American Electric Power Co Inc

10-Year Study

AEP.US · Utilities · US · Common Stock

Executive Summary: American Electric Power Co Inc has compounded at 11.5% annually over the last 10 years, with a maximum drawdown of 25.1% and an annualized volatility of 22.9%.

1Y CAGR
+36.7%
3Y CAGR
+22.2%
5Y CAGR
+13.5%
10Y CAGR
+11.5%

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 →
25.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.45
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.74
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
18.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +30.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -11.0%
% 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.
20263.912.6-2.02.7————————17.6%
20256.68.83.0-0.9-3.60.39.0-1.11.36.93.7-6.829.4%
2024-3.810.31.1-0.15.9-2.811.83.12.3-3.82.1-7.618.2%
2023-1.0-5.53.41.6-9.21.30.6-6.5-4.10.46.52.1-11.0%
20221.61.210.1-0.73.8-6.02.72.5-13.71.711.1-1.910.4%
2021-2.8-6.613.24.7-2.2-1.64.22.5-9.44.3-3.49.810.7%
202010.3-13.8-10.43.93.5-6.69.1-8.53.710.0-4.8-1.9-9.0%
20195.93.43.22.11.52.2-0.24.62.80.7-2.53.530.5%
2018-6.5-3.74.62.0-2.01.92.71.7-1.23.56.9-3.95.4%
20171.75.50.21.06.7-3.21.55.3-4.65.95.2-5.221.0%
2016———-4.42.88.3-1.1-6.0-0.61.0-8.16.6-2.7%

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 22.9%. The dominant macroeconomic risk driver is VTV.US, accounting for 43.7% of variance. Idiosyncratic stock-specific factors contribute 19.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019563.251431374356
2016-05-019833.011680186095
2016-06-0110647.240387354641
2016-07-0110527.246984635618
2016-08-019890.352333359751
2016-09-019835.196494016394
2016-10-019931.692438187976
2016-11-019130.015700671938
2016-12-019734.545119618557
2017-01-019904.639302230438
2017-02-0110451.014117752899
2017-03-0110475.989538597309
2017-04-0110585.20881036887
2017-05-0111299.086019547658
2017-06-0110935.464455006759
2017-07-0111103.887897630764
2017-08-0111686.8904744259
2017-09-0111148.805099612518
2017-10-0111810.696591476228
2017-11-0112423.77248805314
2017-12-0111774.025990716684
2018-01-0111007.434792946051
2018-02-0110597.268125922388
2018-03-0111083.646240085336
2018-04-0111308.27508948098
2018-05-0111082.403894966146
2018-06-0111294.437935222411
2018-07-0111602.689462985614
2018-08-0111802.0644348722
2018-09-0111662.21492998957
2018-10-0112070.261042413234
2018-11-0112906.016591733265
2018-12-0112407.98613714205
2019-01-0113135.122167506679
2019-02-0113587.057334227253
2019-03-0114022.370780042796
2019-04-0114323.767989907017
2019-05-0114535.502153755202
2019-06-0114854.50639272243
2019-07-0114820.74887706995
2019-08-0115500.204558549796
2019-09-0115932.133684902723
2019-10-0116051.163199167202
2019-11-0115653.3343043617
2019-12-0116194.82541838114
2020-01-0117858.689668615152
2020-02-0115400.64559106711
2020-03-0113799.49834960877
2020-04-0114339.532921074673
2020-05-0114840.56213974669
2020-06-0113863.97177734605
2020-07-0115124.330900764473
2020-08-0113836.404567546093
2020-09-0114345.423350519108
2020-10-0115784.701590844348
2020-11-0115022.330082530272
2020-12-0114735.669656148857
2021-01-0114318.02749866662
2021-02-0113367.78342069019
2021-03-0115126.944109463459
2021-04-0115843.113231189718
2021-05-0115489.194810424562
2021-06-0115235.242332267344
2021-07-0115871.023156884627
2021-08-0116266.902855037604
2021-09-0114743.1879860943
2021-10-0115384.280907083297
2021-11-0114857.719354237575
2021-12-0116309.570983958756
2022-01-0116571.705804107878
2022-02-0116762.491458877306
2022-03-0118448.91069894765
2022-04-0118326.86100085893
2022-05-0119015.655690476142
2022-06-0117880.64490563532
2022-07-0118368.95079670736
2022-08-0118821.292938553182
2022-09-0116238.521694987141
2022-10-0116514.643607598868
2022-11-0118353.31438400031
2022-12-0118002.566085263432
2023-01-0117814.864873548548
2023-02-0116833.733525539832
2023-03-0117411.6382033976
2023-04-0117685.27542577095
2023-05-0116050.242150199527
2023-06-0116258.784772276
2023-07-0116363.056083314234
2023-08-0115295.903045673322
2023-09-0114675.480177098441
2023-10-0114737.918729209463
2023-11-0115697.030580967703
2023-12-0116026.551913961175
2024-01-0115418.809533499409
2024-02-0117003.42073302646
2024-03-0117185.060157349435
2024-04-0117171.073064886827
2024-05-0118190.095939030845
2024-06-0117684.1830188558
2024-07-0119776.313619315468
2024-08-0120394.723032007525
2024-09-0120866.557140378573
2024-10-0120083.558419137258
2024-11-0120507.283783754836
2024-12-0118940.386712047963
2025-01-0120199.246453425985
2025-02-0121982.18305741134
2025-03-0122649.622262824538
2025-04-0122456.865991659153
2025-05-0121642.894321411823
2025-06-0121699.35676510467
2025-07-0123660.9982885625
2025-08-0123409.059266288114
2025-09-0123721.12350838262
2025-10-0125357.356289586365
2025-11-0126303.25215964563
2025-12-0124505.34315499969
2026-01-0125455.30877631148
2026-02-0128663.90066379785
2026-03-0128076.999693697675
2026-04-0128822.406765211766
Annual Return Matrix
YearAnnual Return
20170.209509622281975
20180.05384395676765252
20190.3051937066486212
2020-0.09010012300448378
20210.1068089448621119
20220.10380377895714221
2023-0.10976291723876996
20240.18181295725554447
20250.2938142989135415
20260.17616825779202738
Total Factor Risk
0.22869564776920043
VTI.US Exposure
-0.05095189115607167
VEA.US Exposure
0.02432866713332957
VWO.US Exposure
0.014040895443534344
QQQ.US Exposure
0.05236179719194858
VTV.US Exposure
0.4370018883661094
IJR.US Exposure
-0.06436602876268929
QUAL.US Exposure
-0.0034779484400032515
SHV.US Exposure
0.03215593686655283
TLT.US Exposure
0.004948288053445229
LQD.US Exposure
-0.025675347987367907
HYG.US Exposure
-0.0029270831215036978
GLD.US Exposure
-0.0042288410113182065
USO.US Exposure
0.003922534781964107
VNQ.US Exposure
0.14732720165407745
BTC-USD.CC Exposure
0.015393803052552682
CPER.US Exposure
-0.01622012592242692
VIX.INDX Exposure
0.02798285825158414
UUP.US Exposure
-0.0010891628184712162
TIP.US Exposure
0.21438433258256606
Idiosyncratic Exposure
0.19508822584218774
Value Score
42
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
34.1
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
22.9%

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 →19.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.84%
Market Cap$72.1B
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
$203
Avg Yield on Cost
2.03%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$203.492.03%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 →
+3.2%
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 →
+14.9%
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 →
1.9% 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 →
0.57
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is American Electric Power Co Inc a high-risk investment?

American Electric Power Co Inc (AEP.US) has an annualized volatility of 22.9% and experienced a maximum drawdown of 25.1% over the last 10 years. Its primary macro risk driver is VTV.US.

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

Over the past 10 years, AEP.US has generated a Compound Annual Growth Rate (CAGR) of 11.5%. 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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