American Eagle Outfitters Inc

10-Year Study

AEO.US · Consumer Cyclical · US · Common Stock

Executive Summary: American Eagle Outfitters Inc has compounded at 4.9% annually over the last 10 years, with a maximum drawdown of 72.9% and an annualized volatility of 86.8%.

1Y CAGR
+89.1%
3Y CAGR
+27.8%
5Y CAGR
-9.3%
10Y CAGR
+4.9%

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 →
72.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.25
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.44
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
46.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +64.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -43.4%
% 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.
2026-11.25.4-32.014.8————————-27.0%
2025-2.4-18.9-11.2-8.34.1-12.213.719.832.2-1.522.129.364.7%
2024-5.719.88.6-5.4-9.4-9.111.1-6.78.8-12.0-1.8-13.4-19.3%
202315.6-11.0-6.50.4-24.016.020.120.7-2.15.88.911.254.9%
2022-9.8-7.7-19.5-10.1-19.9-7.79.4-6.5-13.616.839.3-11.8-43.4%
202113.113.314.318.82.55.9-7.7-11.5-15.5-7.39.1-1.629.8%
2020-1.1-10.6-38.30.015.219.0-8.326.117.4-7.431.212.438.8%
20199.3-3.48.77.9-26.8-2.95.5-4.9-3.6-4.3-2.7-1.8-22.1%
2018-4.37.13.44.47.44.78.93.1-4.4-6.5-9.2-7.05.5%
2017-0.44.9-11.51.4-18.44.8-0.70.919.7-8.123.517.828.5%
2016———-13.59.31.913.43.5-3.7-3.9-2.8-7.7-6.2%

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 86.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 49.0% of variance. Idiosyncratic stock-specific factors contribute 10.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-018651.688059028684
2016-05-019455.819434229361
2016-06-019631.149809801735
2016-07-0110919.911109002189
2016-08-0111297.776934209589
2016-09-0110883.37406185991
2016-10-0110460.746399677335
2016-11-0110166.077487010367
2016-12-019380.689142486575
2017-01-019343.598503720927
2017-02-019801.181522693301
2017-03-018675.729752386374
2017-04-018796.09638821008
2017-05-017179.213425387711
2017-06-017522.51931639343
2017-07-017467.3183230918885
2017-08-017536.754529565746
2017-09-019018.877474356845
2017-10-018287.82019344073
2017-11-0110235.671862519475
2017-12-0112052.5595704129
2018-01-0111539.69647362136
2018-02-0112353.871582560283
2018-03-0112777.052836366223
2018-04-0113343.456151589202
2018-05-0114324.262339161862
2018-06-0115001.700317128916
2018-07-0116340.601200502975
2018-08-0116846.742113296477
2018-09-0116113.470465886892
2018-10-0115062.35814214651
2018-11-0113671.103308105372
2018-12-0112715.287828101891
2019-01-0113892.698126487778
2019-02-0113419.140034955357
2019-03-0114583.42230341566
2019-04-0115740.586965289807
2019-05-0111517.473724169018
2019-06-0111186.505017912643
2019-07-0111806.685805119932
2019-08-0111226.047276724636
2019-09-0110825.563279476775
2019-10-0110363.314273964586
2019-11-0110087.072053904007
2019-12-019905.177663368842
2020-01-019794.61750773051
2020-02-018760.74560883216
2020-03-015407.403892539958
2020-04-015407.403892539958
2020-05-016230.436467452767
2020-06-017414.0153582133225
2020-07-016801.822107286056
2020-08-018577.111358909266
2020-09-0110073.469516872681
2020-10-019325.250895632162
2020-11-0112236.431073888665
2020-12-0113750.029656694109
2021-01-0115545.010953205689
2021-02-0117607.13975025109
2021-03-0120124.874453328273
2021-04-0123898.866718862446
2021-05-0124493.424122359567
2021-06-0125945.178612383053
2021-07-0123952.09059922339
2021-08-0121207.304246047748
2021-09-0117927.59021566348
2021-10-0116620.006801268515
2021-11-0118125.22242520582
2021-12-0117842.09985211195
2022-01-0116087.451659588602
2022-02-0114854.28677627781
2022-03-0111956.550966017383
2022-04-0110753.754537474199
2022-05-018618.709815179482
2022-06-017956.772402666729
2022-07-018703.804756142888
2022-08-018139.932145483878
2022-09-017033.856081994828
2022-10-018212.2153945922
2022-11-0111436.412093604436
2022-12-0110091.817124961446
2023-01-0111667.734307654591
2023-02-0110388.146812498519
2023-03-019715.849328177022
2023-04-019750.962854002071
2023-05-017406.0278219332995
2023-06-018593.086431469312
2023-07-0110317.36616922505
2023-08-0112454.22983542512
2023-09-0112197.205153147168
2023-10-0112903.19264197648
2023-11-0114055.374979240314
2023-12-0115628.603288334243
2024-01-0114730.203168125778
2024-02-0117651.031657532403
2024-03-0119167.160944901814
2024-04-0118126.408692970177
2024-05-0116415.415154175265
2024-06-0114913.600164495798
2024-07-0116572.872428764622
2024-08-0115467.982633039932
2024-09-0116828.394505207714
2024-10-0114814.902686501064
2024-11-0114550.206806013586
2024-12-0112606.625700886538
2025-01-0112300.568617681714
2025-02-019976.116475677556
2025-03-018855.80519901619
2025-04-018120.161016077882
2025-05-018451.76239847525
2025-06-017418.365006682641
2025-07-018432.465776174999
2025-08-0110103.363464534546
2025-09-0113359.273055113998
2025-10-0113155.472253196991
2025-11-0116060.562923596446
2025-12-0120760.634890507485
2026-01-0118434.60105815084
2026-02-0119431.065980213054
2026-03-0113207.114443205452
2026-04-0115160.502028517878
Annual Return Matrix
YearAnnual Return
20170.284826667565927
20180.05498651583651015
2019-0.2210024816365117
20200.38816587889626986
20210.29760446323296796
2022-0.43438175951207403
20230.5486411510250142
2024-0.1933619743040902
20250.6468034653434291
2026-0.26974766867800326
Total Factor Risk
0.8682242853184958
VTI.US Exposure
0.32135944567586056
VEA.US Exposure
0.005789260857150388
VWO.US Exposure
0.008173814021137527
QQQ.US Exposure
0.008887460551368047
VTV.US Exposure
-0.012382794084404155
IJR.US Exposure
0.004225611631647384
QUAL.US Exposure
0.059378075828878885
SHV.US Exposure
0.4895531044890225
TLT.US Exposure
0.01084889321143598
LQD.US Exposure
-0.0013281734700890694
HYG.US Exposure
-0.003135976454215768
GLD.US Exposure
0.0027008626006344034
USO.US Exposure
0.012715697307157289
VNQ.US Exposure
-0.010861600637931554
BTC-USD.CC Exposure
-0.00025755271459689926
CPER.US Exposure
-0.002173220171199512
VIX.INDX Exposure
-0.002444400444760707
UUP.US Exposure
-0.001226775049035111
TIP.US Exposure
0.0009208800035113688
Idiosyncratic Exposure
0.10925738684842858
Value Score
43.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
34.7
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
86.8%

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 →15.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.89%
Market Cap$2.8B
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
$99
Avg Yield on Cost
0.99%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$98.860.99%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 →
-5.0%
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 →
+3.9%
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 →
31.7% 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 →
1.48
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is American Eagle Outfitters Inc a high-risk investment?

American Eagle Outfitters Inc (AEO.US) has an annualized volatility of 86.8% and experienced a maximum drawdown of 72.9% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, AEO.US has generated a Compound Annual Growth Rate (CAGR) of 4.9%. 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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