Synalloy Corporation

10-Year Study

ACNT.US · Basic Materials · US · Common Stock

Executive Summary: Synalloy Corporation has compounded at 6.6% annually over the last 10 years, with a maximum drawdown of 77.0% and an annualized volatility of 64.9%.

1Y CAGR
+8.5%
3Y CAGR
+14.0%
5Y CAGR
+7.2%
10Y CAGR
+6.6%

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 →
77.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.24
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.37
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
37.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +110.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -47.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.15.9-22.44.6————————-14.0%
20251.0-1.013.24.3-2.1-2.41.7-4.85.4-5.616.514.344.8%
20244.77.0-4.90.40.9-5.53.32.3-5.9-2.314.33.116.9%
202330.6-18.8-0.43.70.1-4.30.4-2.2-0.7-5.9-1.916.710.3%
20221.4-4.10.42.1-2.1-12.4-1.821.2-16.33.9-26.9-18.4-47.2%
20212.68.42.03.18.31.2-1.818.8-5.72.823.917.4110.6%
2020-0.6-10.8-23.81.35.7-19.9-5.1-11.1-12.5-6.022.422.7-39.6%
2019-4.8-3.4-0.516.15.2-15.88.7-5.5-0.6-1.8-17.4-0.2-22.2%
20182.20.06.618.29.65.68.36.3-0.4-19.1-11.53.025.7%
20179.1-12.617.25.7-9.3-3.7-0.10.410.115.4-8.42.323.5%
2016———6.1-9.50.8-0.4-7.234.38.3-1.57.938.3%

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 64.9%. The dominant macroeconomic risk driver is SHV.US, accounting for 55.7% of variance. Idiosyncratic stock-specific factors contribute 19.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110606.099800812271
2016-05-019596.06280880565
2016-06-019671.72827689681
2016-07-019633.830871510982
2016-08-018939.390019918774
2016-09-0112007.657086685464
2016-10-0113005.14783868381
2016-11-0112815.660811754664
2016-12-0113825.827146441783
2017-01-0115088.470393460433
2017-02-0113194.505522932459
2017-03-0115467.185761957731
2017-04-0116351.113640479087
2017-05-0114835.864138448405
2017-06-0114280.337325710738
2017-07-0114267.791085702462
2017-08-0114330.910313785344
2017-09-0115782.911245052645
2017-10-0118215.97640789508
2017-11-0116687.275267092635
2017-12-0117069.48288796337
2018-01-0117451.561166153606
2018-02-0117451.561166153606
2018-03-0118598.054686085314
2018-04-0121973.769304395064
2018-05-0124075.587862482862
2018-06-0125413.12052150969
2018-07-0127514.939079597487
2018-08-0129234.679359495047
2018-09-0129107.276819204802
2018-10-0123553.30211863311
2018-11-0120837.105828181182
2018-12-0121457.950694570194
2019-01-0120436.14351863828
2019-02-0119750.62731200041
2019-03-0119660.087435652014
2019-04-0122828.983107845925
2019-05-0124006.001500375092
2019-06-0120203.3266937424
2019-07-0121962.38714851127
2019-08-0120746.56595183279
2019-09-0120630.157539384847
2019-10-0120255.063765941486
2019-11-0116736.942856403755
2019-12-0116698.140052254443
2020-01-0116594.665907856273
2020-02-0114809.736916987868
2020-03-0111291.616007450139
2020-04-0111433.89295599762
2020-05-0112080.606358486173
2020-06-019674.832501228757
2020-07-019183.330315337455
2020-08-018161.523139405541
2020-09-017139.715963473626
2020-10-016712.8851178311825
2020-11-018219.727345629512
2020-12-0110088.72907882143
2021-01-0110347.414439816852
2021-02-0111214.010399151513
2021-03-0111433.89295599762
2021-04-0111783.118193341437
2021-05-0112766.122565124038
2021-06-0112921.333781721294
2021-07-0112688.516956825415
2021-08-0115068.422277983289
2021-09-0114214.760586698398
2021-10-0114615.722896241303
2021-11-0118107.97526967949
2021-12-0121251.00240577386
2022-01-0121548.49057091859
2022-02-0120668.96034353416
2022-03-0120759.500219882557
2022-04-0121199.26533357477
2022-05-0120759.500219882557
2022-06-0118185.580877978115
2022-07-0117862.224176733842
2022-08-0121651.964715316757
2022-09-0118120.909537729258
2022-10-0118819.3600124169
2022-11-0113749.126936906641
2022-12-0111214.010399151513
2023-01-0114641.591432340843
2023-02-0111886.592337739608
2023-03-0111834.855265540526
2023-04-0112274.62037923274
2023-05-0112287.55464728251
2023-06-0111757.249657241897
2023-07-0111808.986729440981
2023-08-0111550.30136844556
2023-09-0111472.695760146931
2023-10-0110800.113821558838
2023-11-0110593.165532762501
2023-12-0112365.160255581139
2024-01-0112947.202317820835
2024-02-0113852.601081304809
2024-03-0113180.019142716712
2024-04-0113238.223348940683
2024-05-0113361.098895413508
2024-06-0112623.845616576558
2024-07-0113037.742194169234
2024-08-0113335.230359313968
2024-09-0112546.240008277931
2024-10-0112261.68611118297
2024-11-0114020.746565951833
2024-12-0114460.511679644049
2025-01-0114602.788628191529
2025-02-0114460.511679644049
2025-03-0116374.783351010166
2025-04-0117073.233825697804
2025-05-0116711.074320304215
2025-06-0116310.112010761311
2025-07-0116594.665907856273
2025-08-0115805.67555682024
2025-09-0116659.33724810513
2025-10-0115728.069948521616
2025-11-0118327.857826525596
2025-12-0120940.57997257935
2026-01-0120966.448508678895
2026-02-0122195.203973407148
2026-03-0117215.510774245286
2026-04-0118004.50112528132
Annual Return Matrix
YearAnnual Return
20170.23460844021591698
20180.25709436164005717
2019-0.2218203737191079
2020-0.3958171959721146
20211.1064102564102565
2022-0.47230675593426663
20230.10265282583621693
20240.16945606694560666
20250.4481216457960646
2026-0.14021000617665236
Total Factor Risk
0.6488984018480428
VTI.US Exposure
0.033017694124423805
VEA.US Exposure
0.047280352323610504
VWO.US Exposure
0.00642153263270813
QQQ.US Exposure
-0.0034082646767147097
VTV.US Exposure
0.008581172184847883
IJR.US Exposure
-0.002846431881386189
QUAL.US Exposure
-0.009609584093248082
SHV.US Exposure
0.5565414858244627
TLT.US Exposure
-0.002924278983269149
LQD.US Exposure
0.0026065034578836794
HYG.US Exposure
-0.0011133193915372212
GLD.US Exposure
-0.0014387424656057961
USO.US Exposure
0.0095133199617147
VNQ.US Exposure
-0.0002306569413320909
BTC-USD.CC Exposure
0.0009847741130618727
CPER.US Exposure
-0.0003065779065014595
VIX.INDX Exposure
-0.0018970001919604933
UUP.US Exposure
0.01976354953696416
TIP.US Exposure
0.13987873665304162
Idiosyncratic Exposure
0.1991857357188361
Value Score
50
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
64.9%

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 →N/A
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$124.1M
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 →
-5.4%
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 →
+0.1%
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 →
21.7% 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 →
0.55
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Synalloy Corporation a high-risk investment?

Synalloy Corporation (ACNT.US) has an annualized volatility of 64.9% and experienced a maximum drawdown of 77.0% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ACNT.US has generated a Compound Annual Growth Rate (CAGR) of 6.6%. It has had a positive return in 60% 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.

Run a Full Backtest on Synalloy Corporation

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest