AIA Group Ltd ADR

10-Year Study

AAGIY.US · Financial Services · US · Common Stock

Executive Summary: AIA Group Ltd ADR has compounded at 8.2% annually over the last 10 years, with a maximum drawdown of 47.5% and an annualized volatility of 30.3%.

1Y CAGR
+32.8%
3Y CAGR
+5.9%
5Y CAGR
-2.5%
10Y CAGR
+8.2%

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 →
47.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.29
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.57
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
26.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +54.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -20.3%
% 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.
202612.5-4.30.8-3.8————————4.5%
2025-2.18.9-1.5-1.514.08.82.92.01.91.47.1-1.746.3%
2024-10.03.4-16.78.88.7-13.3-1.26.325.0-9.8-5.1-4.3-14.5%
20232.0-6.1-1.24.0-10.45.6-1.8-9.7-10.07.9-1.30.8-20.3%
20225.2-1.30.0-6.77.36.1-8.4-4.7-13.1-8.933.410.512.3%
2021-1.94.6-2.63.66.3-7.1-3.6-0.2-3.4-1.7-6.9-4.3-16.8%
2020-5.70.0-9.41.1-9.615.3-3.613.2-1.9-4.515.112.218.8%
201910.69.40.62.5-7.114.5-4.9-5.8-2.35.90.45.230.1%
20180.3-2.32.54.43.0-4.30.4-2.03.8-15.38.50.5-2.6%
201710.41.70.59.73.13.57.6-2.1-3.41.88.24.554.8%
2016———5.9-0.92.43.21.87.0-5.8-3.8-7.90.8%

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 30.3%. The dominant macroeconomic risk driver is VWO.US, accounting for 54.3% of variance. Idiosyncratic stock-specific factors contribute 32.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110591.839130759627
2016-05-0110495.565209038221
2016-06-0110752.473556691677
2016-07-0111098.771493526594
2016-08-0111300.818648536146
2016-09-0112095.185236575551
2016-10-0111390.581806150005
2016-11-0110955.214481647115
2016-12-0110084.533199560257
2017-01-0111136.982207469235
2017-02-0111327.715575668955
2017-03-0111388.340395555602
2017-04-0112494.636624649114
2017-05-0112884.321866561357
2017-06-0113336.019468252021
2017-07-0114346.148509461955
2017-08-0114042.330640082826
2017-09-0113559.039822394894
2017-10-0113807.516196859893
2017-11-0114935.906330383923
2017-12-0115608.436242541975
2018-01-0115656.306368808104
2018-02-0115296.13303305547
2018-03-0115676.799265671196
2018-04-0116362.937742152397
2018-05-0116861.651599406563
2018-06-0116129.404104983405
2018-07-0116191.576565518566
2018-08-0115869.240375276175
2018-09-0116468.550874683802
2018-10-0113956.623368306455
2018-11-0115136.245743988216
2018-12-0115210.265660522358
2019-01-0116829.364613463407
2019-02-0118406.837369651304
2019-03-0118520.13533850637
2019-04-0118989.710858033322
2019-05-0117646.892444311623
2019-06-0120208.664652954933
2019-07-0119225.646006553456
2019-08-0118105.84794697463
2019-09-0117698.391521063924
2019-10-0118747.158211567814
2019-11-0118822.40556723698
2019-12-0119795.978268990617
2020-01-0118676.607144763107
2020-02-0118676.607144763107
2020-03-0116927.02607507658
2020-04-0117105.751886520582
2020-05-0115464.29219455444
2020-06-0117826.525493377165
2020-07-0117178.33089624404
2020-08-0119451.921742750106
2020-09-0119077.712907323006
2020-10-0118225.549946099414
2020-11-0120968.716312132437
2020-12-0123520.40217310094
2021-01-0123065.609290113243
2021-02-0124123.60845758931
2021-03-0123501.243449210706
2021-04-0124348.60338773201
2021-05-0125876.818477762008
2021-06-0124044.35858300157
2021-07-0123176.505747617168
2021-08-0123125.753807729667
2021-09-0122336.83064541952
2021-10-0121962.995378424825
2021-11-0120450.736997150205
2021-12-0119576.640232252834
2022-01-0120589.117417895
2022-02-0120312.409943324332
2022-03-0120312.409943324332
2022-04-0118953.047784739196
2022-05-0120334.663948511596
2022-06-0121564.98489716195
2022-07-0119758.88826034518
2022-08-0118833.986188641386
2022-09-0116371.156247665198
2022-10-0114916.160570385631
2022-11-0119894.760435900997
2022-12-0121988.184564152372
2023-01-0122418.748865952974
2023-02-0121042.949696342235
2023-03-0120785.614413337462
2023-04-0121621.98076656243
2023-05-0119369.203018432938
2023-06-0120448.602320393635
2023-07-0120082.131688209116
2023-08-0118129.115923621266
2023-09-0116317.202292642838
2023-10-0117605.372981396293
2023-11-0117383.09976411822
2023-12-0117514.43575156632
2024-01-0115766.562423285055
2024-02-0116296.976230374315
2024-03-0113579.159150825588
2024-04-0114771.376119371125
2024-05-0116051.86197180092
2024-06-0113924.3363823633
2024-07-0113759.48596983702
2024-08-0114624.937293870275
2024-09-0118275.928317554517
2024-10-0116478.95742387209
2024-11-0115632.451356053412
2024-12-0114967.659647137934
2025-01-0114656.050207597315
2025-02-0115954.413977863403
2025-03-0115710.31369074938
2025-04-0115471.443361688956
2025-05-0117629.92176409687
2025-06-0119177.722513368415
2025-07-0119734.286110725683
2025-08-0120131.81628971833
2025-09-0120508.9069387668
2025-10-0120797.088300904037
2025-11-0122264.678571047378
2025-12-0121896.44683053869
2026-01-0124628.833078951022
2026-02-0123572.168084447814
2026-03-0123764.288992539306
2026-04-0122873.06144667044
Annual Return Matrix
YearAnnual Return
20170.5477599144819703
2018-0.025509959859679743
20190.3014880023016493
20200.18814043203636177
2021-0.1676740861752093
20220.12318479081647937
2023-0.20346149085357723
2024-0.14541011429389772
20250.46291720594579755
20260.044601511089446655
Total Factor Risk
0.30322314812430706
VTI.US Exposure
0.03253426669406373
VEA.US Exposure
-0.013324471283843625
VWO.US Exposure
0.542532201509862
QQQ.US Exposure
-0.03033206080462269
VTV.US Exposure
0.03056493135091569
IJR.US Exposure
-0.017611644860379885
QUAL.US Exposure
0.019776229786165382
SHV.US Exposure
0.032287000388197526
TLT.US Exposure
0.07398924074523784
LQD.US Exposure
-0.02432227141989209
HYG.US Exposure
-0.004337825223173037
GLD.US Exposure
-0.020598623152583265
USO.US Exposure
0.0016255004458270125
VNQ.US Exposure
-0.02529417367963951
BTC-USD.CC Exposure
0.0014326184491034039
CPER.US Exposure
-0.018110051967282586
VIX.INDX Exposure
0.001190413557798095
UUP.US Exposure
0.08496998675122308
TIP.US Exposure
0.008230203332857957
Idiosyncratic Exposure
0.324798529380165
Value Score
42.4
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
24.7
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
30.3%

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 →18.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.06%
Market Cap$117.0B
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 →
-1.5%
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 →
+6.3%
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 →
7.7% 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 →
0.67
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is AIA Group Ltd ADR a high-risk investment?

AIA Group Ltd ADR (AAGIY.US) has an annualized volatility of 30.3% and experienced a maximum drawdown of 47.5% over the last 10 years. Its primary macro risk driver is VWO.US.

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

Over the past 10 years, AAGIY.US has generated a Compound Annual Growth Rate (CAGR) of 8.2%. 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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