Advantage Solutions Inc

10-Year Study

ADV.US · Communication Services · US · Common Stock

Executive Summary: Advantage Solutions Inc has compounded at 16.9% annually over the last 10 years, with a maximum drawdown of 96.0% and an annualized volatility of 308.8%.

1Y CAGR
+3012.4%
3Y CAGR
+151.0%
5Y CAGR
+17.5%
10Y CAGR
+16.9%

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 →
96.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
7.42
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
300.59
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
1540.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +3065.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -74.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
43%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202622.7-51.63947.531.8————————3065.9%
2025-9.6-4.9-39.8-11.3-11.210.93.832.8-15.9-16.3-25.8-7.3-69.9%
202411.3-5.513.6-1.6-19.2-6.424.5-3.5-11.4-10.816.3-18.0-19.3%
202324.5-15.1-28.2-19.048.423.210.78.11.4-19.019.631.674.0%
2022-9.28.1-18.9-21.2-14.5-11.616.8-18.0-41.558.7-26.6-16.1-74.1%
2021-25.7-7.530.58.5-1.6-14.4-9.4-10.9-0.7-1.3-15.310.9-39.1%
20203.83.5-11.47.61.22.5-0.5-3.6-4.2-11.516.925.326.6%
2019—————————4.30.9-0.74.5%

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 308.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 72.1% of variance. Idiosyncratic stock-specific factors contribute 16.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-09-0110000
2019-10-0110432.160804020103
2019-11-0110522.613065326634
2019-12-0110452.261306532664
2020-01-0110854.271356783922
2020-02-0111236.180904522615
2020-03-019949.748743718594
2020-04-0110703.5175879397
2020-05-0110834.170854271357
2020-06-0111105.527638190957
2020-07-0111055.276381909549
2020-08-0110653.266331658291
2020-09-0110211.05527638191
2020-10-019035.175879396986
2020-11-0110562.81407035176
2020-12-0113236.180904522615
2021-01-019829.145728643216
2021-02-019095.477386934675
2021-03-0111869.346733668342
2021-04-0112874.371859296483
2021-05-0112663.316582914575
2021-06-0110844.221105527638
2021-07-019829.145728643216
2021-08-018753.768844221107
2021-09-018693.467336683418
2021-10-018582.914572864322
2021-11-017266.331658291459
2021-12-018060.301507537688
2022-01-017316.582914572866
2022-02-017909.547738693467
2022-03-016412.0603015075385
2022-04-015055.276381909548
2022-05-014321.608040201006
2022-06-013819.0954773869344
2022-07-014462.311557788946
2022-08-013658.291457286433
2022-09-012140.7035175879396
2022-10-013396.984924623116
2022-11-012492.4623115577892
2022-12-012090.452261306533
2023-01-012603.0150753768844
2023-02-012211.05527638191
2023-03-011587.9396984924624
2023-04-011286.4321608040202
2023-05-011909.5477386934672
2023-06-012351.758793969849
2023-07-012603.0150753768844
2023-08-012814.070351758794
2023-09-012854.2713567839196
2023-10-012311.5577889447236
2023-11-012763.8190954773872
2023-12-013638.1909547738696
2024-01-014050.2512562814077
2024-02-013829.1457286432164
2024-03-014351.75879396985
2024-04-014281.407035175879
2024-05-013457.2864321608045
2024-06-013236.1809045226137
2024-07-014030.150753768844
2024-08-013889.4472361809053
2024-09-013447.2361809045233
2024-10-013075.376884422111
2024-11-013577.8894472361812
2024-12-012934.6733668341712
2025-01-012653.2663316582916
2025-02-012522.613065326633
2025-03-011517.5879396984926
2025-04-011346.7336683417086
2025-05-011195.9798994974876
2025-06-011326.6331658291458
2025-07-011376.884422110553
2025-08-011829.1457286432164
2025-09-011537.6884422110554
2025-10-011286.4321608040202
2025-11-01954.3718592964824
2025-12-01884.4221105527639
2026-01-011085.427135678392
2026-02-01524.9246231155779
2026-03-0121246.231155778896
2026-04-0128000.000000000004
Annual Return Matrix
YearAnnual Return
20200.2663461538461538
2021-0.39104024297646167
2022-0.740648379052369
20230.7403846153846154
2024-0.19337016574585641
2025-0.6986301369863014
202630.65909090909091
Total Factor Risk
3.0877491110509783
VTI.US Exposure
0.0005680734704726179
VEA.US Exposure
0.03228454322765606
VWO.US Exposure
-0.0010544470100140593
QQQ.US Exposure
0.005268058941653902
VTV.US Exposure
-0.0066553514591064945
IJR.US Exposure
0.05448734281902735
QUAL.US Exposure
-0.007595555500552843
SHV.US Exposure
0.721388239232497
TLT.US Exposure
0.0034426273217926795
LQD.US Exposure
0.01936359463924345
HYG.US Exposure
-0.0014162873899618551
GLD.US Exposure
-0.0002152097655868983
USO.US Exposure
0.002685233893052637
VNQ.US Exposure
0.007176724752964307
BTC-USD.CC Exposure
0.0007592082248252894
CPER.US Exposure
0.00046938865397989026
VIX.INDX Exposure
-0.0022525310756602466
UUP.US Exposure
0.0007989765917547694
TIP.US Exposure
0.0015496468434184586
Idiosyncratic Exposure
0.1689477235885441
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
308.8%

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$284.9M
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 →
+206.4%
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 →
+750.8%
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 →
4.4% 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 →
1.75
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Advantage Solutions Inc a high-risk investment?

Advantage Solutions Inc (ADV.US) has an annualized volatility of 308.8% and experienced a maximum drawdown of 96.0% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ADV.US has generated a Compound Annual Growth Rate (CAGR) of 16.9%. It has had a positive return in 43% 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 Advantage Solutions Inc

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

Start a Free Backtest