Aspen Aerogels Inc

10-Year Study

ASPN.US · Industrials · US · Common Stock

Executive Summary: Aspen Aerogels Inc has compounded at -1.3% annually over the last 10 years, with a maximum drawdown of 95.0% and an annualized volatility of 90.2%.

1Y CAGR
-41.5%
3Y CAGR
-19.3%
5Y CAGR
-30.0%
10Y CAGR
-1.3%

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 →
95.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.35
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.61
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
79.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +264.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -76.3%
% 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.
202619.1-7.49.62.9————————24.4%
2025-1.6-34.9-16.0-15.56.72.829.4-10.71.817.0-60.4-12.1-76.2%
2024-28.853.02.4-11.091.1-20.3-14.440.6-3.5-35.6-17.0-19.7-24.7%
2023-10.93.3-31.3-16.05.020.15.7-27.041.2-10.235.850.633.8%
2022-40.3-0.316.5-37.4-18.9-43.632.4-0.5-29.137.5-4.9-2.2-76.3%
202120.210.9-8.6-10.411.247.525.816.25.218.45.0-12.9198.3%
20206.6-3.9-22.8-8.810.76.1-3.533.928.83.225.018.2115.1%
201927.727.2-26.360.419.845.5-7.4-8.5-2.0-1.516.814.0264.3%
20183.5-8.9-7.25.411.6-2.43.7-4.7-5.6-21.7-6.1-36.6-56.4%
201712.8-11.20.2-2.211.3-1.53.6-11.36.43.06.52.318.2%
2016———5.8-15.823.90.2-1.421.43.5-37.67.3-8.2%

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 90.2%. The dominant macroeconomic risk driver is QUAL.US, accounting for 25.0% of variance. Idiosyncratic stock-specific factors contribute 49.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110577.777777777777
2016-05-018911.111111111111
2016-06-0111044.444444444443
2016-07-0111066.666666666666
2016-08-0110911.111111111111
2016-09-0113244.444444444445
2016-10-0113711.111111111111
2016-11-018555.555555555557
2016-12-019177.777777777777
2017-01-0110355.555555555555
2017-02-019200
2017-03-019222.222222222223
2017-04-019022.22222222222
2017-05-0110044.444444444442
2017-06-019888.888888888889
2017-07-0110244.444444444445
2017-08-019088.888888888889
2017-09-019666.666666666666
2017-10-019955.555555555557
2017-11-0110599.999999999998
2017-12-0110844.444444444443
2018-01-0111222.222222222223
2018-02-0110222.22222222222
2018-03-019488.888888888889
2018-04-0110000
2018-05-0111155.555555555555
2018-06-0110888.88888888889
2018-07-0111288.888888888889
2018-08-0110755.555555555557
2018-09-0110155.555555555555
2018-10-017955.555555555556
2018-11-017466.666666666666
2018-12-014733.333333333333
2019-01-016044.444444444444
2019-02-017688.888888888889
2019-03-015666.666666666667
2019-04-019088.888888888889
2019-05-0110888.88888888889
2019-06-0115844.444444444443
2019-07-0114666.666666666666
2019-08-0113422.222222222223
2019-09-0113155.555555555557
2019-10-0112955.555555555557
2019-11-0115133.333333333332
2019-12-0117244.444444444445
2020-01-0118377.777777777777
2020-02-0117666.666666666668
2020-03-0113644.444444444443
2020-04-0112444.444444444445
2020-05-0113777.777777777777
2020-06-0114622.222222222223
2020-07-0114111.11111111111
2020-08-0118888.888888888887
2020-09-0124333.333333333332
2020-10-0125111.11111111111
2020-11-0131377.777777777774
2020-12-0137088.88888888889
2021-01-0144577.777777777774
2021-02-0149444.444444444445
2021-03-0145199.99999999999
2021-04-0140511.11111111111
2021-05-0145066.66666666667
2021-06-0166488.88888888889
2021-07-0183666.66666666667
2021-08-0197222.22222222222
2021-09-01102244.44444444444
2021-10-01121022.22222222222
2021-11-01127022.22222222222
2021-12-01110644.44444444444
2022-01-0166000
2022-02-0165777.77777777778
2022-03-0176622.22222222222
2022-04-0148000.00000000001
2022-05-0138933.33333333333
2022-06-0121955.55555555556
2022-07-0129066.666666666668
2022-08-0128911.11111111111
2022-09-0120488.88888888889
2022-10-0128177.777777777777
2022-11-0126800
2022-12-0126199.999999999996
2023-01-0123333.333333333336
2023-02-0124111.11111111111
2023-03-0116555.55555555556
2023-04-0113911.11111111111
2023-05-0114600
2023-06-0117533.333333333332
2023-07-0118533.333333333332
2023-08-0113533.333333333332
2023-09-0119111.11111111111
2023-10-0117155.555555555555
2023-11-0123288.888888888887
2023-12-0135066.666666666664
2024-01-0124955.55555555556
2024-02-0138177.777777777774
2024-03-0139111.11111111112
2024-04-0134800
2024-05-0166488.88888888889
2024-06-0153000.00000000001
2024-07-0145355.555555555555
2024-08-0163755.555555555555
2024-09-0161533.333333333336
2024-10-0139644.444444444445
2024-11-0132888.88888888889
2024-12-0126400
2025-01-0125977.777777777774
2025-02-0116911.111111111113
2025-03-0114200
2025-04-0112000.000000000002
2025-05-0112800
2025-06-0113155.555555555557
2025-07-0117022.222222222223
2025-08-0115200
2025-09-0115466.666666666666
2025-10-0118088.88888888889
2025-11-017155.555555555557
2025-12-016288.88888888889
2026-01-017488.88888888889
2026-02-016933.333333333334
2026-03-017600
2026-04-017822.222222222223
Annual Return Matrix
YearAnnual Return
20170.18159806295399505
2018-0.5635245901639344
20192.643192488262911
20201.150773195876289
20211.9832234871180345
2022-0.7632054629443663
20230.33842239185750644
2024-0.24714828897338392
2025-0.7617845117845118
20260.2438162544169611
Total Factor Risk
0.902150027547541
VTI.US Exposure
0.24235181540036227
VEA.US Exposure
-0.03443375029400382
VWO.US Exposure
0.00633736801683468
QQQ.US Exposure
-0.12232707145314718
VTV.US Exposure
-0.10081215403955052
IJR.US Exposure
0.1343975004832126
QUAL.US Exposure
0.250496917510327
SHV.US Exposure
0.0008119679866114804
TLT.US Exposure
0.012415025136223385
LQD.US Exposure
-0.020975965718053786
HYG.US Exposure
-0.012918403480322926
GLD.US Exposure
0.005233992814336316
USO.US Exposure
0.0009787252949317194
VNQ.US Exposure
0.04535004495985262
BTC-USD.CC Exposure
-0.010403301246520572
CPER.US Exposure
0.011506392536176727
VIX.INDX Exposure
-0.010624657316882478
UUP.US Exposure
0.09048082258802011
TIP.US Exposure
0.022525315746553774
Idiosyncratic Exposure
0.48960941507503863
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
90.2%

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$305.6M
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 →
+4.0%
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 →
-31.4%
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 →
60.1% 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 →
2.90
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Aspen Aerogels Inc a high-risk investment?

Aspen Aerogels Inc (ASPN.US) has an annualized volatility of 90.2% and experienced a maximum drawdown of 95.0% over the last 10 years. Its primary macro risk driver is QUAL.US.

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

Over the past 10 years, ASPN.US has generated a Compound Annual Growth Rate (CAGR) of -1.3%. 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.

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