Aecom Technology Corporation

10-Year Study

ACM.US · Industrials · US · Common Stock

Executive Summary: Aecom Technology Corporation has compounded at 10.8% annually over the last 10 years, with a maximum drawdown of 38.1% and an annualized volatility of 29.2%.

1Y CAGR
-23.2%
3Y CAGR
+4.2%
5Y CAGR
+6.6%
10Y CAGR
+10.8%

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 →
38.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.39
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.58
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
29.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +62.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -28.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20261.51.6-13.71.3————————-9.9%
2025-1.1-5.1-7.36.711.42.70.110.84.53.2-23.2-7.6-9.9%
2024-4.40.710.4-5.6-5.40.93.110.53.13.69.5-8.716.7%
20233.0-1.0-2.4-1.3-6.08.52.90.9-5.4-7.616.14.09.8%
2022-10.55.15.7-8.0-1.0-6.610.61.6-6.510.312.9-0.110.7%
20210.615.510.73.6-2.1-2.6-0.64.1-3.78.30.812.255.4%
202011.8-6.8-33.621.56.9-3.1-3.79.25.97.215.7-4.115.4%
201915.51.1-4.214.3-5.918.7-5.0-1.35.96.58.3-0.562.8%
20185.3-9.20.3-3.3-4.20.11.60.2-2.9-10.810.4-17.6-28.7%
20171.6-1.6-2.1-3.9-6.10.7-1.35.09.9-4.87.0-0.92.2%
2016———5.5-1.2-1.111.7-13.1-3.6-6.330.50.018.1%

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 29.2%. The dominant macroeconomic risk driver is VTI.US, accounting for 80.7% of variance. Idiosyncratic stock-specific factors contribute 27.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110552.133357648949
2016-05-0110428.697831182077
2016-06-0110318.264405314312
2016-07-0111526.446610335486
2016-08-0110012.968328909243
2016-09-019655.731393487467
2016-10-019045.139240677325
2016-11-0111805.772257232205
2016-12-0111809.014339459516
2017-01-0111994.150743314893
2017-02-0111805.772257232205
2017-03-0111558.934975988328
2017-04-0111110.75087975252
2017-05-0110428.697831182077
2017-06-0110500.15872694238
2017-07-0110360.51278933895
2017-08-0110880.157781335063
2017-09-0111955.178213207431
2017-10-0111386.80067273206
2017-11-0112179.2533754804
2017-12-0112065.57786738533
2018-01-0112702.174221393689
2018-02-0111532.964546479976
2018-03-0111571.937076587437
2018-04-0111185.453857740133
2018-05-0110717.749724760728
2018-06-0110727.509743132527
2018-07-0110899.644046388794
2018-08-0110925.614475897142
2018-09-0110607.316298892963
2018-10-019464.11082517747
2018-11-0110444.942014008497
2018-12-018606.68139112345
2019-01-019941.541204838808
2019-02-0110055.216712933881
2019-03-019636.245128433737
2019-04-0111010.043700566688
2019-05-0110360.51278933895
2019-06-0112292.928883575476
2019-07-0111675.852566310712
2019-08-0111523.204528108177
2019-09-0112198.739640534133
2019-10-0112994.46819719965
2019-11-0114072.730711299333
2019-12-0114007.787751683518
2020-01-0115664.1540529405
2020-02-0114595.61778552275
2020-03-019694.703923594929
2020-04-0111776.525973806678
2020-05-0112591.740795525926
2020-06-0112205.257576678623
2020-07-0111753.797626525635
2020-08-0112832.060140625314
2020-09-0113588.816167183373
2020-10-0114563.163191559777
2020-11-0116852.849992907944
2020-12-0116167.588633800056
2021-01-0116271.504123523333
2021-02-0118801.544041660756
2021-03-0120821.665214484005
2021-04-0121575.179158814746
2021-05-0121113.99296197983
2021-06-0120565.101686558188
2021-07-0120448.184096235807
2021-08-0121292.611429690718
2021-09-0120509.88497362431
2021-10-0122205.257576678618
2021-11-0122390.36020884413
2021-12-0125121.78071366335
2022-01-0122495.69410954185
2022-02-0123644.404368705804
2022-03-0124994.866703140095
2022-04-0123006.52469048246
2022-05-0122775.019756438567
2022-06-0121265.357675967392
2022-07-0123529.85079667416
2022-08-0123905.662161523236
2022-09-0122343.552646687334
2022-10-0124654.414297582625
2022-11-0127837.73378452311
2022-12-0127814.80280710286
2023-01-0128641.871491965714
2023-02-0128343.194666774732
2023-03-0127673.67091514525
2023-04-0127315.049340438894
2023-05-0125670.570674015387
2023-06-0127854.450771007676
2023-07-0128674.42740099829
2023-08-0128921.602399140847
2023-09-0127369.25290267674
2023-10-0125287.397080775125
2023-11-0129353.846257759044
2023-12-0130533.153667943232
2024-01-0129202.684173910693
2024-02-0129414.601527831244
2024-03-0132477.5924837727
2024-04-0130656.319020891166
2024-05-0128990.057614502915
2024-06-0129255.604411933564
2024-07-0130152.88444003161
2024-08-0133324.24874875889
2024-09-0134365.86897935199
2024-10-0135616.94123050529
2024-11-0139008.530728860605
2024-12-0135623.59425340925
2025-01-0135249.16752784475
2025-02-0133447.279014947344
2025-03-0131000.14859543542
2025-04-0133070.58958616172
2025-05-0136825.190978906205
2025-06-0137834.25530046672
2025-07-0137880.4549722059
2025-08-0141962.81061511756
2025-09-0143837.67974981932
2025-10-0145231.504934043885
2025-11-0134720.67435310328
2025-12-0132094.655292361516
2026-01-0132566.040539536516
2026-02-0133089.50173248769
2026-03-0128540.45510729266
2026-04-0128918.698033812212
Annual Return Matrix
YearAnnual Return
20170.02172607472145338
2018-0.2866747464795435
20190.627548077489023
20200.15418572299947675
20210.553835966678643
20220.10719869439728114
20230.09773036608212826
20240.16671846743464536
2025-0.0990618446848609
2026-0.09895595480363917
Total Factor Risk
0.2924392177604312
VTI.US Exposure
0.8066562007925497
VEA.US Exposure
-0.03309865546240166
VWO.US Exposure
0.031585853801996806
QQQ.US Exposure
-0.07084429628810864
VTV.US Exposure
-0.03720297697454796
IJR.US Exposure
0.03590535182343281
QUAL.US Exposure
-0.05724298280782794
SHV.US Exposure
0.0032164658793087135
TLT.US Exposure
0.021190375135929144
LQD.US Exposure
-0.0031629137961777325
HYG.US Exposure
0.006506380324859467
GLD.US Exposure
0.0053953246430387585
USO.US Exposure
0.006510091396039162
VNQ.US Exposure
-0.009003352215184734
BTC-USD.CC Exposure
-0.0013685428183769425
CPER.US Exposure
-0.01393563007522816
VIX.INDX Exposure
-0.017658264461259673
UUP.US Exposure
0.028460305946471445
TIP.US Exposure
0.02023574800004238
Idiosyncratic Exposure
0.27785551715544476
Value Score
42.5
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
15.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
29.2%

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 →18.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.27%
Market Cap$11.0B
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
$105
Avg Yield on Cost
1.05%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$104.691.05%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 →
-6.2%
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 →
-21.8%
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 →
36.1% 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 →
1.08
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Aecom Technology Corporation a high-risk investment?

Aecom Technology Corporation (ACM.US) has an annualized volatility of 29.2% and experienced a maximum drawdown of 38.1% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, ACM.US has generated a Compound Annual Growth Rate (CAGR) of 10.8%. It has had a positive return in 70% 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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