Albertsons Companies

10-Year Study

ACI.US · Consumer Defensive · US · Common Stock

Executive Summary: Albertsons Companies has compounded at 8.1% annually over the last 10 years, with a maximum drawdown of 31.3% and an annualized volatility of 43.6%.

1Y CAGR
-26.5%
3Y CAGR
-4.8%
5Y CAGR
+5.0%
10Y CAGR
+8.1%

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 →
31.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.27
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.60
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
27.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +75.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -12.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
33%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-2.27.5-4.8-3.9————————-3.8%
20252.94.94.50.61.1-3.2-10.01.2-10.01.83.6-6.3-10.0%
2024-7.2-4.45.7-4.31.2-4.31.0-1.1-5.8-1.49.7-1.1-12.5%
20232.8-6.24.51.2-2.67.20.13.11.6-4.10.35.613.4%
2022-6.43.614.1-5.6-2.3-12.50.92.5-9.610.52.1-1.0-6.8%
2021-0.6-6.917.9-2.13.32.410.440.62.5-0.213.7-14.275.2%
2020——————-5.8-7.20.46.89.19.712.2%

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 43.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 47.7% of variance. Idiosyncratic stock-specific factors contribute 19.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-06-0110000
2020-07-019422.991865541047
2020-08-018744.447222168805
2020-09-018782.523413011288
2020-10-019378.954250879791
2020-11-0110234.514720870753
2020-12-0111224.111074787023
2021-01-0111153.82396492375
2021-02-0110383.26186034884
2021-03-0112245.437587738697
2021-04-0111986.596411607468
2021-05-0112386.781023441858
2021-06-0112690.140574219726
2021-07-0114011.845926039883
2021-08-0119694.428953289364
2021-09-0120193.938578104266
2021-10-0120157.20851522086
2021-11-0122918.693871271706
2021-12-0119662.314186265652
2022-01-0118411.28055229707
2022-02-0119065.306436414685
2022-03-0121746.88948289456
2022-04-0120534.893559739237
2022-05-0120055.67200630757
2022-06-0117541.297282744563
2022-07-0117706.871021711122
2022-08-0118142.054960481528
2022-09-0116394.49241360743
2022-10-0118119.363089171362
2022-11-0118508.009461356512
2022-12-0118322.532258995023
2023-01-0118835.503163400706
2023-02-0117662.737255052783
2023-03-0118462.337262744946
2023-04-0118676.660064229534
2023-05-0118194.169342897254
2023-06-0119498.855791234782
2023-07-0119524.624526451415
2023-08-0120126.63218015038
2023-09-0120441.14536258918
2023-10-0119605.96911597854
2023-11-0119669.23713005519
2023-12-0120780.46576027384
2024-01-0119278.283109940196
2024-02-0118424.261071902463
2024-03-0119478.086959866156
2024-04-0118644.833753197054
2024-05-0118864.156458529644
2024-06-0118050.7105632584
2024-07-0118231.18786177189
2024-08-0118038.114651641317
2024-09-0116990.057883502242
2024-10-0116749.870194803945
2024-11-0118369.35828157151
2024-12-0118175.035095478932
2025-01-0118696.17891963616
2025-02-0119619.334243572237
2025-03-0120505.18259264245
2025-04-0120634.31472471683
2025-05-0120869.02174958174
2025-06-0120193.073210130573
2025-07-0118175.9966154497
2025-08-0118403.01148054845
2025-09-0116558.91232860906
2025-10-0116860.733447433704
2025-11-0117470.817868887138
2025-12-0116365.166054498952
2026-01-0116009.30751331705
2026-02-0117211.20747677929
2026-03-0116384.30030191727
2026-04-0115740.081921501509
Annual Return Matrix
YearAnnual Return
20210.7517925522345867
2022-0.0681395849226375
20230.13414813337671472
2024-0.12537883870609523
2025-0.09957994751989174
2026-0.03819601529955752
Total Factor Risk
0.4358453614746893
VTI.US Exposure
-0.02948373887227288
VEA.US Exposure
0.02371434195861697
VWO.US Exposure
-0.001462166133089229
QQQ.US Exposure
0.06421413023126715
VTV.US Exposure
0.03883646549518567
IJR.US Exposure
0.03496690242372232
QUAL.US Exposure
-0.014490726108871373
SHV.US Exposure
0.4768184138818332
TLT.US Exposure
-0.00010350579781936275
LQD.US Exposure
-0.00038836577239498906
HYG.US Exposure
0.04505541718290791
GLD.US Exposure
-0.0017228886233246238
USO.US Exposure
0.00029752114064483223
VNQ.US Exposure
0.014341368523971198
BTC-USD.CC Exposure
0.01350206848374216
CPER.US Exposure
-0.0037703591392728142
VIX.INDX Exposure
0.00010137816767827487
UUP.US Exposure
0.04760724291081138
TIP.US Exposure
0.09807522533474146
Idiosyncratic Exposure
0.19389127471192272
Value Score
45.5
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
42.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
43.6%

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 →11.3x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.53%
Market Cap$9.6B
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
$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 →
-6.3%
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 →
-9.2%
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 →
26.3% 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 →
0.27
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Albertsons Companies a high-risk investment?

Albertsons Companies (ACI.US) has an annualized volatility of 43.6% and experienced a maximum drawdown of 31.3% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ACI.US has generated a Compound Annual Growth Rate (CAGR) of 8.1%. It has had a positive return in 33% 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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