ADTRAN Inc

10-Year Study

ADTN.US · Technology · US · Common Stock

Executive Summary: ADTRAN Inc has compounded at 0.2% annually over the last 10 years, with a maximum drawdown of 81.2% and an annualized volatility of 65.5%.

1Y CAGR
+121.8%
3Y CAGR
+24.4%
5Y CAGR
-2.4%
10Y CAGR
+0.2%

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 →
81.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.16
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.30
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
49.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +91.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -59.9%
% 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.
20266.110.623.332.5————————91.8%
202524.51.9-17.5-12.24.811.73.61.00.011.1-23.99.64.3%
2024-14.6-9.2-4.4-19.526.7-5.228.7-17.66.32.439.9-2.013.5%
20230.4-7.5-8.6-42.5-1.318.2-7.6-11.1-3.7-20.2-20.440.3-59.9%
2022-15.97.6-10.4-5.77.1-5.437.4-3.2-15.714.7-9.4-7.3-16.3%
202116.5-1.5-1.02.516.54.28.5-7.4-9.2-1.510.812.057.4%
2020-8.5-10.2-4.533.911.8-4.113.6-10.0-7.54.219.016.954.4%
201935.83.7-8.825.1-8.0-2.7-26.6-7.610.5-22.35.37.6-5.2%
2018-16.8-2.2-0.6-5.8-4.26.510.05.82.6-23.3-7.4-13.7-43.1%
2017-1.6-3.4-1.9-3.6-3.37.313.6-5.48.6-11.79.5-16.2-12.0%
2016———-4.00.7-4.1-1.91.04.1-5.212.79.812.2%

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 65.5%. The dominant macroeconomic risk driver is SHV.US, accounting for 35.6% of variance. Idiosyncratic stock-specific factors contribute 26.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019599.39616386455
2016-05-019663.982950509118
2016-06-019266.516694293157
2016-07-019088.62183282027
2016-08-019178.48685768411
2016-09-019558.015628699975
2016-10-019063.639592706608
2016-11-0110212.88183755624
2016-12-0111216.611413686953
2017-01-0111036.466966611415
2017-02-0110658.47738574473
2017-03-0110456.902675822874
2017-04-0110078.972294577316
2017-05-019744.612834477859
2017-06-0110453.35069855553
2017-07-0111870.708027468623
2017-08-0111230.4641250296
2017-09-0112195.950745915226
2017-10-0110767.996684821217
2017-11-0111788.657352592943
2017-12-019874.911200568318
2018-01-018211.046649301446
2018-02-018031.434998816008
2018-03-017980.108927302866
2018-04-017518.2334833057075
2018-05-017203.291498934406
2018-06-017668.008524745442
2018-07-018437.662798958088
2018-08-018930.91404215013
2018-09-019164.574946720342
2018-10-017026.107032914989
2018-11-016508.583945062753
2018-12-015614.610466493014
2019-01-017622.06961875444
2019-02-017901.84702817902
2019-03-017207.435472412976
2019-04-019017.167890125504
2019-05-018292.623727208145
2019-06-018065.17878285579
2019-07-015922.626095192991
2019-08-015474.84016102297
2019-09-016047.951693109165
2019-10-014696.54274212645
2019-11-014944.8851527350225
2019-12-015321.572341937012
2020-01-014869.583234667298
2020-02-014374.6152024627045
2020-03-014176.1188728392135
2020-04-015589.924224484964
2020-05-016250.059199621123
2020-06-015992.363248875206
2020-07-016809.258820743547
2020-08-016125.621596021786
2020-09-015664.397347856974
2020-10-015904.688609992896
2020-11-017029.007814349989
2020-12-018216.729812929198
2021-01-019568.61236088089
2021-02-019420.494908832585
2021-03-019330.985081695477
2021-04-019560.32441392375
2021-05-0111133.25834714658
2021-06-0111605.375325597915
2021-07-0112594.482595311389
2021-08-0111656.227800142078
2021-09-0110584.241060857212
2021-10-0110426.296471702582
2021-11-0111547.478096140185
2021-12-0112935.650011839924
2022-01-0110884.501539190147
2022-02-0111716.256215960218
2022-03-0110498.52000947194
2022-04-019895.335069855553
2022-05-0110595.666587733838
2022-06-0110023.857447312339
2022-07-0113774.923040492542
2022-08-0113337.201041913331
2022-09-0111236.7984844897
2022-10-0112889.592706606678
2022-11-0111682.690030783804
2022-12-0110829.682690030784
2023-01-0110875.799194885154
2023-02-0110057.364432867631
2023-03-019190.208382666351
2023-04-015284.690977977741
2023-05-015216.493014444707
2023-06-016164.989344068198
2023-07-015696.601941747574
2023-08-015061.567605967322
2023-09-014872.128818375563
2023-10-013889.4151077433107
2023-11-013096.1401847028183
2023-12-014345.2521903859815
2024-01-013708.8562633199144
2024-02-013368.4584418659724
2024-03-013220.4593890599103
2024-04-012592.943405162207
2024-05-013285.5789722945774
2024-06-013113.9000710395453
2024-07-014007.8143499881603
2024-08-013303.338858631305
2024-09-013510.5375325597915
2024-10-013596.376983187308
2024-11-015031.967795406109
2024-12-014931.328439497987
2025-01-016139.000710395454
2025-02-016257.399952640303
2025-03-015162.206961875444
2025-04-014534.690977977742
2025-05-014753.729576130712
2025-06-015310.2060146815065
2025-07-015499.644802273265
2025-08-015552.924461283448
2025-09-015552.924461283448
2025-10-016168.6005209566665
2025-11-014694.529955008288
2025-12-015144.4470755387165
2026-01-015458.205067487568
2026-02-016038.3613544873315
2026-03-017447.312337201042
2026-04-019868.576841108219
Annual Return Matrix
YearAnnual Return
2017-0.11961725013326563
2018-0.43142673868602643
2019-0.05219206680584543
20200.5440417389756596
20210.5743063610884962
2022-0.16280336279054852
2023-0.5987645885150463
20240.13487738419618522
20250.043217286914765785
20260.9182968929804376
Total Factor Risk
0.6547062388565997
VTI.US Exposure
-0.004179027589065038
VEA.US Exposure
-0.008653215288652146
VWO.US Exposure
-0.008603148270543641
QQQ.US Exposure
0.0865532649699466
VTV.US Exposure
0.018050894253488832
IJR.US Exposure
0.2533479747193256
QUAL.US Exposure
-0.03837722259704841
SHV.US Exposure
0.3559706145909011
TLT.US Exposure
-0.0014715428340576699
LQD.US Exposure
0.07075664313962286
HYG.US Exposure
0.021429248446864595
GLD.US Exposure
0.0005188080910014953
USO.US Exposure
-0.0002397776604110569
VNQ.US Exposure
-0.016441771567288353
BTC-USD.CC Exposure
-0.0025836175413779363
CPER.US Exposure
0.005978482896335203
VIX.INDX Exposure
-0.0011548372600171408
UUP.US Exposure
0.001848032827544975
TIP.US Exposure
0.004557321008003022
Idiosyncratic Exposure
0.262692875665427
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
65.5%

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$1.0B
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 →
+45.4%
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 →
+72.9%
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 →
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 →
1.23
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is ADTRAN Inc a high-risk investment?

ADTRAN Inc (ADTN.US) has an annualized volatility of 65.5% and experienced a maximum drawdown of 81.2% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ADTN.US has generated a Compound Annual Growth Rate (CAGR) of 0.2%. 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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