Alcoa Corp

10-Year Study

AA.US · Basic Materials · US · Common Stock

Executive Summary: Alcoa Corp has compounded at 13.7% annually over the last 10 years, with a maximum drawdown of 88.6% and an annualized volatility of 71.1%.

1Y CAGR
+188.9%
3Y CAGR
+32.9%
5Y CAGR
+13.4%
10Y CAGR
+13.7%

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 →
88.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.50
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 →
57.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +159.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -50.7%
% 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.
20266.99.36.86.2————————32.5%
2025-6.5-5.9-8.0-19.69.510.21.67.82.211.913.827.342.5%
2024-12.5-8.524.64.026.3-10.1-16.9-2.520.24.215.8-18.612.4%
202314.9-6.3-12.9-12.7-14.47.06.7-16.6-3.4-11.44.826.6-24.3%
2022-4.832.919.6-24.7-8.8-26.211.6-2.6-32.016.228.4-9.3-23.1%
2021-21.936.432.312.88.3-7.19.010.510.3-5.91.328.0159.0%
2020-35.1-0.6-55.632.313.022.015.712.5-20.511.154.015.87.2%
201911.7-0.6-4.5-5.3-20.610.5-3.9-20.311.93.6-2.15.7-19.1%
2018-3.4-13.6-0.013.9-6.1-2.5-7.73.2-9.6-13.4-9.1-16.4-50.7%
201729.8-5.1-0.5-1.9-2.3-0.911.520.56.22.5-13.129.891.8%
2016———16.6-16.80.014.6-4.80.6-5.635.1-3.131.7%

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 71.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 48.8% of variance. Idiosyncratic stock-specific factors contribute 14.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111659.688305313535
2016-05-019706.467051171923
2016-06-019706.467051171923
2016-07-0111120.039268621917
2016-08-0110587.507669652721
2016-09-0110650.484722051788
2016-10-0110055.319671125291
2016-11-0113582.770892134005
2016-12-0113165.492698490612
2017-01-0117089.802429745985
2017-02-0116217.744508528654
2017-03-0116128.653822554917
2017-04-0115814.504847220518
2017-05-0115444.103570990306
2017-06-0115308.135967603386
2017-07-0117066.388513928094
2017-08-0120573.420051540066
2017-09-0121858.093017548166
2017-10-0122401.96343109584
2017-11-0119462.21622284943
2017-12-0125257.283102221132
2018-01-0124389.888329856425
2018-02-0121084.452080009818
2018-03-0121079.788931157196
2018-04-0124005.448521290957
2018-05-0122537.93103448276
2018-06-0121979.973002822437
2018-07-0120287.397226653582
2018-08-0120943.82132777028
2018-09-0118941.808810897044
2018-10-0116405.30126395877
2018-11-0114914.320775555283
2018-12-0112462.191679960732
2019-01-0113915.670634433673
2019-02-0113831.243097312556
2019-03-0113202.994232421157
2019-04-0112509.068597373913
2019-05-019935.059516505095
2019-06-0110975.923426187264
2019-07-0110544.557614431218
2019-08-018406.577494171064
2019-09-019409.939869922691
2019-10-019747.50276107498
2019-11-019541.24432445699
2019-12-0110085.114738004664
2020-01-016540.532580684747
2020-02-016503.031046754204
2020-03-012888.158056203215
2020-04-013821.1805129463737
2020-05-014318.174009080869
2020-06-015269.947232789299
2020-07-016095.128236593447
2020-08-016854.681556019144
2020-09-015452.791753589398
2020-10-016057.626702662904
2020-11-019330.224567431587
2020-12-0110807.11743772242
2021-01-018439.415879248989
2021-02-0111510.418456252302
2021-03-0115233.1328997423
2021-04-0117178.893115719722
2021-05-0118599.53368511474
2021-06-0117272.64695054608
2021-07-0118824.5919744754
2021-08-0120803.141489753347
2021-09-0122945.833844643515
2021-10-0121591.01730273653
2021-11-0121863.541538839123
2021-12-0127995.48410847957
2022-01-0126646.901460301877
2022-02-0135400.76082954964
2022-03-0142350.030678610885
2022-04-0131893.042091054125
2022-05-0129082.88133513315
2022-06-0121477.62915695177
2022-07-0123979.727573935455
2022-08-0123362.47392318076
2022-09-0115892.943919499325
2022-10-0118475.199410970672
2022-11-0123729.48828077065
2022-12-0121523.622530371824
2023-01-0124728.285679224446
2023-02-0123166.17989937416
2023-03-0120182.50092035833
2023-04-0117612.271444349
2023-05-0115084.697508896797
2023-06-0116135.673088722544
2023-07-0117210.455270585346
2023-08-0114347.036446189719
2023-09-0113860.547306417968
2023-10-0112281.556019143456
2023-11-0112865.922199042827
2023-12-0116286.02282488649
2024-01-0114250.239293164808
2024-02-0113033.599214627562
2024-03-0116244.103570990306
2024-04-0116893.115719720212
2024-05-0121333.955086513684
2024-06-0119170.20493312063
2024-07-0115922.149957049945
2024-08-0115519.99018284452
2024-09-0118652.98809669898
2024-10-0119429.96686710026
2024-11-0122502.687446312433
2024-12-0118310.4184562523
2025-01-0117118.124923303472
2025-02-0116114.909804884037
2025-03-0114829.402380660205
2025-04-0111926.764020125169
2025-05-0113060.25279175359
2025-06-0114397.005767578845
2025-07-0114621.425941833355
2025-08-0115758.252546324702
2025-09-0116100.920358326177
2025-10-0118010.111670143575
2025-11-0120488.403485090195
2025-12-0126084.18210823414
2026-01-0127885.630138667326
2026-02-0130472.450607436494
2026-03-0132558.596146766475
2026-04-0134561.29586452326
Annual Return Matrix
YearAnnual Return
20170.9184457187171435
2018-0.5065901732374056
2019-0.19074308941808527
20200.0715909256834697
20211.5904672795319938
2022-0.23117519786512564
2023-0.24334192341900607
20240.12430263994671287
20250.4245541231378793
20260.32499059089198346
Total Factor Risk
0.7113892016769774
VTI.US Exposure
0.2705851296178019
VEA.US Exposure
0.034770693922595595
VWO.US Exposure
0.0375227241722232
QQQ.US Exposure
-0.04592487344334867
VTV.US Exposure
0.014920406575995412
IJR.US Exposure
0.0685954640080812
QUAL.US Exposure
-0.07042652825969935
SHV.US Exposure
0.4876328372507098
TLT.US Exposure
0.035571169414125754
LQD.US Exposure
-0.009655845229314982
HYG.US Exposure
-0.01668765880355769
GLD.US Exposure
-0.003795160221887027
USO.US Exposure
0.008635183234015837
VNQ.US Exposure
-0.02481811154942746
BTC-USD.CC Exposure
0.005121348302223194
CPER.US Exposure
0.06968516847172176
VIX.INDX Exposure
0.005181471780918693
UUP.US Exposure
-0.004406722173555873
TIP.US Exposure
-0.0021860512520577875
Idiosyncratic Exposure
0.1396793541824364
Value Score
43.5
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
6.7
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
71.1%

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 →16.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.56%
Market Cap$18.9B
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
$49
Avg Yield on Cost
0.49%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$49.090.49%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 →
+10.8%
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 →
+54.2%
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 →
4.0% 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 →
1.70
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Alcoa Corp a high-risk investment?

Alcoa Corp (AA.US) has an annualized volatility of 71.1% and experienced a maximum drawdown of 88.6% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, AA.US has generated a Compound Annual Growth Rate (CAGR) of 13.7%. 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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