AdvanSix Inc

10-Year Study

ASIX.US · Basic Materials · US · Common Stock

Executive Summary: AdvanSix Inc has compounded at 4.8% annually over the last 10 years, with a maximum drawdown of 79.4% and an annualized volatility of 80.7%.

1Y CAGR
+3.1%
3Y CAGR
-8.6%
5Y CAGR
-4.0%
10Y CAGR
+4.8%

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 →
79.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.25
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.47
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
45.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +137.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -42.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
40%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-8.412.636.8-2.9————————37.0%
20259.8-10.7-18.4-5.410.51.0-15.37.6-9.7-4.1-16.312.4-37.3%
2024-15.310.22.8-11.7-5.6-3.322.06.32.8-6.615.0-12.3-2.7%
202313.7-4.8-6.7-1.5-12.36.314.7-17.2-6.0-11.4-4.514.7-19.7%
2022-10.9-4.527.5-12.84.3-27.817.5-7.4-11.513.313.6-7.6-18.5%
20216.730.4-3.58.48.9-5.712.09.18.922.3-6.64.3137.0%
2020-6.2-22.4-34.327.7-2.8-0.86.02.21.218.216.812.50.2%
201930.03.5-12.85.8-19.40.25.0-12.915.1-11.5-11.1-1.3-18.0%
2018-6.24.8-15.93.01.90.310.5-16.40.3-18.33.5-15.2-42.1%
201716.06.20.1-0.25.58.67.2-4.624.516.4-7.0-2.390.0%
2016—————————-3.817.218.433.5%

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 80.7%. The dominant macroeconomic risk driver is SHV.US, accounting for 73.7% of variance. Idiosyncratic stock-specific factors contribute 7.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-09-0110000
2016-10-019620.259846520314
2016-11-0111271.849080507553
2016-12-0113345.408476354496
2017-01-0115485.282182235684
2017-02-0116443.639434909703
2017-03-0116467.789720952023
2017-04-0116431.630276276635
2017-05-0117341.818925642194
2017-06-0118830.624674202085
2017-07-0120180.863207765044
2017-08-0119246.590256745254
2017-09-0123960.251004612306
2017-10-0127890.34714386576
2017-11-0125949.41636808731
2017-12-0125358.724125871817
2018-01-0123785.458360551893
2018-02-0124924.678820990954
2018-03-0120964.49380076674
2018-04-0121591.34548765762
2018-05-0122007.2450858127
2018-06-0122079.629959551574
2018-07-0124394.230325105083
2018-08-0120397.88586020548
2018-09-0120464.200170239725
2018-10-0116720.971818067846
2018-11-0117305.659480966806
2018-12-0114671.496723875132
2019-01-0119071.731628296748
2019-02-0119740.813323567647
2019-03-0117221.265448594866
2019-04-0118221.852709648898
2019-05-0114695.647009917455
2019-06-0114725.735890888216
2019-07-0115455.127316876826
2019-08-0113465.961953401826
2019-09-0115503.361904573378
2019-10-0113719.144050517649
2019-11-0112194.112872894273
2019-12-0112031.395371855018
2020-01-0111283.924223528715
2020-02-018758.305784851305
2020-03-015750.473437984573
2020-04-017341.7529412541
2020-05-017136.871416222923
2020-06-017076.56168550521
2020-07-017504.536426681449
2020-08-017673.324491425328
2020-09-017763.7231031138035
2020-10-019174.205383006381
2020-11-0110711.311703650916
2020-12-0112049.475094192714
2021-01-0112851.11942514401
2021-02-0116757.131262743238
2021-03-0116166.37303613965
2021-04-0117528.68671272377
2021-05-0119083.806771317908
2021-06-0117998.825477891933
2021-07-0120162.78348542735
2021-08-0122001.240506496164
2021-09-0123960.251004612306
2021-10-0129294.824844441806
2021-11-0127370.786072015362
2021-12-0128555.337807074848
2022-01-0125436.915625762947
2022-02-0124288.52333537885
2022-03-0130976.041068683153
2022-04-0127004.70468687109
2022-05-0128165.897948545375
2022-06-0120329.592018528416
2022-07-0123886.01856800681
2022-08-0122124.037452738685
2022-09-0119585.81599593536
2022-10-0122197.280123522778
2022-11-0125207.026017644228
2022-12-0123284.042995427284
2023-01-0126480.854629794594
2023-02-0125200.889469551505
2023-03-0123519.871198474444
2023-04-0123157.28698589914
2023-05-0120307.42126412891
2023-06-0121591.34548765762
2023-07-0124757.804303501794
2023-08-0120505.50639718643
2023-09-0119265.725729292448
2023-10-0117077.61743571471
2023-11-0116305.864032569894
2023-12-0118695.950538102687
2024-01-0115837.90275220883
2024-02-0117460.32688665862
2024-03-0117949.86506192635
2024-04-0115853.673020963239
2024-05-0114970.867892656599
2024-06-0114478.096482372272
2024-07-0117668.11172476592
2024-08-0118780.476539250816
2024-09-0119301.423283251184
2024-10-0118024.427420472315
2024-11-0120736.253802350366
2024-12-0118194.469188589977
2025-01-0119976.24562028624
2025-02-0117830.499303864708
2025-03-0114553.51663796346
2025-04-0113763.221621764293
2025-05-0115206.630111315664
2025-06-0115361.825392112227
2025-07-0113013.90291057136
2025-08-0114003.140856873266
2025-09-0112645.907978172363
2025-10-0112130.371953995687
2025-11-0110154.997327632282
2025-12-0111415.299140223426
2026-01-0110451.92707405428
2026-02-0111765.01639712044
2026-03-0116100.19069488159
2026-04-0115638.299978225152
Annual Return Matrix
YearAnnual Return
20170.900183435434188
2018-0.42144184182725575
2019-0.1799476496303093
20200.0015027120112758308
20211.369840809151694
2022-0.18459928043090956
2023-0.1970487882291595
2024-0.02682299295190571
2025-0.37259509898853616
20260.3699421965317917
Total Factor Risk
0.8071615109395478
VTI.US Exposure
-0.04103185485503991
VEA.US Exposure
0.002092412241747989
VWO.US Exposure
-0.00738733981121629
QQQ.US Exposure
0.0030372444975468238
VTV.US Exposure
0.021671337286643198
IJR.US Exposure
0.10136532002883313
QUAL.US Exposure
0.046214850402878975
SHV.US Exposure
0.7374324546903532
TLT.US Exposure
-0.0033126945315710035
LQD.US Exposure
0.025035311977588882
HYG.US Exposure
-0.0074173754595063595
GLD.US Exposure
-0.0010658567450950274
USO.US Exposure
0.014756836986068894
VNQ.US Exposure
-0.00606631488128308
BTC-USD.CC Exposure
0.01159280733115834
CPER.US Exposure
0.007164256750058462
VIX.INDX Exposure
-0.007692426735401144
UUP.US Exposure
0.003017266146524038
TIP.US Exposure
0.02494138503291605
Idiosyncratic Exposure
0.07565237964679479
Value Score
44.4
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
30.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
80.7%

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 →14.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.55%
Market Cap$680.4M
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
$106
Avg Yield on Cost
1.06%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$105.581.06%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 →
+14.1%
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 →
+23.0%
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 →
6.4% 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 →
1.43
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is AdvanSix Inc a high-risk investment?

AdvanSix Inc (ASIX.US) has an annualized volatility of 80.7% and experienced a maximum drawdown of 79.4% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ASIX.US has generated a Compound Annual Growth Rate (CAGR) of 4.8%. It has had a positive return in 40% 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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