Aecon Group Inc

10-Year Study

AEGXF.US · Industrials · US · Common Stock

Executive Summary: Aecon Group Inc has compounded at 14.9% annually over the last 10 years, with a maximum drawdown of 56.9% and an annualized volatility of 45.5%.

1Y CAGR
+177.2%
3Y CAGR
+60.5%
5Y CAGR
+23.3%
10Y CAGR
+14.9%

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 →
56.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.52
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.00
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
37.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +99.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -48.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202612.47.48.212.6————————47.0%
2025-12.2-5.8-23.3-2.017.711.1-9.08.117.129.1-11.919.026.9%
20245.40.619.50.7-2.72.9-1.313.113.38.123.9-8.099.0%
202329.7-9.931.1-5.13.0-4.9-4.7-1.6-2.3-14.222.417.060.4%
20221.7-3.65.0-11.7-2.6-11.6-14.8-3.0-15.70.54.3-9.2-48.1%
2021-14.09.18.1-1.9-0.3-4.314.0-0.5-5.9-0.8-15.65.9-10.1%
2020-3.1-9.8-20.118.3-2.62.4-1.98.7-10.05.416.224.320.3%
20199.80.7-4.66.8-10.015.26.3-10.6-0.10.5-0.9-0.310.2%
20182.1-4.3-6.0-1.0-18.01.56.88.4-7.717.8-2.3-9.6-15.8%
201710.40.14.4-8.7-5.213.0-4.914.14.37.01.81.941.8%
2016———12.2-1.73.8—7.7—-2.7-16.7-0.8-0.8%

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 45.5%. The dominant macroeconomic risk driver is SHV.US, accounting for 39.4% of variance. Idiosyncratic stock-specific factors contribute 35.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111222.718669121716
2016-05-0111030.091549386452
2016-06-0111446.634819669596
2016-08-0112331.09717626154
2016-10-0112004.30063221869
2016-11-019998.712385563267
2016-12-019918.107721823777
2017-01-0110946.139088111455
2017-02-0110959.659039697151
2017-03-0111438.007802943486
2017-04-0110445.51459510964
2017-05-019906.776714780526
2017-06-0111195.678765950322
2017-07-0110643.807218366532
2017-08-0112141.302808287086
2017-09-0112667.550828579888
2017-10-0113557.034881475092
2017-11-0113799.492679911926
2017-12-0114066.930198421383
2018-01-0114362.43771165162
2018-02-0113741.421268815266
2018-03-0112916.060414869373
2018-04-0112785.367549540966
2018-05-0110485.688165535712
2018-06-0110642.905888260819
2018-07-0111367.70405469786
2018-08-0112321.955113760734
2018-09-0111370.79432934602
2018-10-0113400.203443081002
2018-11-0113095.038821575266
2018-12-0111837.812085549102
2019-01-0113001.944297799466
2019-02-0113095.167583018942
2019-03-0112489.602513423379
2019-04-0113334.792629694963
2019-05-0111995.416092605232
2019-06-0113821.51088678006
2019-07-0114691.938246011614
2019-08-0113127.48670538094
2019-09-0113120.662348866254
2019-10-0113192.51123443596
2019-11-0113078.81487967243
2019-12-0113040.701492345133
2020-01-0112629.952487027283
2020-02-0111392.168728995788
2020-03-019100.8588388293
2020-04-0110763.555360982706
2020-05-0110488.134632965504
2020-06-0110741.92343844559
2020-07-0110542.987007970334
2020-08-0111458.094588156522
2020-09-0110311.345170802055
2020-10-0110864.633094266252
2020-11-0112625.059552167699
2020-12-0115694.088562120958
2021-01-0113489.821407877625
2021-02-0114713.827691436074
2021-03-0115907.446274287626
2021-04-0115599.96394679577
2021-05-0115559.01780770766
2021-06-0114893.707428247686
2021-07-0116973.977312233623
2021-08-0116891.18370395169
2021-09-0115897.531643124783
2021-10-0115772.246758430654
2021-11-0113319.212495010494
2021-12-0114108.133860396842
2022-01-0114350.9779431647
2022-02-0113833.614462485353
2022-03-0114523.260754799581
2022-04-0112825.283597079691
2022-05-0112488.958706205014
2022-06-0111043.740262415822
2022-07-019408.46992776483
2022-08-019127.254934782328
2022-09-017695.170158247814
2022-10-017733.798591349806
2022-11-018064.7155015902035
2022-12-017323.435870362978
2023-01-019497.959131117777
2023-02-018557.099262196927
2023-03-0111215.250505388667
2023-04-0110644.193502697552
2023-05-0110964.036928782047
2023-06-0110429.419414650476
2023-07-019942.701157565378
2023-08-019780.461738537011
2023-09-019552.811506122605
2023-10-018200.558824665542
2023-11-0110035.666919897505
2023-12-0111744.846323216976
2024-01-0112378.738910420663
2024-02-0112456.510822399341
2024-03-0114882.376421204433
2024-04-0114991.179841108378
2024-05-0114591.890604277452
2024-06-0115008.176351673255
2024-07-0114812.330195846154
2024-08-0116746.584602706567
2024-09-0118967.848267514775
2024-10-0120512.341784376087
2024-11-0125405.66292829275
2024-12-0123369.043173712063
2025-01-0120520.71127821485
2025-02-0119336.10599642043
2025-03-0114836.408585813064
2025-04-0114538.325843709361
2025-05-0117116.516230379973
2025-06-0119023.215688294295
2025-07-0117306.568121241773
2025-08-0118715.862122246115
2025-09-0121912.751245766965
2025-10-0128299.70513629399
2025-11-0124920.618569975406
2025-12-0129653.760477962478
2026-01-0133336.337767019046
2026-02-0135795.681341179195
2026-03-0138718.566112563254
2026-04-0143598.62482778157
Annual Return Matrix
YearAnnual Return
20170.41830786607293535
2018-0.15846514352665486
20190.10161416637660992
20200.20346965777365256
2021-0.10105427246995113
2022-0.4809068341121495
20230.603734439834025
20240.9897274541188854
20250.2689334457356012
20260.4702561875814155
Total Factor Risk
0.4547760200354136
VTI.US Exposure
-0.022579517906760417
VEA.US Exposure
-0.030435667682678785
VWO.US Exposure
-0.002721678806288809
QQQ.US Exposure
0.1265280553877883
VTV.US Exposure
0.12404716577330238
IJR.US Exposure
-0.03403460424334192
QUAL.US Exposure
-0.045874308932701995
SHV.US Exposure
0.39413985943580593
TLT.US Exposure
-0.00596528961762947
LQD.US Exposure
0.022635227256859815
HYG.US Exposure
0.005431251865016751
GLD.US Exposure
0.025547198612358175
USO.US Exposure
0.005549003313291858
VNQ.US Exposure
0.016225811138130736
BTC-USD.CC Exposure
0.030901516365789253
CPER.US Exposure
0.014272396789018742
VIX.INDX Exposure
0.010736909326734047
UUP.US Exposure
0.012036978589823728
TIP.US Exposure
-0.0022651904996345376
Idiosyncratic Exposure
0.3558248838351163
Value Score
0
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
30.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
45.5%

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 →180.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.53%
Market Cap$2.1B
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
$180
Avg Yield on Cost
1.80%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$180.271.80%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 →
+14.8%
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 →
+62.4%
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 →
0.4% 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 →
1.16
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Aecon Group Inc a high-risk investment?

Aecon Group Inc (AEGXF.US) has an annualized volatility of 45.5% and experienced a maximum drawdown of 56.9% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, AEGXF.US has generated a Compound Annual Growth Rate (CAGR) of 14.9%. It has had a positive return in 70% 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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