AerCap Holdings NV

10-Year Study

AER.US · Industrials · US · Common Stock

Executive Summary: AerCap Holdings NV has compounded at 14.1% annually over the last 10 years, with a maximum drawdown of 63.1% and an annualized volatility of 55.1%.

1Y CAGR
+26.0%
3Y CAGR
+37.6%
5Y CAGR
+20.1%
10Y CAGR
+14.1%

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 →
63.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.49
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.60
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
38.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +55.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -25.8%
% 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.
2026-0.14.0-8.23.8————————-0.9%
2025-0.17.8-0.63.79.41.1-8.315.4-2.07.63.17.351.7%
20243.00.812.6-2.810.00.50.84.0-2.8-1.26.5-3.729.8%
20238.4-1.2-9.90.21.311.30.5-3.61.9-0.99.88.927.4%
2022-3.7-13.6-7.6-7.15.8-17.29.6-1.8-3.926.215.0-5.0-10.9%
2021-16.126.021.9-0.81.3-13.23.51.87.22.1-5.116.743.5%
2020-7.9-8.0-56.223.414.7-4.5-12.69.8-14.8-1.448.024.0-25.8%
201919.3-4.53.16.7-9.716.04.8-1.72.15.76.8-0.655.2%
20182.8-8.32.22.86.1-2.13.71.51.0-12.95.6-25.1-24.7%
20176.42.31.50.1-4.35.55.82.41.63.0-1.31.226.4%
2016———3.2-2.3-14.18.79.5-3.76.84.2-2.97.4%

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 55.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 55.9% of variance. Idiosyncratic stock-specific factors contribute 7.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110322.498483611183
2016-05-0110085.127836172242
2016-06-018666.155514535014
2016-07-019419.492226373875
2016-08-0110312.179162323186
2016-09-019930.338016852267
2016-10-0110606.29294793863
2016-11-0111055.19655287405
2016-12-0110735.2975929461
2017-01-0111421.571845320464
2017-02-0111687.300932940165
2017-03-0111860.156128967885
2017-04-0111870.475450255883
2017-05-0111357.056393909237
2017-06-0111978.841452687357
2017-07-0112667.688970929974
2017-08-0112977.294867384906
2017-09-0113186.280816828108
2017-10-0113581.014549455282
2017-11-0113408.133095612582
2017-12-0113573.268494035538
2018-01-0113957.682905374713
2018-02-0112799.266881805697
2018-03-0113085.660869816378
2018-04-0113449.436638579557
2018-05-0114269.862067697899
2018-06-0113970.575492530963
2018-07-0114481.421283009355
2018-08-0114698.12703005732
2018-09-0114840.024262221043
2018-10-0112920.525471393425
2018-11-0113640.330953500035
2018-12-0110216.705747047965
2019-01-0112192.973933867068
2019-02-0111646.023647788174
2019-03-0112007.226150683096
2019-04-0112807.012937225441
2019-05-0111563.469077484187
2019-06-0113418.478674715563
2019-07-0114068.622173674441
2019-08-0113833.851049918732
2019-09-0114125.391569665922
2019-10-0114932.92441162801
2019-11-0115946.843679350066
2019-12-0115859.116319494591
2020-01-0114605.253138465338
2020-02-0113436.517793608322
2020-03-015879.781219885568
2020-04-017254.902990502548
2020-05-018317.845598796343
2020-06-017946.323774613418
2020-07-016947.87035991587
2020-08-017628.998080553725
2020-09-016498.966754980451
2020-10-016406.092863388466
2020-11-019484.0076777851
2020-12-0111759.536181956153
2021-01-019865.848823256021
2021-02-0112430.34458130601
2021-03-0115154.802948227465
2021-04-0115028.37156908825
2021-05-0115221.865407691963
2021-06-0113212.065991140613
2021-07-0113673.888441047266
2021-08-0113913.832354354465
2021-09-0114914.85903492027
2021-10-0115232.184728979963
2021-11-0114458.209374565105
2021-12-0116878.208376768136
2022-01-0116253.850052121763
2022-02-0114042.810741546953
2022-03-0112972.122077833417
2022-04-0112051.076701703345
2022-05-0112755.416330785449
2022-06-0110562.442396918383
2022-07-0111573.788398772185
2022-08-0111364.802449328981
2022-09-0110921.04537613007
2022-10-0113779.654919795503
2022-11-0115841.07720060183
2022-12-0115046.436945795993
2023-01-0116308.04618224499
2023-02-0116109.379554089786
2023-03-0114507.20645732186
2023-04-0114540.76394486909
2023-05-0114726.511728053063
2023-06-0116388.027486680723
2023-07-0116462.836001564967
2023-08-0115872.035164465824
2023-09-0116168.722215949523
2023-10-0116026.824983785798
2023-11-0117600.613382557982
2023-12-0119174.40178133017
2024-01-0119752.31003127306
2024-02-0119912.27264014452
2024-03-0122422.59852588627
2024-04-0121798.240201239896
2024-05-0123984.334587581627
2024-06-0124111.107318315615
2024-07-0124305.12631321897
2024-08-0125270.915006078685
2024-09-0124570.540307058887
2024-10-0124267.026223679823
2024-11-0125841.864935051297
2024-12-0124889.96662631716
2025-01-0124863.971389484796
2025-02-0126814.585691066302
2025-03-0126646.561932995308
2025-04-0127645.461730547555
2025-05-0130255.987438261312
2025-06-0130588.01750871103
2025-07-0128039.01386150053
2025-08-0132364.148629735926
2025-09-0131709.016145930433
2025-10-0134130.406812327514
2025-11-0135185.47207612666
2025-12-0137748.23481838782
2026-01-0137721.977003405635
2026-02-0139239.678709375876
2026-03-0136020.470592560116
2026-04-0137406.883223619436
Annual Return Matrix
YearAnnual Return
20170.2643588476722061
2018-0.2472921498946652
20190.5522729842813525
2020-0.25849990976477577
20210.43527840857074596
2022-0.1085287839847664
20230.27434832913632334
20240.29808308546825946
20250.5166044770214799
2026-0.0090428491930995
Total Factor Risk
0.5508501398943074
VTI.US Exposure
0.2463585885509572
VEA.US Exposure
0.18392709135621918
VWO.US Exposure
-0.021401257587107946
QQQ.US Exposure
-0.04943550556481852
VTV.US Exposure
-0.04608680523746434
IJR.US Exposure
0.022105965492594203
QUAL.US Exposure
-0.03797516151896994
SHV.US Exposure
0.5589988630507937
TLT.US Exposure
0.020841283007560638
LQD.US Exposure
0.0024037122276793117
HYG.US Exposure
0.03757349096066934
GLD.US Exposure
-0.0032923356645483326
USO.US Exposure
-0.0003803256092641876
VNQ.US Exposure
-0.01159160530938709
BTC-USD.CC Exposure
-0.001164674755962311
CPER.US Exposure
0.008258369961681507
VIX.INDX Exposure
0.0018860153590286755
UUP.US Exposure
-0.005763154197474514
TIP.US Exposure
0.0173799025758946
Idiosyncratic Exposure
0.077357542901919
Value Score
47.4
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
13.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
55.1%

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 →6.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.15%
Market Cap$23.7B
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
$105
Avg Yield on Cost
1.05%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$105.031.05%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 →
-0.0%
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 →
+8.7%
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 →
7.7% 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 →
0.98
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is AerCap Holdings NV a high-risk investment?

AerCap Holdings NV (AER.US) has an annualized volatility of 55.1% and experienced a maximum drawdown of 63.1% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, AER.US has generated a Compound Annual Growth Rate (CAGR) of 14.1%. 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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