Agilent Technologies Inc

10-Year Study

A.US · Healthcare · US · Common Stock

Executive Summary: Agilent Technologies Inc has compounded at 10.9% annually over the last 10 years, with a maximum drawdown of 40.2% and an annualized volatility of 49.0%.

1Y CAGR
+6.9%
3Y CAGR
+1.5%
5Y CAGR
-2.5%
10Y CAGR
+10.9%

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 →
40.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.45
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.84
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
25.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +48.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -12.9%
% 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.
2026-1.5-9.3-6.13.7————————-12.9%
202512.8-15.6-8.6-7.84.05.4-2.59.52.314.04.9-11.41.9%
2024-6.45.65.9-5.7-4.8-0.69.31.13.9-12.15.9-2.5-2.7%
20231.6-6.6-2.6-1.9-14.64.21.3-0.6-7.6-7.423.69.0-6.4%
2022-12.6-6.41.5-9.77.0-6.913.1-4.4-5.214.012.0-3.3-5.5%
20211.61.64.25.33.47.03.814.5-10.20.1-4.25.835.5%
2020-3.2-6.6-6.87.015.00.59.04.20.51.314.51.439.8%
201912.74.51.2-2.1-14.611.4-6.82.48.0-1.16.65.827.5%
20189.6-6.6-2.5-1.5-5.8-0.17.02.34.4-8.011.7-6.51.7%
20177.54.83.34.19.6-1.50.88.2-0.86.21.8-3.148.3%
2016———3.012.1-3.18.5-2.30.5-7.50.93.915.6%

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 49.0%. The dominant macroeconomic risk driver is SHV.US, accounting for 58.6% of variance. Idiosyncratic stock-specific factors contribute 9.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110298.217814247157
2016-05-0111549.009428705775
2016-06-0111193.360495108976
2016-07-0112139.6013796515
2016-08-0111854.484275071416
2016-09-0111911.752315047606
2016-10-0111021.338936015807
2016-11-0111125.057417529402
2016-12-0111558.087513827773
2017-01-0112423.16923018382
2017-02-0113014.277599145466
2017-03-0113445.867160978369
2017-04-0114000.282670913979
2017-05-0115345.605962181895
2017-06-0115117.267659457653
2017-07-0115239.604369440014
2017-08-0116496.18530165607
2017-09-0116363.656130833146
2017-10-0117375.59082298006
2017-11-0117684.626235666005
2017-12-0117142.71347769482
2018-01-0118796.338324468157
2018-02-0117557.39714448017
2018-03-0117124.801926510998
2018-04-0116866.891897401332
2018-05-0115886.784862972556
2018-06-0115866.26404181355
2018-07-0116984.77110450942
2018-08-0117370.562542298714
2018-09-0118142.11823798173
2018-10-0116698.56680410634
2018-11-0118647.039158075553
2018-12-0117429.70599506957
2019-01-0119649.107548128803
2019-02-0120524.979683028057
2019-03-0120767.859229884838
2019-04-0120323.576656818484
2019-05-0117359.20134594843
2019-06-0119331.99970645713
2019-07-0118009.752146532257
2019-08-0118450.854671816356
2019-09-0119925.907604662985
2019-10-0119697.080063818397
2019-11-0121002.42172869572
2019-12-0122229.78427316882
2020-01-0121513.186326338135
2020-02-0120082.626882547516
2020-03-0118709.987796226887
2020-04-0120026.636297663343
2020-05-0123025.665975391326
2020-06-0123134.222478317242
2020-07-0125218.05071224916
2020-08-0126288.77551852446
2020-09-0126424.892435563266
2020-10-0126774.154093699974
2020-11-0130658.215531135927
2020-12-0131075.20948904514
2021-01-0131567.49175769667
2021-02-0132066.59618013748
2021-03-0133398.43824320027
2021-04-0135158.39084146239
2021-05-0136339.62910314499
2021-06-0138886.27659892531
2021-07-0140365.16189704799
2021-08-0146223.815568100596
2021-09-0141497.91122502507
2021-10-0141539.034407029816
2021-11-0139800.88008501872
2021-12-0142108.75219817406
2022-01-0136794.620555067835
2022-02-0134428.25730663543
2022-03-0134948.53486772904
2022-04-0131548.819169436752
2022-05-0133741.665964519365
2022-06-0131416.561797569575
2022-07-0135534.424696740316
2022-08-0133984.2737124204
2022-09-0132208.88293347177
2022-10-0136724.06154615554
2022-11-0141138.37556636107
2022-12-0139782.80545446145
2023-01-0140428.81721248427
2023-02-0137741.16041846167
2023-03-0136776.16540597251
2023-04-0136061.225432771884
2023-05-0130799.686887602977
2023-06-0132080.37638719392
2023-07-0132485.873249274973
2023-08-0132299.12018678024
2023-09-0129831.40310774926
2023-10-0127632.712635118056
2023-11-0134163.307684571875
2023-12-0137228.13988948655
2024-01-0134836.96139639431
2024-02-0136780.976247489256
2024-03-0138963.30442298441
2024-04-0136754.88354773741
2024-05-0134976.666059649004
2024-06-0134767.489583305025
2024-07-0137994.64012459264
2024-08-0138403.072415395785
2024-09-0139897.06973545808
2024-10-0135070.46387927778
2024-11-0137132.004598838335
2024-12-0136221.885795514776
2025-01-0140854.10103854381
2025-02-0134490.87978603986
2025-03-0131541.127258989072
2025-04-0129073.654799018263
2025-05-0130240.922594375395
2025-06-0131886.44783226743
2025-07-0131087.1414632025
2025-08-0134024.98919599151
2025-09-0134823.1540094423
2025-10-0139709.52845599167
2025-11-0141646.69397340176
2025-12-0136917.69112223071
2026-01-0136380.290226924946
2026-02-0132990.95724874225
2026-03-0130979.644976204007
2026-04-0132140.22651724972
Annual Return Matrix
YearAnnual Return
20170.48317906895805707
20180.016741370480710005
20190.2753963996556843
20200.3979087294406487
20210.35505931868354845
2022-0.055236657993714244
2023-0.06421531955304594
2024-0.027029394886741165
20250.01920952792585129
2026-0.12940854261885693
Total Factor Risk
0.4901999611754618
VTI.US Exposure
0.32155953166358864
VEA.US Exposure
-0.013677121871427098
VWO.US Exposure
-0.005784520333981152
QQQ.US Exposure
-0.07388274690901599
VTV.US Exposure
-0.0489950592504817
IJR.US Exposure
0.029805054450929614
QUAL.US Exposure
0.047543519965788
SHV.US Exposure
0.5855488249274015
TLT.US Exposure
-0.0029286804227795942
LQD.US Exposure
0.06327884376722741
HYG.US Exposure
0.007010868950101705
GLD.US Exposure
-0.0007198981842234808
USO.US Exposure
0.000013534834497461
VNQ.US Exposure
-0.011096151339795779
BTC-USD.CC Exposure
-0.0017894306897829784
CPER.US Exposure
0.021812845437163
VIX.INDX Exposure
-0.017808450308371995
UUP.US Exposure
0.0027467159419344175
TIP.US Exposure
-0.0006156286572130593
Idiosyncratic Exposure
0.09797794802844105
Value Score
39.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
10.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
49.0%

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 →25.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.87%
Market Cap$32.7B
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
$69
Avg Yield on Cost
0.69%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$69.310.69%Solid

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 →
-0.4%
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 →
-8.7%
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 →
24.6% 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 →
1.30
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Agilent Technologies Inc a high-risk investment?

Agilent Technologies Inc (A.US) has an annualized volatility of 49.0% and experienced a maximum drawdown of 40.2% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, A.US has generated a Compound Annual Growth Rate (CAGR) of 10.9%. 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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