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ASGN Incorporated (ASGN)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS00191U1025
CUSIP00191U102
SectorIndustrials
IndustryStaffing & Employment Services

Highlights

Market Cap$4.55B
EPS$4.50
PE Ratio21.73
PEG Ratio2.02
Revenue (TTM)$4.45B
Gross Profit (TTM)$1.37B
EBITDA (TTM)$464.40M
Year Range$63.27 - $106.42
Target Price$93.57
Short %3.13%
Short Ratio4.38

Share Price Chart


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ASGN Incorporated

Popular comparisons: ASGN vs. SPY

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in ASGN Incorporated, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%10.00%20.00%30.00%NovemberDecember2024FebruaryMarchApril
29.70%
19.37%
ASGN (ASGN Incorporated)
Benchmark (^GSPC)

S&P 500

Returns By Period

ASGN Incorporated had a return of 4.79% year-to-date (YTD) and 29.92% in the last 12 months. Over the past 10 years, ASGN Incorporated had an annualized return of 11.38%, outperforming the S&P 500 benchmark which had an annualized return of 10.55%.


PeriodReturnBenchmark
Year-To-Date4.79%6.30%
1 month-0.29%-3.13%
6 months29.70%19.37%
1 year29.92%22.56%
5 years (annualized)9.79%11.65%
10 years (annualized)11.38%10.55%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-3.48%7.00%5.48%
2023-0.58%2.18%6.93%7.77%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of ASGN is 76, placing it in the top 24% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of ASGN is 7676
ASGN Incorporated(ASGN)
The Sharpe Ratio Rank of ASGN is 8080Sharpe Ratio Rank
The Sortino Ratio Rank of ASGN is 7373Sortino Ratio Rank
The Omega Ratio Rank of ASGN is 7272Omega Ratio Rank
The Calmar Ratio Rank of ASGN is 7373Calmar Ratio Rank
The Martin Ratio Rank of ASGN is 8282Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for ASGN Incorporated (ASGN) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


ASGN
Sharpe ratio
The chart of Sharpe ratio for ASGN, currently valued at 0.98, compared to the broader market-2.00-1.000.001.002.003.000.98
Sortino ratio
The chart of Sortino ratio for ASGN, currently valued at 1.44, compared to the broader market-4.00-2.000.002.004.006.001.44
Omega ratio
The chart of Omega ratio for ASGN, currently valued at 1.18, compared to the broader market0.501.001.501.18
Calmar ratio
The chart of Calmar ratio for ASGN, currently valued at 0.54, compared to the broader market0.001.002.003.004.005.000.54
Martin ratio
The chart of Martin ratio for ASGN, currently valued at 4.52, compared to the broader market0.0010.0020.0030.004.52
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.92, compared to the broader market-2.00-1.000.001.002.003.001.92
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.78, compared to the broader market-4.00-2.000.002.004.006.002.78
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.501.001.501.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.47, compared to the broader market0.001.002.003.004.005.001.47
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.64, compared to the broader market0.0010.0020.0030.007.64

Sharpe Ratio

The current ASGN Incorporated Sharpe ratio is 0.98. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
0.98
1.92
ASGN (ASGN Incorporated)
Benchmark (^GSPC)

Dividends

Dividend History


ASGN Incorporated doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2024FebruaryMarchApril
-23.22%
-3.50%
ASGN (ASGN Incorporated)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the ASGN Incorporated. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the ASGN Incorporated was 95.98%, occurring on Mar 5, 2009. Recovery took 1165 trading sessions.

The current ASGN Incorporated drawdown is 23.22%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-95.98%Jun 29, 20002182Mar 5, 20091165Oct 18, 20133347
-66.63%Aug 3, 2018420Apr 3, 2020215Feb 10, 2021635
-51.36%Jan 5, 2022342May 16, 2023
-43.99%Jan 26, 199954Apr 13, 1999226Mar 3, 2000280
-42.4%Jun 7, 1996207Apr 3, 199779Jul 25, 1997286

Volatility

Volatility Chart

The current ASGN Incorporated volatility is 6.96%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2024FebruaryMarchApril
6.96%
3.58%
ASGN (ASGN Incorporated)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of ASGN Incorporated over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

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Income Statement


Income Statement
Balance Sheet
Cash Flow
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TTM
Revenue

Total Revenue

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Cost Of Revenue

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Gross Profit

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Operating Expenses

Selling, General & Admin Expenses

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R&D Expenses

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Total Operating Expenses

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Income

Income Before Tax

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Operating Income

0.00

EBIT

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Earnings From Continuing Operations

0.00

Net Income

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Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

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Extraordinary Items

0.00

Discontinued Operations

0.00

Effect Of Accounting Charges

0.00

Non Recurring

0.00

Minority Interest

0.00

Other Items

0.00
Values in undefined except per share items