ACS Actividades De Construccion Y Servicios SA ADR

10-Year Study

ACSAY.US · Industrials · US · Common Stock

Executive Summary: ACS Actividades De Construccion Y Servicios SA ADR has compounded at 25.4% annually over the last 10 years, with a maximum drawdown of 55.0% and an annualized volatility of 44.0%.

1Y CAGR
+143.2%
3Y CAGR
+74.2%
5Y CAGR
+45.6%
10Y CAGR
+25.4%

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 →
55.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.93
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.25
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
28.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +106.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · -13.7%
% 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.
202612.815.5-1.713.0————————44.8%
20252.16.45.69.94.95.42.89.35.82.912.47.9106.3%
2024-8.23.32.0-4.011.1-3.37.61.93.61.3-2.88.020.5%
20234.93.14.98.0-3.75.84.90.32.60.110.710.965.9%
2022-4.9-1.911.2-4.89.0-14.55.3-6.21.513.28.62.516.2%
2021-4.4-1.68.0-1.7-5.6-8.5-1.92.70.7-3.6-8.812.3-13.7%
2020-16.8-10.1-33.727.62.4-1.3-1.86.1-7.54.633.34.8-9.8%
20198.57.1-0.94.3-10.4-2.86.0-7.15.61.6-4.12.79.0%
20184.0-14.012.68.7-2.10.38.4-4.92.1-11.92.30.82.6%
2017-1.42.38.48.67.9-1.5-0.9-1.2-1.86.4-1.71.128.1%
2016——————9.8-3.97.10.7—5.319.9%

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 44.0%. The dominant macroeconomic risk driver is SHV.US, accounting for 60.9% of variance. Idiosyncratic stock-specific factors contribute 8.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-06-0110000
2016-07-0110983.023443815684
2016-08-0110556.831042845593
2016-09-0111302.829426030721
2016-10-0111386.257073565079
2016-12-0111992.239288601457
2017-01-0111828.617623282134
2017-02-0112097.33225545675
2017-03-0113110.105092966854
2017-04-0114239.935327405012
2017-05-0115369.765561843169
2017-06-0115134.680679062247
2017-07-0114997.574777687956
2017-08-0114813.257881972517
2017-09-0114542.279708973325
2017-10-0115472.27162489895
2017-11-0115201.616814874698
2017-12-0115366.208569118835
2018-01-0115977.364591754244
2018-02-0113737.105901374294
2018-03-0115474.535165723524
2018-04-0116826.19240097009
2018-05-0116478.25383993533
2018-06-0116519.644300727567
2018-07-0117899.757477768795
2018-08-0117021.18027485853
2018-09-0117371.705739692807
2018-10-0115296.362166531933
2018-11-0115640.743734842361
2018-12-0115769.442198868228
2019-01-0117112.69199676637
2019-02-0118335.650767987067
2019-03-0118164.2683912692
2019-04-0118949.070331447052
2019-05-0116986.903799514956
2019-06-0116518.027485852872
2019-07-0117507.518189167342
2019-08-0116261.60064672595
2019-09-0117170.25060630558
2019-10-0117442.845594179467
2019-11-0116736.297493936945
2019-12-0117191.59256265158
2020-01-0114298.1406628941
2020-02-0112861.115602263542
2020-03-018524.494745351658
2020-04-0110875.020210185936
2020-05-0111132.093775262732
2020-06-0110990.46079223929
2020-07-0110796.766370250607
2020-08-0111459.983831851256
2020-09-0110605.335489086501
2020-10-0111097.81729991916
2020-11-0114798.706548100245
2020-12-0115513.33872271625
2021-01-0114824.575586095394
2021-02-0114592.077607113986
2021-03-0115756.831042845593
2021-04-0115493.61358124495
2021-05-0114620.53354890865
2021-06-0113377.849636216655
2021-07-0113123.03961196443
2021-08-0113475.181891673405
2021-09-0113572.514147130154
2021-10-0113078.09215844786
2021-11-0111922.069523039614
2021-12-0113385.286984640261
2022-01-0112725.949878738887
2022-02-0112484.074373484238
2022-03-0113884.559417946646
2022-04-0113212.287793047697
2022-05-0114404.203718674213
2022-06-0112315.925626515764
2022-07-0112968.472109943414
2022-08-0112161.034761519806
2022-09-0112337.914308811642
2022-10-0113966.046887631366
2022-11-0115171.867421180275
2022-12-0115555.699272433307
2023-01-0116325.303152789009
2023-02-0116834.92320129345
2023-03-0117662.73241713824
2023-04-0119078.092158447856
2023-05-0118374.45432497979
2023-06-0119440.58205335489
2023-07-0120383.83185125303
2023-08-0120444.62409054163
2023-09-0120976.87954729184
2023-10-0121005.98221503638
2023-11-0123256.58852061439
2023-12-0125801.131770412292
2024-01-0123681.487469684722
2024-02-0124462.08569118836
2024-03-0124953.92077607114
2024-04-0123943.73484236055
2024-05-0126598.221503637837
2024-06-0125722.554567502022
2024-07-0127668.55295068715
2024-08-0128204.365400161685
2024-09-0129220.695230396122
2024-10-0129601.940177849643
2024-11-0128771.54405820534
2024-12-0131082.942603071948
2025-01-0131745.836701697655
2025-02-0133768.47210994341
2025-03-0135648.504446240906
2025-04-0139186.418755052546
2025-05-0141088.43977364592
2025-06-0143293.77526273242
2025-07-0144485.691188358935
2025-08-0148620.21018593372
2025-09-0151416.329830234434
2025-10-0152883.42764753436
2025-11-0159460.30719482621
2025-12-0164128.698464025874
2026-01-0172368.63379143088
2026-02-0183556.99272433307
2026-03-0182134.19563459985
2026-04-0192837.51010509297
Annual Return Matrix
YearAnnual Return
20170.28134606050800826
20180.026241582491582482
20190.09018393585826479
2020-0.09762061506630293
2021-0.13717561229807196
20220.16214910373484082
20230.6586288612647071
20240.20471236997117415
20251.0631476010153555
20260.44767494629836935
Total Factor Risk
0.43974491330713583
VTI.US Exposure
-0.04111182514441576
VEA.US Exposure
0.30461301914858924
VWO.US Exposure
-0.01883826063753956
QQQ.US Exposure
0.017743682349610757
VTV.US Exposure
-0.023654246222864463
IJR.US Exposure
0.02553061267638265
QUAL.US Exposure
-0.031126051136344438
SHV.US Exposure
0.6092697619555065
TLT.US Exposure
-0.008428921573288447
LQD.US Exposure
-0.01508005636307911
HYG.US Exposure
0.04189797058105494
GLD.US Exposure
-0.011364813140237174
USO.US Exposure
-0.000265066390707038
VNQ.US Exposure
-0.0019155596298317278
BTC-USD.CC Exposure
0.0011007329437768617
CPER.US Exposure
0.000549164490097619
VIX.INDX Exposure
0.007062715974840734
UUP.US Exposure
0.012201110266129526
TIP.US Exposure
0.052026179691173846
Idiosyncratic Exposure
0.07978985016114487
Value Score
37.9
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
44.0%

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 →30.1x
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$33.4B
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 →
+14.6%
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 →
+50.3%
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 →
2.0% 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 →
0.56
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is ACS Actividades De Construccion Y Servicios SA ADR a high-risk investment?

ACS Actividades De Construccion Y Servicios SA ADR (ACSAY.US) has an annualized volatility of 44.0% and experienced a maximum drawdown of 55.0% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ACSAY.US has generated a Compound Annual Growth Rate (CAGR) of 25.4%. 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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