Acco Brands Corporation

10-Year Study

ACCO.US · Industrials · US · Common Stock

Executive Summary: Acco Brands Corporation has compounded at -7.4% annually over the last 10 years, with a maximum drawdown of 69.8% and an annualized volatility of 33.6%.

1Y CAGR
-6.3%
3Y CAGR
-7.8%
5Y CAGR
-14.7%
10Y CAGR
-7.4%

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 →
69.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.06
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.11
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
41.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +41.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -43.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
30%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20264.84.1-26.38.0————————-13.1%
20250.2-11.2-8.8-7.9-5.0-0.34.79.3-0.7-5.8-6.48.4-23.1%
20240.0-8.22.0-14.17.2-7.78.78.9-0.2-10.420.3-9.8-8.7%
202313.6-10.7-4.9-13.97.27.616.9-11.27.7-11.88.013.015.3%
2022-1.55.7-6.1-8.43.9-13.49.8-16.3-17.4-6.122.80.4-29.2%
2021-4.30.15.01.76.9-5.33.65.6-8.3-3.70.70.00.8%
2020-7.7-7.3-36.146.5-15.414.7-8.20.3-10.5-9.146.610.3-5.8%
201930.25.3-7.36.8-19.07.124.3-4.66.5-7.30.72.341.9%
2018-2.97.2-0.8-4.07.57.4-7.6-2.7-8.9-28.61.4-16.5-43.2%
2017-2.35.1-1.98.4-20.42.60.0-6.08.79.70.8-7.2-6.5%
2016———6.24.23.98.8-11.0-3.615.112.24.845.3%

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 33.6%. The dominant macroeconomic risk driver is IJR.US, accounting for 43.4% of variance. Idiosyncratic stock-specific factors contribute 30.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110623.583128452376
2016-05-0111068.999648775503
2016-06-0111503.240844215972
2016-07-0112516.683163574826
2016-08-0111135.891950573134
2016-09-0110734.857434783997
2016-10-0112360.70755771257
2016-11-0113864.108049426866
2016-12-0114532.232829911556
2017-01-0114198.09061592005
2017-02-0114921.93237331971
2017-03-0114643.666783741499
2017-04-0115868.482390880936
2017-05-0112639.132794789106
2017-06-0112973.275008780614
2017-07-0112973.275008780614
2017-08-0112193.71627446598
2017-09-0113251.700245857148
2017-10-0114532.232829911556
2017-11-0114643.666783741499
2017-12-0113585.682812350331
2018-01-0113195.983268942178
2018-02-0114151.633193907852
2018-03-0114039.720297582939
2018-04-0113480.47511095501
2018-05-0114497.270027778666
2018-06-0115564.832849069255
2018-07-0114384.87818895878
2018-08-0114003.001372968487
2018-09-0112760.784188511767
2018-10-019113.317794310164
2018-11-019238.321785497621
2018-12-017713.6881765062735
2019-01-0110045.978479517225
2019-02-0110580.797598901625
2019-03-019804.431814553467
2019-04-0110468.725055078387
2019-05-018482.869823429866
2019-06-019082.98476962866
2019-07-0111287.397426482326
2019-08-0110765.1904594655
2019-09-0111462.051789648456
2019-10-0110625.977840927231
2019-11-0110701.491107634345
2019-12-0110947.028960056197
2020-01-0110104.888406398673
2020-02-019368.115201634791
2020-03-015986.461892142151
2020-04-018772.310737890737
2020-05-017417.063124620838
2020-06-018507.455538171716
2020-07-017812.509977968646
2020-08-017836.776397713848
2020-09-017014.432133848462
2020-10-016373.447428078803
2020-11-019343.529486892941
2020-12-0110307.002139276477
2021-01-019867.9715188863
2021-02-019880.1047287589
2021-03-0110370.382196110988
2021-04-0110542.482199303937
2021-05-0111274.465979118107
2021-06-0110680.417637855615
2021-07-0111064.050576327469
2021-08-0111680.289919856956
2021-09-0110707.877007567293
2021-10-0110309.077556754686
2021-11-0110386.187298445033
2021-12-0110386.187298445033
2022-01-0110235.160765030812
2022-02-0110813.56365145758
2022-03-0110149.270410932662
2022-04-019299.307129857276
2022-05-019665.69813851017
2022-06-018370.956927104953
2022-07-019191.385420990453
2022-08-017690.698936747662
2022-09-016354.76867077493
2022-10-015965.707717360069
2022-11-017324.786870589738
2022-12-017351.128707813148
2023-01-018350.522047319519
2023-02-017456.336409208468
2023-03-017093.776940515341
2023-04-016106.9957533765455
2023-05-016546.82461125834
2023-06-017047.159871004822
2023-07-018237.491618506338
2023-08-017312.6536607171365
2023-09-017875.0917973115365
2023-10-016942.271464606149
2023-11-017500.079823749162
2023-12-018476.004981001948
2024-01-018476.004981001948
2024-02-017778.984003320668
2024-03-017930.808774226508
2024-04-016813.914875953894
2024-05-017302.116925827773
2024-06-016742.712091701523
2024-07-017330.853475526039
2024-08-017980.938088700152
2024-09-017966.410166352694
2024-10-017136.243175069447
2024-11-018582.809157380505
2024-12-017742.265078706217
2025-01-017756.952648551996
2025-02-016886.873782687824
2025-03-016279.095756569495
2025-04-015784.507806762667
2025-05-015492.672179826943
2025-06-015477.505667486191
2025-07-015737.5714422555
2025-08-016270.634439158338
2025-09-016223.857722149494
2025-10-015865.1297934161375
2025-11-015491.873942335324
2025-12-015954.851687474057
2026-01-016242.21718445672
2026-02-016497.653181774642
2026-03-014789.424949711038
2026-04-015172.578945687921
Annual Return Matrix
YearAnnual Return
2017-0.06513452052687663
2018-0.432219323603375
20190.4191692365006108
2020-0.05846580137086188
20210.0076826567122565415
2022-0.29222066802957414
20230.15302089215132697
2024-0.08656671438258123
2025-0.23086440118772678
2026-0.13136729222520105
Total Factor Risk
0.33615957175075156
VTI.US Exposure
-0.08901661657101279
VEA.US Exposure
0.11339927277709352
VWO.US Exposure
0.037642248630461214
QQQ.US Exposure
-0.07476202771136527
VTV.US Exposure
0.02175039950574678
IJR.US Exposure
0.4343958112883531
QUAL.US Exposure
0.09277878839112315
SHV.US Exposure
0.017988236932254525
TLT.US Exposure
0.004079304083746773
LQD.US Exposure
0.07662993976878096
HYG.US Exposure
-0.02659362024237841
GLD.US Exposure
0.027864046966815784
USO.US Exposure
0.04018146024909306
VNQ.US Exposure
-0.028442946424789943
BTC-USD.CC Exposure
-0.0005283798712837736
CPER.US Exposure
0.008430801493471734
VIX.INDX Exposure
0.04776939400151662
UUP.US Exposure
-0.017664532640765694
TIP.US Exposure
0.007150582806650257
Idiosyncratic Exposure
0.30694783656648855
Value Score
47.4
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
100
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
33.6%

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 →6.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →10.24%
Market Cap$265.7M
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
$120
Avg Yield on Cost
1.20%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$119.741.20%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 →
-8.0%
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 →
-12.1%
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 →
23.2% 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 →
1.15
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Acco Brands Corporation a high-risk investment?

Acco Brands Corporation (ACCO.US) has an annualized volatility of 33.6% and experienced a maximum drawdown of 69.8% over the last 10 years. Its primary macro risk driver is IJR.US.

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

Over the past 10 years, ACCO.US has generated a Compound Annual Growth Rate (CAGR) of -7.4%. It has had a positive return in 30% 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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