ADC Therapeutics SA

10-Year Study

ADCT.US · Healthcare · US · Common Stock

Executive Summary: ADC Therapeutics SA has compounded at -30.3% annually over the last 10 years, with a maximum drawdown of 98.5% and an annualized volatility of 151.5%.

1Y CAGR
+46.3%
3Y CAGR
+23.8%
5Y CAGR
-27.7%
10Y CAGR
-30.3%

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 →
98.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.02
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.06
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
97.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +77.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -81.0%
% 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.
20262.313.6-8.516.8————————24.1%
2025-15.64.8-19.91.4116.1-13.33.410.830.311.5-3.6-17.977.4%
202488.054.8-7.0-1.8-22.2-7.95.1-12.78.6-10.5-14.2-17.819.9%
202333.1-29.5-45.8-0.521.1-8.5-31.2-18.9-25.2-22.018.6100.0-56.8%
2022-21.35.1-12.0-19.9-41.916.2-6.8-8.0-29.3-7.9-17.64.9-81.0%
2021-10.7-6.9-8.20.5-11.812.5-13.638.6-6.96.7-23.2-9.3-36.9%
2020—————26.7-0.7-5.0-25.3-13.030.0-14.2-13.4%

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 151.5%. The dominant macroeconomic risk driver is VTI.US, accounting for 61.4% of variance. Idiosyncratic stock-specific factors contribute 21.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-05-0110000
2020-06-0112668.470906630582
2020-07-0112584.573748308525
2020-08-0111953.991880920163
2020-09-018928.281461434372
2020-10-017764.546684709066
2020-11-0110097.42895805142
2020-12-018663.058186738834
2021-01-017732.070365358592
2021-02-017196.211096075777
2021-03-016606.2246278755065
2021-04-016641.407307171853
2021-05-015859.269282814613
2021-06-016589.986468200271
2021-07-015694.181326116373
2021-08-017894.451962110961
2021-09-017350.473612990527
2021-10-017845.737483085249
2021-11-016024.357239512855
2021-12-015466.847090663057
2022-01-014300.405953991881
2022-02-014519.621109607578
2022-03-013975.642760487144
2022-04-013185.3856562922865
2022-05-011851.1502029769958
2022-06-012151.5561569688766
2022-07-012005.4127198917454
2022-08-011845.7374830852502
2022-09-011304.4654939106902
2022-10-011201.6238159675238
2022-11-01990.5277401894452
2022-12-011039.2422192151555
2023-01-011382.9499323410014
2023-02-01974.2895805142084
2023-03-01527.7401894451962
2023-04-01525.0338294993234
2023-05-01635.9945872801082
2023-06-01581.8673883626522
2023-07-01400.54127198917456
2023-08-01324.76319350473614
2023-09-01242.76048714479026
2023-10-01189.44519621109606
2023-11-01224.62787550744247
2023-12-01449.25575101488494
2024-01-01844.384303112314
2024-02-011307.1718538565626
2024-03-011215.1556156968877
2024-04-011193.5047361299053
2024-05-01928.2814614343707
2024-06-01855.2097428958051
2024-07-01898.5115020297699
2024-08-01784.8443843031122
2024-09-01852.5033829499322
2024-10-01763.1935047361297
2024-11-01654.9391069012178
2024-12-01538.5656292286874
2025-01-01454.6684709066305
2025-02-01476.319350473613
2025-03-01381.59675236806487
2025-04-01387.00947225981054
2025-05-01836.2652232746955
2025-06-01725.3044654939107
2025-07-01749.6617050067658
2025-08-01830.8525033829499
2025-09-011082.5439783491204
2025-10-011207.0365358592692
2025-11-011163.7347767253043
2025-12-01955.3450608930987
2026-01-01976.9959404600811
2026-02-011109.6075778078484
2026-03-011014.8849797023004
2026-04-011185.3856562922867
Annual Return Matrix
YearAnnual Return
2021-0.36894720399875036
2022-0.80990099009901
2023-0.5677083333333333
20240.1987951807228916
20250.7738693467336684
20260.24079320113314462
Total Factor Risk
1.5148358467925702
VTI.US Exposure
0.6144130794863669
VEA.US Exposure
0.060456261382269616
VWO.US Exposure
-0.014616870778354074
QQQ.US Exposure
-0.036763048156597984
VTV.US Exposure
-0.01872058717953295
IJR.US Exposure
-0.003451679356227115
QUAL.US Exposure
-0.022538235966613272
SHV.US Exposure
0.14147316300763918
TLT.US Exposure
-0.0006829029669609109
LQD.US Exposure
0.037164902274397324
HYG.US Exposure
0.00876411884508288
GLD.US Exposure
-0.0009816144696473358
USO.US Exposure
0.001437212327884957
VNQ.US Exposure
0.013434788912265504
BTC-USD.CC Exposure
-0.0016401612465634047
CPER.US Exposure
0.0021081610678644687
VIX.INDX Exposure
-0.008878432506651218
UUP.US Exposure
-0.0008484714553544661
TIP.US Exposure
0.015135852632367523
Idiosyncratic Exposure
0.21473446414636435
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
151.5%

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$480.2M
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 →
+8.0%
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 →
+17.7%
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 →
10.2% 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 →
1.95
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is ADC Therapeutics SA a high-risk investment?

ADC Therapeutics SA (ADCT.US) has an annualized volatility of 151.5% and experienced a maximum drawdown of 98.5% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, ADCT.US has generated a Compound Annual Growth Rate (CAGR) of -30.3%. 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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