Alcoa Corporation

10-Year Study

AAI.AU · Basic Materials · AU · Common Stock

Executive Summary: Alcoa Corporation has compounded at 32.4% annually over the last 10 years, with a maximum drawdown of 44.8% and an annualized volatility of 47.1%.

1Y CAGR
+151.8%
3Y CAGR
+54.2%
5Y CAGR
+32.4%
10Y CAGR
+32.4%

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 →
44.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.03
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
2.03
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
33.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +82.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -3.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20264.65.55.56.5————————24.1%
2025-3.9-6.9-8.9-19.111.34.33.84.73.812.011.527.937.9%
2024-1.32.65.9-1.65.0-3.540.6-2.120.65.516.5-16.282.7%
20239.0-1.7-0.63.4-5.66.34.8-3.2-1.2-4.56.64.517.7%
20223.4-2.00.9-5.54.8-10.92.8-3.7-9.57.811.8-1.1-3.7%
2021—————————3.4-6.45.42.0%

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 47.1%. The dominant macroeconomic risk driver is QUAL.US, accounting for 16.4% of variance. Idiosyncratic stock-specific factors contribute 39.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-09-0110000
2021-10-0110344.785259828133
2021-11-019677.813887621582
2021-12-0110204.548764563391
2022-01-0110549.67330122984
2022-02-0110335.136557548249
2022-03-0110429.738938885484
2022-04-019853.423441216013
2022-05-0110323.820433733717
2022-06-019202.813211826253
2022-07-019464.021208388247
2022-08-019113.620641051173
2022-09-018245.978741961484
2022-10-018886.194135861891
2022-11-019936.149064451014
2022-12-019827.37222089515
2023-01-0110716.358908554686
2023-02-0110532.097795583222
2023-03-0110466.66632647038
2023-04-0110820.643092351154
2023-05-0110213.361687314742
2023-06-0110859.84887561449
2023-07-0111378.87347952947
2023-08-0111011.919374583145
2023-09-0110877.035454153769
2023-10-0110386.868689933517
2023-11-0111070.435664560577
2023-12-0111571.272409511006
2024-01-0111416.359432640858
2024-02-0111716.080177461095
2024-03-0112405.769306093358
2024-04-0112209.97898690281
2024-05-0112820.98485170292
2024-06-0112373.733849181239
2024-07-0117396.97804630605
2024-08-0117023.685698350342
2024-09-0120528.04218286856
2024-10-0121651.498494769345
2024-11-0125225.632628832795
2024-12-0121138.361613942678
2025-01-0120315.20227464432
2025-02-0118907.64608184902
2025-03-0117216.351550384818
2025-04-0113921.074934944356
2025-05-0115499.893680017256
2025-06-0116171.928369005213
2025-07-0116790.057112152786
2025-08-0117573.627577745425
2025-09-0118237.057561763555
2025-10-0120432.848114862034
2025-11-0122791.621903271345
2025-12-0129140.303385210507
2026-01-0130467.163353246768
2026-02-0132151.95012464976
2026-03-0133930.737874714716
2026-04-0136150.60714003968
Annual Return Matrix
YearAnnual Return
2022-0.036961609216669467
20230.17745335674860674
20240.8267966448156561
20250.3785507087734661
20260.2405707196029776
Total Factor Risk
0.4705460304957996
VTI.US Exposure
-0.10541732654789755
VEA.US Exposure
-0.0037454256701702276
VWO.US Exposure
0.1202618083041519
QQQ.US Exposure
-0.012811119150484634
VTV.US Exposure
0.03893591869942087
IJR.US Exposure
0.08435734306752131
QUAL.US Exposure
0.16438464340309716
SHV.US Exposure
0.00010893696627522093
TLT.US Exposure
-0.0010476789348524169
LQD.US Exposure
0.02275257267379763
HYG.US Exposure
0.022467507533199822
GLD.US Exposure
-0.0006977165406643107
USO.US Exposure
0.005359185304193376
VNQ.US Exposure
0.11938794439422762
BTC-USD.CC Exposure
0.03019103251905316
CPER.US Exposure
0.00375284262195585
VIX.INDX Exposure
-0.01667160806530684
UUP.US Exposure
0.12390198474773159
TIP.US Exposure
0.014396257678454346
Idiosyncratic Exposure
0.39013289699629616
Value Score
43.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
4.9
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
47.1%

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 →16.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.41%
Market Cap$28.9B
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
$52
Avg Yield on Cost
0.52%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$51.770.52%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 →
+11.2%
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 →
+48.9%
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 →
5.4% 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 Corporation a high-risk investment?

Alcoa Corporation (AAI.AU) has an annualized volatility of 47.1% and experienced a maximum drawdown of 44.8% over the last 10 years. Its primary macro risk driver is QUAL.US.

What is the 10-year return of AAI.AU?

Over the past 10 years, AAI.AU has generated a Compound Annual Growth Rate (CAGR) of 32.4%. It has had a positive return in 80% 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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