Addus HomeCare Corporation

10-Year Study

ADUS.US · Healthcare · US · Common Stock

Executive Summary: Addus HomeCare Corporation has compounded at 16.8% annually over the last 10 years, with a maximum drawdown of 32.6% and an annualized volatility of 37.1%.

1Y CAGR
-17.2%
3Y CAGR
+1.2%
5Y CAGR
-0.6%
10Y CAGR
+16.8%

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 →
32.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.59
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.10
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
34.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · +95.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · -20.1%
% 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.
2026-3.60.0-9.5-0.3————————-13.1%
2025-0.2-23.53.35.76.13.9-7.37.92.4-0.92.8-10.7-14.3%
2024-6.76.612.0-7.019.41.14.59.60.0-6.5-1.32.035.0%
20238.11.0-1.7-23.410.32.8-1.2-4.2-2.9-7.410.56.5-6.7%
2022-14.66.59.7-9.7-0.9-0.311.4-3.96.77.57.7-9.86.4%
2021-3.9-4.4-2.81.2-9.1-9.3-0.53.6-11.317.2-6.77.2-20.1%
2020-3.0-19.2-11.419.922.1-6.54.2-2.90.93.21.718.020.4%
2019-11.411.7-5.46.80.79.67.59.2-9.96.210.74.343.2%
20183.0-4.241.67.99.00.015.5-1.98.1-6.613.3-8.595.1%
2017-2.6-5.7-0.66.19.30.3-8.70.33.72.0-7.54.5-0.7%
2016———7.68.1-12.98.227.19.1-3.337.21.0103.9%

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 37.1%. The dominant macroeconomic risk driver is QUAL.US, accounting for 31.8% of variance. Idiosyncratic stock-specific factors contribute 30.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110762.070971495055
2016-05-0111634.671320535195
2016-06-0110139.616055846422
2016-07-0110971.495055264688
2016-08-0113949.970913321698
2016-09-0115218.150087260034
2016-10-0114717.859220477021
2016-11-0120186.15474112856
2016-12-0120389.761489237928
2017-01-0119866.201279813842
2017-02-0118731.820826061663
2017-03-0118615.47411285631
2017-04-0119749.854566608494
2017-05-0121582.315299592785
2017-06-0121640.488656195466
2017-07-0119749.854566608494
2017-08-0119808.027923211168
2017-09-0120535.194880744613
2017-10-0120942.40837696335
2017-11-0119371.727748691097
2017-12-0120244.328097731235
2018-01-0120855.148342059336
2018-02-0119982.547993019198
2018-03-0128301.33798720186
2018-04-0130541.012216404884
2018-05-0133304.246655031995
2018-06-0133304.246655031995
2018-07-0138481.67539267016
2018-08-0137754.508435136704
2018-09-0140808.6096567772
2018-10-0138103.54857475276
2018-11-0143176.2652705061
2018-12-0139488.074461896445
2019-01-0134991.2739965096
2019-02-0139098.31297265852
2019-03-0136992.437463641654
2019-04-0139499.70913321699
2019-05-0139778.94124490982
2019-06-0143600.930773705644
2019-07-0146881.90808609656
2019-08-0151180.91913903432
2019-09-0146119.837114601505
2019-10-0148987.78359511343
2019-11-0154223.38568935427
2019-12-0156556.13728912158
2020-01-0154880.74461896451
2020-02-0144368.81908086096
2020-03-0139325.18906340895
2020-04-0147132.05351948807
2020-05-0157568.35369400814
2020-06-0153845.25887143688
2020-07-0156084.9331006399
2020-08-0154485.165794066306
2020-09-0154979.63932518906
2020-10-0156759.74403723094
2020-11-0157737.0564281559
2020-12-0168115.1832460733
2021-01-0165474.1128563118
2021-02-0162577.079697498535
2021-03-0160843.513670738794
2021-04-0161547.41128563117
2021-05-0155945.31704479348
2021-06-0150750.436300174515
2021-07-0150488.656195462485
2021-08-0152309.482257126234
2021-09-0146393.25189063409
2021-10-0154392.088423502035
2021-11-0150738.80162885399
2021-12-0154397.905759162306
2022-01-0146439.79057591623
2022-02-0149470.62245491565
2022-03-0154269.924374636415
2022-04-0149028.50494473531
2022-05-0148574.752763234435
2022-06-0148446.77137870855
2022-07-0153990.692262943565
2022-08-0151902.2687609075
2022-09-0155404.304828388595
2022-10-0159581.15183246073
2022-11-0164153.57766143107
2022-12-0157876.672484002316
2023-01-0162547.993019197194
2023-02-0163199.53461314717
2023-03-0162105.87550901687
2023-04-0147550.90168702733
2023-05-0152443.280977312395
2023-06-0153926.70157068063
2023-07-0153269.34264107038
2023-08-0151018.03374054682
2023-09-0149557.882489819654
2023-10-0145898.77835951134
2023-11-0150727.166957533445
2023-12-0154013.961605584635
2024-01-0150378.126817917386
2024-02-0153682.37347294938
2024-03-0160116.34671320535
2024-04-0155933.68237347295
2024-05-0166788.83071553228
2024-06-0167545.08435136707
2024-07-0170599.18557300755
2024-08-0177376.3816172193
2024-09-0177388.01628853985
2024-10-0172379.29028504944
2024-11-0171460.15125072715
2024-12-0172920.30250145432
2025-01-0172809.77312390924
2025-02-0155712.62361838277
2025-03-0157527.632344386264
2025-04-0160820.244328097724
2025-05-0164520.06980802792
2025-06-0167009.88947062245
2025-07-0162117.510180337405
2025-08-0166998.25479930191
2025-09-0168638.74345549737
2025-10-0167998.83653286794
2025-11-0169924.37463641651
2025-12-0162472.36765561373
2026-01-0160197.78941244909
2026-02-0160226.87609075043
2026-03-0154479.34845840605
2026-04-0154293.193717277485
Annual Return Matrix
YearAnnual Return
2017-0.007132667617689048
20180.9505747126436781
20190.43223335297583976
20200.20438181444147308
2021-0.20138355111452722
20220.06395037963854122
2023-0.06674037591717763
20240.3500269251480883
2025-0.14327881930594333
2026-0.13092466710121986
Total Factor Risk
0.37105218560359865
VTI.US Exposure
-0.10809423811332398
VEA.US Exposure
-0.03854206284188664
VWO.US Exposure
-0.013288010277465321
QQQ.US Exposure
0.007309928392492512
VTV.US Exposure
-0.004724680861722622
IJR.US Exposure
0.1909094223684424
QUAL.US Exposure
0.31801885825548043
SHV.US Exposure
0.10502576155027779
TLT.US Exposure
0.00435295665818907
LQD.US Exposure
0.07396550108514127
HYG.US Exposure
-0.003538818655523425
GLD.US Exposure
0.011968509482972935
USO.US Exposure
0.0036730664128872825
VNQ.US Exposure
-0.00707720440265685
BTC-USD.CC Exposure
0.02090776932061117
CPER.US Exposure
-0.0020567257197218742
VIX.INDX Exposure
0.010699196285397736
UUP.US Exposure
0.014607573741626927
TIP.US Exposure
0.11548985386178973
Idiosyncratic Exposure
0.30039334345699154
Value Score
43
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
37.1%

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 →17.5x
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$1.7B
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 →
-8.5%
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 →
-15.2%
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 →
24.0% 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 →
0.96
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Addus HomeCare Corporation a high-risk investment?

Addus HomeCare Corporation (ADUS.US) has an annualized volatility of 37.1% and experienced a maximum drawdown of 32.6% over the last 10 years. Its primary macro risk driver is QUAL.US.

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

Over the past 10 years, ADUS.US has generated a Compound Annual Growth Rate (CAGR) of 16.8%. 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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