Aegon NV ADR

10-Year Study

AEG.US · Financial Services · US · Common Stock

Executive Summary: Aegon NV ADR has compounded at 11.1% annually over the last 10 years, with a maximum drawdown of 60.9% and an annualized volatility of 32.9%.

1Y CAGR
+20.5%
3Y CAGR
+30.0%
5Y CAGR
+17.3%
10Y CAGR
+11.1%

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 →
0.37
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.54
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
31.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +39.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -22.3%
% 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.
20261.0-3.7-3.210.6————————4.2%
202510.4-3.44.9-2.411.84.0-1.99.75.6-5.35.9-3.939.1%
20240.32.42.22.04.7-2.45.2-5.37.7-1.73.3-9.28.4%
20238.7-5.7-16.85.3-1.617.16.3-2.9-5.50.613.74.921.1%
202214.8-12.36.4-2.84.5-16.90.54.5-11.816.45.63.56.5%
20213.515.60.0-3.02.8-11.11.918.63.9-0.8-12.912.329.4%
2020-11.5-15.7-26.34.410.510.1-1.4-2.9-6.65.534.88.5-3.7%
201911.23.7-10.68.6-9.18.6-0.6-19.89.34.63.51.35.4%
20187.81.9-2.27.2-12.4-4.710.6-6.68.1-5.4-9.2-15.8-22.3%
2017-0.9-2.6-3.90.41.83.29.05.01.61.45.51.823.8%
2016———4.7-8.2-22.02.03.6-5.612.417.58.47.2%

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 32.9%. The dominant macroeconomic risk driver is VTV.US, accounting for 36.2% of variance. Idiosyncratic stock-specific factors contribute 21.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110472.92221539302
2016-05-019612.78426551936
2016-06-017499.487809875026
2016-07-017649.047326367548
2016-08-017925.971453937035
2016-09-017480.024585125998
2016-10-018410.161852079493
2016-11-019883.220651505839
2016-12-0110716.383254797514
2017-01-0110619.408591135698
2017-02-0110348.289284982586
2017-03-019941.268865669603
2017-04-019979.85385508434
2017-05-0110158.437478658747
2017-06-0110486.580618725671
2017-07-0111430.717749095133
2017-08-0112001.980468483236
2017-09-0112191.490814723758
2017-10-0112359.830635798677
2017-11-0113033.531380181657
2017-12-0113265.382776753399
2018-01-0114296.93368845182
2018-02-0114570.784675271461
2018-03-0114254.93409820392
2018-04-0115286.826469985657
2018-05-0113395.820528580209
2018-06-0112770.26565594482
2018-07-0114128.935327460222
2018-08-0113191.627398757086
2018-09-0114255.95847845387
2018-10-0113479.819709076011
2018-11-0112238.270846138086
2018-12-0110309.362835484533
2019-01-0111462.473536843543
2019-02-0111883.493819572494
2019-03-0110619.750051219013
2019-04-0111528.716793006899
2019-05-0110474.970975892918
2019-06-0111370.962234514785
2019-07-0111301.987297684902
2019-08-019063.3749914635
2019-09-019902.34241617155
2019-10-0110357.85016731544
2019-11-0110717.74909513078
2019-12-0110861.503790206925
2020-01-019614.833026019258
2020-02-018104.213617428123
2020-03-015970.0880967014955
2020-04-016234.036741104966
2020-05-016885.542580072391
2020-06-017581.779689954245
2020-07-017478.658744792733
2020-08-017259.099911220379
2020-09-016782.080174827563
2020-10-017152.9058253090225
2020-11-019643.515673017824
2020-12-0110464.72717339343
2021-01-0110835.552823874888
2021-02-0112530.902137540123
2021-03-0112530.902137540123
2021-04-0112160.076487058664
2021-05-0112504.609711124771
2021-06-0111114.18425186096
2021-07-0111329.304104350202
2021-08-0113433.722597828315
2021-09-0113954.449224885611
2021-10-0113844.840538141092
2021-11-0112062.76036331353
2021-12-0113543.331284572834
2022-01-0115544.628832889433
2022-02-0113625.623164652054
2022-03-0114502.834118691526
2022-04-0114091.716178378749
2022-05-0114722.051492180564
2022-06-0112230.417264221813
2022-07-0112286.075257802364
2022-08-0112844.021033941133
2022-09-0111327.938264016937
2022-10-0113187.188417673973
2022-11-0113930.88847913679
2022-12-0114417.469097862459
2023-01-0115676.090964966199
2023-02-0114789.319128593868
2023-03-0112300.416581301648
2023-04-0112958.410161852082
2023-05-0112747.046370279313
2023-06-0114925.561701837056
2023-07-0115867.3086116233
2023-08-0115404.63019872977
2023-09-0114555.760431605546
2023-10-0114646.588813767668
2023-11-0116647.88636208427
2023-12-0117466.707641876666
2024-01-0117527.487536706958
2024-02-0117951.92242026907
2024-03-0118346.30881649935
2024-04-0118709.963805231167
2024-05-0119589.564979853858
2024-06-0119123.813426210476
2024-07-0120121.901249743907
2024-08-0119061.3262309636
2024-09-0120537.45817113979
2024-10-0120184.046984907465
2024-11-0120859.11356962371
2024-12-0118930.547019053472
2025-01-0120891.21081745544
2025-02-0120184.046984907465
2025-03-0121180.427508024313
2025-04-0120666.188622550028
2025-05-0123108.99405859455
2025-06-0124022.399781465545
2025-07-0123558.014068155437
2025-08-0125847.162466707647
2025-09-0127282.660656969205
2025-10-0125848.52830704091
2025-11-0127385.09868196408
2025-12-0126326.572423683672
2026-01-0126599.740490336684
2026-02-0125609.506248719525
2026-03-0124790.0020487605
2026-04-0127419.2446902957
Annual Return Matrix
YearAnnual Return
20170.23786005607953098
2018-0.22283713866508792
20190.05355723370429244
2020-0.03653054167059622
20210.29418866446960545
20220.06454378135794059
20230.21149610401913677
20240.0838074013254353
20250.39069264069264076
20260.04150453955901412
Total Factor Risk
0.32894353961010536
VTI.US Exposure
0.04992358908223299
VEA.US Exposure
0.1237414470852685
VWO.US Exposure
0.0801672288647002
QQQ.US Exposure
0.08687687909447846
VTV.US Exposure
0.3617685705628613
IJR.US Exposure
-0.07544454562300251
QUAL.US Exposure
-0.17192419739906564
SHV.US Exposure
0.1150292473686275
TLT.US Exposure
0.01075340685781822
LQD.US Exposure
0.011475548913495812
HYG.US Exposure
0.0368285031662912
GLD.US Exposure
-0.006973953655871101
USO.US Exposure
0.003266257587847617
VNQ.US Exposure
0.06891472137699865
BTC-USD.CC Exposure
0.01602225889870287
CPER.US Exposure
0.02963400324615663
VIX.INDX Exposure
-0.0046838268359182325
UUP.US Exposure
0.017042188769839338
TIP.US Exposure
0.03346188031918168
Idiosyncratic Exposure
0.21412079231935663
Value Score
45.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
65.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
32.9%

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 →10.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →5.43%
Market Cap$11.2B
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
$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 →
+8.6%
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 →
+7.2%
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 →
0.2% 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 →
0.58
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Aegon NV ADR a high-risk investment?

Aegon NV ADR (AEG.US) has an annualized volatility of 32.9% and experienced a maximum drawdown of 60.9% over the last 10 years. Its primary macro risk driver is VTV.US.

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

Over the past 10 years, AEG.US has generated a Compound Annual Growth Rate (CAGR) of 11.1%. 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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