Ashland Global Holdings Inc

10-Year Study

ASH.US · Basic Materials · US · Common Stock

Executive Summary: Ashland Global Holdings Inc has compounded at 1.9% annually over the last 10 years, with a maximum drawdown of 54.7% and an annualized volatility of 72.0%.

1Y CAGR
+19.6%
3Y CAGR
-10.8%
5Y CAGR
-8.1%
10Y CAGR
+1.9%

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 →
54.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.04
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.05
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
24.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +37.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -20.2%
% 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.
20264.22.0-10.83.3————————-2.0%
2025-11.2-3.6-2.5-8.3-8.21.62.59.7-14.72.18.211.8-15.4%
202411.00.44.0-2.15.5-5.72.3-7.0-2.8-2.8-7.2-8.5-13.7%
20231.6-6.50.9-1.1-16.12.45.1-4.8-5.7-6.24.85.5-20.2%
2022-10.8-3.66.66.72.3-3.7-2.51.6-6.710.56.9-3.91.1%
20211.05.55.5-2.910.4-7.7-2.87.5-2.27.75.66.537.7%
2020-3.3-2.9-30.023.29.32.99.2-2.0-3.8-1.68.15.45.0%
20197.02.31.03.1-6.76.8-0.6-7.55.20.4-7.06.79.4%
20182.0-2.1-1.5-5.217.80.65.02.8-0.4-11.811.0-13.30.9%
20178.91.72.6-0.310.5-0.9-1.4-4.15.44.09.2-3.835.0%
2016———1.51.61.6-1.33.7-1.0-3.61.2-3.00.4%

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 72.0%. The dominant macroeconomic risk driver is SHV.US, accounting for 81.0% of variance. Idiosyncratic stock-specific factors contribute 4.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110149.130218525943
2016-05-0110309.185648225575
2016-06-0110473.454777662178
2016-07-0110333.837963697022
2016-08-0110720.890176649587
2016-09-0110617.437332076463
2016-10-0110230.99328197253
2016-11-0110355.449464925292
2016-12-0110042.136997369695
2017-01-0110937.09206933925
2017-02-0111122.45141756244
2017-03-0111412.827457683812
2017-04-0111384.243803797977
2017-05-0112579.783363705275
2017-06-0112460.670325779805
2017-07-0112282.956453368026
2017-08-0111774.445431502401
2017-09-0112408.216280085056
2017-10-0112899.698742188908
2017-11-0114081.22883647587
2017-12-0113552.083717960133
2018-01-0113816.656277218002
2018-02-0113521.827616240555
2018-03-0113325.152095012414
2018-04-0112635.886386491835
2018-05-0114886.762249594378
2018-06-0114974.858982239472
2018-07-0115727.634268238913
2018-08-0116175.698246970587
2018-09-0116110.38590104756
2018-10-0114212.331370560138
2018-11-0115779.653911898924
2018-12-0113673.520806771458
2019-01-0114625.425985495314
2019-02-0114958.438585326334
2019-03-0115103.42026442052
2019-04-0115567.36163752191
2019-05-0114525.839319031369
2019-06-0115515.320273760162
2019-07-0115420.251388457502
2019-08-0114263.808011676729
2019-09-0115005.810127214634
2019-10-0115068.125099097964
2019-11-0114017.154536351845
2019-12-0114961.414239264297
2020-01-0114462.894464197669
2020-02-0114036.746068118584
2020-03-019824.1540563376
2020-04-0112104.091415564191
2020-05-0113231.03889418618
2020-06-0113613.225804349668
2020-07-0114870.12465166387
2020-08-0114570.604448711238
2020-09-0114022.91036331214
2020-10-0113795.522618227942
2020-11-0114916.953191008746
2020-12-0115716.687336963487
2021-01-0115873.441311199102
2021-02-0116745.633716548327
2021-03-0117671.30101237394
2021-04-0117161.68226531973
2021-05-0118939.993874931308
2021-06-0117474.169369009323
2021-07-0116988.8771359005
2021-08-0118257.87407988219
2021-09-0117859.093011991667
2021-10-0119239.796439206522
2021-11-0120312.769465012174
2021-12-0121637.196108626573
2022-01-0119301.850769869005
2022-02-0118605.41742777523
2022-03-0119841.33465681153
2022-04-0121163.958531981763
2022-05-0121645.037065353612
2022-06-0120842.088344341802
2022-07-0120320.28462021316
2022-08-0120648.757718781155
2022-09-0119270.943065097315
2022-10-0121289.956842157848
2022-11-0122769.160930749797
2022-12-0121885.826113209514
2023-01-0122239.972372030592
2023-02-0120783.748151076335
2023-03-0120973.64700056255
2023-04-0120749.03942850068
2023-05-0117410.16022919051
2023-06-0117826.556299589705
2023-07-0118739.300134881832
2023-08-0117847.559637969345
2023-09-0116827.75742121576
2023-10-0115787.342827913806
2023-11-0116546.525543925647
2023-12-0117455.42492121033
2024-01-0119382.9536297548
2024-02-0119466.96698327335
2024-03-0120242.396335384437
2024-04-0119818.28962886862
2024-05-0120909.485820031583
2024-06-0119723.850626516334
2024-07-0120174.71649837208
2024-08-0118766.928104291237
2024-09-0118236.414619366078
2024-10-0117733.159862120796
2024-11-0116453.194266761944
2024-12-0115062.08691081509
2025-01-0113382.189082173662
2025-02-0112904.390284164092
2025-03-0112579.761643603537
2025-04-0111540.128973964114
2025-05-0110591.025688364323
2025-06-0110755.750939937401
2025-07-0111029.554542433478
2025-08-0112100.1600771498
2025-09-0110324.454879746656
2025-10-0110537.81143910878
2025-11-0111399.795396641637
2025-12-0112743.183689072399
2026-01-0113284.014222322616
2026-02-0113544.655443166095
2026-03-0112078.548575921528
2026-04-0112482.542468228921
Annual Return Matrix
YearAnnual Return
20170.34952189175568793
20180.008960768789406659
20190.09418886698552753
20200.05048139738802715
20210.3767020775261505
20220.011490860614967291
2023-0.2024324404791441
2024-0.13711141500125057
2025-0.1539563033644188
2026-0.020453383330492625
Total Factor Risk
0.7199092262293008
VTI.US Exposure
0.09957164614187303
VEA.US Exposure
0.029482589111263172
VWO.US Exposure
-0.008439075980403103
QQQ.US Exposure
-0.026587345210452727
VTV.US Exposure
-0.0222684585220248
IJR.US Exposure
0.019431814461371672
QUAL.US Exposure
0.017638308058361012
SHV.US Exposure
0.809894219791631
TLT.US Exposure
-0.0009013958879416151
LQD.US Exposure
0.03862238813853512
HYG.US Exposure
-0.0034336220633645435
GLD.US Exposure
0.0004259638052943391
USO.US Exposure
0.0024995685229957073
VNQ.US Exposure
-0.0047213873518950214
BTC-USD.CC Exposure
-0.0008889885760867733
CPER.US Exposure
0.015327331042897059
VIX.INDX Exposure
-0.005335356363909451
UUP.US Exposure
-0.0016032619901733788
TIP.US Exposure
0.0005836592553421285
Idiosyncratic Exposure
0.040701403616687254
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
35.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
72.0%

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 →2.98%
Market Cap$2.5B
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
$90
Avg Yield on Cost
0.90%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$90.140.90%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 →
+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 →
+5.4%
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 →
11.0% 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 →
0.44
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Ashland Global Holdings Inc a high-risk investment?

Ashland Global Holdings Inc (ASH.US) has an annualized volatility of 72.0% and experienced a maximum drawdown of 54.7% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ASH.US has generated a Compound Annual Growth Rate (CAGR) of 1.9%. 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 Ashland Global Holdings Inc

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

Start a Free Backtest