Acacia Research Corporation

10-Year Study

ACTG.US · Industrials · US · Common Stock

Executive Summary: Acacia Research Corporation has compounded at -0.3% annually over the last 10 years, with a maximum drawdown of 67.8% and an annualized volatility of 63.2%.

1Y CAGR
+37.3%
3Y CAGR
+6.6%
5Y CAGR
-1.4%
10Y CAGR
-0.3%

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 →
67.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.17
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.39
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
43.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +48.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · -37.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
40%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20266.45.314.83.7————————33.4%
20250.5-3.7-23.8-3.420.7-4.0-1.1-3.7-4.76.87.80.0-13.8%
2024-0.33.331.9-8.614.6-10.26.8-10.1-3.1-3.00.7-4.610.7%
20233.6-0.9-10.6-0.37.50.5-4.1-4.5-4.2-1.61.47.7-6.9%
2022-12.3-14.917.84.01.95.40.0-10.9-10.0-1.23.51.9-17.9%
202142.126.8-6.3-8.6-12.026.4-16.68.011.5-15.6-14.54.730.2%
2020-6.0-8.0-3.514.02.457.9-3.2-4.2-8.6-9.217.16.848.1%
20192.00.36.9-2.5-1.9-5.1-5.7-6.52.7-5.216.9-10.4-10.7%
2018-9.9-5.51.44.35.57.8-8.42.6-17.92.5-3.0-6.3-26.4%
2017-10.00.0-1.7-5.2-27.53.8-15.9-5.840.0-1.1-6.7-3.6-37.7%
2016———27.27.1-14.723.010.59.0-10.317.9-5.871.5%

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 63.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 66.2% of variance. Idiosyncratic stock-specific factors contribute 14.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0112717.678100263855
2016-05-0113614.775725593669
2016-06-0111609.498680738789
2016-07-0114274.406332453826
2016-08-0115778.364116094986
2016-09-0117203.166226912927
2016-10-0115435.356200527704
2016-11-0118205.804749340372
2016-12-0117150.395778364116
2017-01-0115435.356200527704
2017-02-0115435.356200527704
2017-03-0115171.503957783641
2017-04-0114379.947229551452
2017-05-0110422.1635883905
2017-06-0110817.941952506595
2017-07-019102.902374670186
2017-08-018575.197889182058
2017-09-0112005.27704485488
2017-10-0111873.35092348285
2017-11-0111081.79419525066
2017-12-0110686.015831134564
2018-01-019630.60686015831
2018-02-019102.902374670186
2018-03-019234.828496042217
2018-04-019630.60686015831
2018-05-0110158.311345646438
2018-06-0110949.868073878628
2018-07-0110026.385224274405
2018-08-0110290.23746701847
2018-09-018443.271767810027
2018-10-018654.353562005277
2018-11-018390.501319261215
2018-12-017862.796833773087
2019-01-018021.108179419525
2019-02-018047.49340369393
2019-03-018601.583113456463
2019-04-018390.501319261215
2019-05-018232.189973614777
2019-06-017810.026385224274
2019-07-017361.477572559367
2019-08-016886.543535620052
2019-09-017071.240105540898
2019-10-016701.846965699208
2019-11-017836.411609498681
2019-12-017018.469656992084
2020-01-016596.306068601582
2020-02-016068.6015831134555
2020-03-015857.519788918206
2020-04-016675.461741424802
2020-05-016833.77308707124
2020-06-0110791.55672823219
2020-07-0110448.548812664909
2020-08-0110013.192612137203
2020-09-019155.672823218998
2020-10-018311.345646437994
2020-11-019736.147757255936
2020-12-0110395.778364116095
2021-01-0114775.725593667546
2021-02-0118733.509234828496
2021-03-0117546.17414248021
2021-04-0116042.21635883905
2021-05-0114116.094986807386
2021-06-0117836.41160949868
2021-07-0114881.26649076517
2021-08-0116068.601583113455
2021-09-0117915.5672823219
2021-10-0115118.73350923483
2021-11-0112928.759894459103
2021-12-0113535.620052770448
2022-01-0111873.35092348285
2022-02-0110105.540897097624
2022-03-0111899.736147757256
2022-04-0112374.67018469657
2022-05-0112612.137203166227
2022-06-0113298.153034300793
2022-07-0113298.153034300793
2022-08-0111846.965699208442
2022-09-0110659.630606860157
2022-10-0110527.704485488128
2022-11-0110897.097625329814
2022-12-0111108.179419525066
2023-01-0111503.95778364116
2023-02-0111398.416886543537
2023-03-0110184.696569920843
2023-04-0110158.311345646438
2023-05-0110923.482849604221
2023-06-0110976.253298153033
2023-07-0110527.704485488128
2023-08-0110052.770448548814
2023-09-019630.60686015831
2023-10-019472.295514511872
2023-11-019604.221635883905
2023-12-0110343.007915567281
2024-01-0110316.622691292876
2024-02-0110659.630606860157
2024-03-0114063.324538258576
2024-04-0112849.604221635884
2024-05-0114722.955145118734
2024-06-0113218.997361477572
2024-07-0114116.094986807386
2024-08-0112691.292875989444
2024-09-0112295.51451187335
2024-10-0111926.121372031661
2024-11-0112005.27704485488
2024-12-0111451.187335092347
2025-01-0111503.95778364116
2025-02-0111081.79419525066
2025-03-018443.271767810027
2025-04-018153.034300791556
2025-05-019841.688654353562
2025-06-019445.910290237467
2025-07-019340.369393139841
2025-08-018997.36147757256
2025-09-018575.197889182058
2025-10-019155.672823218998
2025-11-019868.073878627969
2025-12-019868.073878627969
2026-01-0110501.319261213719
2026-02-0111055.408970976256
2026-03-0112691.292875989444
2026-04-0113166.22691292876
Annual Return Matrix
YearAnnual Return
2017-0.3769230769230769
2018-0.2641975308641975
2019-0.10738255033557043
20200.48120300751879697
20210.30203045685279184
2022-0.1793372319688109
2023-0.06888361045130642
20240.1071428571428572
2025-0.13824884792626724
20260.3342245989304813
Total Factor Risk
0.6322599764118526
VTI.US Exposure
0.04329173392984876
VEA.US Exposure
0.032931868984571164
VWO.US Exposure
-0.0015621323948675722
QQQ.US Exposure
0.05511488747897511
VTV.US Exposure
-0.007945102476090234
IJR.US Exposure
0.020228830182655016
QUAL.US Exposure
-0.033382185528151836
SHV.US Exposure
0.6615531527734133
TLT.US Exposure
0.0020550020989467347
LQD.US Exposure
-0.0015069860279204172
HYG.US Exposure
-0.003870970947549964
GLD.US Exposure
0.0063678092144779245
USO.US Exposure
0.0013971809736603455
VNQ.US Exposure
0.012717507388352426
BTC-USD.CC Exposure
-0.0026186207466675844
CPER.US Exposure
-0.00031050987777631804
VIX.INDX Exposure
-0.001218925518430207
UUP.US Exposure
8.483546501087237e-7
TIP.US Exposure
0.06952241853533414
Idiosyncratic Exposure
0.1472341936025693
Value Score
40.9
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
63.2%

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 →22.7x
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$482.4M
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 →
+9.8%
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 →
+30.8%
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 →
2.7% 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 →
0.45
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Acacia Research Corporation a high-risk investment?

Acacia Research Corporation (ACTG.US) has an annualized volatility of 63.2% and experienced a maximum drawdown of 67.8% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ACTG.US has generated a Compound Annual Growth Rate (CAGR) of -0.3%. It has had a positive return in 40% 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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