ADEIA CORP

10-Year Study

ADEA.US · Technology · US · Common Stock

Executive Summary: ADEIA CORP has compounded at 12.2% annually over the last 10 years, with a maximum drawdown of 67.4% and an annualized volatility of 91.6%.

1Y CAGR
+134.9%
3Y CAGR
+45.1%
5Y CAGR
+27.3%
10Y CAGR
+12.2%

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 →
67.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.42
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.03
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
52.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +61.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · -41.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20264.914.416.116.1————————61.7%
2025-8.122.3-15.6-6.94.710.1-8.416.511.71.4-27.139.525.2%
2024-2.0-6.6-3.3-9.920.7-5.55.17.7-5.54.4-2.115.314.8%
202315.5-10.0-9.6-13.829.112.29.2-15.96.2-21.19.634.833.5%
2022-10.82.70.7-9.96.3-12.316.1-4.4-11.182.1-0.7-14.218.5%
2021-7.89.63.7-5.64.83.8-6.63.5-11.8-4.90.65.5-7.5%
2020-13.06.8-16.99.8-7.27.324.9-31.4-8.37.954.89.521.4%
201916.512.0-0.66.2-13.6-2.03.7-12.112.9-1.8-0.2-6.510.0%
2018-8.00.3-4.14.0-8.2-18.53.4-3.0-5.4-12.512.230.4-16.3%
20172.3-19.7-5.3-1.0-7.4-2.8-1.8-6.4-7.2-9.1-14.226.4-41.7%
2016———-7.414.1-5.14.95.814.6-3.58.111.648.7%

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 91.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 53.0% of variance. Idiosyncratic stock-specific factors contribute 10.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019264.610255258272
2016-05-0110573.887752568546
2016-06-0110039.725233799552
2016-07-0110531.206772206526
2016-08-0111147.184355824593
2016-09-0112775.800711743772
2016-10-0112330.428819711284
2016-11-0113325.687802225088
2016-12-0114873.553162057671
2017-01-0115210.153580591386
2017-02-0112211.962497487617
2017-03-0111564.772230169896
2017-04-0111445.478298908738
2017-05-0110593.868599330817
2017-06-0110300.067391021623
2017-07-0110109.953772123763
2017-08-019463.709343706034
2017-09-018786.606921176151
2017-10-017987.845970135137
2017-11-016857.2137950603565
2017-12-018669.204667714972
2018-01-017976.377673472766
2018-02-018003.334082122463
2018-03-017676.664972038639
2018-04-017985.244913160165
2018-05-017328.95094643005
2018-06-015974.509641645287
2018-07-016178.574384317991
2018-08-015992.835270332582
2018-09-015668.412527636231
2018-10-014962.225558931675
2018-11-015566.380156299878
2018-12-017260.022936593325
2019-01-018460.174270817324
2019-02-019474.70472091841
2019-03-019419.373145269032
2019-04-0110003.073976424965
2019-05-018644.49462645275
2019-06-018471.642567479694
2019-07-018784.360553788676
2019-08-017725.139215663092
2019-09-018720.279968314397
2019-10-018562.088412291178
2019-11-018543.99924332888
2019-12-017987.0183610976455
2020-01-016946.477341246852
2020-02-017421.524928766507
2020-03-016169.470684905594
2020-04-016777.053948286258
2020-05-016285.808869604285
2020-06-016747.61471252409
2020-07-018429.907426017664
2020-08-015779.785058109977
2020-09-015300.126505952873
2020-10-015719.842517823153
2020-11-018854.825551837883
2020-12-019699.459689528383
2021-01-018938.414064624443
2021-02-019792.151901727337
2021-03-0110151.80714344829
2021-04-019582.766815242194
2021-05-0110043.863278987006
2021-06-0110428.46502169518
2021-07-019739.066693465435
2021-08-0110076.140031449144
2021-09-018883.318948700064
2021-10-018449.415353329945
2021-11-018501.672952554356
2021-12-018971.400196261571
2022-01-018003.452311984961
2022-02-018216.975443657559
2022-03-018275.026306144406
2022-04-017453.32876177865
2022-05-017919.745569335903
2022-06-016942.930445371892
2022-07-018064.1042314467795
2022-08-017709.532873813268
2022-09-016851.775221385417
2022-10-0112476.088010309644
2022-11-0112390.844279448103
2022-12-0110630.40162684291
2023-01-0112278.762369799366
2023-02-0111056.502051288113
2023-03-019993.497357562574
2023-04-018617.419987940555
2023-05-0111124.484222224852
2023-06-0112485.309939584542
2023-07-0113630.720847471654
2023-08-0111466.523214433502
2023-09-0112173.183102588053
2023-10-019608.540925266905
2023-11-0110528.251025644058
2023-12-0114194.204372140315
2024-01-0113907.85164516854
2024-02-0112991.333751078848
2024-03-0112565.233326633643
2024-04-0111322.519241910122
2024-05-0113671.273690308699
2024-06-0112925.834407254584
2024-07-0113578.817937834738
2024-08-0114621.014175760514
2024-09-0113820.36154691952
2024-10-0114423.806765112733
2024-11-0114121.84769629113
2024-12-0116289.119305754248
2025-01-0114972.511556969059
2025-02-0118316.52498788144
2025-03-0115455.362315413628
2025-04-0114391.411782788096
2025-05-0115069.105354630472
2025-06-0116594.861730175806
2025-07-0115198.21236447902
2025-08-0117707.877655738284
2025-09-0119780.092455752474
2025-10-0120062.6618271243
2025-11-0114625.033991085467
2025-12-0120394.65128102056
2026-01-0121387.782126009388
2026-02-0124461.758550974806
2026-03-0128410.635958430383
2026-04-0132974.30865087904
Annual Return Matrix
YearAnnual Return
2017-0.417139632120316
2018-0.16255028980565966
20190.10013679445005375
20200.21440307897268918
2021-0.07506186082229194
20220.18492112650070514
20230.3352462936394067
20240.14758945825281544
20250.2520413718018508
20260.6168115942028987
Total Factor Risk
0.9160825113255836
VTI.US Exposure
0.022244981455856114
VEA.US Exposure
0.029187261155758353
VWO.US Exposure
-0.00862222909920451
QQQ.US Exposure
0.05508674188112536
VTV.US Exposure
-0.004624778355412318
IJR.US Exposure
0.09964829855889015
QUAL.US Exposure
0.034938926485386
SHV.US Exposure
0.5298889787087686
TLT.US Exposure
0.04306856066266264
LQD.US Exposure
0.017378596769205713
HYG.US Exposure
0.016770286754271363
GLD.US Exposure
0.0028854220046118906
USO.US Exposure
0.001985993304735987
VNQ.US Exposure
0.000635205701606361
BTC-USD.CC Exposure
-0.0016829274252188743
CPER.US Exposure
0.011076112364498972
VIX.INDX Exposure
0.0024665919390590837
UUP.US Exposure
0.0003685314085115822
TIP.US Exposure
0.046192306893860946
Idiosyncratic Exposure
0.10110713883102647
Value Score
39.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
9.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
91.6%

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 →25.3x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.80%
Market Cap$2.8B
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
$59
Avg Yield on Cost
0.59%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$59.110.59%Solid

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 →
+25.0%
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 →
+63.3%
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 →
0.0% 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 →
0.84
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is ADEIA CORP a high-risk investment?

ADEIA CORP (ADEA.US) has an annualized volatility of 91.6% and experienced a maximum drawdown of 67.4% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ADEA.US has generated a Compound Annual Growth Rate (CAGR) of 12.2%. It has had a positive return in 70% 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.

Run a Full Backtest on ADEIA CORP

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest