Adidas AG ADR

10-Year Study

ADDYY.US · Consumer Cyclical · US · Common Stock

Executive Summary: Adidas AG ADR has compounded at 3.7% annually over the last 10 years, with a maximum drawdown of 73.4% and an annualized volatility of 49.4%.

1Y CAGR
-35.1%
3Y CAGR
+1.4%
5Y CAGR
-14.1%
10Y CAGR
+3.7%

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 →
73.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.23
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.41
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
34.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +58.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -52.0%
% 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.
2026-10.65.5-14.04.4————————-15.3%
20257.7-2.7-7.5-3.09.8-6.0-18.62.18.9-10.4-2.16.4-18.1%
2024-13.315.010.67.25.7-5.34.22.93.2-9.9-1.43.320.2%
202318.2-6.417.9-0.7-6.819.54.0-1.0-12.41.118.2-3.150.7%
2022-5.2-13.7-0.9-14.31.1-10.6-2.8-13.9-22.6-15.132.35.0-52.0%
2021-12.79.9-10.6-1.419.71.9-2.5-2.5-10.93.5-11.7-0.4-20.5%
2020-2.9-12.0-19.92.416.6-1.14.311.36.7-8.97.714.312.4%
201914.12.00.45.512.67.93.4-6.94.9-0.91.14.358.1%
201816.3-4.59.91.0-6.1-4.21.512.3-1.7-3.5-6.1-5.86.0%
20170.56.113.65.4-3.30.019.3-2.11.0-1.7-6.2-4.428.5%
2016———26.50.312.314.31.54.5-5.6-10.46.956.1%

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 49.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 31.3% of variance. Idiosyncratic stock-specific factors contribute 16.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0112652.765692169825
2016-05-0112691.46849877268
2016-06-0114249.84090289232
2016-07-0116288.210363174323
2016-08-0116524.75637578953
2016-09-0117273.118866103006
2016-10-0116299.14152499448
2016-11-0114599.659727002352
2016-12-0115613.400522098264
2017-01-0115693.901493997602
2017-02-0116650.973414548618
2017-03-0118920.93198436303
2017-04-0119936.83736595798
2017-05-0119285.18860042166
2017-06-0119289.21473130988
2017-07-0123019.6414578923
2017-08-0122530.206804594116
2017-09-0122752.315025260727
2017-10-0122376.45622556723
2017-11-0120991.618721075716
2017-12-0120063.032758852074
2018-01-0123327.142615946075
2018-02-0122273.941408972645
2018-03-0124474.80637773766
2018-04-0124713.9931858817
2018-05-0123200.167971912324
2018-06-0122223.54983527497
2018-07-0122553.844089163646
2018-08-0125336.896242710754
2018-09-0124905.66732037179
2018-10-0124036.109631977004
2018-11-0122574.23449398461
2018-12-0121273.447883250865
2019-01-0124265.469217415397
2019-02-0124751.743574424978
2019-03-0124843.50039611933
2019-04-0126207.492932625082
2019-05-0129519.05052577806
2019-06-0131863.16782904962
2019-07-0132947.92870717907
2019-08-0130671.995878627306
2019-09-0132171.03696680823
2019-10-0131892.086704676807
2019-11-0132243.35580174119
2019-12-0133638.04217480335
2020-01-0132679.32516851306
2020-02-0128753.501218662204
2020-03-0123032.152767856755
2020-04-0123596.22236364187
2020-05-0127517.911953279563
2020-06-0127207.96481248187
2020-07-0128385.716326610127
2020-08-0131588.35192713136
2020-09-0133706.22664952314
2020-10-0130706.088115987197
2020-11-0133080.16329640549
2020-12-0137809.74150508029
2021-01-0133026.438259499286
2021-02-0136291.06761735306
2021-03-0132441.69686264833
2021-04-0131982.99933763653
2021-05-0138279.32690018226
2021-06-0138991.17281625691
2021-07-0138003.79668471932
2021-08-0137053.93283721011
2021-09-0133008.277378772334
2021-10-0134175.20596040539
2021-11-0130185.916334402635
2021-12-0130060.65171370313
2022-01-0128501.26195392894
2022-02-0124599.63808113736
2022-03-0124386.707707226687
2022-04-0120890.077968405694
2022-05-0121109.97831084328
2022-06-0118865.691736907498
2022-07-0118341.883450004545
2022-08-0115795.225788017717
2022-09-0112224.372378144604
2022-10-0110382.525726110542
2022-11-0113736.18452666987
2022-12-0114423.960240875185
2023-01-0117045.122970159013
2023-02-0115954.928979916967
2023-03-0118803.936084089855
2023-04-0118678.3251295505
2023-05-0117416.912347234305
2023-06-0120814.772004104056
2023-07-0121644.458009186503
2023-08-0121419.92545164097
2023-09-0118766.22898727656
2023-10-0118969.375430211567
2023-11-0122424.96460901074
2023-12-0121736.40964366577
2024-01-0118843.201683182462
2024-02-0121667.96541856609
2024-03-0123966.712988817748
2024-04-0125688.07875631518
2024-05-0127150.105415362505
2024-06-0125708.72891151603
2024-07-0126800.481404037386
2024-08-0127574.797286474368
2024-09-0128460.632665341942
2024-10-0125640.11151949643
2024-11-0125275.46527786797
2024-12-0126118.420198189542
2025-01-0128130.338411453256
2025-02-0127366.737232186537
2025-03-0125303.345151975616
2025-04-0124548.35902697508
2025-05-0126951.26649956059
2025-06-0125329.99121177881
2025-07-0120619.85098986541
2025-08-0121061.426635669788
2025-09-0122938.123130338412
2025-10-0120546.25504889801
2025-11-0120115.502335588833
2025-12-0121396.93754302116
2026-01-0119124.121719028015
2026-02-0120182.604517059106
2026-03-0117357.819135810485
2026-04-0118119.75358347295
Annual Return Matrix
YearAnnual Return
20170.2849880287421098
20180.060330615961574185
20190.5812219231884574
20200.12401730482999862
2021-0.20494955751908417
2022-0.5201714061874436
20230.5069654436559163
20240.20159771675083138
2025-0.18077213779934764
2026-0.15316135558927668
Total Factor Risk
0.49388198697974656
VTI.US Exposure
0.14884339081590015
VEA.US Exposure
0.1532148045934569
VWO.US Exposure
-0.005885379400424884
QQQ.US Exposure
-0.11394837985614246
VTV.US Exposure
-0.08768048156984506
IJR.US Exposure
0.002181117441237751
QUAL.US Exposure
0.2977055136877
SHV.US Exposure
0.3132226961143888
TLT.US Exposure
-0.019986052002646196
LQD.US Exposure
0.08448639784275212
HYG.US Exposure
-0.02089051760827405
GLD.US Exposure
0.017631623319011542
USO.US Exposure
-0.003668833175126598
VNQ.US Exposure
-0.013524845502891902
BTC-USD.CC Exposure
-0.005296958270583142
CPER.US Exposure
0.03611991451623052
VIX.INDX Exposure
0.027376840007420546
UUP.US Exposure
0.029495008275467915
TIP.US Exposure
-0.0028686044827402183
Idiosyncratic Exposure
0.1634727452551083
Value Score
42.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
24.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
49.4%

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 →18.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.07%
Market Cap$27.9B
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 →
-0.8%
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 →
-13.9%
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 →
33.4% 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 →
1.20
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Adidas AG ADR a high-risk investment?

Adidas AG ADR (ADDYY.US) has an annualized volatility of 49.4% and experienced a maximum drawdown of 73.4% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ADDYY.US has generated a Compound Annual Growth Rate (CAGR) of 3.7%. 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 Adidas AG ADR

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

Start a Free Backtest