ASP Isotopes Inc. Common Stock

10-Year Study

ASPI.US · Basic Materials · US · Common Stock

Executive Summary: ASP Isotopes Inc. Common Stock has compounded at 29.1% annually over the last 10 years, with a maximum drawdown of 84.9% and an annualized volatility of 172.2%.

1Y CAGR
-34.8%
3Y CAGR
+157.8%
5Y CAGR
+29.1%
10Y CAGR
+29.1%

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 →
84.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.16
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
3.21
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
140.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +153.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -4.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
75%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202618.5-15.8-17.215.6————————-4.5%
202526.9-17.2-1.512.643.2-2.623.22.33.75.3-38.6-14.018.1%
202436.955.58.4-23.261.2-40.1-13.4-10.617.3151.4-20.6-18.4153.1%
2023-1.315.4-52.6-25.6-49.376.495.48.1-20.816.873.0-6.813.3%
2022———————————-26.1-26.1%

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 172.2%. The dominant macroeconomic risk driver is VTI.US, accounting for 31.9% of variance. Idiosyncratic stock-specific factors contribute 18.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2022-11-0110000
2022-12-017386.629266012155
2023-01-017293.127629733522
2023-02-018415.14726507714
2023-03-013992.5198690977095
2023-04-012968.6769518466576
2023-05-011505.3763440860216
2023-06-012655.4464703132307
2023-07-015189.340813464236
2023-08-015610.098176718092
2023-09-014441.327723235157
2023-10-015189.340813464236
2023-11-018976.157082748949
2023-12-018368.396446937822
2024-01-0111453.950444132774
2024-02-0117812.061711079947
2024-03-0119308.087891538104
2024-04-0114820.00935016363
2024-05-0123889.668069191215
2024-06-0114305.750350631137
2024-07-0112388.966806919121
2024-08-0111079.943899018233
2024-09-0112996.727442730247
2024-10-0132678.821879382896
2024-11-0125946.70406732118
2024-12-0121178.1206171108
2025-01-0126881.72043010753
2025-02-0122253.3894343151
2025-03-0121926.133707339883
2025-04-0124684.431977559612
2025-05-0135343.618513323985
2025-06-0134408.60215053764
2025-07-0142402.992052360925
2025-08-0143384.75923328659
2025-09-0144974.28705002338
2025-10-0147358.578775128575
2025-11-0129079.00888265545
2025-12-0125011.68770453483
2026-01-0129640.01870032726
2026-02-0124964.936886395513
2026-03-0120663.861617578306
2026-04-0123889.668069191215
Annual Return Matrix
YearAnnual Return
20230.13291139240506333
20241.5307262569832405
20250.18101545253863116
2026-0.04485981308411202
Total Factor Risk
1.721813237130351
VTI.US Exposure
0.31875373973050475
VEA.US Exposure
-0.0023512759889755034
VWO.US Exposure
0.002695018841771315
QQQ.US Exposure
-0.042334463238467845
VTV.US Exposure
-0.01529550817733797
IJR.US Exposure
-0.02958636174131425
QUAL.US Exposure
-0.02042739351823532
SHV.US Exposure
0.24462923656170404
TLT.US Exposure
-0.0015890305344935214
LQD.US Exposure
0.0021882960603820958
HYG.US Exposure
0.07200279895000603
GLD.US Exposure
0.005245271226609773
USO.US Exposure
0.0013426466708796067
VNQ.US Exposure
0.036391068926959376
BTC-USD.CC Exposure
0.024964769199411537
CPER.US Exposure
-0.003795485956541975
VIX.INDX Exposure
-0.007198021701036049
UUP.US Exposure
-0.001162312345816985
TIP.US Exposure
0.2307325964806959
Idiosyncratic Exposure
0.18479441055329496
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
172.2%

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 →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$536.7M
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 →
+0.2%
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 →
-32.3%
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 →
63.6% 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 →
3.61
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is ASP Isotopes Inc. Common Stock a high-risk investment?

ASP Isotopes Inc. Common Stock (ASPI.US) has an annualized volatility of 172.2% and experienced a maximum drawdown of 84.9% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, ASPI.US has generated a Compound Annual Growth Rate (CAGR) of 29.1%. It has had a positive return in 75% 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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