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Assertio Holdings, Inc. (ASRT) Sharpe Ratio: 1.52

ASRT's Sharpe Ratio of 1.52 indicates that for each unit of volatility, it generates 1.52 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 1, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

ASRT Sharpe Ratio Rank

ASRT Sharpe Ratio Rank: 84.685
Exceptional

ASRT ranks above 84.6% of all investments in our database based on Sharpe Ratio over the past 12 months, demonstrating exceptional risk-adjusted returns. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Suitable as a core holding given strong risk-adjusted returns
  • Monitor rank changes to detect deteriorating return-to-volatility profile
  • Exceptional Sharpe ratio supports larger position sizes
  • Compare with category peers to assess whether strength is investment-specific or category-wide

ASRT Sharpe Ratio Market Positioning

The chart shows ASRT's Sharpe Ratio relative to all stocks on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): -0.35 or lower
  • Yellow zone (middle 50%): -0.35 to 1.07
  • Green zone (top 25%): 1.07 or higher
  • Top 1%: 4.65+
  • Median: 0.26 — half of all investments score higher

How it compares to other similar stocks

The table compares Assertio Holdings, Inc.'s Sharpe Ratio with other stocks in the Drug Manufacturers - Specialty & Generic industry across multiple time periods, showing how ASRT's risk-adjusted performance compares to industry peers.

Data shows 1-, 5-, and 10-year periods, plus each stock's all-time average, as of Apr 1, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
RGCRegencell Bioscience Holdings Limited7.76
INDVIndivior PLC Ordinary Shares5.03
BIOABioAge Labs, Inc4.64
PAHCPhibro Animal Health Corporation3.09
SDZNYSandoz Group AG2.87
ELANElanco Animal Health Incorporated2.54
TEVATeva Pharmaceutical Industries Limited2.29
SGIOYShionogi & Co Ltd ADR1.86
IPSEYIpsen SA ADR1.81
VTRSViatris Inc.1.81
ASRTAssertio Holdings, Inc.1.52

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows ASRT's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when ASRT consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Explore ASRT risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

ASRT Sortino Ratio