Asics Corp ADR

10-Year Study

ASCCY.US · Consumer Cyclical · US · Common Stock

Executive Summary: Asics Corp ADR has compounded at 21.9% annually over the last 10 years, with a maximum drawdown of 47.7% and an annualized volatility of 87.3%.

1Y CAGR
+20.8%
3Y CAGR
+66.0%
5Y CAGR
+38.8%
10Y CAGR
+21.9%

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 →
47.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.71
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.43
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
44.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +154.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · -24.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.526.9-12.46.5————————19.1%
202513.8-1.7-4.92.811.65.9-6.914.9-3.7-2.4-5.8-0.321.9%
2024-1.137.310.4-8.528.911.07.520.16.2-15.112.2-0.7154.6%
20236.97.311.2-1.6-3.615.13.015.7-4.1-10.814.6-11.743.9%
2022-13.53.6-1.5-18.48.64.84.4-2.0-14.0-3.337.85.21.2%
2021-8.3-6.9-2.5-0.651.26.0-13.4-3.18.08.2-0.1-10.416.5%
2020-10.9-27.8-13.94.410.06.9-2.624.80.5-10.445.011.420.2%
201912.7-7.70.8-8.7-10.02.4-0.219.532.11.2-4.25.141.7%
201817.3-7.112.96.1-11.73.5-3.0-8.5-2.50.5-0.9-7.8-5.0%
2017-3.4-9.5-9.05.5-0.84.73.3-17.63.51.4-10.88.7-24.4%
2016———15.79.9-29.215.58.4-0.85.20.6-0.418.0%

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 87.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 71.1% of variance. Idiosyncratic stock-specific factors contribute 8.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111572.588317371727
2016-05-0112721.506944884886
2016-06-019009.64038815247
2016-07-0110409.399378448657
2016-08-0111283.693790828946
2016-09-0111198.706158432167
2016-10-0111777.763683643052
2016-11-0111846.578296441936
2016-12-0111801.864654024228
2017-01-0111403.564406672163
2017-02-0110318.703621487917
2017-03-019387.327963468002
2017-04-019902.961882412634
2017-05-019819.242722141182
2017-06-0110283.186401978817
2017-07-0110626.625229910573
2017-08-018757.848671275447
2017-09-019065.13604363544
2017-10-019193.885964355934
2017-11-018202.89211644574
2017-12-018917.041923003742
2018-01-0110458.235555273672
2018-02-019720.301896365827
2018-03-0110974.186592249634
2018-04-0111649.01376292256
2018-05-0110284.771992135473
2018-06-0110643.115367539796
2018-07-0110328.851398490517
2018-08-019453.288513984904
2018-09-019218.621170799772
2018-10-019267.774465656117
2018-11-019188.494957823303
2018-12-018474.345151265301
2019-01-019546.521215196297
2019-02-018809.856028413775
2019-03-018878.670641212659
2019-04-018110.610769328344
2019-05-017301.9597894336275
2019-06-017474.154880446502
2019-07-017461.15304116192
2019-08-018919.261749223062
2019-09-0111779.98350986237
2019-10-0111923.637978055433
2019-11-0111423.859960677362
2019-12-0112009.894082577535
2020-01-0110702.416439398743
2020-02-017722.775417010211
2020-03-016651.233589141878
2020-04-016942.982177966639
2020-05-017638.739138707427
2020-06-018167.692014967971
2020-07-017953.320225788038
2020-08-019922.623200355172
2020-09-019970.825141117524
2020-10-018937.337477008941
2020-11-0112957.759878226676
2020-12-0114434.57855013636
2021-01-0113234.921037610198
2021-02-0112327.963468002792
2021-03-0112022.261685799456
2021-04-0111947.104712373946
2021-05-0118068.75118919262
2021-06-0119154.563328470857
2021-07-0116587.809982875628
2021-08-0116068.37064755502
2021-09-0117359.67527113592
2021-10-0118777.192871186653
2021-11-0118762.922559776747
2021-12-0116812.64666708949
2022-01-0114549.375277478279
2022-02-0115076.425445550834
2022-03-0114850.003171180315
2022-04-0112118.982685355491
2022-05-0113161.666772372677
2022-06-0113794.000126847212
2022-07-0114404.452337159892
2022-08-0114119.363226993088
2022-09-0112139.278239360689
2022-10-0111739.709519883301
2022-11-0116178.410604426967
2022-12-0117014.967971078837
2023-01-0118187.35333291051
2023-02-0119513.540939937844
2023-03-0121707.68059871884
2023-04-0121359.48500031712
2023-05-0120595.86478087144
2023-06-0123696.644891228516
2023-07-0124417.137058413144
2023-08-0128260.924716179357
2023-09-0127115.177268979514
2023-10-0124190.714784042622
2023-11-0127721.189826853555
2023-12-0124481.19490074206
2024-01-0124204.033741358533
2024-02-0133237.77509989218
2024-03-0136678.8228578677
2024-04-0133558.698547599415
2024-05-0143249.50846705143
2024-06-0148027.208727088226
2024-07-0151637.28039576331
2024-08-0161992.769708885644
2024-09-0165856.85292065707
2024-10-0155928.2044777066
2024-11-0162764.95211517727
2024-12-0162329.54905815945
2025-01-0170906.00621551341
2025-02-0169684.15044079407
2025-03-0166241.51709266189
2025-04-0168099.82875626309
2025-05-0176027.46242151328
2025-06-0180501.68072556605
2025-07-0174912.15830532124
2025-08-0186062.9796410224
2025-09-0182842.96315088475
2025-10-0180874.61153041161
2025-11-0176166.36011923637
2025-12-0175968.795585717
2026-01-0176371.5354855077
2026-02-0196879.55857170039
2026-03-0184892.4969873787
2026-04-0190442.06253567578
Annual Return Matrix
YearAnnual Return
2017-0.24443787618228718
2018-0.04964614673352541
20190.4172061520038919
20200.20189057879171957
20210.1647480117755613
20220.012033875926589443
20230.43880346659211633
20241.5460174354590088
20250.2188247265326888
20260.1905159459008181
Total Factor Risk
0.8730903928531341
VTI.US Exposure
0.06718277739396844
VEA.US Exposure
0.07360137033800307
VWO.US Exposure
0.008493726176778078
QQQ.US Exposure
-0.05050581087358149
VTV.US Exposure
-0.026544907493415322
IJR.US Exposure
0.020124541960926164
QUAL.US Exposure
0.08246841686103087
SHV.US Exposure
0.7106176145032356
TLT.US Exposure
0.004714770496982146
LQD.US Exposure
0.028661144381842005
HYG.US Exposure
0.008316434340507776
GLD.US Exposure
-0.0007303340578017013
USO.US Exposure
0.00004263138407831636
VNQ.US Exposure
-0.012025507931472619
BTC-USD.CC Exposure
-0.0029085508146017786
CPER.US Exposure
-0.0020231264511054356
VIX.INDX Exposure
0.0039897086347493406
UUP.US Exposure
-0.0018376838491565703
TIP.US Exposure
0.0014330041937164353
Idiosyncratic Exposure
0.08692978080531673
Value Score
37.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
6.7
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
87.3%

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 →30.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.56%
Market Cap$18.8B
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 →
+2.7%
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 →
+10.0%
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 →
10.7% 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 →
1.01
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Asics Corp ADR a high-risk investment?

Asics Corp ADR (ASCCY.US) has an annualized volatility of 87.3% and experienced a maximum drawdown of 47.7% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ASCCY.US has generated a Compound Annual Growth Rate (CAGR) of 21.9%. It has had a positive return in 80% 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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