Ascendis Pharma AS

10-Year Study

ASND.US · Healthcare · US · Common Stock

Executive Summary: Ascendis Pharma AS has compounded at 33.6% annually over the last 10 years, with a maximum drawdown of 58.5% and an annualized volatility of 45.6%.

1Y CAGR
+54.7%
3Y CAGR
+42.2%
5Y CAGR
+12.8%
10Y CAGR
+33.6%

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 →
58.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.83
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.59
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
43.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +122.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · -19.3%
% 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.
20266.03.3-2.06.2————————13.9%
2025-5.119.8-0.59.4-4.56.00.512.02.31.45.30.454.9%
20243.213.72.3-8.4-2.40.9-2.13.77.8-17.710.81.29.3%
20231.6-10.5-3.5-34.824.32.61.08.7-4.5-4.612.525.43.1%
2022-9.6-7.64.4-22.2-7.410.0-8.04.715.311.47.0-0.8-9.2%
2021-10.03.2-16.812.5-7.3-2.1-10.232.61.7-4.9-9.6-1.8-19.3%
2020-2.9-3.5-13.620.57.21.7-7.07.74.15.93.3-1.219.9%
201914.11.961.6-5.411.9-7.60.5-3.2-14.014.84.220.8122.1%
201827.222.05.2-3.714.3-7.62.14.5-0.2-9.35.0-7.256.4%
20175.937.9-5.35.4-19.216.41.6-0.929.6-6.39.28.097.9%
2016———-9.1-18.6-3.48.528.19.0-3.15.4-1.49.1%

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 VTI.US, accounting for 26.9% of variance. Idiosyncratic stock-specific factors contribute 36.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019094.33962264151
2016-05-017407.00808625337
2016-06-017153.638814016173
2016-07-017762.803234501348
2016-08-019940.700808625337
2016-09-0110835.579514824798
2016-10-0110495.956873315361
2016-11-0111067.385444743935
2016-12-0110911.051212938004
2017-01-0111557.951482479784
2017-02-0115940.700808625337
2017-03-0115094.339622641508
2017-04-0115913.746630727761
2017-05-0112857.142857142859
2017-06-0114964.959568733153
2017-07-0115202.156334231804
2017-08-0115072.77628032345
2017-09-0119541.77897574124
2017-10-0118318.059299191373
2017-11-0120000
2017-12-0121595.68733153639
2018-01-0127477.08894878706
2018-02-0133525.60646900269
2018-03-0135256.06469002696
2018-04-0133967.65498652291
2018-05-0138824.797843665765
2018-06-0135859.83827493261
2018-07-0136625.33692722372
2018-08-0138264.15094339623
2018-09-0138199.46091644205
2018-10-0134657.68194070081
2018-11-0136393.53099730458
2018-12-0133773.58490566038
2019-01-0138522.911051212934
2019-02-0139256.06469002695
2019-03-0163450.13477088948
2019-04-0160043.12668463611
2019-05-0167202.1563342318
2019-06-0162075.47169811321
2019-07-0162404.31266846361
2019-08-0160393.53099730458
2019-09-0151924.52830188679
2019-10-0159611.859838274926
2019-11-0162091.64420485175
2019-12-0174997.30458221024
2020-01-0172830.18867924529
2020-02-0170285.71428571429
2020-03-0160706.19946091644
2020-04-0173169.81132075471
2020-05-0178431.26684636119
2020-06-0179730.45822102427
2020-07-0174183.28840970351
2020-08-0179881.40161725068
2020-09-0183191.37466307277
2020-10-0188059.29919137465
2020-11-0190959.56873315362
2020-12-0189908.35579514824
2021-01-0180943.39622641509
2021-02-0183541.77897574124
2021-03-0169477.08894878706
2021-04-0178150.94339622642
2021-05-0172442.0485175202
2021-06-0170916.44204851752
2021-07-0163714.28571428571
2021-08-0184490.56603773584
2021-09-0185924.52830188678
2021-10-0181730.45822102427
2021-11-0173865.22911051214
2021-12-0172522.91105121294
2022-01-0165574.12398921832
2022-02-0160587.601078167114
2022-03-0163266.84636118598
2022-04-0149202.156334231804
2022-05-0145557.95148247978
2022-06-0150113.20754716981
2022-07-0146107.8167115903
2022-08-0148285.71428571428
2022-09-0155665.768194070086
2022-10-0161994.609164420486
2022-11-0166339.62264150943
2022-12-0165838.27493261456
2023-01-0166889.48787061994
2023-02-0159886.79245283019
2023-03-0157800.539083557946
2023-04-0137714.28571428571
2023-05-0146884.097035040424
2023-06-0148113.207547169804
2023-07-0148598.38274932614
2023-08-0152840.970350404314
2023-09-0150479.78436657682
2023-10-0148145.552560646895
2023-11-0154140.16172506739
2023-12-0167897.57412398922
2024-01-0170043.12668463612
2024-02-0179654.98652291104
2024-03-0181493.2614555256
2024-04-0174630.72776280323
2024-05-0172830.18867924529
2024-06-0173520.21563342317
2024-07-0171967.65498652292
2024-08-0174636.11859838273
2024-09-0180490.56603773584
2024-10-0166210.24258760107
2024-11-0173358.49056603774
2024-12-0174215.63342318058
2025-01-0170436.6576819407
2025-02-0184409.70350404314
2025-03-0184021.56334231807
2025-04-0191881.40161725068
2025-05-0187784.3665768194
2025-06-0193045.82210242588
2025-07-0193530.9973045822
2025-08-01104727.7628032345
2025-09-01107175.20215633423
2025-10-01108679.24528301886
2025-11-01114463.61185983827
2025-12-01114954.17789757413
2026-01-01121886.79245283018
2026-02-01125876.01078167115
2026-03-01123304.58221024259
2026-04-01130970.35040431266
Annual Return Matrix
YearAnnual Return
20170.9792490118577077
20180.5639041437843233
20191.2205905826017558
20200.19882116158711893
2021-0.19336850941359873
2022-0.09217274957258603
20230.03127814623761571
20240.09305279872965455
20250.5489213336238834
20260.13932658037891565
Total Factor Risk
0.45631874767983227
VTI.US Exposure
0.269489996807158
VEA.US Exposure
0.007988007571652963
VWO.US Exposure
-0.003742933668300155
QQQ.US Exposure
-0.03775647533099485
VTV.US Exposure
0.0785841936437817
IJR.US Exposure
0.02152192980281502
QUAL.US Exposure
0.0028929466591619854
SHV.US Exposure
0.13359875649863187
TLT.US Exposure
0.026728949028611365
LQD.US Exposure
-0.009058551213134935
HYG.US Exposure
0.01411758237208796
GLD.US Exposure
0.003806627811436863
USO.US Exposure
0.0017828406040956818
VNQ.US Exposure
0.028220849895241852
BTC-USD.CC Exposure
-0.0029143788038972734
CPER.US Exposure
-0.0011366069180344103
VIX.INDX Exposure
-0.005387694541564537
UUP.US Exposure
0.056035965618892875
TIP.US Exposure
0.05120088081293487
Idiosyncratic Exposure
0.3640271133494231
Value Score
50
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
45.6%

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 →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 →0.00%
Market Cap$14.1B
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 →
+6.0%
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 →
+17.3%
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 →
2.8% 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 →
0.48
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Ascendis Pharma AS a high-risk investment?

Ascendis Pharma AS (ASND.US) has an annualized volatility of 45.6% and experienced a maximum drawdown of 58.5% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, ASND.US has generated a Compound Annual Growth Rate (CAGR) of 33.6%. 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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