Agree Realty Corporation

10-Year Study

ADC.US · Real Estate · US · Common Stock

Executive Summary: Agree Realty Corporation has compounded at 10.8% annually over the last 10 years, with a maximum drawdown of 27.0% and an annualized volatility of 17.0%.

1Y CAGR
+8.6%
3Y CAGR
+11.7%
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 →
27.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.49
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.89
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
18.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +22.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -7.1%
% 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.
20260.611.4-6.34.7————————10.0%
20253.42.04.90.9-2.6-2.6-1.51.8-2.03.13.4-3.96.6%
2024-4.9-7.44.40.66.62.411.86.23.5-1.13.8-7.917.2%
20235.6-4.8-2.7-0.5-4.81.8-0.6-4.2-10.21.76.36.7-7.1%
2022-8.0-1.53.82.72.84.010.7-5.1-10.02.02.21.73.5%
2021-4.82.54.64.90.20.66.9-0.5-10.97.6-4.66.011.3%
20208.2-5.4-13.05.2-3.65.61.9-0.1-4.0-2.56.22.0-1.4%
201911.7-0.56.3-5.62.3-3.54.411.7-1.37.7-5.1-5.422.7%
2018-6.4-2.23.11.78.30.70.97.2-5.97.84.00.219.8%
20171.85.8-2.41.1-6.11.87.21.9-1.1-3.64.55.116.4%
2016———0.89.814.55.1-5.44.0-2.2-7.23.723.4%

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 17.0%. The dominant macroeconomic risk driver is VNQ.US, accounting for 54.3% of variance. Idiosyncratic stock-specific factors contribute 21.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110080.555975926336
2016-05-0111065.736935846244
2016-06-0112669.871832182811
2016-07-0113321.226654870416
2016-08-0112604.21638359545
2016-09-0113110.252261271433
2016-10-0112821.20531296928
2016-11-0111903.697581380547
2016-12-0112344.116813925784
2017-01-0112571.970711150949
2017-02-0113303.765099395054
2017-03-0112990.582401080286
2017-04-0113131.438948581537
2017-05-0112332.398170028986
2017-06-0112558.38950133678
2017-07-0113461.850381631995
2017-08-0113721.94995130166
2017-09-0113576.281775180532
2017-10-0113081.149668812497
2017-11-0113675.890248303318
2017-12-0114370.93776313594
2018-01-0113449.006437493452
2018-02-0113158.446154383431
2018-03-0113569.918008296178
2018-04-0113807.162342021426
2018-05-0114954.30892983947
2018-06-0115057.642534797
2018-07-0115191.747280847778
2018-08-0116284.607832865751
2018-09-0115316.46159039847
2018-10-0116513.043781940094
2018-11-0117176.233658894333
2018-12-0117209.527024667354
2019-01-0119220.981805059193
2019-02-0119133.674027682384
2019-03-0120345.89401223861
2019-04-0119210.34965794753
2019-05-0119644.63794434808
2019-06-0118963.637280808973
2019-07-0119792.634327865922
2019-08-0122113.85710239068
2019-09-0121828.030840987314
2019-10-0123505.038628841052
2019-11-0122314.432169617667
2019-12-0121117.461943509927
2020-01-0122850.889957277395
2020-02-0121613.99097431599
2020-03-0118813.19627952458
2020-04-0119788.792785661346
2020-05-0119077.60303287817
2020-06-0120155.0198091646
2020-07-0120541.50223701927
2020-08-0120526.174871657564
2020-09-0119709.90535836932
2020-10-0119223.659243565417
2020-11-0120409.842108735043
2020-12-0120822.24524560648
2021-01-0119829.458808190633
2021-02-0120320.7881758107
2021-03-0121251.838313756987
2021-04-0122283.46701124136
2021-05-0122326.732865363647
2021-06-0122462.195732395838
2021-07-0124016.817418095605
2021-08-0123895.20738507386
2021-09-0121297.43237527599
2021-10-0122923.801652251183
2021-11-0121866.562673402947
2021-12-0123170.59163630296
2022-01-0121306.12434955706
2022-02-0120979.748475994238
2022-03-0121775.413353821554
2022-04-0122362.47084890322
2022-05-0122984.412651478993
2022-06-0123906.34397712148
2022-07-0126458.79654959664
2022-08-0125115.34327477892
2022-09-0122610.968185045924
2022-10-0123068.034100477667
2022-11-0123570.42245323213
2022-12-0123982.32114516761
2023-01-0125315.14227287367
2023-02-0124089.69030961278
2023-03-0123434.37753435076
2023-04-0123308.072283078975
2023-05-0122192.201281290138
2023-06-0122586.327990097358
2023-07-0122457.190086492905
2023-08-0121515.43019452173
2023-09-0119310.307362179825
2023-10-0119644.327516695186
2023-11-0120880.56684089419
2023-12-0122286.88171542321
2024-01-0121190.87808341967
2024-02-0119620.812621988367
2024-03-0120486.013294064236
2024-04-0120611.076834724438
2024-05-0121977.385345486575
2024-06-0122495.41149125564
2024-07-0125138.741759115903
2024-08-0126702.90909514219
2024-09-0127643.776507611296
2024-10-0127339.63501468711
2024-11-0128371.03089143181
2024-12-0126119.770749178337
2025-01-0126999.21228983078
2025-02-0127551.424280874937
2025-03-0128912.45552153786
2025-04-0129166.307734693
2025-05-0128395.903907120042
2025-06-0127649.014974253907
2025-07-0127229.976446301833
2025-08-0127722.62513144671
2025-09-0127173.323399648438
2025-10-0128027.65910387297
2025-11-0128977.102080253306
2025-12-0127848.348330869314
2026-01-0128027.736710786194
2026-02-0131229.021881269182
2026-03-0129250.045594061514
2026-04-0130627.5683037845
Annual Return Matrix
YearAnnual Return
20170.16419327358629943
20180.1975228971356977
20190.2270797398000024
2020-0.013979743337204309
20210.11278065179796037
20220.0350327484772921
2023-0.07069538513314544
20240.17197960139496105
20250.06617889560708923
20260.09979837726442398
Total Factor Risk
0.17048839602503735
VTI.US Exposure
-0.03884022440784311
VEA.US Exposure
-0.05906843472357878
VWO.US Exposure
0.04969582362204477
QQQ.US Exposure
0.037987905763099815
VTV.US Exposure
0.06338710281431408
IJR.US Exposure
0.0006476834737952267
QUAL.US Exposure
0.02793332318494244
SHV.US Exposure
0.01786691860806069
TLT.US Exposure
-0.061854883335548436
LQD.US Exposure
0.06197248568192012
HYG.US Exposure
-0.014132318262703687
GLD.US Exposure
0.021698191437636478
USO.US Exposure
0.014199329054221813
VNQ.US Exposure
0.5434349631481505
BTC-USD.CC Exposure
-0.00032183938814517467
CPER.US Exposure
-0.016187136423481907
VIX.INDX Exposure
0.011291146477849446
UUP.US Exposure
0.03658146537429566
TIP.US Exposure
0.08646505971487911
Idiosyncratic Exposure
0.2172434381860909
Value Score
32.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
48.7
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
17.0%

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 →43.3x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.06%
Market Cap$9.2B
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
$203
Avg Yield on Cost
2.03%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$203.332.03%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 →
+1.5%
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 →
+7.9%
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 →
3.6% 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 →
0.53
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Agree Realty Corporation a high-risk investment?

Agree Realty Corporation (ADC.US) has an annualized volatility of 17.0% and experienced a maximum drawdown of 27.0% over the last 10 years. Its primary macro risk driver is VNQ.US.

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

Over the past 10 years, ADC.US has generated a Compound Annual Growth Rate (CAGR) of 10.8%. 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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