Ardelyx Inc

10-Year Study

ARDX.US · Healthcare · US · Common Stock

Executive Summary: Ardelyx Inc has compounded at -3.7% annually over the last 10 years, with a maximum drawdown of 96.0% and an annualized volatility of 217.6%.

1Y CAGR
+79.6%
3Y CAGR
+24.2%
5Y CAGR
-2.6%
10Y CAGR
-3.7%

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 →
0.38
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.57
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
73.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +319.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · -83.0%
% 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.
202631.9-14.8-8.54.8————————7.7%
20255.70.0-8.412.1-33.36.88.250.0-13.410.0-4.30.515.0%
202440.86.8-21.7-12.37.28.0-25.111.411.5-14.8-3.4-10.6-18.2%
20232.8-1.766.3-6.9-25.11.516.28.1-4.2-3.214.237.5117.5%
2022-24.9-6.839.0-23.1-20.2-10.118.335.825.526.114.765.7159.1%
20214.9-5.02.610.4-2.26.0-77.0-19.0-6.4-8.3-5.8-3.5-83.0%
2020-5.7-2.3-17.815.711.4-5.6-18.41.6-8.5-2.723.32.7-13.8%
201917.333.8-0.421.4-19.7-1.5-10.441.138.26.448.61.0319.3%
20189.8-25.9-6.0-5.0-17.2-6.99.56.21.2-36.8-1.1-34.2-72.9%
2017-15.513.3-7.05.9-64.98.52.0-1.08.7-4.524.3-0.8-53.5%
2016———3.114.2-4.622.3-6.629.8-4.920.3-4.182.8%

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 217.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 82.9% of variance. Idiosyncratic stock-specific factors contribute 10.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110308.880308880309
2016-05-0111776.061776061777
2016-06-0111235.521235521237
2016-07-0113745.173745173746
2016-08-0112831.402831402835
2016-09-0116653.796653796653
2016-10-0115830.115830115832
2016-11-0119047.61904761905
2016-12-0118275.418275418277
2017-01-0115444.015444015444
2017-02-0117503.217503217504
2017-03-0116280.566280566281
2017-04-0117245.81724581725
2017-05-016048.906048906049
2017-06-016563.706563706564
2017-07-016692.406692406693
2017-08-016628.056628056629
2017-09-017207.207207207207
2017-10-016885.456885456885
2017-11-018558.55855855856
2017-12-018494.208494208493
2018-01-019330.759330759332
2018-02-016917.6319176319175
2018-03-016499.356499356499
2018-04-016177.606177606178
2018-05-015115.8301158301165
2018-06-014761.904761904762
2018-07-015212.355212355212
2018-08-015534.105534105534
2018-09-015598.455598455598
2018-10-013539.2535392535397
2018-11-013500.643500643501
2018-12-012303.732303732304
2019-01-012702.702702702703
2019-02-013616.473616473617
2019-03-013603.6036036036035
2019-04-014375.804375804376
2019-05-013513.5135135135138
2019-06-013462.033462033462
2019-07-013101.673101673102
2019-08-014375.804375804376
2019-09-016048.906048906049
2019-10-016435.006435006435
2019-11-019562.419562419564
2019-12-019658.94465894466
2020-01-019111.969111969112
2020-02-018906.048906048907
2020-03-017316.602316602316
2020-04-018468.468468468469
2020-05-019433.719433719434
2020-06-018906.048906048907
2020-07-017271.5572715572725
2020-08-017387.387387387388
2020-09-016756.756756756757
2020-10-016576.576576576577
2020-11-018108.108108108108
2020-12-018326.898326898327
2021-01-018738.738738738739
2021-02-018301.158301158302
2021-03-018519.94851994852
2021-04-019407.979407979408
2021-05-019202.059202059203
2021-06-019755.469755469756
2021-07-012239.3822393822397
2021-08-011814.6718146718147
2021-09-011698.841698841699
2021-10-011557.2715572715574
2021-11-011467.181467181467
2021-12-011415.7014157014157
2022-01-011063.3204633204634
2022-02-01990.990990990991
2022-03-011377.0913770913774
2022-04-011059.0733590733591
2022-05-01844.6589446589447
2022-06-01759.2020592020591
2022-07-01898.3268983268982
2022-08-011219.94851994852
2022-09-011531.5315315315315
2022-10-011930.5019305019305
2022-11-012213.642213642214
2022-12-013667.953667953668
2023-01-013770.9137709137713
2023-02-013706.5637065637065
2023-03-016164.736164736165
2023-04-015740.025740025741
2023-05-014298.584298584298
2023-06-014362.934362934363
2023-07-015070.785070785071
2023-08-015482.625482625483
2023-09-015250.9652509652515
2023-10-015083.655083655084
2023-11-015804.375804375804
2023-12-017979.40797940798
2024-01-0111235.521235521237
2024-02-0111994.851994851995
2024-03-019395.109395109395
2024-04-018236.808236808238
2024-05-018828.82882882883
2024-06-019536.679536679538
2024-07-017142.857142857143
2024-08-017953.667953667953
2024-09-018867.438867438867
2024-10-017554.697554697555
2024-11-017297.2972972972975
2024-12-016525.0965250965255
2025-01-016898.326898326899
2025-02-016898.326898326899
2025-03-016319.176319176319
2025-04-017084.942084942085
2025-05-014723.294723294724
2025-06-015045.045045045045
2025-07-015456.885456885458
2025-08-018185.328185328187
2025-09-017091.377091377091
2025-10-017799.2277992278
2025-11-017464.607464607465
2025-12-017503.217503217504
2026-01-019897.039897039898
2026-02-018429.85842985843
2026-03-017709.13770913771
2026-04-018082.368082368083
Annual Return Matrix
YearAnnual Return
2017-0.5352112676056338
2018-0.7287878787878788
20193.1927374301675977
2020-0.13790806129247168
2021-0.829984544049459
20221.5909090909090908
20231.1754385964912282
2024-0.18225806451612903
20250.14990138067061132
20260.07718696397941693
Total Factor Risk
2.1758245351279704
VTI.US Exposure
-0.005137648273641083
VEA.US Exposure
-0.010165524426696772
VWO.US Exposure
0.012329716885507965
QQQ.US Exposure
-0.0020638856925407046
VTV.US Exposure
0.0010639995668382963
IJR.US Exposure
0.013685103847964687
QUAL.US Exposure
0.010826311615132825
SHV.US Exposure
0.8290916604263489
TLT.US Exposure
0.0009104558923234275
LQD.US Exposure
-0.0017697065822998713
HYG.US Exposure
0.013675213133383587
GLD.US Exposure
0.0025198377934572643
USO.US Exposure
0.00012487885290447226
VNQ.US Exposure
-0.00045954693215655254
BTC-USD.CC Exposure
0.0006142234817480942
CPER.US Exposure
-0.0019385930046176955
VIX.INDX Exposure
0.02104847569413778
UUP.US Exposure
0.006495888630841885
TIP.US Exposure
0.001772600707089147
Idiosyncratic Exposure
0.1073765383842743
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
217.6%

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$1.5B
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 →
+0.8%
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 →
+6.9%
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 →
21.4% 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 →
0.66
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Ardelyx Inc a high-risk investment?

Ardelyx Inc (ARDX.US) has an annualized volatility of 217.6% 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 ARDX.US?

Over the past 10 years, ARDX.US has generated a Compound Annual Growth Rate (CAGR) of -3.7%. 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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