Adairs Ltd

10-Year Study

ADH.AU · Consumer Cyclical · AU · Common Stock

Executive Summary: Adairs Ltd has compounded at -0.2% annually over the last 10 years, with a maximum drawdown of 73.2% and an annualized volatility of 72.8%.

1Y CAGR
-54.9%
3Y CAGR
-9.4%
5Y CAGR
-19.6%
10Y CAGR
-0.2%

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 →
73.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.28
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.46
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
63.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +61.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -41.0%
% 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.
2026-0.88.0-31.0-1.1————————-26.9%
2025-1.5-13.2-5.911.815.3-23.2-1.933.2-4.8-20.7-7.9-5.6-31.6%
2024-6.141.29.4-16.7-19.97.319.0-15.115.628.50.01.558.3%
202330.9-18.4-10.410.3-14.7-17.37.6-14.1-3.8-11.424.916.4-14.6%
2022-23.2-7.17.8-5.3-18.3-17.726.2-5.8-16.517.77.5-3.9-41.0%
202110.05.03.322.13.0-11.1-2.4-3.43.5-8.9-2.711.729.0%
2020-2.68.5-62.890.418.423.07.840.3-3.316.6-16.13.861.7%
2019-2.42.5-8.012.412.8-32.71.420.814.4-6.62.525.832.6%
201815.3-5.2-3.312.81.93.21.813.24.6-32.74.03.39.4%
2017-9.1-18.9-5.1-21.3-21.127.439.522.96.60.013.45.521.1%
2016———4.70.00.80.82.44.8-1.9-35.3-3.0-29.7%

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 72.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 29.8% of variance. Idiosyncratic stock-specific factors contribute 21.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110469.820035037425
2016-05-0110469.820035037425
2016-06-0110555.820990603597
2016-07-0110641.02564102564
2016-08-0110897.435897435898
2016-09-0111420.608377130115
2016-10-0111200.828157349895
2016-11-017247.969421882465
2016-12-017028.189202102246
2017-01-016391.145086797261
2017-02-015183.150183150184
2017-03-014919.573180442746
2017-04-013872.4319159101765
2017-05-013057.0154483197966
2017-06-013894.728459945851
2017-07-015434.782608695652
2017-08-016680.203854116898
2017-09-017118.967988533206
2017-10-017118.967988533206
2017-11-018072.14524605829
2017-12-018514.094601051122
2018-01-019816.849816849815
2018-02-019305.621914317566
2018-03-019003.0259595477
2018-04-0110157.668418537984
2018-05-0110349.57795827361
2018-06-0110684.82242395286
2018-07-0110876.731963688484
2018-08-0112314.062748845357
2018-09-0112877.846790890268
2018-10-018667.781493868451
2018-11-019014.970536709669
2018-12-019311.992355470617
2019-01-019089.026915113871
2019-02-019311.992355470617
2019-03-018569.039655996177
2019-04-019628.125497690715
2019-05-0110863.991081382386
2019-06-017311.673833412964
2019-07-017414.397197005893
2019-08-018959.229176620482
2019-09-0110248.447204968943
2019-10-019573.97674788979
2019-11-019816.849816849815
2019-12-0112352.285395763656
2020-01-0112028.985507246376
2020-02-0113053.83022774327
2020-03-014854.276158623985
2020-04-019241.121197642937
2020-05-0110937.251154642458
2020-06-0113452.779104953019
2020-07-0114505.494505494506
2020-08-0120354.355789138397
2020-09-0119672.718585762064
2020-10-0122941.551202420767
2020-11-0119249.084249084248
2020-12-0119975.314540531934
2021-01-0121973.244147157187
2021-02-0123062.589584328714
2021-03-0123816.69055582099
2021-04-0129081.860168816693
2021-05-0129959.38843764931
2021-06-0126637.203376333808
2021-07-0126010.51122790253
2021-08-0125132.982959069916
2021-09-0126023.25211020863
2021-10-0123709.985666507408
2021-11-0123067.367415193497
2021-12-0125766.045548654245
2022-01-0119790.571747093487
2022-02-0118377.13011626055
2022-03-0119813.66459627329
2022-04-0118756.96767001115
2022-05-0115322.503583373149
2022-06-0112615.066093326963
2022-07-0115917.343526039176
2022-08-0114992.036948558687
2022-09-0112515.52795031056
2022-10-0114728.45994585125
2022-11-0115834.527791049528
2022-12-0115211.817168338908
2023-01-0119913.999044433825
2023-02-0116249.4027711419
2023-03-0114561.23586558369
2023-04-0116067.84519827998
2023-05-0113700.43000477783
2023-06-0111333.811116419813
2023-07-0112194.616977225674
2023-08-0110473.005255613949
2023-09-0110078.037904124862
2023-10-018930.562191431756
2023-11-0111153.846153846154
2023-12-0112983.755375059722
2024-01-0112194.616977225674
2024-02-0117215.320910973085
2024-03-0118827.042522694697
2024-04-0115676.859372511544
2024-05-0112563.306258958433
2024-06-0113479.05717470935
2024-07-0116043.159738811912
2024-08-0113625.577321229495
2024-09-0115755.693581780537
2024-10-0120246.058289536548
2024-11-0120246.058289536548
2024-12-0120551.043159738812
2025-01-0120246.058289536548
2025-02-0117582.417582417584
2025-03-0116544.831979614588
2025-04-0118504.53893932155
2025-05-0121327.440675266764
2025-06-0116387.959866220735
2025-07-0116074.215639433032
2025-08-0121406.274884535756
2025-09-0120385.411689759512
2025-10-0116164.99442586399
2025-11-0114890.906195254021
2025-12-0114054.785793916228
2026-01-0113935.340022296543
2026-02-0115050.167224080267
2026-03-0110391.782130912567
2026-04-0110272.336359292882
Annual Return Matrix
YearAnnual Return
20170.21142080217539072
20180.09371492704826045
20190.3264922182315717
20200.6171351211964933
20210.2898943591787919
2022-0.40961770250641283
2023-0.1464691409726221
20240.5828273535725237
2025-0.31610353378797273
2026-0.26912181303116145
Total Factor Risk
0.7279160586840318
VTI.US Exposure
0.2297863690282862
VEA.US Exposure
0.0681397230119713
VWO.US Exposure
-0.0019943298454384974
QQQ.US Exposure
-0.016284692468629614
VTV.US Exposure
-0.0050728080709091525
IJR.US Exposure
0.023315691822398045
QUAL.US Exposure
0.001018924371818462
SHV.US Exposure
0.29816442855308595
TLT.US Exposure
-0.012770314843831593
LQD.US Exposure
0.0868696771729594
HYG.US Exposure
0.02041165533383103
GLD.US Exposure
0.02625817402310146
USO.US Exposure
0.009953243323870747
VNQ.US Exposure
0.016077546760336264
BTC-USD.CC Exposure
0.02410075417335044
CPER.US Exposure
-0.0022372385260024247
VIX.INDX Exposure
-0.012030226924796597
UUP.US Exposure
0.027713489438943712
TIP.US Exposure
0.004797915599580282
Idiosyncratic Exposure
0.21378201806607441
Value Score
45.3
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
85.1
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
72.8%

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 →11.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →7.09%
Market Cap$228.8M
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
$438
Avg Yield on Cost
4.38%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$437.974.38%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 →
-18.8%
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 →
-34.8%
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 →
55.1% 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 →
1.73
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Adairs Ltd a high-risk investment?

Adairs Ltd (ADH.AU) has an annualized volatility of 72.8% and experienced a maximum drawdown of 73.2% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of ADH.AU?

Over the past 10 years, ADH.AU has generated a Compound Annual Growth Rate (CAGR) of -0.2%. 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.

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