The AES Corporation

10-Year Study

AES.US · Utilities · US · Common Stock

Executive Summary: The AES Corporation has compounded at 6.6% annually over the last 10 years, with a maximum drawdown of 62.2% and an annualized volatility of 45.8%.

1Y CAGR
+54.7%
3Y CAGR
-5.9%
5Y CAGR
-7.4%
10Y CAGR
+6.6%

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 →
62.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.22
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.33
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
32.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +42.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -30.9%
% 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.
20263.418.0-18.52.9————————2.3%
2025-13.25.47.2-19.52.74.325.04.4-2.86.71.42.018.3%
2024-12.5-8.918.00.820.6-18.61.3-2.817.1-17.8-20.1-1.3-30.4%
2023-4.1-10.0-2.4-1.0-16.65.05.1-17.1-15.2-0.915.511.9-30.9%
2022-8.1-4.321.2-20.07.9-4.76.514.5-11.216.410.6-0.621.7%
20214.58.90.94.3-8.72.6-8.50.7-4.410.1-6.43.95.9%
20200.5-15.8-18.7-1.6-5.716.06.116.52.08.54.815.022.1%
201914.35.14.9-4.6-7.76.11.0-8.76.65.210.95.242.2%
20187.9-6.04.68.84.25.2-0.41.74.05.16.2-6.639.0%
2017-0.50.7-3.02.23.3-4.90.6-0.2-0.2-2.4-0.52.4-2.7%
2016———-4.5-0.612.5-0.2-2.36.5-7.5-2.71.51.3%

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 45.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 43.7% of variance. Idiosyncratic stock-specific factors contribute 29.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019550.033248774722
2016-05-019490.0623106667
2016-06-0110679.506440410807
2016-07-0110663.128340270425
2016-08-0110421.397433687165
2016-09-0111094.869837204149
2016-10-0110257.862719503486
2016-11-019978.94244267665
2016-12-0110127.084205600571
2017-01-0110076.225894638326
2017-02-0110146.787183213064
2017-03-019847.30192350319
2017-04-0110067.236411102629
2017-05-0110396.645568061473
2017-06-019889.293894539813
2017-07-019951.604561239319
2017-08-019933.50245055784
2017-09-019915.523483486442
2017-10-019672.684284412482
2017-11-019627.244292293673
2017-12-019854.690540107873
2018-01-0110638.130187424575
2018-02-0110003.078590251953
2018-03-0110463.266261113713
2018-04-0111384.134177277543
2018-05-0111858.3602196882
2018-06-0112472.231115927394
2018-07-0112425.805974927962
2018-08-0112640.814718124278
2018-09-0113147.92010442578
2018-10-0113813.757604117922
2018-11-0114676.00916188459
2018-12-0113700.09605201586
2019-01-0115660.419180848707
2019-02-0116462.94608772751
2019-03-0117275.0781961924
2019-04-0116489.052533064063
2019-05-0115217.717902618033
2019-06-0116142.280127084205
2019-07-0116301.381671305078
2019-08-0114883.87557569638
2019-09-0115864.468142748074
2019-10-0116686.698027239367
2019-11-0118507.006871413443
2019-12-0119476.0239391178
2020-01-0119574.53882718026
2020-02-0116489.54510750437
2020-03-0113404.551387828487
2020-04-0113191.266655173264
2020-05-0112434.672314853584
2020-06-0114425.781346205948
2020-07-0115304.411004112999
2020-08-0117836.736201758493
2020-09-0118198.53212816787
2020-10-0119740.04383912519
2020-11-0120691.697657808538
2020-12-0123789.375169322466
2021-01-0124853.705391227253
2021-02-0127064.99519739921
2021-03-0127319.779326650743
2021-04-0128502.81998867079
2021-05-0126033.667462995345
2021-06-0126709.849025934047
2021-07-0124433.785680861023
2021-08-0124609.019038002123
2021-09-0123536.807625052334
2021-10-0125908.060980715716
2021-11-0124249.562840184226
2021-12-0125203.80267467921
2022-01-0123170.20909784991
2022-02-0122177.79474423072
2022-03-0126878.678915351087
2022-04-0121492.62369775632
2022-05-0123197.670122897325
2022-06-0122113.513779769968
2022-07-0123554.17087407335
2022-08-0126978.05580868409
2022-09-0123956.97362263872
2022-10-0127897.3228579169
2022-11-0130840.578282392926
2022-12-0130669.90123882472
2023-01-0129414.944708519077
2023-02-0126485.23508115164
2023-03-0125841.317144053395
2023-04-0125570.77063271187
2023-05-0121334.137871585845
2023-06-0122404.132699554222
2023-07-0123557.00317710514
2023-08-0119527.374824520357
2023-09-0116554.195502795363
2023-10-0116409.6249045637
2023-11-0118953.648745166614
2023-12-0121200.40391104106
2024-01-0118559.219762086545
2024-02-0116912.420264512475
2024-03-0119950.003694308303
2024-04-0120111.44496712066
2024-05-0124257.320887619142
2024-06-0119740.65955717558
2024-07-0119987.80878260227
2024-08-0119435.26340418196
2024-09-0122759.64830184962
2024-10-0118709.20867916164
2024-11-0114951.727704849396
2024-12-0114756.791370095805
2025-01-0112812.723197793268
2025-02-0113499.987685638993
2025-03-0114466.788168361943
2025-04-0111647.907790064774
2025-05-0111963.401719084797
2025-06-0112473.216264808021
2025-07-0115591.458759204983
2025-08-0116271.70406127626
2025-09-0115814.964411496689
2025-10-0116880.156638672022
2025-11-0117111.420338398642
2025-12-0117452.158707484672
2026-01-0118040.538876437702
2026-02-0121279.215821491023
2026-03-0117350.934660000494
2026-04-0117855.823461320593
Annual Return Matrix
YearAnnual Return
2017-0.026897541282618898
20180.39021068152850336
20190.4215976198394651
20200.22146980532003013
20210.05945626967036599
20220.2168759466458201
2023-0.30875539031069066
2024-0.3039381970260223
20250.18265266952617787
20260.02312978930582399
Total Factor Risk
0.45781407341315483
VTI.US Exposure
0.09088421190594008
VEA.US Exposure
-0.06187958042083431
VWO.US Exposure
0.07327724946010578
QQQ.US Exposure
-0.04143746286511081
VTV.US Exposure
0.10708865791612253
IJR.US Exposure
-0.012871804323376595
QUAL.US Exposure
-0.011272261536700658
SHV.US Exposure
0.43662302359584454
TLT.US Exposure
0.0856867470442513
LQD.US Exposure
-0.030843196877426846
HYG.US Exposure
0.025069692415393415
GLD.US Exposure
0.00015171770768964237
USO.US Exposure
0.0019201053626470251
VNQ.US Exposure
-0.006365173612729214
BTC-USD.CC Exposure
-0.0019564892235756255
CPER.US Exposure
0.014778235096841919
VIX.INDX Exposure
0.017607075014575063
UUP.US Exposure
0.01933862189121644
TIP.US Exposure
-0.0018430418791883507
Idiosyncratic Exposure
0.29604367332831466
Value Score
45.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
59.5
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
45.8%

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 →10.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.96%
Market Cap$10.2B
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
$0
Avg Yield on Cost
0.00%

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 →
-2.8%
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 →
+5.1%
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 →
16.1% 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 →
1.01
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is The AES Corporation a high-risk investment?

The AES Corporation (AES.US) has an annualized volatility of 45.8% and experienced a maximum drawdown of 62.2% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, AES.US has generated a Compound Annual Growth Rate (CAGR) of 6.6%. 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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