Axcelis Technologies Inc

10-Year Study

ACLS.US · Technology · US · Common Stock

Executive Summary: Axcelis Technologies Inc has compounded at 27.4% annually over the last 10 years, with a maximum drawdown of 75.6% and an annualized volatility of 95.4%.

1Y CAGR
+125.5%
3Y CAGR
-9.2%
5Y CAGR
+23.9%
10Y CAGR
+27.4%

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 →
75.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.76
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.46
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
47.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +156.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -46.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20269.6-6.212.727.6————————47.8%
2025-2.7-19.4-9.3-1.415.023.7-2.918.222.0-18.54.0-2.915.0%
20240.3-13.4-1.0-7.28.726.4-11.1-13.5-4.1-18.6-13.0-5.9-46.1%
202338.516.93.7-11.233.216.49.4-4.2-15.1-21.8-2.54.463.4%
2022-16.010.69.1-27.914.0-11.628.2-4.8-9.5-4.237.7-0.66.4%
202117.67.711.41.1-0.2-2.5-4.628.9-5.416.812.520.6156.0%
20200.2-0.7-23.727.614.93.75.6-19.7-6.90.322.27.920.9%
201917.00.9-4.35.8-30.31.56.6-4.611.612.211.812.435.4%
2018-9.8-5.60.6-10.6-3.4-6.811.1-8.2-2.7-12.215.4-10.6-38.0%
20174.51.621.72.413.0-3.76.0-5.930.920.3-2.7-10.397.3%
2016———2.1-5.6-0.4-0.69.613.22.80.06.629.9%

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 95.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 69.7% of variance. Idiosyncratic stock-specific factors contribute 7.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110214.285714285714
2016-05-019642.857142857145
2016-06-019607.142857142857
2016-07-019553.57142857143
2016-08-0110473.214285714288
2016-09-0111857.142857142857
2016-10-0112187.5
2016-11-0112187.5
2016-12-0112991.07142857143
2017-01-0113571.428571428572
2017-02-0113794.642857142859
2017-03-0116785.71428571429
2017-04-0117187.5
2017-05-0119419.64285714286
2017-06-0118705.357142857145
2017-07-0119821.428571428572
2017-08-0118660.714285714286
2017-09-0124419.64285714286
2017-10-0129375
2017-11-0128571.428571428572
2017-12-0125625
2018-01-0123125
2018-02-0121830.357142857145
2018-03-0121964.285714285717
2018-04-0119642.857142857145
2018-05-0118973.214285714286
2018-06-0117678.57142857143
2018-07-0119642.857142857145
2018-08-0118035.714285714286
2018-09-0117544.64285714286
2018-10-0115410.714285714288
2018-11-0117785.71428571429
2018-12-0115892.857142857145
2019-01-0118598.214285714286
2019-02-0118767.85714285714
2019-03-0117964.285714285717
2019-04-0119008.928571428572
2019-05-0113241.07142857143
2019-06-0113437.500000000002
2019-07-0114330.357142857145
2019-08-0113669.642857142859
2019-09-0115258.928571428572
2019-10-0117116.07142857143
2019-11-0119142.857142857145
2019-12-0121513.392857142855
2020-01-0121562.5
2020-02-0121419.64285714286
2020-03-0116348.214285714286
2020-04-0120857.14285714286
2020-05-0123973.21428571429
2020-06-0124866.07142857143
2020-07-0126267.857142857145
2020-08-0121098.214285714286
2020-09-0119642.857142857145
2020-10-0119705.357142857145
2020-11-0124089.285714285714
2020-12-0126000
2021-01-0130571.428571428572
2021-02-0132919.642857142855
2021-03-0136687.50000000001
2021-04-0137080.357142857145
2021-05-0137000
2021-06-0136089.28571428572
2021-07-0134419.642857142855
2021-08-0144383.92857142857
2021-09-0141991.071428571435
2021-10-0149044.64285714286
2021-11-0155196.42857142857
2021-12-0166571.42857142858
2022-01-0155901.78571428572
2022-02-0161803.57142857143
2022-03-0167437.5
2022-04-0148616.071428571435
2022-05-0155410.7142857143
2022-06-0148964.285714285725
2022-07-0162794.64285714286
2022-08-0159767.857142857145
2022-09-0154071.42857142857
2022-10-0151785.71428571429
2022-11-0171303.57142857143
2022-12-0170857.14285714287
2023-01-0198169.64285714287
2023-02-01114767.85714285714
2023-03-01118973.21428571429
2023-04-01105625
2023-05-01140669.64285714287
2023-06-01163687.50000000003
2023-07-01179000
2023-08-01171562.5
2023-09-01145580.35714285716
2023-10-01113839.28571428572
2023-11-01110964.28571428571
2023-12-01115794.64285714286
2024-01-01116116.07142857143
2024-02-01100598.2142857143
2024-03-0199571.42857142858
2024-04-0192428.57142857143
2024-05-01100437.50000000001
2024-06-01126955.35714285714
2024-07-01112812.5
2024-08-0197616.07142857142
2024-09-0193616.07142857142
2024-10-0176169.64285714287
2024-11-0166285.71428571428
2024-12-0162383.92857142858
2025-01-0160714.28571428572
2025-02-0148919.642857142855
2025-03-0144348.2142857143
2025-04-0143732.14285714286
2025-05-0150303.571428571435
2025-06-0162223.21428571429
2025-07-0160437.5
2025-08-0171464.28571428572
2025-09-0187178.57142857143
2025-10-0171035.71428571429
2025-11-0173901.78571428571
2025-12-0171732.14285714287
2026-01-0178633.92857142858
2026-02-0173758.92857142858
2026-03-0183107.14285714287
2026-04-01106035.71428571429
Annual Return Matrix
YearAnnual Return
20170.972508591065292
2018-0.3797909407665505
20190.3536516853932583
20200.20854949159576686
20211.5604395604395602
20220.06437768240343344
20230.6341985887096775
2024-0.4612537589636826
20250.14984972091026183
20260.478217575304954
Total Factor Risk
0.9540420886006844
VTI.US Exposure
-0.059421326070017204
VEA.US Exposure
0.037020974814888016
VWO.US Exposure
0.00476351475209737
QQQ.US Exposure
0.14483404381150913
VTV.US Exposure
-0.011074945089504755
IJR.US Exposure
0.08870983973904085
QUAL.US Exposure
0.030066465322103678
SHV.US Exposure
0.6969678370318154
TLT.US Exposure
0.008805285138068566
LQD.US Exposure
-0.003898904770236856
HYG.US Exposure
-0.004578504843401494
GLD.US Exposure
0.000730552101432529
USO.US Exposure
0.00122759876927422
VNQ.US Exposure
-0.008675649826843861
BTC-USD.CC Exposure
-0.0016585777004548912
CPER.US Exposure
0.0026044360379106294
VIX.INDX Exposure
-0.00789634727674897
UUP.US Exposure
0.0060105403077671165
TIP.US Exposure
0.000044905356796220516
Idiosyncratic Exposure
0.07541826239450429
Value Score
40
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
95.4%

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 →25.0x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$2.9B
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 →
+30.3%
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 →
+39.0%
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 →
0.0% 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 →
1.65
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Axcelis Technologies Inc a high-risk investment?

Axcelis Technologies Inc (ACLS.US) has an annualized volatility of 95.4% and experienced a maximum drawdown of 75.6% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ACLS.US has generated a Compound Annual Growth Rate (CAGR) of 27.4%. It has had a positive return in 80% 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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