American Airlines Group

10-Year Study

AAL.US · Industrials · US · Common Stock

Executive Summary: American Airlines Group has compounded at -8.8% annually over the last 10 years, with a maximum drawdown of 81.2% and an annualized volatility of 46.7%.

1Y CAGR
+8.2%
3Y CAGR
-6.2%
5Y CAGR
-12.9%
10Y CAGR
-8.8%

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 →
81.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.15
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.25
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
42.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +26.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -44.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
40%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-13.2-1.7-17.814.2————————-20.0%
2025-2.9-15.2-26.5-5.714.7-1.72.416.4-15.916.87.09.1-12.0%
20243.610.2-2.1-12.0-14.9-1.5-6.1-0.25.819.28.420.026.9%
202326.9-1.0-7.7-7.58.421.4-6.6-12.1-13.0-13.011.510.58.0%
2022-8.34.75.82.8-4.8-29.08.1-5.3-7.317.81.8-11.9-29.2%
20218.922.014.1-9.111.6-12.5-3.9-2.22.9-6.4-7.91.513.9%
2020-6.4-28.8-36.0-1.5-12.624.5-14.917.4-5.8-8.225.311.6-44.8%
201911.4-0.1-10.97.6-20.119.8-6.4-13.52.511.5-4.1-0.2-9.6%
20184.40.1-4.2-17.41.7-12.84.22.62.1-15.114.8-20.0-37.7%
2017-5.25.0-8.80.813.83.90.2-11.16.1-1.48.13.112.4%
2016———-15.4-7.7-11.325.42.60.910.914.70.514.8%

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 46.7%. The dominant macroeconomic risk driver is VTI.US, accounting for 31.8% of variance. Idiosyncratic stock-specific factors contribute 27.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-018458.903761005648
2016-05-017803.526897043106
2016-06-016923.151305409945
2016-07-018681.434169677847
2016-08-018903.659219298692
2016-09-018979.693623085144
2016-10-019958.343936078172
2016-11-0111419.537889968953
2016-12-0111481.016845641
2017-01-0110881.011756323476
2017-02-0111425.212479006566
2017-03-0110424.652654079087
2017-04-0110503.511629090539
2017-05-0111956.130082955875
2017-06-0112427.858924118276
2017-07-0112457.478752099343
2017-08-0111072.141075881724
2017-09-0111752.710061580743
2017-10-0111586.900096697032
2017-11-0112522.49478344954
2017-12-0112904.448063514681
2018-01-0113472.41589902794
2018-02-0113480.915059290548
2018-03-0112911.853020509949
2018-04-0110667.947478243168
2018-05-0110844.826708738357
2018-06-019454.984986513307
2018-07-019848.516463942186
2018-08-0110108.962288157158
2018-09-0110321.237722021477
2018-10-018760.445824214972
2018-11-0110056.720443788487
2018-12-018040.867219705838
2019-01-018957.402412336505
2019-02-018946.663952363988
2019-03-017974.909664613975
2019-04-018582.574176802891
2019-05-016857.168303730468
2019-06-018211.970074812967
2019-07-017683.13909104789
2019-08-016648.786197770878
2019-09-016815.5885795714785
2019-10-017596.46801363937
2019-11-017286.426790167438
2019-12-017271.209730775104
2020-01-016804.7228866608975
2020-02-014847.574940200519
2020-03-013101.9390299760803
2020-04-013056.135172273398
2020-05-012671.8916993231205
2020-06-013325.86900096697
2020-07-012829.6605425212474
2020-08-013320.7796834444503
2020-09-013127.3856175886813
2020-10-012870.3750827014096
2020-11-013595.6028296605423
2020-12-014012.926866507201
2021-01-014369.179093083618
2021-02-015328.515446078681
2021-03-016081.734439411674
2021-04-015526.998829456969
2021-05-016168.252837294518
2021-06-015397.221232632704
2021-07-015186.014555448114
2021-08-015074.04956995267
2021-09-015221.639778105756
2021-10-014885.744821619421
2021-11-014501.501348669143
2021-12-014570.207135223167
2022-01-014191.052979795409
2022-02-014389.536363173698
2022-03-014644.00223929971
2022-04-014776.324494885235
2022-05-014547.305206371826
2022-06-013226.627309277826
2022-07-013488.7271616876174
2022-08-013305.5117308768895
2022-09-013063.769148557178
2022-10-013608.326123466843
2022-11-013671.9425924983457
2022-12-013236.8059443228663
2023-01-014107.079240673826
2023-02-014066.364700493664
2023-03-013753.3716728586696
2023-04-013470.914550358797
2023-05-013761.00564914245
2023-06-014565.117817700646
2023-07-014262.303425110692
2023-08-013748.2823553361495
2023-09-013259.707873174207
2023-10-012837.294518805028
2023-11-013163.0108402463225
2023-12-013496.3611379713975
2024-01-013621.0494172731437
2024-02-013990.02493765586
2024-03-013906.051198534276
2024-04-013437.8339864624154
2024-05-012926.357575449132
2024-06-012883.09837650771
2024-07-012707.5169219807626
2024-08-012702.4276044582416
2024-09-012860.196447656369
2024-10-013409.842740088554
2024-11-013694.8445213496866
2024-12-014435.34022087638
2025-01-014305.562624052115
2025-02-013651.5853224082653
2025-03-012684.6149931294217
2025-04-012531.935467453814
2025-05-012903.455646597791
2025-06-012855.1071301338493
2025-07-012923.8129166878716
2025-08-013402.2087638047733
2025-09-012860.196447656369
2025-10-013341.1369535345307
2025-11-013575.245559570462
2025-12-013900.9618810117563
2026-01-013384.396152475953
2026-02-013325.86900096697
2026-03-012732.9635095933636
2026-04-013122.2963000661607
Annual Return Matrix
YearAnnual Return
20170.12398128467289182
2018-0.3768918143473228
2019-0.09571821893097876
2020-0.44810739683072964
20210.13887127457197224
2022-0.2917594654788419
20230.08018867924528306
20240.2685589519650655
2025-0.12048192771084332
2026-0.19960861056751467
Total Factor Risk
0.46682773458823956
VTI.US Exposure
0.3183339541018999
VEA.US Exposure
0.04764066278147621
VWO.US Exposure
0.001493539011566754
QQQ.US Exposure
0.07900470911304969
VTV.US Exposure
-0.07401608342013805
IJR.US Exposure
0.22313218430405765
QUAL.US Exposure
-0.18649686032793658
SHV.US Exposure
0.030768762469532328
TLT.US Exposure
-0.005496723611852035
LQD.US Exposure
0.004685416536356344
HYG.US Exposure
0.051784876108641936
GLD.US Exposure
-0.0018354764800728805
USO.US Exposure
0.03881152200615128
VNQ.US Exposure
0.06391870341259083
BTC-USD.CC Exposure
-0.014207380451340484
CPER.US Exposure
0.038297238167045465
VIX.INDX Exposure
0.02703454217190745
UUP.US Exposure
-0.006282429216043883
TIP.US Exposure
0.08984632914076914
Idiosyncratic Exposure
0.2735825141823389
Value Score
24.5
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
46.7%

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 →63.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$7.2B
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 →
+1.2%
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 →
-5.1%
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 →
24.5% 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 →
1.25
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is American Airlines Group a high-risk investment?

American Airlines Group (AAL.US) has an annualized volatility of 46.7% and experienced a maximum drawdown of 81.2% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, AAL.US has generated a Compound Annual Growth Rate (CAGR) of -8.8%. It has had a positive return in 40% 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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