ABM Industries Incorporated

10-Year Study

ABM.US · Industrials · US · Common Stock

Executive Summary: ABM Industries Incorporated has compounded at 3.5% annually over the last 10 years, with a maximum drawdown of 42.6% and an annualized volatility of 33.2%.

1Y CAGR
-25.5%
3Y CAGR
-1.8%
5Y CAGR
-2.8%
10Y CAGR
+3.5%

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 →
42.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.13
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.21
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
29.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +20.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -15.5%
% 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.
20269.6-3.3-14.13.3————————-6.0%
20254.81.8-12.83.58.0-10.3-1.76.6-6.2-6.20.0-1.6-15.5%
2024-8.51.38.0-1.68.27.010.42.9-7.71.07.7-10.516.4%
20236.13.2-7.2-4.83.7-3.49.1-1.9-11.9-1.14.29.43.0%
20222.57.52.75.30.2-10.23.73.5-17.617.06.0-5.810.7%
2021-2.417.518.60.8-3.0-10.74.86.5-9.1-1.82.2-9.29.8%
20201.1-13.7-26.042.7-10.918.1-0.66.2-3.4-5.310.9-1.72.1%
20197.14.31.95.0-4.510.35.7-11.5-2.50.94.2-0.320.4%
20181.3-7.5-4.8-6.5-8.62.57.61.71.7-4.13.01.4-13.0%
2017-0.71.06.9-0.5-0.3-3.57.9-0.4-6.11.02.0-11.9-6.1%
2016———0.16.26.82.53.33.3-1.212.6-7.228.2%

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 33.2%. The dominant macroeconomic risk driver is QUAL.US, accounting for 39.8% of variance. Idiosyncratic stock-specific factors contribute 19.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110008.55770608238
2016-05-0110630.782106477467
2016-06-0111349.440921668715
2016-07-0111629.394777914333
2016-08-0112010.683937901968
2016-09-0112407.580544224867
2016-10-0112264.361489568648
2016-11-0113808.405401533599
2016-12-0112816.691673766674
2017-01-0112728.475672741255
2017-02-0112854.503916941243
2017-03-0113740.05685031177
2017-04-0113665.60103748049
2017-05-0113618.137812997154
2017-06-0113137.209810825685
2017-07-0114176.085169910051
2017-08-0114115.72883758454
2017-09-0113251.55131984709
2017-10-0113387.305943647316
2017-11-0113652.067044160778
2017-12-0112031.682362077676
2018-01-0112187.040541661327
2018-02-0111267.332182252749
2018-03-0110728.950681977545
2018-04-0110028.312058448757
2018-05-019168.168349305204
2018-06-019400.131193027166
2018-07-0110110.72239103062
2018-08-0110279.237572476608
2018-09-0110450.957181310272
2018-10-0110018.962670305891
2018-11-0110321.950704597033
2018-12-0110462.078429302792
2019-01-0111202.56504987597
2019-02-0111684.209335816451
2019-03-0111910.291112803385
2019-04-0112501.300620527938
2019-05-0111935.02175240709
2019-06-0113169.668775305552
2019-07-0113920.598059247977
2019-08-0112323.172156918925
2019-09-0112012.267302022936
2019-10-0112119.48367249998
2019-11-0112628.045148496934
2019-12-0112595.699281454283
2020-01-0112739.333026713613
2020-02-0110995.785235506562
2020-03-018136.606624493888
2020-04-0111608.358654592887
2020-05-0110342.83603133553
2020-06-0112217.539150562849
2020-07-0112144.817498435485
2020-08-0112902.570327756373
2020-09-0112464.355457705327
2020-10-0111804.771203884518
2020-11-0113089.972781216778
2020-12-0112865.549766642289
2021-01-0112554.004026268763
2021-02-0114754.578561249802
2021-03-0117495.042562335537
2021-04-0117632.22975367378
2021-05-0117110.88826727186
2021-06-0115276.674030566466
2021-07-0116013.805427169018
2021-08-0117057.506276907767
2021-09-0115504.037578508473
2021-10-0115220.577701709279
2021-11-0115562.96134329596
2021-12-0114127.679466783282
2022-01-0114485.708253850968
2022-02-0115576.721531490097
2022-03-0115997.142404753109
2022-04-0116843.488226556787
2022-05-0116871.42329354817
2022-06-0115151.135875261067
2022-07-0115718.35722202535
2022-08-0116265.18333094572
2022-09-0113401.254627570139
2022-10-0115675.455594176236
2022-11-0116615.785386303145
2022-12-0115643.788311756856
2023-01-0116602.02519810901
2023-02-0117132.904568382477
2023-03-0115904.81719684232
2023-04-0115146.23498631521
2023-05-0115708.253850967738
2023-06-0115171.116422501867
2023-07-0116547.889224830164
2023-08-0116240.377293050538
2023-09-0114305.958726975245
2023-10-0114145.435764425578
2023-11-0114738.744920040112
2023-12-0116119.476132670834
2024-01-0114741.270762804515
2024-02-0114929.201004305243
2024-03-0116125.432597697336
2024-04-0115873.036816985728
2024-05-0117169.73663376788
2024-06-0118368.4186716329
2024-07-0120271.3584510175
2024-08-0120851.47290562396
2024-09-0119249.749300680847
2024-10-0119444.088396956926
2024-11-0120950.206968310096
2024-12-0118755.136508606713
2025-01-0119655.806799417922
2025-02-0120013.1193027166
2025-03-0117445.61898227386
2025-04-0118051.180360253038
2025-05-0119499.279946316416
2025-06-0117484.524500674815
2025-07-0117178.859827036318
2025-08-0118310.92747438343
2025-09-0117175.12761160832
2025-10-0116104.434173521628
2025-11-0116104.434173521628
2025-12-0115842.274314064041
2026-01-0117356.686697479436
2026-02-0116776.119853124128
2026-03-0114412.873504286392
2026-04-0114887.392651682514
Annual Return Matrix
YearAnnual Return
2017-0.061248981536769165
2018-0.13045589848033834
20190.2039385258454498
20200.021424017766550785
20210.09810149764555232
20220.10731478220030533
20230.030407457032417318
20240.16350781838337425
2025-0.15531010361913178
2026-0.06027427902405591
Total Factor Risk
0.3315190492638868
VTI.US Exposure
-0.10838412088428677
VEA.US Exposure
0.07892738362281924
VWO.US Exposure
0.005655217056476533
QQQ.US Exposure
-0.04890965008295403
VTV.US Exposure
-0.09333794390913572
IJR.US Exposure
0.38541458589773064
QUAL.US Exposure
0.3984971926425357
SHV.US Exposure
0.009727155120925762
TLT.US Exposure
0.024053130687208376
LQD.US Exposure
0.01922384819808156
HYG.US Exposure
-0.007615550573587586
GLD.US Exposure
-0.00781731078294539
USO.US Exposure
0.026255334939259186
VNQ.US Exposure
0.014852858124347194
BTC-USD.CC Exposure
0.015491069775734124
CPER.US Exposure
-0.0009697324419991624
VIX.INDX Exposure
-0.02377567607689844
UUP.US Exposure
0.0007987613499820277
TIP.US Exposure
0.11480971601326154
Idiosyncratic Exposure
0.19710373132344525
Value Score
43.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
33.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
33.2%

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 →15.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.82%
Market Cap$2.3B
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
$109
Avg Yield on Cost
1.09%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$109.331.09%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 →
-5.1%
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 →
-10.8%
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 →
23.8% 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 →
0.73
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is ABM Industries Incorporated a high-risk investment?

ABM Industries Incorporated (ABM.US) has an annualized volatility of 33.2% and experienced a maximum drawdown of 42.6% over the last 10 years. Its primary macro risk driver is QUAL.US.

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

Over the past 10 years, ABM.US has generated a Compound Annual Growth Rate (CAGR) of 3.5%. 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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