Accor SA Ltd

10-Year Study

ACCYY.US · Consumer Cyclical · US · Common Stock

Executive Summary: Accor SA Ltd has compounded at 3.8% annually over the last 10 years, with a maximum drawdown of 62.6% and an annualized volatility of 36.7%.

1Y CAGR
+1.6%
3Y CAGR
+19.8%
5Y CAGR
+7.9%
10Y CAGR
+3.8%

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 →
62.6%
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 →
0.28
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
31.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +59.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -23.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-2.96.9-18.611.9————————-5.4%
20255.9-3.2-8.38.28.80.6-3.0-3.2-4.27.86.73.118.9%
20243.59.68.0-5.9-1.4-2.3-5.89.44.53.11.15.130.9%
202329.81.6-0.98.8-2.711.61.9-4.7-5.8-5.68.310.359.3%
202213.8-6.1-6.93.10.8-20.2-3.7-7.6-13.116.210.2-6.4-23.5%
2021-5.623.7-9.55.8-0.8-6.2-4.9-4.15.60.4-17.78.4-10.1%
2020-13.2-11.9-25.72.63.1-3.6-9.023.8-7.9-9.233.55.6-23.2%
20191.0-3.5-3.24.6-9.913.46.8-3.8-4.44.2-0.69.612.4%
20189.42.3-6.64.0-0.3-11.15.8-5.54.3-10.6-2.8-3.3-15.5%
20179.9-2.34.99.18.3-0.8-2.50.27.50.80.72.944.6%
2016———8.1-2.8-10.97.8-10.05.3-4.6-7.05.1-10.8%

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 36.7%. The dominant macroeconomic risk driver is VEA.US, accounting for 51.9% of variance. Idiosyncratic stock-specific factors contribute 27.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110805.104142824444
2016-05-0110502.546349279011
2016-06-019353.112840466925
2016-07-0110079.108491645686
2016-08-019074.874113069352
2016-09-019552.815289539942
2016-10-019117.217898832685
2016-11-018481.918059052414
2016-12-018917.51544975967
2017-01-019800.869764248113
2017-02-019570.983062485695
2017-03-0110035.6202792401
2017-04-0110949.158846417944
2017-05-0111862.554360265507
2017-06-0111763.275349050125
2017-07-0111465.438315403982
2017-08-0111490.329594872968
2017-09-0112346.503776607919
2017-10-0112440.775921263446
2017-11-0112532.616159304189
2017-12-0112892.538338292514
2018-01-0114103.627832455939
2018-02-0114431.07690547036
2018-03-0113475.623712520026
2018-04-0114009.21263447013
2018-05-0113968.156328679332
2018-06-0112419.747081712063
2018-07-0113143.167772945753
2018-08-0112426.041428244447
2018-09-0112965.495536736094
2018-10-0111588.321126115814
2018-11-0111264.734493018997
2018-12-0110890.220874341954
2019-01-0111004.520485236895
2019-02-0110623.712520027466
2019-03-0110280.956740672922
2019-04-0110750.600823987183
2019-05-019683.70908674754
2019-06-0110977.483405813688
2019-07-0111722.505149919889
2019-08-0111278.18150606546
2019-09-0110781.500343327993
2019-10-0111238.984893568322
2019-11-0111173.609521629664
2019-12-0112245.222018768598
2020-01-0110624.713893339436
2020-02-019357.118333714809
2020-03-016952.391851682308
2020-04-017135.357061112381
2020-05-017357.518883039597
2020-06-017096.160448615243
2020-07-016455.853742275121
2020-08-017991.388189517052
2020-09-017357.518883039597
2020-10-016678.015564202335
2020-11-018912.79468986038
2020-12-019409.332799267566
2021-01-018886.61593041886
2021-02-0110990.644312199589
2021-03-019950.36049439231
2021-04-0110526.72236209659
2021-05-0110446.898603799496
2021-06-019801.441977569239
2021-07-019317.778667887387
2021-08-018938.830395971618
2021-09-019435.511558709086
2021-10-019474.708171206225
2021-11-017801.842526894026
2021-12-018455.310139620049
2022-01-019618.476768139162
2022-02-019035.534447241931
2022-03-018416.113527122912
2022-04-018677.471961547266
2022-05-018742.847333485923
2022-06-016978.570611123828
2022-07-016717.212176699473
2022-08-016207.513160906385
2022-09-015397.259098191806
2022-10-016272.888532845044
2022-11-016913.195239185168
2022-12-016468.871595330739
2023-01-018397.802700846876
2023-02-018533.703364614328
2023-03-018458.171206225681
2023-04-019200.188830395973
2023-05-018949.27328908217
2023-06-019990.129320210575
2023-07-0110181.248569466696
2023-08-019699.444953078508
2023-09-019138.532845044632
2023-10-018624.828336003662
2023-11-019341.239414053558
2023-12-0110307.850766765849
2024-01-0110666.056305790798
2024-02-0111693.46532387274
2024-03-0112626.31609063859
2024-04-0111882.724879835203
2024-05-0111720.502403295946
2024-06-0111445.410849164567
2024-07-0110777.065690089265
2024-08-0111793.459601739527
2024-09-0112322.613870450905
2024-10-0112698.558022430761
2024-11-0112837.748912794688
2024-12-0113492.217898832683
2025-01-0114285.877775234609
2025-02-0113826.390478370336
2025-03-0112684.681849393455
2025-04-0113728.971160448613
2025-05-0114940.3467612726
2025-06-0115034.905012588693
2025-07-0114577.1343556878
2025-08-0114105.058365758754
2025-09-0113518.539711604484
2025-10-0114577.1343556878
2025-11-0115549.897001602196
2025-12-0116036.278324559396
2026-01-0115578.507667658503
2026-02-0116651.40764476997
2026-03-0113547.150377660793
2026-04-0115163.653009842068
Annual Return Matrix
YearAnnual Return
20170.44575452780852465
2018-0.15530824197771953
20190.1244236604621225
2020-0.23159149055479633
2021-0.10139110604332957
2022-0.23493384766351966
20230.5934542237947809
20240.3089263905851005
20250.1885576148267527
2026-0.05441570026761833
Total Factor Risk
0.36723517946893164
VTI.US Exposure
0.16359660426488148
VEA.US Exposure
0.518770983947242
VWO.US Exposure
-0.00028652259190974067
QQQ.US Exposure
0.04046819444580407
VTV.US Exposure
-0.0345817525478383
IJR.US Exposure
0.016448094828724967
QUAL.US Exposure
-0.16179182873644266
SHV.US Exposure
0.12106493949256274
TLT.US Exposure
0.000571889783843636
LQD.US Exposure
-0.03013274540407053
HYG.US Exposure
0.03722516722360887
GLD.US Exposure
-0.01691081937533631
USO.US Exposure
0.013150834498721608
VNQ.US Exposure
-0.0069776897739523384
BTC-USD.CC Exposure
0.0022355944223125495
CPER.US Exposure
0.034426515966555674
VIX.INDX Exposure
0.022727335593991815
UUP.US Exposure
0.0032271727555793434
TIP.US Exposure
-0.00039850945502182904
Idiosyncratic Exposure
0.27716654066074314
Value Score
39.4
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
35.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
36.7%

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 →26.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.94%
Market Cap$11.5B
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 →
+1.5%
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 →
+0.9%
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 →
11.5% 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 →
0.87
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Accor SA Ltd a high-risk investment?

Accor SA Ltd (ACCYY.US) has an annualized volatility of 36.7% and experienced a maximum drawdown of 62.6% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, ACCYY.US has generated a Compound Annual Growth Rate (CAGR) of 3.8%. It has had a positive return in 50% 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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