Astellas Pharma Inc

10-Year Study

ALPMY.US · Healthcare · US · Common Stock

Executive Summary: Astellas Pharma Inc has compounded at 4.9% annually over the last 10 years, with a maximum drawdown of 40.4% and an annualized volatility of 32.5%.

1Y CAGR
+76.3%
3Y CAGR
+4.2%
5Y CAGR
+3.1%
10Y CAGR
+4.9%

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 →
40.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.14
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.25
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
23.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +44.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -19.7%
% 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.
20264.319.1-1.8-0.2————————21.8%
20250.20.32.12.6-0.8-0.86.15.91.5-4.020.25.944.2%
2024-2.5-5.8-0.3-11.22.70.517.76.9-5.82.0-11.1-6.9-15.9%
2023-3.2-4.62.55.85.0-5.7-1.63.5-7.4-8.4-4.2-2.1-19.7%
2022-0.73.3-5.8-2.64.9-2.20.1-9.4-4.44.011.5-1.9-4.9%
20215.5-2.6-1.5-2.98.27.1-8.45.40.92.2-7.84.69.3%
20203.5-12.3-0.27.39.1-6.6-5.8-0.2-3.6-7.94.27.9-7.0%
201917.95.9-3.3-11.40.76.5-0.6-2.54.721.2-1.40.139.2%
20184.011.06.4-4.49.0-4.87.44.03.9-11.5-0.6-18.11.7%
2017-3.80.70.0-0.0-4.7-2.53.7-0.83.04.8-4.60.0-4.7%
2016———1.8-0.115.27.0-8.43.3-4.9-6.4-0.35.3%

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 32.5%. The dominant macroeconomic risk driver is SHV.US, accounting for 50.5% of variance. Idiosyncratic stock-specific factors contribute 21.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110180.607599016883
2016-05-0110173.05290301785
2016-06-0111723.075063459444
2016-07-0112539.485877754945
2016-08-0111486.059067649785
2016-09-0111865.00261896128
2016-10-0111283.89540271566
2016-11-0110563.781780087835
2016-12-0110528.1236149724
2017-01-0110133.164108142953
2017-02-0110201.458559974213
2017-03-0110204.278979813853
2017-04-0110200.451267174341
2017-05-019720.174060195819
2017-06-019472.380031427536
2017-07-019820.903340182926
2017-08-019745.356380192594
2017-09-0110035.85962367541
2017-10-0110518.655062653612
2017-11-0110035.85962367541
2017-12-0110035.960352955397
2018-01-0110439.582577863735
2018-02-0111587.19126475684
2018-03-0112323.018655062655
2018-04-0111782.706797211813
2018-05-0112843.184656916072
2018-06-0112226.217816995044
2018-07-0113125.528828719933
2018-08-0113645.694830573351
2018-09-0114180.86949514485
2018-10-0112548.249325113826
2018-11-0112466.860066884243
2018-12-0110211.229300132962
2019-01-0112035.23510213949
2019-02-0112747.794028768283
2019-03-0112331.17772674161
2019-04-0110922.57947540191
2019-05-0111000.846125951894
2019-06-0111713.405052580685
2019-07-0111640.879970989969
2019-08-0111350.981103187074
2019-09-0111885.954309198596
2019-10-0114401.668076876585
2019-11-0114193.057738023286
2019-12-0114209.778798501147
2020-01-0114702.042789798137
2020-02-0112899.794512268827
2020-03-0112878.943551311495
2020-04-0113817.03533583142
2020-05-0115076.151335670254
2020-06-0114079.032193077885
2020-07-0113266.046174301946
2020-08-0113242.374793504976
2020-09-0112767.839155485717
2020-10-0111757.323018655065
2020-11-0112248.881904992144
2020-12-0113221.624561827632
2021-01-0113949.595068294451
2021-02-0113585.559450421048
2021-03-0113384.201619726824
2021-04-0112998.408477376202
2021-05-0114060.296547000284
2021-06-0115061.545590072123
2021-07-0113800.31427535356
2021-08-0114545.811676538136
2021-09-0114679.277972521051
2021-10-0114999.194165760102
2021-11-0113821.769611990812
2021-12-0114457.069180869496
2022-01-0114350.497602643138
2022-02-0114821.406986582859
2022-03-0113965.30883597244
2022-04-0113597.747693299489
2022-05-0114261.050002014586
2022-06-0113947.379024134734
2022-07-0113956.343930053587
2022-08-0112647.6691244611
2022-09-0112092.348603892178
2022-10-0112573.12945727064
2022-11-0114024.537652604859
2022-12-0113752.467867359686
2023-01-0113317.01518997542
2023-02-0112700.149079334382
2023-03-0113016.439018493895
2023-04-0113772.915911197066
2023-05-0114460.695434949032
2023-06-0113635.420444014666
2023-07-0113415.326967242838
2023-08-0113883.013014222975
2023-09-0112850.336435795158
2023-10-0111774.044079132924
2023-11-0111282.283734235867
2023-12-0111041.037108666747
2024-01-0110762.72210806237
2024-02-0110141.02099198195
2024-03-0110112.716064305574
2024-04-018983.843023490066
2024-05-019228.413715298764
2024-06-019275.454289052741
2024-07-0110921.672911882026
2024-08-0111674.2213626657
2024-09-0111000.040291711997
2024-10-0111221.040332003706
2024-11-019972.097989443573
2024-12-019280.39002377211
2025-01-019299.629316249648
2025-02-019328.437890325959
2025-03-019526.975301180546
2025-04-019773.560578588984
2025-05-019694.68955235908
2025-06-019615.717796849187
2025-07-0110197.630847334702
2025-08-0110799.186107417705
2025-09-0110959.345662597205
2025-10-0110516.136830653935
2025-11-0112641.524638381885
2025-12-0113386.921310286472
2026-01-0113961.078206212982
2026-02-0116630.40412587131
2026-03-0116338.289213908698
2026-04-0116308.070429912568
Annual Return Matrix
YearAnnual Return
2017-0.046747481319185935
20180.017464093222125054
20190.3915835577520641
2020-0.06954043765816731
20210.09344121165024877
2022-0.048737493380897834
2023-0.19715957781863203
2024-0.15946392241654572
20250.44249554986323947
20260.21820917983446209
Total Factor Risk
0.3251251635393908
VTI.US Exposure
0.020071144520061267
VEA.US Exposure
0.14440516140248286
VWO.US Exposure
0.037413765457019264
QQQ.US Exposure
-0.0008973865144213439
VTV.US Exposure
-0.010191307776305
IJR.US Exposure
0.0021457300246161878
QUAL.US Exposure
0.03123121321165462
SHV.US Exposure
0.5051771096394388
TLT.US Exposure
-0.0062108552435870224
LQD.US Exposure
-0.0053020950278500414
HYG.US Exposure
-0.0017732471937066281
GLD.US Exposure
0.0066628454085595435
USO.US Exposure
0.0014949004430212672
VNQ.US Exposure
0.0034243103134548856
BTC-USD.CC Exposure
0.03132701746517318
CPER.US Exposure
-0.005453977286008297
VIX.INDX Exposure
-0.0011981194790004735
UUP.US Exposure
-0.004674810159713775
TIP.US Exposure
0.03787043929060299
Idiosyncratic Exposure
0.2144781615045077
Value Score
35
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
37.1
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
32.5%

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 →37.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.09%
Market Cap$29.8B
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 →
+2.3%
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 →
+27.8%
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 →
3.5% 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 →
0.15
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Astellas Pharma Inc a high-risk investment?

Astellas Pharma Inc (ALPMY.US) has an annualized volatility of 32.5% and experienced a maximum drawdown of 40.4% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ALPMY.US has generated a Compound Annual Growth Rate (CAGR) of 4.9%. 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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