AAON Inc

10-Year Study

AAON.US · Industrials · US · Common Stock

Executive Summary: AAON Inc has compounded at 18.4% annually over the last 10 years, with a maximum drawdown of 45.8% and an annualized volatility of 50.6%.

1Y CAGR
-5.1%
3Y CAGR
+17.6%
5Y CAGR
+16.6%
10Y CAGR
+18.4%

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 →
45.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.60
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.87
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
34.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +59.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -34.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202619.411.1-18.210.5————————20.0%
2025-1.1-34.01.916.85.5-23.313.2-0.712.85.3-4.9-18.4-34.9%
2024-5.019.75.06.8-20.216.41.57.913.05.919.4-13.759.9%
20231.319.26.41.4-11.69.611.0-10.1-9.7-4.215.018.047.9%
2022-19.1-8.9-4.8-12.59.92.69.9-4.5-6.319.723.3-5.0-4.6%
202111.14.2-9.2-6.61.3-5.3-0.79.6-4.19.79.11.819.8%
20206.14.9-12.2-1.413.70.69.1-3.95.8-3.111.82.335.7%
20195.47.915.98.7-9.310.61.2-5.6-4.25.91.80.141.9%
2018-0.81.06.1-12.8-10.39.613.57.0-6.4-8.810.5-7.6-3.6%
20172.7-0.95.13.7-1.32.2-8.3-3.65.81.54.50.711.8%
2016———-5.33.50.7-3.76.91.83.910.30.519.0%

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 50.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 33.5% of variance. Idiosyncratic stock-specific factors contribute 30.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019471.424417112848
2016-05-019799.973770790924
2016-06-019864.46341310434
2016-07-019495.087725300353
2016-08-0110147.738871117648
2016-09-0110334.194335631239
2016-10-0110739.43561584472
2016-11-0111843.571277875662
2016-12-0111897.569236558957
2017-01-0112221.556988658716
2017-02-0112113.56107129213
2017-03-0112725.556943042702
2017-04-0113193.520244958003
2017-05-0113020.692565159627
2017-06-0113312.920166270376
2017-07-0112211.008285008864
2017-08-0111777.428054990107
2017-09-0112456.707550020812
2017-10-0112644.531495007896
2017-11-0113216.100172770659
2017-12-0113306.762004139651
2018-01-0113197.96780649686
2018-02-0113324.89437041345
2018-03-0114140.679792675206
2018-04-0112327.785285413709
2018-05-0111058.747726326714
2018-06-0112115.328691903725
2018-07-0113754.996379228747
2018-08-0114720.516373298664
2018-09-0113773.185765522276
2018-10-0112567.098308216013
2018-11-0113886.997724901214
2018-12-0112829.447418988806
2019-01-0113517.393957018307
2019-02-0114585.89210671867
2019-03-0116898.56708690421
2019-04-0118373.218837133718
2019-05-0116666.95176676531
2019-06-0118425.791295323786
2019-07-0118653.472234101395
2019-08-0117614.33939456143
2019-09-0116868.91667664517
2019-10-0117867.679342217052
2019-11-0118187.1054927385
2019-12-0118201.816657828564
2020-01-0119318.040564042032
2020-02-0120264.74395160141
2020-03-0117800.28167889746
2020-04-0117549.792732228285
2020-05-0119955.29630453252
2020-06-0120069.79250414821
2020-07-0121903.442298591035
2020-08-0121045.747161828516
2020-09-0122273.103086493666
2020-10-0121592.9112711473
2020-11-0124145.811594450814
2020-12-0124701.927846867035
2021-01-0127434.15613221802
2021-02-0128583.451649874267
2021-03-0125954.942780410198
2021-04-0124249.64505037719
2021-05-0124561.03137811685
2021-06-0123270.72535167097
2021-07-0123107.07789504895
2021-08-0125323.046921774232
2021-09-0124293.151325430357
2021-10-0126639.18301715732
2021-11-0129070.516658398763
2021-12-0129603.48278280504
2022-01-0123945.899405281198
2022-02-0121825.267851542674
2022-03-0120770.511526596987
2022-04-0118165.32384520205
2022-05-0119969.209189346377
2022-06-0120480.621746295124
2022-07-0122503.920126356363
2022-08-0121497.85889825918
2022-09-0120151.445172400032
2022-10-0124119.63940539523
2022-11-0129734.457768122385
2022-12-0128256.384816709142
2023-01-0128631.519526505752
2023-02-0134123.744846815716
2023-03-0136320.669186951534
2023-04-0136812.69493719245
2023-05-0132534.197756832422
2023-06-0135659.236958095986
2023-07-0139589.569897991176
2023-08-0135576.44388944958
2023-09-0132123.65361478415
2023-10-0130773.64762768208
2023-11-0135404.81363006552
2023-12-0141778.7965354636
2024-01-0139680.51682945882
2024-02-0147496.76411388038
2024-03-0149875.98145708958
2024-04-0153267.076070408315
2024-05-0142488.01154085199
2024-06-0149443.769707544314
2024-07-0150174.88040050861
2024-08-0154130.872349281824
2024-09-0161174.89750651453
2024-10-0164794.12921876871
2024-11-0177387.74183615868
2024-12-0166796.15913147105
2025-01-0166058.263056159
2025-02-0143592.31826294212
2025-03-0144400.91916271803
2025-04-0151868.317966438015
2025-05-0154721.143593515684
2025-06-0141956.0147567811
2025-07-0147502.69419593219
2025-08-0147189.825347679565
2025-09-0153222.885555118395
2025-10-0156042.41149067438
2025-11-0153302.3144426008
2025-12-0143477.7650433067
2026-01-0151922.42996516077
2026-02-0157704.25996567394
2026-03-0147184.066325686945
2026-04-0152161.914048022256
Annual Return Matrix
YearAnnual Return
20170.11844375431331944
2018-0.035870077559240654
20190.4187529722354322
20200.3571133206774053
20210.19842803227035088
2022-0.04550471226575914
20230.4785612811571742
20240.5988052474123249
2025-0.3490978282488981
20260.1997377049180329
Total Factor Risk
0.5058625816652513
VTI.US Exposure
0.11510567821555454
VEA.US Exposure
0.008623335323168125
VWO.US Exposure
0.027305107229130907
QQQ.US Exposure
-0.10979606923723191
VTV.US Exposure
-0.014142123503602232
IJR.US Exposure
0.08300438757711096
QUAL.US Exposure
0.17301529289282272
SHV.US Exposure
0.3354491284452985
TLT.US Exposure
-0.005049349645574318
LQD.US Exposure
-0.010634480209343801
HYG.US Exposure
0.015667968511691648
GLD.US Exposure
0.020247871728587746
USO.US Exposure
0.03651102652679288
VNQ.US Exposure
-0.032028524866044746
BTC-USD.CC Exposure
0.01605651668244329
CPER.US Exposure
-0.014881018181756129
VIX.INDX Exposure
0.007935125590041251
UUP.US Exposure
0.00930995017925927
TIP.US Exposure
0.030034688349842
Idiosyncratic Exposure
0.30826548839180934
Value Score
24.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
5.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
50.6%

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 →63.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.48%
Market Cap$6.6B
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
$57
Avg Yield on Cost
0.57%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$57.020.57%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 →
+0.2%
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 →
+3.7%
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 →
14.1% 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 →
1.20
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is AAON Inc a high-risk investment?

AAON Inc (AAON.US) has an annualized volatility of 50.6% and experienced a maximum drawdown of 45.8% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, AAON.US has generated a Compound Annual Growth Rate (CAGR) of 18.4%. It has had a positive return in 70% 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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