Chugai Pharmaceutical Co Ltd ADR

10-Year Study

CHGCY.US · Healthcare · US · Common Stock

Executive Summary: Chugai Pharmaceutical Co Ltd ADR has compounded at 19.4% annually over the last 10 years, with a maximum drawdown of 55.2% and an annualized volatility of 81.6%.

1Y CAGR
+5.8%
3Y CAGR
+29.5%
5Y CAGR
+9.5%
10Y CAGR
+19.4%

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 →
55.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.68
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.33
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
32.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +83.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · -38.0%
% 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.
20268.517.8-18.1-2.6————————1.9%
2025-2.314.2-8.526.7-8.80.8-6.1-9.4-1.54.816.8-0.121.9%
2024-3.59.6-5.0-15.8-5.217.523.615.4-4.4-0.6-8.82.219.3%
20231.2-3.5-1.44.74.46.25.32.81.2-5.019.98.150.9%
2022-0.72.42.3-10.7-9.0-5.99.4-6.8-3.8-7.311.9-0.5-19.5%
2021-1.9-14.5-9.1-7.61.35.1-7.67.1-6.21.3-13.01.2-38.0%
202012.14.56.63.523.111.3-13.1-0.60.4-13.925.810.883.9%
20191.415.31.1-8.15.5-1.39.9-0.38.68.93.17.362.1%
20187.6-5.1-3.65.47.2-6.8-3.414.78.7-7.917.6-14.315.7%
20173.614.22.63.27.40.16.3-2.45.712.511.2-1.282.6%
2016———13.3-1.02.63.6-15.315.5-7.7-14.81.1-7.4%

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 81.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 82.0% of variance. Idiosyncratic stock-specific factors contribute 6.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111333.624729851144
2016-05-0111214.637818411402
2016-06-0111509.919623127169
2016-07-0111922.002865399092
2016-08-0110097.61783346689
2016-09-0111660.474490663168
2016-10-0110762.730385371895
2016-11-019165.63463733275
2016-12-019263.980962094169
2017-01-019601.51526189262
2017-02-0110963.308321798888
2017-03-0111243.291809329543
2017-04-0111606.323304436512
2017-05-0112463.029066802652
2017-06-0112471.528131905492
2017-07-0113258.298729996843
2017-08-0112942.619169034264
2017-09-0113683.737646001797
2017-10-0115397.634831597095
2017-11-0117124.644860493918
2017-12-0116913.868045943516
2018-01-0118197.22687647216
2018-02-0117261.358393433864
2018-03-0116632.427575823804
2018-04-0117529.68602025206
2018-05-0118785.847842451614
2018-06-0117499.33221631335
2018-07-0116898.326898326897
2018-08-0119375.92579102013
2018-09-0121062.625968286346
2018-10-0119406.27959495884
2018-11-0122828.731696656225
2018-12-0119564.11937544013
2019-01-0119847.016828148902
2019-02-0122878.754765547215
2019-03-0123131.54124474879
2019-04-0121266.360700322963
2019-05-0122434.61790631602
2019-06-0122136.179305990623
2019-07-0124337.437167625845
2019-08-0124256.088973070106
2019-09-0126330.83217988878
2019-10-0128673.660183094144
2019-11-0129568.004662344283
2019-12-0131715.11133775285
2020-01-0135538.233651441195
2020-02-0137136.057890774864
2020-03-0139591.55921420073
2020-04-0140960.39435662077
2020-05-0150431.509676792695
2020-06-0156111.55630023554
2020-07-0148748.93761686214
2020-08-0148448.55637308467
2020-09-0148624.8512663607
2020-10-0141860.08110536412
2020-11-0152642.72358611981
2020-12-0158314.99963575436
2021-01-0157183.65265535077
2021-02-0148912.362497268165
2021-03-0144446.22520094218
2021-04-0141048.05614239576
2021-05-0141575.48383963479
2021-06-0143691.26538937859
2021-07-0140348.9473300794
2021-08-0143197.83395255094
2021-09-0140509.94390617032
2021-10-0141029.84386003254
2021-11-0135702.38702314174
2021-12-0136141.18161287973
2022-01-0135887.1809815206
2022-02-0136765.012991428084
2022-03-0137612.00553653384
2022-04-0133569.36451276074
2022-05-0130558.509992472256
2022-06-0128760.3506471431
2022-07-0131458.439571647123
2022-08-0129314.48969184818
2022-09-0128208.639906753113
2022-10-0126136.810665112553
2022-11-0129244.554527573397
2022-12-0129084.529273208518
2023-01-0129421.82074257546
2023-02-0128389.548578227823
2023-03-0127995.19195745611
2023-04-0129321.53177436196
2023-05-0130622.86005682232
2023-06-0132522.0368616595
2023-07-0134259.24576867973
2023-08-0135218.66880357446
2023-09-0135646.536023894514
2023-10-0133879.458973798595
2023-11-0140604.89060489061
2023-12-0143897.91408659333
2024-01-0142377.795585342756
2024-02-0146441.80568708871
2024-03-0144136.61640076734
2024-04-0137178.55321628906
2024-05-0135246.10864233506
2024-06-0141430.02841116048
2024-07-0151214.39498797989
2024-08-0159126.29610742818
2024-09-0156502.99895582914
2024-10-0156181.24863407882
2024-11-0151221.43707049367
2024-12-0152367.839537650856
2025-01-0151137.90340205434
2025-02-0158423.78766907068
2025-03-0153463.73327505403
2025-04-0167755.76115198756
2025-05-0161796.21670187708
2025-06-0162280.66341273888
2025-07-0158467.01148587941
2025-08-0152998.955829144514
2025-09-0152195.42993127899
2025-10-0154701.19715402734
2025-11-0163887.47237803841
2025-12-0163849.833661154415
2026-01-0169272.2371967655
2026-02-0181615.30803040236
2026-03-0166826.93475146305
2026-04-0165078.55564459338
Annual Return Matrix
YearAnnual Return
20170.8257667103538664
20180.15669102551218161
20190.6210855561209927
20200.8387133822335879
2021-0.380242101712701
2022-0.19525239698185215
20230.5093218004057676
20240.19294596627870964
20250.2192565938346256
20260.01924393397733315
Total Factor Risk
0.8156643763654404
VTI.US Exposure
0.009058306690100788
VEA.US Exposure
0.03621347160313694
VWO.US Exposure
0.005876021764331626
QQQ.US Exposure
-0.002944430699155986
VTV.US Exposure
-0.0030519023498773723
IJR.US Exposure
-0.0022529979782534224
QUAL.US Exposure
0.0031620164062289677
SHV.US Exposure
0.8199243527692638
TLT.US Exposure
0.03613143748308607
LQD.US Exposure
0.010319386701787914
HYG.US Exposure
0.000931975017270538
GLD.US Exposure
0.011289877234885764
USO.US Exposure
-0.0008312264818614085
VNQ.US Exposure
0.009636667627626036
BTC-USD.CC Exposure
0.0020810180855269033
CPER.US Exposure
-0.001997579001734155
VIX.INDX Exposure
-0.00040292478363595976
UUP.US Exposure
-0.0012241504169189662
TIP.US Exposure
0.0006323307506723477
Idiosyncratic Exposure
0.06744834957751973
Value Score
36.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
36.7
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
81.6%

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 →34.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.06%
Market Cap$95.6B
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 →
-7.9%
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 →
+5.7%
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 →
20.3% 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 →
0.60
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Chugai Pharmaceutical Co Ltd ADR a high-risk investment?

Chugai Pharmaceutical Co Ltd ADR (CHGCY.US) has an annualized volatility of 81.6% and experienced a maximum drawdown of 55.2% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CHGCY.US has generated a Compound Annual Growth Rate (CAGR) of 19.4%. 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.

Run a Full Backtest on Chugai Pharmaceutical Co Ltd ADR

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest