ADMA Biologics Inc

10-Year Study

ADMA.US · Healthcare · US · Common Stock

Executive Summary: ADMA Biologics Inc has compounded at 3.3% annually over the last 10 years, with a maximum drawdown of 86.0% and an annualized volatility of 130.6%.

1Y CAGR
-48.8%
3Y CAGR
+39.4%
5Y CAGR
+44.6%
10Y CAGR
+3.3%

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 →
86.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.31
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.52
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
58.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +279.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -51.2%
% 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.
2026-5.2-10.0-42.119.2————————-41.1%
2025-5.81.521.020.0-16.6-8.22.7-7.7-15.15.623.9-4.96.4%
202414.83.323.1-1.246.517.19.841.015.5-18.423.3-14.7279.4%
2023-4.9-3.8-6.81.221.5-9.312.5-7.2-7.0-5.69.522.216.5%
20222.811.013.70.511.4-3.48.126.2-10.016.018.416.2175.2%
202113.84.1-23.811.4-10.7-8.6-3.1-13.5-15.714.27.02.2-27.7%
2020-1.0-26.4-1.22.411.5-10.921.8-28.6-6.3-16.72.5-4.4-51.2%
201923.438.6-7.322.2-10.4-6.7-6.523.8-0.79.9-2.9-15.867.4%
201815.90.822.78.09.1-16.844.6-2.0-2.8-13.5-1.9-54.6-25.5%
2017-0.2-8.64.5-7.6-18.00.0-6.80.0-10.7-24.023.910.7-37.3%
2016———-15.513.3-23.231.9-27.326.8-22.9-0.7-7.6-36.7%

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 130.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 88.1% of variance. Idiosyncratic stock-specific factors contribute 6.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-018454.8825710754
2016-05-019579.72805933251
2016-06-017354.758961681088
2016-07-019703.337453646476
2016-08-017058.0964153275645
2016-09-018949.320148331273
2016-10-016897.404202719407
2016-11-016847.960444993819
2016-12-016328.800988875155
2017-01-016316.440049443758
2017-02-015772.5587144623
2017-03-016032.138442521632
2017-04-015574.783683559951
2017-05-014573.547589616811
2017-06-014573.547589616811
2017-07-014264.524103831892
2017-08-014264.524103831892
2017-09-013807.1693448702104
2017-10-012892.4598269468474
2017-11-013584.672435105068
2017-12-013967.861557478368
2018-01-014598.269468479605
2018-02-014635.352286773795
2018-03-015686.0321384425215
2018-04-016143.3868974042025
2018-05-016699.629171817059
2018-06-015574.783683559951
2018-07-018059.332509270705
2018-08-017898.640296662546
2018-09-017676.143386897404
2018-10-016637.824474660075
2018-11-016514.215080346106
2018-12-012954.264524103832
2019-01-013646.4771322620522
2019-02-015055.624227441285
2019-03-014684.796044499382
2019-04-015723.114956736712
2019-05-015129.789864029667
2019-06-014783.683559950557
2019-07-014474.660074165637
2019-08-015537.700865265761
2019-09-015500.61804697157
2019-10-016044.499381953028
2019-11-015871.446229913474
2019-12-014944.375772558715
2020-01-014894.932014833127
2020-02-013603.213844252163
2020-03-013559.9505562422746
2020-04-013646.4771322620522
2020-05-014066.749072929543
2020-06-013621.7552533992584
2020-07-014412.855377008653
2020-08-013152.0395550061803
2020-09-012954.264524103832
2020-10-012459.8269468479607
2020-11-012521.6316440049445
2020-12-012410.3831891223736
2021-01-012744.1285537700865
2021-02-012855.3770086526574
2021-03-012175.5253399258345
2021-04-012422.74412855377
2021-05-012163.1644004944374
2021-06-011977.7503090234861
2021-07-011915.9456118665018
2021-08-011656.3658838071697
2021-09-011396.7861557478368
2021-10-011594.5611866501854
2021-11-011705.8096415327564
2021-12-011742.8924598269468
2022-01-011792.336217552534
2022-02-011990.1112484548828
2022-03-012262.051915945612
2022-04-012274.412855377009
2022-05-012533.9925834363407
2022-06-012447.4660074165636
2022-07-012645.241038318912
2022-08-013337.4536464771327
2022-09-013003.7082818294193
2022-10-013485.7849196538937
2022-11-014128.553770086526
2022-12-014796.044499381953
2023-01-014561.186650185415
2023-02-014388.133498145859
2023-03-014091.4709517923366
2023-04-014140.914709517923
2023-05-015030.902348578492
2023-06-014561.186650185415
2023-07-015129.789864029667
2023-08-014758.961681087762
2023-09-014425.21631644005
2023-10-014177.997527812114
2023-11-014573.547589616811
2023-12-015587.144622991347
2024-01-016415.327564894933
2024-02-016625.463535228679
2024-03-018158.220024721878
2024-04-018059.332509270705
2024-05-0111804.697156983932
2024-06-0113819.530284301607
2024-07-0115179.233621755253
2024-08-0121396.786155747835
2024-09-0124709.517923362175
2024-10-0120160.69221260816
2024-11-0124857.849196538937
2024-12-0121199.01112484549
2025-01-0119962.91718170581
2025-02-0120259.579728059332
2025-03-0124524.10383189122
2025-04-0129419.035846724353
2025-05-0124524.10383189122
2025-06-0122509.270704573548
2025-07-0123114.956736711993
2025-08-0121334.981458590857
2025-09-0118121.137206427687
2025-10-0119134.734239802227
2025-11-0123708.281829419037
2025-12-0122546.353522867736
2026-01-0121384.425216316442
2026-02-0119245.982694684797
2026-03-0111137.206427688505
2026-04-0113275.64894932015
Annual Return Matrix
YearAnnual Return
2017-0.373046875
2018-0.25545171339563855
20190.6736401673640167
2020-0.5125
2021-0.27692307692307694
20221.75177304964539
20230.16494845360824728
20242.7942477876106193
20250.06355685131195332
2026-0.4111842105263157
Total Factor Risk
1.3056904296106444
VTI.US Exposure
0.00037352836001298067
VEA.US Exposure
0.015193628101431503
VWO.US Exposure
0.0003387363628440605
QQQ.US Exposure
0.006629211983984369
VTV.US Exposure
0.000027718080070627704
IJR.US Exposure
0.0015147671384532356
QUAL.US Exposure
0.007179964412589815
SHV.US Exposure
0.8810924836475916
TLT.US Exposure
0.006406793216520121
LQD.US Exposure
-0.00041991603752669193
HYG.US Exposure
0.0010187269449894593
GLD.US Exposure
0.00022629757354111698
USO.US Exposure
0.004439088404725517
VNQ.US Exposure
0.00325212470217025
BTC-USD.CC Exposure
0.000491222171696346
CPER.US Exposure
-0.0003131401044512205
VIX.INDX Exposure
-0.00021270912134000141
UUP.US Exposure
0.004802952730614703
TIP.US Exposure
0.0005984324358468637
Idiosyncratic Exposure
0.06736008899623543
Value Score
43.9
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
130.6%

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 →15.3x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$2.2B
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 →
-21.6%
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 →
-33.8%
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 →
56.2% 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 →
0.82
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is ADMA Biologics Inc a high-risk investment?

ADMA Biologics Inc (ADMA.US) has an annualized volatility of 130.6% and experienced a maximum drawdown of 86.0% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ADMA.US has generated a Compound Annual Growth Rate (CAGR) of 3.3%. 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.

Run a Full Backtest on ADMA Biologics Inc

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

Start a Free Backtest