Adagene Inc

10-Year Study

ADAG.US · Healthcare · US · Common Stock

Executive Summary: Adagene Inc has compounded at -30.1% annually over the last 10 years, with a maximum drawdown of 96.3% and an annualized volatility of 262.4%.

1Y CAGR
+111.1%
3Y CAGR
+44.3%
5Y CAGR
-23.3%
10Y CAGR
-30.1%

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 →
96.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.19
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.49
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
75.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +103.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -83.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202645.57.632.4-1.8————————103.7%
2025-4.55.8-24.40.027.60.52.17.0-6.6-10.612.9-6.0-5.0%
202489.5-12.6-12.5-19.323.99.3-16.49.4-20.728.4-18.1-14.83.1%
202344.9-13.3-12.9-9.70.812.1-8.10.012.5-11.429.210.345.7%
2022-10.3-24.9-35.74.3-23.3-26.2-18.2-13.6-12.3-29.720.022.7-83.6%
2021——-26.7-18.7-2.9-4.414.14.5-11.1-21.8-26.9-1.8-67.1%

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 262.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 93.1% of variance. Idiosyncratic stock-specific factors contribute 3.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-02-0110000
2021-03-017326.530612244898
2021-04-015959.183673469388
2021-05-015787.7551020408155
2021-06-015534.69387755102
2021-07-016314.285714285715
2021-08-016595.918367346939
2021-09-015863.265306122449
2021-10-014587.755102040816
2021-11-013355.1020408163267
2021-12-013293.0612244897957
2022-01-012955.1020408163263
2022-02-012220.4081632653065
2022-03-011428.5714285714284
2022-04-011489.795918367347
2022-05-011142.857142857143
2022-06-01843.2653061224489
2022-07-01689.7959183673469
2022-08-01595.9183673469388
2022-09-01522.4489795918367
2022-10-01367.34693877551024
2022-11-01440.81632653061223
2022-12-01540.8163265306122
2023-01-01783.6734693877551
2023-02-01679.1836734693877
2023-03-01591.8367346938775
2023-04-01534.6938775510205
2023-05-01538.7755102040817
2023-06-01604.0816326530612
2023-07-01555.1020408163266
2023-08-01555.1020408163266
2023-09-01624.4897959183673
2023-10-01553.0612244897959
2023-11-01714.2857142857142
2023-12-01788.1632653061224
2024-01-011493.8775510204084
2024-02-011306.122448979592
2024-03-011142.857142857143
2024-04-01922.4489795918367
2024-05-011142.857142857143
2024-06-011249.3877551020407
2024-07-011044.4897959183675
2024-08-011142.857142857143
2024-09-01906.1224489795919
2024-10-011163.2653061224491
2024-11-01953.061224489796
2024-12-01812.2448979591837
2025-01-01775.5102040816327
2025-02-01820.4081632653059
2025-03-01620.4081632653061
2025-04-01620.4081632653061
2025-05-01791.8367346938775
2025-06-01795.9183673469388
2025-07-01812.2448979591837
2025-08-01869.3877551020408
2025-09-01812.2448979591837
2025-10-01726.530612244898
2025-11-01820.4081632653059
2025-12-01771.4285714285713
2026-01-011122.4489795918366
2026-02-011208.1632653061224
2026-03-011600
2026-04-011571.4285714285713
Annual Return Matrix
YearAnnual Return
2022-0.8357709469509171
20230.4573584905660377
20240.030554117037804307
2025-0.05025125628140703
20261.0370370370370372
Total Factor Risk
2.623869971825953
VTI.US Exposure
0.001017076940258677
VEA.US Exposure
0.02245297429123259
VWO.US Exposure
-0.0015860539934967194
QQQ.US Exposure
0.00027484077687835266
VTV.US Exposure
0.001563684442735593
IJR.US Exposure
0.00010384502946347599
QUAL.US Exposure
-0.0005481380464474033
SHV.US Exposure
0.9309070155685335
TLT.US Exposure
0.0014990135226711334
LQD.US Exposure
-0.0003420741870516328
HYG.US Exposure
0.003751825394263304
GLD.US Exposure
0.001248573303561732
USO.US Exposure
0.0003368073670404204
VNQ.US Exposure
0.0009306152455623082
BTC-USD.CC Exposure
0.000009567018370194212
CPER.US Exposure
0.00002345461818615677
VIX.INDX Exposure
-0.0001424562337181366
UUP.US Exposure
-0.000055453928972270215
TIP.US Exposure
0.0002861581266715649
Idiosyncratic Exposure
0.038268724744257215
Value Score
50
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
262.4%

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 →N/A
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$188.1M
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 →
+10.5%
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 →
+63.9%
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 →
16.5% 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 →
0.79
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Adagene Inc a high-risk investment?

Adagene Inc (ADAG.US) has an annualized volatility of 262.4% and experienced a maximum drawdown of 96.3% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ADAG.US has generated a Compound Annual Growth Rate (CAGR) of -30.1%. It has had a positive return in 60% 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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