Advanced Energy Industries Inc

10-Year Study

AEIS.US · Industrials · US · Common Stock

Executive Summary: Advanced Energy Industries Inc has compounded at 26.1% annually over the last 10 years, with a maximum drawdown of 49.3% and an annualized volatility of 46.4%.

1Y CAGR
+261.2%
3Y CAGR
+58.4%
5Y CAGR
+30.6%
10Y CAGR
+26.1%

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 →
49.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.82
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.65
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
37.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +81.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -36.4%
% 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.
202622.031.5-3.815.3————————77.8%
2025-0.50.2-17.22.217.915.44.87.813.719.24.2-0.981.6%
2024-4.4-2.80.8-6.012.21.27.0-8.8-0.83.16.10.56.6%
20238.10.55.3-11.713.613.612.3-5.6-12.7-15.49.014.627.5%
2022-5.4-0.30.3-11.16.6-10.422.60.4-13.81.617.9-7.4-5.4%
20215.81.94.51.0-7.410.5-7.9-13.0-2.74.6-4.43.8-5.7%
2020-1.8-15.0-18.514.720.21.48.50.7-15.17.243.00.536.2%
201919.5-1.8-1.416.3-13.112.23.8-11.611.22.98.610.965.9%
20185.4-6.8-3.6-6.810.0-11.45.4-2.7-13.3-16.79.3-8.7-36.4%
20177.55.510.47.64.2-15.912.21.49.84.9-11.5-10.023.3%
2016———-7.018.0-0.67.37.97.70.815.7-0.857.4%

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 46.4%. The dominant macroeconomic risk driver is QQQ.US, accounting for 36.7% of variance. Idiosyncratic stock-specific factors contribute 13.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019298.667870586441
2016-05-0110971.569121803066
2016-06-0110911.20700775121
2016-07-0111704.533461542971
2016-08-0112632.949095301195
2016-09-0113601.61591050342
2016-10-0113710.848177116926
2016-11-0115869.519331120937
2016-12-0115737.303141527023
2017-01-0116912.913212237767
2017-02-0117849.977133341934
2017-03-0119706.83771708667
2017-04-0121213.017578010484
2017-05-0122112.7033080432
2017-06-0118594.433434572045
2017-07-0120853.71788407191
2017-08-0121138.290512095875
2017-09-0123213.58631283934
2017-10-0124351.847508706924
2017-11-0121549.333348968656
2017-12-0119396.40817570975
2018-01-0120445.54803757168
2018-02-0119062.965395124127
2018-03-0118367.379246455668
2018-04-0117117.01279360203
2018-05-0118835.88189077946
2018-06-0116697.350985611596
2018-07-0117602.782696389415
2018-08-0117125.63176471968
2018-09-0114846.23638261196
2018-10-0112368.516716113372
2018-11-0113521.14286384371
2018-12-0112339.757496159576
2019-01-0114742.750096743554
2019-02-0114478.31771755573
2019-03-0114279.993433164864
2019-04-0116602.48367086084
2019-05-0114420.82859387643
2019-06-0116174.20289175276
2019-07-0116786.44300338896
2019-08-0114843.363392239411
2019-09-0116501.899691593277
2019-10-0116987.669594380666
2019-11-0118456.47126423303
2019-12-0120465.658970179535
2020-01-0120103.48628586841
2020-02-0117096.872544765884
2020-03-0113937.93168146159
2020-04-0115981.624588106995
2020-05-0119209.575852809085
2020-06-0119485.500193487107
2020-07-0121146.909483213523
2020-08-0121304.9825861604
2020-09-0118091.42558954935
2020-10-0119393.535185337198
2020-11-0127726.379914865676
2020-12-0127872.99037255063
2021-01-0129485.5295097154
2021-02-0130051.362031966415
2021-03-0131409.34835887754
2021-04-0131737.338321000978
2021-05-0129379.22886593103
2021-06-0132460.862835231073
2021-07-0129880.33115611478
2021-08-0126003.40654572746
2021-09-0125302.719373336306
2021-10-0126476.306624294946
2021-11-0125313.77159140214
2021-12-0126286.60131102173
2022-01-0124877.8979091666
2022-02-0124810.470584096533
2022-03-0124876.930473632987
2022-04-0122114.110487001188
2022-05-0123572.534212038416
2022-06-0121118.619322912396
2022-07-0125896.226415094345
2022-08-0126009.562953668636
2022-09-0122423.455327931333
2022-10-0122782.637756956738
2022-11-0126865.65545223214
2022-12-0124876.256200382286
2023-01-0126894.649202012268
2023-02-0127020.708983664998
2023-03-0128448.966309790452
2023-04-0125110.58081311491
2023-05-0128523.40021342214
2023-06-0132388.51038380806
2023-07-0136378.595635399935
2023-08-0134343.60964855705
2023-09-0129995.016241190475
2023-10-0125381.75592480974
2023-11-0127676.77685659674
2023-12-0131715.439098467345
2024-01-0130335.260386739687
2024-02-0129496.347197954903
2024-03-0129723.694548354186
2024-04-0127934.085392309767
2024-05-0131340.924282045573
2024-06-0131728.953879709657
2024-07-0133949.04253198401
2024-08-0130977.989375798872
2024-09-0130729.79818708444
2024-10-0131690.46167196313
2024-11-0133620.554193979624
2024-12-0133792.99224878925
2025-01-0133632.25136906786
2025-02-0133685.167161133715
2025-03-0127876.479003717297
2025-04-0128490.683302649017
2025-05-0133600.09146663227
2025-06-0138787.33421672902
2025-07-0140666.70966380149
2025-08-0143844.911289093194
2025-09-0149838.14510360356
2025-10-0159384.535103251765
2025-11-0161894.23877481619
2025-12-0161360.859317283685
2026-01-0174839.31775273521
2026-02-0198376.46727722598
2026-03-0194606.40031896057
2026-04-01109123.79656882866
Annual Return Matrix
YearAnnual Return
20170.23251156829579078
2018-0.3638122386178315
20190.6585138708397578
20200.3619395502077065
2021-0.056914921589869216
2022-0.05365262302084295
20230.27492814204011773
20240.06550605034575385
20250.8157865058393035
20260.7783942041061256
Total Factor Risk
0.463598086945302
VTI.US Exposure
-0.15959149492589828
VEA.US Exposure
0.13157698507157986
VWO.US Exposure
0.009669015517902495
QQQ.US Exposure
0.3671215494891969
VTV.US Exposure
0.013427739898746339
IJR.US Exposure
0.24215202583472387
QUAL.US Exposure
-0.07295599756103384
SHV.US Exposure
0.3489974058464478
TLT.US Exposure
0.02345315730903309
LQD.US Exposure
-0.008714868114537743
HYG.US Exposure
-0.009006622897399187
GLD.US Exposure
0.00019344165815009934
USO.US Exposure
0.00046636485350380635
VNQ.US Exposure
-0.013960547425366777
BTC-USD.CC Exposure
-0.007562389406454757
CPER.US Exposure
0.003366301401774439
VIX.INDX Exposure
-0.01543803124092253
UUP.US Exposure
0.0179675348211513
TIP.US Exposure
-0.0024764183263374494
Idiosyncratic Exposure
0.1313148481957407
Value Score
15.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
1.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
46.4%

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 →85.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.12%
Market Cap$12.6B
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
$29
Avg Yield on Cost
0.29%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$29.320.29%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 →
+68.1%
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 →
3.5% 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 →
1.35
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Advanced Energy Industries Inc a high-risk investment?

Advanced Energy Industries Inc (AEIS.US) has an annualized volatility of 46.4% and experienced a maximum drawdown of 49.3% over the last 10 years. Its primary macro risk driver is QQQ.US.

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

Over the past 10 years, AEIS.US has generated a Compound Annual Growth Rate (CAGR) of 26.1%. 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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