Aeroports de Paris SA

10-Year Study

ADP.PA · Industrials · FR · Common Stock

Executive Summary: Aeroports de Paris SA has compounded at 1.8% annually over the last 10 years, with a maximum drawdown of 57.6% and an annualized volatility of 59.0%.

1Y CAGR
-4.4%
3Y CAGR
-5.8%
5Y CAGR
+1.0%
10Y CAGR
+1.8%

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 →
57.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.05
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.07
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
27.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +58.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -39.8%
% 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.
20260.16.2-11.75.5————————-0.9%
2025-1.5-10.3-4.816.97.6-7.50.05.50.05.96.2-11.82.3%
20246.11.01.1-6.09.7-10.87.0-2.5-2.7-5.60.62.0-1.8%
202313.6-3.4-4.29.5-1.4-5.4-4.5-3.2-8.0-5.56.93.6-4.3%
20225.66.17.1-0.32.7-13.211.41.7-13.015.27.1-14.710.5%
2021-10.510.7-3.14.76.2-3.1-7.0-2.711.23.9-10.39.96.8%
2020-2.9-21.8-34.62.24.8-2.4-12.59.7-2.8-1.726.20.2-39.8%
20191.02.01.15.3-15.63.30.30.93.94.44.2-0.48.9%
20185.6-0.86.63.1-2.010.1-1.2-1.12.4-4.6-7.1-3.26.5%
20170.94.28.35.711.15.31.24.8-8.75.710.8-0.758.5%
2016———1.2-0.9-7.5-3.9-2.8-4.64.20.910.5-3.9%

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 59.0%. The dominant macroeconomic risk driver is SHV.US, accounting for 77.9% of variance. Idiosyncratic stock-specific factors contribute 7.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110115.049967035637
2016-05-0110028.301641278325
2016-06-019277.006922516395
2016-07-018910.722960546862
2016-08-018665.279416357265
2016-09-018269.95645234047
2016-10-018619.378708490927
2016-11-018694.318418404526
2016-12-019608.938547486034
2017-01-019693.897689024603
2017-02-0110099.77141816163
2017-03-0110935.125264582395
2017-04-0111558.108366008537
2017-05-0112841.810090565254
2017-06-0113522.892883167355
2017-07-0113690.382213123286
2017-08-0114341.15730941393
2017-09-0113092.230819945176
2017-10-0113838.721850168291
2017-11-0115336.47506853118
2017-12-0115234.480724522014
2018-01-0116080.309431277978
2018-02-0115955.35931156529
2018-03-0117012.637062354697
2018-04-0117531.663138901422
2018-05-0117176.038377459314
2018-06-0118906.39638779972
2018-07-0118681.90256428051
2018-08-0118476.9271140567
2018-09-0118925.925604635828
2018-10-0118047.457840313684
2018-11-0116759.050019084632
2018-12-0116221.481487907284
2019-01-0116388.103334605643
2019-02-0116721.35787154308
2019-03-0116897.782279052015
2019-04-0117799.52028175856
2019-05-0115015.89663069503
2019-06-0115512.357299004128
2019-07-0115562.335178181062
2019-08-0115702.271071168328
2019-09-0116311.970835212878
2019-10-0117031.61325861411
2019-11-0117741.257937471808
2019-12-0117671.653249592284
2020-01-0117159.870658246295
2020-02-0113426.85164301329
2020-03-018775.623286720567
2020-04-018971.305822547625
2020-05-019397.793122592733
2020-06-019171.99807418717
2020-07-018028.015371803324
2020-08-018810.74551511156
2020-09-018564.879072833895
2020-10-018419.380443457441
2020-11-0110627.081959818177
2020-12-0110647.153353690275
2021-01-019533.261476803498
2021-02-0110556.837503036191
2021-03-0110225.67576945765
2021-04-0110707.35669176585
2021-05-0111374.689874735419
2021-06-0111023.456747284778
2021-07-0110255.788282036157
2021-08-019978.811721433776
2021-09-0111098.721763419968
2021-10-0111530.22962281828
2021-11-0110346.093289149518
2021-12-0111369.669315382214
2022-01-0112006.889985773274
2022-02-0112744.467625524829
2022-03-0113647.61528852493
2022-04-0113602.46278496825
2022-05-0113963.71534404386
2022-06-0112127.307505465145
2022-07-0113507.126374960962
2022-08-0113732.91057982581
2022-09-0111941.666088344497
2022-10-0113752.981973697908
2022-11-0114726.384937020715
2022-12-0112563.835924216663
2023-01-0114274.805683750305
2023-02-0113793.124761442106
2023-03-0113211.097713314133
2023-04-0114460.457944411673
2023-05-0114259.754849231413
2023-06-0113491.555050487525
2023-07-0112886.225233352998
2023-08-0112475.84059127659
2023-09-0111480.642111107256
2023-10-0110854.796314931124
2023-11-0111603.759672438324
2023-12-0112024.413147576252
2024-01-0112763.10767202193
2024-02-0112896.483222873798
2024-03-0113040.127606787188
2024-04-0112260.379437176862
2024-05-0113450.512248863597
2024-06-0112003.21402546931
2024-07-0112837.949790069051
2024-08-0112520.960564211113
2024-09-0112182.848121031264
2024-10-0111496.03993892918
2024-11-0111570.003730178008
2024-12-0111802.456712585448
2025-01-0111622.833460564212
2025-02-0110423.570387591519
2025-03-019926.957909712342
2025-04-0111601.699399701585
2025-05-0112478.692442485859
2025-06-0111537.527325722614
2025-07-0111537.527325722614
2025-08-0112177.296228182797
2025-09-0112177.296228182797
2025-10-0112892.969915680627
2025-11-0113695.391928935771
2025-12-0112079.70436170582
2026-01-0112090.547902425484
2026-02-0112838.752212082307
2026-03-0111342.34359276866
2026-04-0111971.26895450918
Annual Return Matrix
YearAnnual Return
20170.585448866098512
20180.06478729280194973
20190.08939823176853912
2020-0.39750100325582594
20210.06786001268982544
20220.10503090069812693
2023-0.042934560741968775
2024-0.018458816431764502
20250.023490672821085745
2026-0.008976660682226245
Total Factor Risk
0.5899544853180744
VTI.US Exposure
0.04852117192811844
VEA.US Exposure
0.12264602834620109
VWO.US Exposure
-0.005694289269673976
QQQ.US Exposure
-0.00988364423413129
VTV.US Exposure
-0.03328656423442112
IJR.US Exposure
0.03711630899356099
QUAL.US Exposure
-0.020791598768455335
SHV.US Exposure
0.779279217439216
TLT.US Exposure
-0.0033702178282235522
LQD.US Exposure
0.00012195722359586986
HYG.US Exposure
0.001656609401047094
GLD.US Exposure
-0.0008960096574329545
USO.US Exposure
0.0006095777946478516
VNQ.US Exposure
0.00481289433114755
BTC-USD.CC Exposure
-0.0009278782204405606
CPER.US Exposure
-0.00635603586179755
VIX.INDX Exposure
0.007098675108618194
UUP.US Exposure
-0.0018696355058251694
TIP.US Exposure
0.0064900666122222825
Idiosyncratic Exposure
0.07472336640202608
Value Score
38.5
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
33
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
59.0%

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 →28.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.75%
Market Cap$11.0B
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 →
-1.0%
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 →
-3.5%
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 →
16.2% 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 →
0.92
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Aeroports de Paris SA a high-risk investment?

Aeroports de Paris SA (ADP.PA) has an annualized volatility of 59.0% and experienced a maximum drawdown of 57.6% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of ADP.PA?

Over the past 10 years, ADP.PA has generated a Compound Annual Growth Rate (CAGR) of 1.8%. 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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