Affirm Holdings Inc

10-Year Study

AFRM.US · Financial Services · US · Common Stock

Executive Summary: Affirm Holdings Inc has compounded at -9.1% annually over the last 10 years, with a maximum drawdown of 94.0% and an annualized volatility of 92.8%.

1Y CAGR
+17.7%
3Y CAGR
+61.6%
5Y CAGR
-0.2%
10Y CAGR
-9.1%

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 →
94.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.34
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.86
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
99.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +408.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -90.4%
% 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.
2026-19.0-22.1-2.531.6————————-19.0%
20250.35.0-29.610.14.333.2-0.829.0-17.4-1.6-1.34.922.2%
2024-17.6-7.4-0.7-14.4-8.23.2-6.455.6-7.27.459.7-13.023.9%
202367.4-15.9-17.3-12.550.73.226.57.32.2-17.295.442.8408.2%
2022-36.3-34.710.6-38.0-0.7-36.648.6-12.7-19.97.0-30.6-30.5-90.4%
2021—-6.6-24.0-0.3-13.710.8-16.471.123.736.4-22.0-20.61.0%

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 92.8%. The dominant macroeconomic risk driver is VTI.US, accounting for 41.5% of variance. Idiosyncratic stock-specific factors contribute 25.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-01-0110000
2021-02-019344.311677879306
2021-03-017101.114569735917
2021-04-017079.0239983934125
2021-05-016106.034742444021
2021-06-016762.727181443919
2021-07-015655.186263681092
2021-08-019673.66201425846
2021-09-0111962.04438196606
2021-10-0116316.899287077016
2021-11-0112720.152625765639
2021-12-0110097.399337282859
2022-01-016433.376845064764
2022-02-014201.22502259263
2022-03-014647.052916959534
2022-04-012881.815443317602
2022-05-012861.7331057335073
2022-06-011813.4350838437592
2022-07-012695.0497037855203
2022-08-012352.6458479767043
2022-09-011883.7232653880912
2022-10-012015.262576563912
2022-11-011397.7306958529973
2022-12-01970.981022190983
2023-01-011625.665227432473
2023-02-011367.607189476855
2023-03-011131.639722863741
2023-04-01990.0592428958729
2023-05-011492.1176824982426
2023-06-011539.3111758208656
2023-07-011946.98262877799
2023-08-012089.5672256250623
2023-09-012135.756602068481
2023-10-011768.2498242795461
2023-11-013455.166181343508
2023-12-014934.23034441209
2024-01-014067.677477658399
2024-02-013767.4465307761825
2024-03-013741.3394919168586
2024-04-013201.1246109047092
2024-05-012939.050105432272
2024-06-013033.4370920775177
2024-07-012840.6466512702077
2024-08-014419.1183853800585
2024-09-014098.805100913746
2024-10-014403.052515312783
2024-11-017029.822271312381
2024-12-016115.071794356863
2025-01-016132.141781303343
2025-02-016441.409780098404
2025-03-014537.604177126217
2025-04-014996.485590922783
2025-05-015211.366603072597
2025-06-016942.464102821568
2025-07-016884.225323827694
2025-08-018882.417913445124
2025-09-017338.086153228235
2025-10-017217.592127723667
2025-11-017124.2092579576265
2025-12-017473.641931920876
2026-01-016054.824781604579
2026-02-014717.341098503865
2026-03-014600.863540516116
2026-04-016052.81654784617
Annual Return Matrix
YearAnnual Return
2022-0.9038385043754972
20234.081695966907962
20240.23931623931623935
20250.22216748768472927
2026-0.1901115141743921
Total Factor Risk
0.9278382887817618
VTI.US Exposure
0.4151971837677724
VEA.US Exposure
0.023061317431862106
VWO.US Exposure
-0.02100165417277387
QQQ.US Exposure
0.08953666246981143
VTV.US Exposure
-0.0906033668714072
IJR.US Exposure
0.09547964295094427
QUAL.US Exposure
-0.1643443552729656
SHV.US Exposure
0.0000026441940677561143
TLT.US Exposure
-0.04729117771617556
LQD.US Exposure
0.1726916735096138
HYG.US Exposure
0.17138254400159358
GLD.US Exposure
0.00030439804146002784
USO.US Exposure
-0.0002497558593193098
VNQ.US Exposure
0.05223283227762361
BTC-USD.CC Exposure
0.01799456190193591
CPER.US Exposure
0.00595364259427067
VIX.INDX Exposure
0.006775682860000715
UUP.US Exposure
0.02252429264277079
TIP.US Exposure
-0.005183910902122419
Idiosyncratic Exposure
0.25553714215103684
Value Score
27.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
92.8%

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 →57.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$15.4B
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 →
+20.8%
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 →
-11.1%
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 →
34.6% 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 →
3.63
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Affirm Holdings Inc a high-risk investment?

Affirm Holdings Inc (AFRM.US) has an annualized volatility of 92.8% and experienced a maximum drawdown of 94.0% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, AFRM.US has generated a Compound Annual Growth Rate (CAGR) of -9.1%. 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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