agilon health Inc

10-Year Study

AGL.US · Healthcare · US · Common Stock

Executive Summary: agilon health Inc has compounded at -0.4% annually over the last 10 years, with a maximum drawdown of 98.5% and an annualized volatility of 526.8%.

1Y CAGR
+1668.0%
3Y CAGR
+16.4%
5Y CAGR
-3.0%
10Y CAGR
-0.4%

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 →
98.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.67
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
19.65
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
575.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +4390.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -84.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
20%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202620.8-29.21242.3291.2————————4390.6%
202575.8-6.638.8-1.6-47.93.6-22.2-28.5-19.5-22.6-18.35.8-63.7%
2024-53.14.1-0.5-9.814.53.85.4-40.8-3.7-35.1-18.0-9.1-84.9%
202334.8-2.512.02.2-18.1-12.810.4-7.50.21.4-41.018.2-22.2%
2022-38.622.025.4-29.97.514.314.7-17.012.7-15.2-11.5-8.1-40.2%
2021————14.012.9-9.3-4.9-25.1-6.5-10.222.7-14.4%

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 526.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 88.1% of variance. Idiosyncratic stock-specific factors contribute 6.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-04-0110000
2021-05-0111398.66725151431
2021-06-0112867.110311230532
2021-07-0111668.252494237879
2021-08-0111100.538927303038
2021-09-018312.717574907592
2021-10-017770.377249112127
2021-11-016977.481611447624
2021-12-018563.27288677663
2022-01-015258.483844793727
2022-02-016412.939699655207
2022-03-018039.961886904331
2022-04-015635.9023377028125
2022-05-016057.722792743074
2022-06-016923.564683889184
2022-07-017938.471342072293
2022-08-016590.548758042638
2022-09-017427.846357838317
2022-10-016295.591484042424
2022-11-015569.2987895746855
2022-12-015118.934043183994
2023-01-016901.363702823595
2023-02-016726.926299578586
2023-03-017532.5085578127755
2023-04-017697.43099563052
2023-05-016305.105844538326
2023-06-015499.5241912355
2023-07-016073.580463523819
2023-08-015620.044061990704
2023-09-015632.730682560392
2023-10-015708.84859118442
2023-11-013368.2206325029256
2023-12-013980.3361615689405
2024-01-011868.0620799923731
2024-02-011944.1801398492426
2024-03-011934.6653256548186
2024-04-011744.370402861906
2024-05-011998.0970674076834
2024-06-012074.214976031712
2024-07-012185.220335058174
2024-08-011294.005656471214
2024-09-011246.4319635811962
2024-10-01808.7535352945087
2024-11-01662.8607258656128
2024-12-01602.60067706338
2025-01-011059.3085446978644
2025-02-01989.5337195094176
2025-03-011373.2952202376641
2025-04-011351.0942391720764
2025-05-01704.091335320049
2025-06-01729.4639715280584
2025-07-01567.7132644691567
2025-08-01405.96255741025493
2025-09-01326.67299364380466
2025-10-01252.7751264140195
2025-11-01206.4700313070129
2025-12-01218.52204106745947
2026-01-01263.8756736591288
2026-02-01186.9013597102766
2026-03-012508.7217975704866
2026-04-019812.876411735886
Annual Return Matrix
YearAnnual Return
2022-0.40222224482783564
2023-0.2224287072288279
2024-0.8486055818898846
2025-0.6373684109809326
202643.905659693644246
Total Factor Risk
5.267622464000415
VTI.US Exposure
-0.0012397301755106955
VEA.US Exposure
0.02183292678303802
VWO.US Exposure
-0.002099925146454772
QQQ.US Exposure
0.0012048582698280434
VTV.US Exposure
0.005333519542093455
IJR.US Exposure
0.009343768815212134
QUAL.US Exposure
0.0023772031761669895
SHV.US Exposure
0.8811634844857206
TLT.US Exposure
-0.00004983604835476738
LQD.US Exposure
0.006914018422294939
HYG.US Exposure
0.0013250483674318986
GLD.US Exposure
0.0013760214923671482
USO.US Exposure
-0.000003964057240380599
VNQ.US Exposure
0.0019210792262243617
BTC-USD.CC Exposure
0.00047906580806322395
CPER.US Exposure
0.002154009125299934
VIX.INDX Exposure
0.0017488278785569341
UUP.US Exposure
0.000215579931051721
TIP.US Exposure
0.0005715161690466223
Idiosyncratic Exposure
0.06543252793516438
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
526.8%

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$178.3M
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 →
+485.4%
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 →
+1338.2%
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 →
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 →
0.33
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is agilon health Inc a high-risk investment?

agilon health Inc (AGL.US) has an annualized volatility of 526.8% and experienced a maximum drawdown of 98.5% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, AGL.US has generated a Compound Annual Growth Rate (CAGR) of -0.4%. It has had a positive return in 20% 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 agilon health Inc

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

Start a Free Backtest