015461.37339055794
2018-07-015396.995708154506
2018-08-015085.836909871246
2018-09-017424.892703862661
2018-10-016967.095851216023
2018-11-016816.881258941344
2018-12-015783.261802575108
2019-01-018147.3533619456375
2019-02-019477.825464949929
2019-03-019603.004291845495
2019-04-018601.573676680973
2019-05-018580.11444921316
2019-06-019560.085836909871
2019-07-018791.130185979971
2019-08-019892.703862660945
2019-09-0112871.959942775393
2019-10-0115168.097281831186
2019-11-0116198.140200286121
2019-12-0115300.429184549355
2020-01-0114284.692417739627
2020-02-0115286.123032904148
2020-03-0115110.872675250357
2020-04-0117278.254649499286
2020-05-0117768.24034334764
2020-06-0117335.479256080114
2020-07-0114867.66809728183
2020-08-0114159.513590844064
2020-09-0114753.218884120171
2020-10-0116613.01859799714
2020-11-0120264.663805436336
2020-12-0119120.171673819743
2021-01-0117185.264663805436
2021-02-0117514.306151645207
2021-03-019227.467811158798
2021-04-017353.361945636623
2021-05-017989.9856938483545
2021-06-018723.175965665236
2021-07-017736.051502145922
2021-08-016262.517882689556
2021-09-015940.629470672388
2021-10-016419.885550786838
2021-11-016866.9527896995705
2021-12-018347.639484978541
2022-01-018043.633762517882
2022-02-019087.982832618025
2022-03-018662.374821173104
2022-04-016595.13590844063
2022-05-015776.108726752503
2022-06-015039.3419170243205
2022-07-015253.934191702432
2022-08-015876.251788268955
2022-09-015851.216022889843
2022-10-015733.190271816881
2022-11-015572.246065808297
2022-12-015693.848354792561
2023-01-016806.151645207439
2023-02-017399.856938483547
2023-03-016731.0443490701
2023-04-017628.755364806866
2023-05-018404.86409155937
2023-06-018565.808297567954
2023-07-0110457.796852646637
2023-08-019663.805436337625
2023-09-017453.505007153075
2023-10-018072.246065808297
2023-11-017968.526466380543
2023-12-0111198.140200286121
2024-01-019266.809728183118
2024-02-018311.874105865521
2024-03-016613.0185979971375
2024-04-015976.394849785408
2024-05-015400.572246065808
2024-06-015811.874105865522
2024-07-016802.5751072961375
2024-08-015929.899856938483
2024-09-015500.71530758226
2024-10-015218.168812589413
2024-11-015836.909871244636
2024-12-016562.947067238913
2025-01-016673.81974248927
2025-02-017010.0143061516455
2025-03-015940.629470672388
2025-04-015221.745350500715
2025-05-017714.592274678112
2025-06-017714.592274678112
2025-07-018522.88984263233
2025-08-019295.422031473532
2025-09-017632.331902718169
2025-10-018118.741058655221
2025-11-018955.650929899857
2025-12-019552.932761087268
2026-01-018987.839771101573
2026-02-018783.977110157368
2026-03-017961.37339055794
2026-04-017600.143061516453
Annual Return Matrix
YearAnnual Return
20170.04403606102635238
2018-0.46296911325141143
20191.6456400742115025
20200.24964936886395517
2021-0.5634118967452301
2022-0.31790916880891174
20230.9667085427135678
2024-0.4139252634940913
20250.45558583106267014
2026-0.20441782104080874
Total Factor Risk
0.5227050118832797
VTI.US Exposure
0.20077659179044072
VEA.US Exposure
0.03442982083561704
VWO.US Exposure
0.00572937003903345
QQQ.US Exposure
-0.007617824280945204
VTV.US Exposure
-0.04153650085278029
IJR.US Exposure
0.09520408578831574
QUAL.US Exposure
-0.05854576608931583
SHV.US Exposure
0.06326394793347988
TLT.US Exposure
0.059118232323693176
LQD.US Exposure
-0.0051632591297997195
HYG.US Exposure
0.2009800737864931
GLD.US Exposure
0.0034276619241417066
USO.US Exposure
-0.0005854012078057198
VNQ.US Exposure
0.028595726552946305
BTC-USD.CC Exposure
-0.009950669702844216
CPER.US Exposure
-0.005176719621441323
VIX.INDX Exposure
0.03504959991143408
UUP.US Exposure
-0.0009486590676474313
TIP.US Exposure
-0.0014227488230160105
Idiosyncratic Exposure
0.40437243789000044
Value Score
46.1
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
52.3%

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 →9.7x
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$3.8B
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 →
-5.1%
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 →
-10.4%
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 →
24.3% 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 →
0.83
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is ACADIA Pharmaceuticals Inc a high-risk investment?

ACADIA Pharmaceuticals Inc (ACAD.US) has an annualized volatility of 52.3% and experienced a maximum drawdown of 75.1% over the last 10 years. Its primary macro risk driver is HYG.US.

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

Over the past 10 years, ACAD.US has generated a Compound Annual Growth Rate (CAGR) of -5.0%. It has had a positive return in 50% 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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