ADT Inc

10-Year Study

ADT.US · Industrials · US · Common Stock

Executive Summary: ADT Inc has compounded at -3.8% annually over the last 10 years, with a maximum drawdown of 60.9% and an annualized volatility of 26.7%.

1Y CAGR
-14.2%
3Y CAGR
+10.7%
5Y CAGR
-5.3%
10Y CAGR
-3.8%

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 →
60.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.04
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.06
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
44.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +45.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -23.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
75%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-0.90.2-18.17.9————————-12.1%
202511.16.60.1-1.53.72.5-1.44.30.61.5-6.7-1.520.0%
2024-4.311.2-6.7-3.39.47.72.4-6.3-0.0-0.45.8-8.64.5%
2023-3.1-14.2-3.6-7.3-15.16.65.80.6-6.0-5.73.716.8-23.1%
2022-9.8-3.74.3-9.79.2-17.318.7-0.13.212.910.4-2.59.8%
202115.0-15.711.49.012.44.7-2.8-18.4-5.13.2-0.51.68.9%
2020-21.83.1-31.832.623.613.27.923.7-23.0-19.317.91.51.0%
201920.110.8-20.13.7-11.25.23.8-25.032.523.419.4-7.145.3%
2018—-15.4-24.612.4-15.615.54.2-0.75.3-17.60.9-22.7-51.0%

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 26.7%. The dominant macroeconomic risk driver is IJR.US, accounting for 22.4% of variance. Idiosyncratic stock-specific factors contribute 45.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2018-01-0110000
2018-02-018461.62536330865
2018-03-016379.956659717159
2018-04-017168.400620320635
2018-05-016050.077540079492
2018-06-016987.43953414331
2018-07-017278.189156713123
2018-08-017229.7137692694805
2018-09-017616.2844437141175
2018-10-016277.973482319834
2018-11-016334.767739218847
2018-12-014897.965471556655
2019-01-015884.0082572482
2019-02-016519.734206985797
2019-03-015207.612279062124
2019-04-015400.178701640151
2019-05-014793.825550226458
2019-06-015043.699740163706
2019-07-015233.1850999804865
2019-08-013922.8091076215223
2019-09-015199.293409606753
2019-10-016418.264540048681
2019-11-017662.089576764678
2019-12-017118.590105680452
2020-01-015565.631771919194
2020-02-015736.219946800316
2020-03-013909.765941932237
2020-04-015185.942137641344
2020-05-016407.686224568394
2020-06-017252.308229518635
2020-07-017824.872392650638
2020-08-019678.850558185872
2020-09-017452.8854152759095
2020-10-016011.564255563885
2020-11-017087.984882252052
2020-12-017190.892378477749
2021-01-018271.831897215745
2021-02-016971.007199416652
2021-03-017763.970052069961
2021-04-018463.063192597232
2021-05-019511.754254434163
2021-06-019956.146206698231
2021-07-019679.261366554036
2021-08-017898.407090552434
2021-09-017497.560825314012
2021-10-017738.49993324364
2021-11-017701.424478016617
2021-12-017828.158859595969
2022-01-017064.876911542688
2022-02-016804.321704033112
2022-03-017098.1523893641715
2022-04-016406.145693187769
2022-05-016995.347595230514
2022-06-015783.154802863334
2022-07-016864.505129969498
2022-08-016855.159239593711
2022-09-017072.784972629893
2022-10-017988.682229457014
2022-11-018819.64485616572
2022-12-018595.343487146833
2023-01-018329.961281311298
2023-02-017145.395351703314
2023-03-016885.456356745987
2023-04-016380.675574361449
2023-05-015418.870482391727
2023-06-015774.733231315921
2023-07-016109.952859739754
2023-08-016148.260740071275
2023-09-015780.689952654336
2023-10-015453.172981133626
2023-11-015655.496102455607
2023-12-016606.414772668919
2024-01-016325.5245509351025
2024-02-017032.628454641621
2024-03-016564.204212839815
2024-04-016349.351436288757
2024-05-016945.228974314207
2024-06-017478.869044562437
2024-07-017656.0301533342235
2024-08-017173.843831198842
2024-09-017171.789789358009
2024-10-017142.006182665941
2024-11-017558.668570078773
2024-12-016905.688668878185
2025-01-017675.235444546005
2025-02-018184.945927348539
2025-03-018194.908030276576
2025-04-018074.0276679435965
2025-05-018376.074520637985
2025-06-018584.559767482464
2025-07-018462.960490505191
2025-08-018827.758321437008
2025-09-018884.655280428062
2025-10-019017.243681253785
2025-11-018415.409421889924
2025-12-018288.058827758321
2026-01-018216.16736332919
2026-02-018236.707781737514
2026-03-016747.527447134098
2026-04-017281.578325750495
Annual Return Matrix
YearAnnual Return
20190.4533769474324296
20200.010156824838053469
20210.08862133481868706
20220.09800320117551342
2023-0.23139607130908568
20240.04530050057519519
20250.20017846519928617
2026-0.12143742255266421
Total Factor Risk
0.26704138188965326
VTI.US Exposure
-0.011586869843115459
VEA.US Exposure
-0.05465334748391377
VWO.US Exposure
-0.011927916044154035
QQQ.US Exposure
-0.05583272047694427
VTV.US Exposure
-0.052141474444099986
IJR.US Exposure
0.22382532577492958
QUAL.US Exposure
0.13595914942281567
SHV.US Exposure
0.13367194894172216
TLT.US Exposure
-0.0015984980464466545
LQD.US Exposure
0.018494707320795698
HYG.US Exposure
0.15919579780406484
GLD.US Exposure
0.05454457387058418
USO.US Exposure
0.016352144327297303
VNQ.US Exposure
-0.029326834157466796
BTC-USD.CC Exposure
-0.007599085777003844
CPER.US Exposure
0.03766830060021218
VIX.INDX Exposure
-0.00030043734784960136
UUP.US Exposure
-0.0058003785721997955
TIP.US Exposure
-0.0009626626127282595
Idiosyncratic Exposure
0.45201827674350087
Value Score
46.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
40.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
26.7%

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 →9.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.36%
Market Cap$5.4B
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
$56
Avg Yield on Cost
0.56%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$56.490.56%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 →
+0.1%
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 →
-11.6%
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 →
19.3% 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 →
1.05
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is ADT Inc a high-risk investment?

ADT Inc (ADT.US) has an annualized volatility of 26.7% and experienced a maximum drawdown of 60.9% over the last 10 years. Its primary macro risk driver is IJR.US.

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

Over the past 10 years, ADT.US has generated a Compound Annual Growth Rate (CAGR) of -3.8%. It has had a positive return in 75% 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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