Advance Auto Parts Inc

10-Year Study

AAP.US · Consumer Cyclical · US · Common Stock

Executive Summary: Advance Auto Parts Inc has compounded at -8.4% annually over the last 10 years, with a maximum drawdown of 85.1% and an annualized volatility of 121.3%.

1Y CAGR
+22.0%
3Y CAGR
-6.5%
5Y CAGR
-19.9%
10Y CAGR
-8.4%

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 →
85.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.09
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.13
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
43.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · +58.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -57.6%
% 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.
202622.910.7-0.87.4————————45.0%
20253.1-23.96.3-15.946.5-3.014.614.90.7-22.910.1-24.2-15.0%
202410.01.026.0-14.0-3.2-10.30.4-28.5-13.9-7.815.914.4-21.1%
20233.6-4.8-16.14.5-41.9-3.66.2-7.5-18.7-6.5-2.420.2-57.6%
2022-3.5-11.71.9-3.5-4.9-8.011.9-12.9-6.521.5-20.5-1.6-36.5%
2021-5.37.514.69.1-5.28.73.4-4.33.58.0-2.19.154.7%
2020-17.70.9-29.629.615.22.45.44.1-1.6-4.10.36.8-0.9%
20191.11.65.4-2.5-6.8-0.5-2.3-8.419.9-1.8-3.32.01.9%
201817.4-2.33.8-3.512.45.64.116.12.7-5.111.2-11.458.2%
2017-2.9-4.6-5.3-4.1-6.0-12.7-3.9-12.61.4-17.623.6-1.2-40.9%
2016———-2.6-1.45.15.1-7.3-5.2-6.121.2-0.35.6%

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 121.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 82.2% of variance. Idiosyncratic stock-specific factors contribute 10.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019735.559159427678
2016-05-019594.607101210115
2016-06-0110084.418885112576
2016-07-0110597.90184400233
2016-08-019819.251891202297
2016-09-019307.719579514503
2016-10-018743.462840170803
2016-11-0110593.523566523478
2016-12-0110559.67912565443
2017-01-0110254.979489727779
2017-02-019778.573065976014
2017-03-019260.875570065968
2017-04-018878.598552534348
2017-05-018347.032951699413
2017-06-017286.186997298994
2017-07-016999.968675738364
2017-08-016118.176472347084
2017-09-016203.342868248732
2017-10-015111.507252278486
2017-11-016315.903754782291
2017-12-016237.78531774904
2018-01-017320.273489280697
2018-02-017148.830110019351
2018-03-017421.749858684866
2018-04-017165.068892018152
2018-05-018052.179100737403
2018-06-018499.076646196738
2018-07-018845.43043095065
2018-08-0110273.425208341938
2018-09-0110546.473101714151
2018-10-0110009.532542348268
2018-11-0111134.16608408286
2018-12-019869.221207664194
2019-01-019978.27947221467
2019-02-0110139.99097291733
2019-03-0110692.330254538105
2019-04-0110428.359277890342
2019-05-019718.587104940549
2019-06-019668.43980971935
2019-07-019448.899450543975
2019-08-018652.921485738207
2019-09-0110378.767276398166
2019-10-0110195.541703270965
2019-11-019856.691503009266
2019-12-0110053.77806191098
2020-01-018270.388178793191
2020-02-018347.602483729182
2020-03-015874.559146613207
2020-04-017611.368428846229
2020-05-018770.287798772943
2020-06-018982.431360711687
2020-07-019467.338050007762
2020-08-019856.399617844008
2020-09-019694.887453351766
2020-10-019302.038497517555
2020-11-019328.564451804064
2020-12-019963.59266499699
2021-01-019434.134332672202
2021-02-0110143.244424637385
2021-03-0111622.974067782854
2021-04-0112678.922046727257
2021-05-0112018.243534743591
2021-06-0113060.693604582457
2021-07-0113501.276463661723
2021-08-0112914.900524111852
2021-09-0113364.26129559994
2021-10-0114428.204080412228
2021-11-0114121.112409960548
2021-12-0115411.365865952095
2022-01-0114873.627961744536
2022-02-0113137.053611473795
2022-03-0113393.193522712225
2022-04-0112918.837414267635
2022-05-0112286.585669719834
2022-06-0111299.707687685723
2022-07-0112639.951817590283
2022-08-0111009.203637601075
2022-09-0110297.067906727742
2022-10-0112508.752995382521
2022-11-019944.698439909389
2022-12-019786.204795174925
2023-01-0110135.641172039965
2023-02-019648.427878023327
2023-03-018094.267517737365
2023-04-018459.75757869153
2023-05-014912.227995062159
2023-06-014737.680666238569
2023-07-015031.089329675039
2023-08-014654.386606884788
2023-09-013782.618167217452
2023-10-013536.1033472821223
2023-11-013451.8268451769895
2023-12-014147.766508953756
2024-01-014562.015630806557
2024-02-014609.101691367746
2024-03-015806.756358469155
2024-04-014996.362114159849
2024-05-014836.159873336078
2024-06-014335.704959627299
2024-07-014353.339095099035
2024-08-013114.6354069519934
2024-09-012680.1892554934925
2024-10-012469.8610768996386
2024-11-012861.549611223198
2024-12-013272.6164728596636
2025-01-013374.6125402409975
2025-02-012567.4859859524927
2025-03-012728.2150439038005
2025-04-012294.47368833214
2025-05-013361.0719162332293
2025-06-013260.0938873551077
2025-07-013737.183749542595
2025-08-014294.9122279950625
2025-09-014323.787501904373
2025-10-013335.464332344721
2025-11-013671.6306129161326
2025-12-012781.3239056798006
2026-01-013417.904093653847
2026-02-013785.252252855136
2026-03-013755.35182129224
2026-04-014033.7106008420533
Annual Return Matrix
YearAnnual Return
2017-0.40928268335403073
20180.582167500952981
20190.018700244970035085
2020-0.008970299161034756
20210.5467679565116736
2022-0.3650008130171436
2023-0.5761618936281809
2024-0.21099308126552252
2025-0.1501222557712556
20260.4502843745040723
Total Factor Risk
1.2132426814095754
VTI.US Exposure
0.07473159443108465
VEA.US Exposure
0.0063677036234104185
VWO.US Exposure
0.0010573121710140783
QQQ.US Exposure
-0.007652329067776362
VTV.US Exposure
-0.004833469375840316
IJR.US Exposure
0.0005457881592108459
QUAL.US Exposure
-0.004511425186172826
SHV.US Exposure
0.8220071676814673
TLT.US Exposure
-0.0000045082645484514536
LQD.US Exposure
0.0008251654575739359
HYG.US Exposure
0.002154655366112778
GLD.US Exposure
0.00012860604853526063
USO.US Exposure
0.0004231392406784803
VNQ.US Exposure
-0.003343858141310275
BTC-USD.CC Exposure
0.0005113710099427503
CPER.US Exposure
0.0030480653342524265
VIX.INDX Exposure
-0.0021732670179831206
UUP.US Exposure
0.006140778269847401
TIP.US Exposure
0.00004405396588790295
Idiosyncratic Exposure
0.10453345629461328
Value Score
31.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
22.1
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
121.3%

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 →45.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.84%
Market Cap$3.1B
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
$18
Avg Yield on Cost
0.18%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$17.80.18%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 →
+6.0%
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 →
+7.1%
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 →
13.9% 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 →
1.07
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Advance Auto Parts Inc a high-risk investment?

Advance Auto Parts Inc (AAP.US) has an annualized volatility of 121.3% and experienced a maximum drawdown of 85.1% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, AAP.US has generated a Compound Annual Growth Rate (CAGR) of -8.4%. 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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