ASGN Inc

10-Year Study

ASGN.US · Technology · US · Common Stock

Executive Summary: ASGN Inc has compounded at 0.4% annually over the last 10 years, with a maximum drawdown of 68.6% and an annualized volatility of 45.2%.

1Y CAGR
-27.7%
3Y CAGR
-16.1%
5Y CAGR
-17.8%
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 →
68.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.07
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.10
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
35.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +47.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -42.2%
% 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.
20268.1-17.6-9.81.3————————-18.6%
20255.8-23.6-6.5-20.14.8-5.50.48.2-12.7-5.50.67.0-42.2%
2024-3.57.05.5-7.9-2.6-6.17.41.6-3.0-1.2-0.6-9.0-13.3%
202311.6-2.4-6.9-13.4-8.615.60.97.7-0.62.26.97.818.0%
2022-6.9-3.65.3-2.8-16.1-5.215.0-6.8-6.5-6.26.9-10.1-34.0%
2021-0.712.12.710.2-2.0-6.04.310.90.85.81.71.447.7%
2020-4.6-25.1-30.331.532.68.32.74.8-11.44.917.26.817.7%
201915.62.3-1.4-0.7-19.519.54.0-0.90.61.25.45.930.2%
201819.10.26.8-1.5-4.51.515.52.5-14.8-15.03.2-21.3-15.2%
20172.54.22.86.71.23.3-9.0-3.112.514.04.50.545.5%
2016———-2.34.5-1.90.02.1-3.8-5.220.07.019.6%

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 45.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 54.2% of variance. Idiosyncratic stock-specific factors contribute 17.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019767.0639219935
2016-05-0110203.141928494042
2016-06-0110008.12567713976
2016-07-0110008.12567713976
2016-08-0110213.976164680389
2016-09-019829.360780065004
2016-10-019320.151679306608
2016-11-0111183.640303358612
2016-12-0111960.996749729142
2017-01-0112264.355362946913
2017-02-0112781.69014084507
2017-03-0113144.637053087758
2017-04-0114022.210184182015
2017-05-0114192.849404117009
2017-06-0114666.84723726977
2017-07-0113339.653304442036
2017-08-0112919.826652221018
2017-09-0114539.544962080174
2017-10-0116581.798483206934
2017-11-0117323.94366197183
2017-12-0117407.908992416033
2018-01-0120739.436619718304
2018-02-0120771.939328277353
2018-03-0122177.68147345612
2018-04-0121839.111592632715
2018-05-0120855.904658721556
2018-06-0121178.223185265437
2018-07-0124458.288190682557
2018-08-0125078.54821235103
2018-09-0121378.656554712892
2018-10-0118169.014084507042
2018-11-0118756.771397616467
2018-12-0114761.646803900323
2019-01-0117061.21343445287
2019-02-0117445.828819068254
2019-03-0117196.641386782234
2019-04-0117074.756229685805
2019-05-0113740.520043336943
2019-06-0116413.867822318527
2019-07-0117077.46478873239
2019-08-0116920.368364030335
2019-09-0117026.002166847236
2019-10-0117223.726977248105
2019-11-0118150.05417118093
2019-12-0119222.643553629467
2020-01-0118334.23618634886
2020-02-0113735.10292524377
2020-03-019566.630552546045
2020-04-0112581.256771397617
2020-05-0116682.015167930662
2020-06-0118060.671722643554
2020-07-0118542.795232936074
2020-08-0119439.328277356446
2020-09-0117215.601300108345
2020-10-0118060.671722643554
2020-11-0121175.514626218854
2020-12-0122624.593716143012
2021-01-0122456.663055254605
2021-02-0125181.473456121344
2021-03-0125850.487540628383
2021-04-0128488.624052004332
2021-05-0127922.535211267605
2021-06-0126254.06283856988
2021-07-0127391.65763813651
2021-08-0130387.32394366197
2021-09-0130644.637053087758
2021-10-0132410.617551462623
2021-11-0132957.74647887324
2021-12-0133423.61863488624
2022-01-0131113.217768147344
2022-02-0130008.12567713976
2022-03-0131611.59263271939
2022-04-0130728.60238353196
2022-05-0125793.607800650054
2022-06-0124444.74539544962
2022-07-0128104.00866738895
2022-08-0126191.765980498378
2022-09-0124477.248104008668
2022-10-0122963.163596966413
2022-11-0124539.54496208017
2022-12-0122069.339111592635
2023-01-0124634.344528710724
2023-02-0124052.004333694473
2023-03-0122391.657638136512
2023-04-0119390.574214517877
2023-05-0117722.101841820153
2023-06-0120484.83206933911
2023-07-0120671.72264355363
2023-08-0122253.52112676056
2023-09-0122123.510292524377
2023-10-0122605.6338028169
2023-11-0124171.18093174431
2023-12-0126048.21235102925
2024-01-0125140.84507042253
2024-02-0126901.40845070422
2024-03-0128374.86457204767
2024-04-0126124.052004333695
2024-05-0125436.07800650054
2024-06-0123881.365113759482
2024-07-0125641.92849404117
2024-08-0126045.50379198266
2024-09-0125251.89599133261
2024-10-0124945.82881906825
2024-11-0124796.858071505958
2024-12-0122573.131094257857
2025-01-0123892.199349945826
2025-02-0118250.270855904655
2025-03-0117069.33911159263
2025-04-0113645.720476706394
2025-05-0114303.900325027085
2025-06-0113523.835319609967
2025-07-0113580.715059588298
2025-08-0114693.932827735644
2025-09-0112825.027085590466
2025-10-0112123.510292524375
2025-11-0112191.224268689057
2025-12-0113047.128927410618
2026-01-0114108.884073672807
2026-02-0111619.718309859156
2026-03-0110484.832069339112
2026-04-0110622.96858071506
Annual Return Matrix
YearAnnual Return
20170.4553894927536233
2018-0.15201493698459623
20190.3022018348623854
20200.1769761871213189
20210.47731354004549265
2022-0.3397082658022691
20230.18028964162984784
2024-0.13340958718935214
2025-0.42200623950083993
2026-0.18580029063732617
Total Factor Risk
0.4524373383973989
VTI.US Exposure
-0.0183278693966376
VEA.US Exposure
-0.013778412290783037
VWO.US Exposure
-0.005951607927058926
QQQ.US Exposure
-0.022443487702674965
VTV.US Exposure
0.0009956929638015785
IJR.US Exposure
0.11092981607748147
QUAL.US Exposure
0.0650722160555617
SHV.US Exposure
0.5421498162240532
TLT.US Exposure
-0.00004036317857888584
LQD.US Exposure
0.12747208671099985
HYG.US Exposure
0.0001877115804354933
GLD.US Exposure
0.0019276028398670143
USO.US Exposure
0.005237753089608651
VNQ.US Exposure
0.0010793915493216566
BTC-USD.CC Exposure
0.012023953322236587
CPER.US Exposure
0.005876592742320497
VIX.INDX Exposure
-0.022004368573737415
UUP.US Exposure
-0.0011162728246800508
TIP.US Exposure
0.03298471098289354
Idiosyncratic Exposure
0.1777250377555698
Value Score
44.1
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
45.2%

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 →14.8x
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$1.6B
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 →
-3.8%
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 →
-16.1%
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 →
33.8% 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 →
0.89
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is ASGN Inc a high-risk investment?

ASGN Inc (ASGN.US) has an annualized volatility of 45.2% and experienced a maximum drawdown of 68.6% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ASGN.US has generated a Compound Annual Growth Rate (CAGR) of 0.4%. 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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