Assertio Therapeutics Inc

10-Year Study

ASRT.US · Healthcare · US · Common Stock

Executive Summary: Assertio Therapeutics Inc has compounded at -34.7% annually over the last 10 years, with a maximum drawdown of 99.4% and an annualized volatility of 132.4%.

1Y CAGR
+90.8%
3Y CAGR
-43.4%
5Y CAGR
-8.0%
10Y CAGR
-34.7%

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 →
99.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.13
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.24
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
80.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +98.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -75.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
30%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202629.9-1.063.5-5.5————————98.7%
2025-7.9-3.3-13.1-3.72.3-3.511.716.65.5-15.5-1.3-17.7-30.6%
2024-17.50.18.5-7.712.424.612.1-15.10.0-12.7-2.9-12.9-18.6%
2023-4.434.515.2-13.514.9-14.45.0-42.4-22.0-16.0-52.64.9-75.1%
202218.8-11.224.8-26.542.7-2.032.2-34.6-11.013.720.238.797.2%
202176.335.3-20.0-19.4-17.7-13.8-19.2-15.1-15.313.737.953.552.4%
2020-14.40.9-39.834.612.8-13.15.1-10.1-17.8-6.9-32.3-14.9-71.4%
201923.5-7.222.5-17.8-29.717.7-0.6-58.0-11.1-38.3-3.864.5-65.4%
2018-8.7-6.5-4.1-4.7-1.07.232.8-28.0-7.8-17.42.7-27.6-55.2%
20170.4-9.4-23.4-4.5-12.62.5-4.0-41.0-4.8-16.441.717.3-55.3%
2016———24.817.5-4.0-3.37.023.1-10.5-14.6-5.729.4%

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 132.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 53.7% of variance. Idiosyncratic stock-specific factors contribute 18.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0112476.669059583632
2016-05-0114666.18808327351
2016-06-0114084.70926058866
2016-07-0113618.09045226131
2016-08-0114565.685570710699
2016-09-0117925.269203158652
2016-10-0116051.687006460876
2016-11-0113711.414213926779
2016-12-0112936.10911701364
2017-01-0112986.360373295049
2017-02-0111765.972720746591
2017-03-019009.332376166547
2017-04-018607.322325915291
2017-05-017523.330940416367
2017-06-017709.978463747308
2017-07-017401.292175161522
2017-08-014364.680545585068
2017-09-014156.496769562096
2017-10-013474.5166307729123
2017-11-014924.6231155778905
2017-12-015778.89447236181
2018-01-015276.381909547739
2018-02-014931.8018664752335
2018-03-014730.798037808088
2018-04-014508.255563531946
2018-05-014465.183058147883
2018-06-014788.226848528357
2018-07-016360.373295046663
2018-08-014580.043072505384
2018-09-014221.105527638191
2018-10-013485.2835606604453
2018-11-013578.607322325916
2018-12-012591.5290739411344
2019-01-013201.722900215363
2019-02-012972.0028715003596
2019-03-013639.626704953338
2019-04-012993.5391241923903
2019-05-012103.3740129217517
2019-06-012476.6690595836326
2019-07-012462.3115577889453
2019-08-011033.7401292175161
2019-09-01918.8801148600144
2019-10-01567.1931083991385
2019-11-01545.5850681981335
2019-12-01897.3438621679828
2020-01-01768.1263460157933
2020-02-01775.3050969131372
2020-03-01466.6188083273511
2020-04-01628.140703517588
2020-05-01708.2555635319454
2020-06-01615.218951902369
2020-07-01646.5183058147883
2020-08-01581.4788226848528
2020-09-01477.88944723618096
2020-10-01445.0825556353195
2020-11-01301.50753768844226
2020-12-01256.7121320890165
2021-01-01452.6202440775305
2021-02-01612.3474515434315
2021-03-01489.94974874371866
2021-04-01394.9030868628859
2021-05-01324.8384781048098
2021-06-01279.9712849964106
2021-07-01226.13065326633168
2021-08-01192.03158650394832
2021-09-01162.59870782483847
2021-10-01184.85283560660446
2021-11-01254.84565685570712
2021-12-01391.2419239052405
2022-01-01464.82412060301516
2022-02-01412.77817659727214
2022-03-01515.0753768844221
2022-04-01378.6791098348887
2022-05-01540.2010050251256
2022-06-01529.4328786791099
2022-07-01699.9282124910267
2022-08-01457.6453697056712
2022-09-01407.39411342426416
2022-10-01463.0294328786792
2022-11-01556.3531945441493
2022-12-01771.7157214644653
2023-01-01737.6166547020819
2023-02-01992.4623115577891
2023-03-011143.2160804020102
2023-04-01988.8729361091171
2023-05-011136.0373295046663
2023-06-01972.7207465900933
2023-07-011021.1773151471644
2023-08-01588.6575735821967
2023-09-01459.4400574300072
2023-10-01385.85786073223267
2023-11-01183.0581478822685
2023-12-01192.03158650394832
2024-01-01158.39913854989234
2024-02-01158.632447954056
2024-03-01172.16439339554918
2024-04-01158.8478104809763
2024-05-01178.53553481694186
2024-06-01222.54127781765976
2024-07-01249.46159368269923
2024-08-01211.77315147164393
2024-09-01211.77315147164393
2024-10-01184.85283560660446
2024-11-01179.46877243359654
2024-12-01156.33524766690596
2025-01-01144.0416367552046
2025-02-01139.24982053122758
2025-03-01121.06963388370424
2025-04-01116.58291457286433
2025-05-01119.22110552763819
2025-06-01115.07537688442213
2025-07-01128.49964106245514
2025-08-01149.8743718592965
2025-09-01158.07609475951185
2025-10-01133.59655419956928
2025-11-01131.90954773869348
2025-12-01108.5187843981814
2026-01-01140.94280928451784
2026-02-01139.50705910504905
2026-03-01228.04498683895667
2026-04-01215.601818616894
Annual Return Matrix
YearAnnual Return
2017-0.553274139844617
2018-0.5515527950310559
2019-0.6537396121883656
2020-0.71392
20210.5240492170022373
20220.9724770642201832
2023-0.7511627906976744
2024-0.18588785046728973
2025-0.30585849309302415
20260.9867695700110253
Total Factor Risk
1.3237473263042794
VTI.US Exposure
-0.011492375734256247
VEA.US Exposure
0.021775556154530536
VWO.US Exposure
-0.0018154894012722628
QQQ.US Exposure
0.1514437104645238
VTV.US Exposure
0.07280570186033519
IJR.US Exposure
0.046354408969613396
QUAL.US Exposure
-0.02081708244801245
SHV.US Exposure
0.5373405447241032
TLT.US Exposure
0.0016107962058372124
LQD.US Exposure
-0.0018347376985363198
HYG.US Exposure
-0.00035291152979666555
GLD.US Exposure
0.0006660382353239688
USO.US Exposure
0.007075978043891717
VNQ.US Exposure
-0.004617013579805762
BTC-USD.CC Exposure
0.0018064755785910807
CPER.US Exposure
-0.004025687241096861
VIX.INDX Exposure
0.002046553064312394
UUP.US Exposure
0.01584538213990184
TIP.US Exposure
0.000031413295360065994
Idiosyncratic Exposure
0.1861527388964522
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
132.4%

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$123.8M
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 →
+26.0%
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 →
+47.4%
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 →
9.4% 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 →
0.43
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Assertio Therapeutics Inc a high-risk investment?

Assertio Therapeutics Inc (ASRT.US) has an annualized volatility of 132.4% and experienced a maximum drawdown of 99.4% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ASRT.US has generated a Compound Annual Growth Rate (CAGR) of -34.7%. It has had a positive return in 30% 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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