Ardmore Shpng

10-Year Study

ASC.US · Industrials · US · Common Stock

Executive Summary: Ardmore Shpng has compounded at 7.1% annually over the last 10 years, with a maximum drawdown of 69.8% and an annualized volatility of 45.6%.

1Y CAGR
+70.7%
3Y CAGR
+14.5%
5Y CAGR
+33.2%
10Y CAGR
+7.1%

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 →
69.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.34
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.59
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
47.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · +326.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -63.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202622.026.8-6.91.4————————46.1%
2025-2.3-23.08.1-2.61.3-0.113.37.42.26.1-2.1-13.4-10.4%
202417.6-0.81.22.035.60.5-3.8-11.1-4.1-22.0-19.68.9-8.2%
20231.727.0-18.1-1.2-17.95.514.0-10.34.62.23.63.66.1%
20221.228.72.338.412.0-0.116.918.3-5.348.211.5-4.4326.3%
2021-2.123.115.2-13.714.5-6.0-14.0-3.918.9-4.3-7.6-7.93.4%
2020-32.0-9.8-4.525.3-11.2-25.7-5.3-10.0-3.8-21.318.2-1.2-63.6%
201921.4-0.79.413.30.915.8-9.9-15.07.219.40.013.393.8%
2018-11.36.30.75.31.31.2-17.73.7-7.1-0.6-8.8-20.7-41.6%
2017-0.7-6.817.5-3.7-7.113.2-2.51.91.90.6-4.20.68.1%
2016———10.73.2-28.63.84.2-2.5-16.916.28.8-9.6%

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 45.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 18.6% of variance. Idiosyncratic stock-specific factors contribute 45.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111065.197025586978
2016-05-0111422.068036770303
2016-06-018156.947128051994
2016-07-018470.197318344166
2016-08-018822.091457345277
2016-09-018602.084431172785
2016-10-017148.105860998888
2016-11-018308.888108203057
2016-12-019041.952104924178
2017-01-018980.912231395281
2017-02-018369.927981731951
2017-03-019836.202353767785
2017-04-019469.670355407225
2017-05-018797.646232215002
2017-06-019958.42847941917
2017-07-019714.122606709994
2017-08-019897.388605890275
2017-09-0110080.654605070556
2017-10-0110141.69447859945
2017-11-019714.122606709994
2017-12-019775.16248023889
2018-01-018675.420106563617
2018-02-019225.364482698049
2018-03-019286.404356226945
2018-04-019775.16248023889
2018-05-019897.388605890275
2018-06-0110019.468352948064
2018-07-018247.84823467416
2018-08-018553.193980912232
2018-09-017942.356109842498
2018-10-017893.465659581943
2018-11-017196.996311259441
2018-12-015706.276714093331
2019-01-016928.098834826395
2019-02-016879.208384565842
2019-03-017526.933661221383
2019-04-018528.748755781955
2019-05-018602.084431172785
2019-06-019958.42847941917
2019-07-018968.76280812694
2019-08-017624.568183148896
2019-09-018174.512559283331
2019-10-019762.866678376955
2019-11-019762.866678376955
2019-12-0111058.170853094445
2020-01-017514.637859359447
2020-02-016775.865097488143
2020-03-016467.884536565372
2020-04-018106.446513261902
2020-05-017194.800632355524
2020-06-015346.770888225306
2020-07-015063.381931026406
2020-08-014558.375783125476
2020-09-014385.795421277592
2020-10-013449.5579366473444
2020-11-014077.814860354822
2020-12-014028.4852743134848
2021-01-013942.26828268634
2021-02-014853.914163592715
2021-03-015593.126061244804
2021-04-014829.322559868845
2021-05-015531.50067334153
2021-06-015198.9285086948885
2021-07-014472.012412904737
2021-08-014299.578429650448
2021-09-015112.711517067744
2021-10-014890.947947772118
2021-11-014521.341998946074
2021-12-014164.031851981967
2022-01-014213.361438023304
2022-02-015420.692077990514
2022-03-015543.942853797061
2022-04-017675.215176532585
2022-05-018599.156859300896
2022-06-018586.86105743896
2022-07-0110040.54687042567
2022-08-0111876.280812693953
2022-09-0111247.87751039288
2022-10-0116668.569588383394
2022-11-0118578.22472041689
2022-12-0117752.795831137657
2023-01-0118048.48059019849
2023-02-0122922.44862111365
2023-03-0118780.080800983666
2023-04-0118552.608466537855
2023-05-0115237.279700216639
2023-06-0116070.027519175595
2023-07-0118321.183910064992
2023-08-0116429.386966450027
2023-09-0117182.065694712805
2023-10-0117551.96440072604
2023-11-0118177.44013115522
2023-12-0118832.337958896893
2024-01-0122146.93483225013
2024-02-0121978.599449616493
2024-03-0122235.786638561978
2024-04-0122682.6804848059
2024-05-0130762.046958252824
2024-06-0130926.72287604661
2024-07-0129759.939106505066
2024-08-0126447.098776274957
2024-09-0125354.38257509222
2024-10-0119765.20873587447
2024-11-0115883.687569529835
2024-12-0117292.72791147023
2025-01-0116894.28537970607
2025-02-0113007.494583992038
2025-03-0114055.565314128462
2025-04-0113696.645002634814
2025-05-0113869.371743076294
2025-06-0113854.880262310438
2025-07-0115702.178113472686
2025-08-0116871.157561918146
2025-09-0117234.176474032436
2025-10-0118279.46601089057
2025-11-0117902.10199660402
2025-12-0115501.493061654663
2026-01-0118912.11429240588
2026-02-0123976.813630774635
2026-03-0122322.735523157095
2026-04-0122644.768429064938
Annual Return Matrix
YearAnnual Return
20170.08108983179809282
2018-0.4162473794549266
20190.9378960059513122
2020-0.635700575815739
20210.03364703317466655
20223.2633669631244064
20230.06080969656992097
2024-0.08175352687419846
2025-0.10358312806318093
20260.4608120868744099
Total Factor Risk
0.4560730180598033
VTI.US Exposure
0.10412296408843115
VEA.US Exposure
0.18568671531420924
VWO.US Exposure
-0.008682903848251825
QQQ.US Exposure
0.001386382480664557
VTV.US Exposure
-0.003036549934287764
IJR.US Exposure
0.038283051248209035
QUAL.US Exposure
-0.007137894137910654
SHV.US Exposure
0.185795244253247
TLT.US Exposure
0.006745849588299189
LQD.US Exposure
0.010843168367726507
HYG.US Exposure
0.006709935609255242
GLD.US Exposure
-0.002222312159159352
USO.US Exposure
0.0007610920820097497
VNQ.US Exposure
-0.014187931688000378
BTC-USD.CC Exposure
0.032221862317337174
CPER.US Exposure
0.002343756444027561
VIX.INDX Exposure
-0.00953209747756446
UUP.US Exposure
-0.0007160831346399025
TIP.US Exposure
0.02110657777652194
Idiosyncratic Exposure
0.44950917280987596
Value Score
42.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
23.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
45.6%

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 →17.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.97%
Market Cap$642.2M
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
$132
Avg Yield on Cost
1.32%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$131.741.32%Solid

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 →
+3.6%
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 →
+25.1%
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 →
7.4% 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 →
-0.15
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Ardmore Shpng a high-risk investment?

Ardmore Shpng (ASC.US) has an annualized volatility of 45.6% and experienced a maximum drawdown of 69.8% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ASC.US has generated a Compound Annual Growth Rate (CAGR) of 7.1%. It has had a positive return in 60% 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 Ardmore Shpng

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

Start a Free Backtest