Afya Ltd

10-Year Study

AFYA.US · Consumer Defensive · US · Common Stock

Executive Summary: Afya Ltd has compounded at -8.4% annually over the last 10 years, with a maximum drawdown of 66.7% and an annualized volatility of 46.7%.

1Y CAGR
-14.7%
3Y CAGR
+11.1%
5Y CAGR
-7.5%
10Y CAGR
-8.4%

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 →
66.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.14
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.23
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
39.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +40.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · -37.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
29%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-2.4-9.69.35.9————————2.2%
20251.73.88.46.0-4.1-2.0-23.310.82.8-9.26.81.8-1.7%
2024-10.55.2-10.0-7.3-3.46.01.7-9.24.7-1.8-3.2-2.1-27.6%
2023-2.2-24.2-3.63.11.919.712.0-4.24.81.927.17.240.4%
2022-7.8-10.911.74.9-19.7-18.05.524.04.18.71.94.0-0.6%
2021-12.31.0-17.120.54.510.1-10.8-6.2-8.5-11.6-18.911.0-37.9%
202010.1-20.4-19.814.1-9.619.311.6-2.26.5-11.910.5-4.6-6.7%
2019———————-24.317.15.32.0-1.5-6.2%

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 46.7%. The dominant macroeconomic risk driver is SHV.US, accounting for 27.3% of variance. Idiosyncratic stock-specific factors contribute 28.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-07-0110000
2019-08-017572.630531794904
2019-09-018865.82879720897
2019-10-019336.114555529868
2019-11-019522.813728168807
2019-12-019377.58769256636
2020-01-0110325.024694731092
2020-02-018222.679921257084
2020-03-016590.585878116615
2020-04-017517.286311763099
2020-05-016794.623904499695
2020-06-018105.12599567054
2020-07-019042.194713576147
2020-08-018841.624457941894
2020-09-019419.095857590213
2020-10-018298.760709807137
2020-11-019170.116923421814
2020-12-018748.274871622427
2021-01-017676.348402373496
2021-02-017752.429190923549
2021-03-016428.09104474475
2021-04-017748.961420174719
2021-05-018094.757711411417
2021-06-018914.237475743117
2021-07-017952.964418570437
2021-08-017461.977119718656
2021-09-016825.728757277064
2021-10-016033.886074973904
2021-11-014892.814358672579
2021-12-015432.2453640458725
2022-01-015006.935541497657
2022-02-014460.568994626707
2022-03-014982.731202230582
2022-04-015224.774594901326
2022-05-014197.789033437716
2022-06-013440.518974660754
2022-07-013630.7209460358827
2022-08-014502.077159650561
2022-09-014688.811360276861
2022-10-015096.8173570682975
2022-11-015193.634714136595
2022-12-015401.1054832811415
2023-01-015283.551557694598
2023-02-014004.1543193011216
2023-03-013858.9282836986754
2023-04-013979.9499800340473
2023-05-014056.0307685840985
2023-06-014854.773964397554
2023-07-015439.145877556168
2023-08-015210.938539893375
2023-09-015463.350216823242
2023-10-015567.068087401834
2023-11-017074.707691445465
2023-12-017582.998816054026
2024-01-016784.220592253209
2024-02-017136.917397000203
2024-03-016424.623273995923
2024-04-015957.8052864238525
2024-05-015757.270058776962
2024-06-016103.031322026299
2024-07-016206.784220592253
2024-08-015636.248362441591
2024-09-015902.496094379409
2024-10-015795.310453051989
2024-11-015610.292623806421
2024-12-015491.022326839145
2025-01-015584.371913158613
2025-02-015795.310453051989
2025-03-016280.518133989057
2025-04-016655.3175987614095
2025-05-016385.602096074764
2025-06-016255.998542835726
2025-07-014798.834268580596
2025-08-015317.248481536748
2025-09-015464.366028456737
2025-10-014963.465809181536
2025-11-015303.237286591988
2025-12-015397.812852469123
2026-01-015268.209299230084
2026-02-014763.806281218694
2026-03-015208.661720714851
2026-04-015516.908009499591
Annual Return Matrix
YearAnnual Return
2020-0.06710817766522104
2021-0.37904953333520186
2022-0.005732414255592233
20230.4039716201668029
2024-0.2758772010864544
2025-0.016974885335000356
20260.022063595068137598
Total Factor Risk
0.46706188473641974
VTI.US Exposure
-0.02553440184718267
VEA.US Exposure
-0.05233946317230709
VWO.US Exposure
0.05318987472605371
QQQ.US Exposure
-0.00637418943487901
VTV.US Exposure
0.0063700464893409695
IJR.US Exposure
-0.0001202920971070425
QUAL.US Exposure
0.024641110777148957
SHV.US Exposure
0.27263799777098935
TLT.US Exposure
0.0036226593190587793
LQD.US Exposure
-0.0051906471852763885
HYG.US Exposure
0.2312496660464322
GLD.US Exposure
0.005657378320927791
USO.US Exposure
0.015321779488420556
VNQ.US Exposure
0.028062137337610732
BTC-USD.CC Exposure
-0.0024213045512594803
CPER.US Exposure
0.028627456566495752
VIX.INDX Exposure
0.02498215568900112
UUP.US Exposure
0.024917673805848188
TIP.US Exposure
0.09130770897159285
Idiosyncratic Exposure
0.2813926529790906
Value Score
46.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
52.7
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
46.7%

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 →9.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.39%
Market Cap$1.4B
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
$230
Avg Yield on Cost
2.30%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$230.192.30%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 →
+8.6%
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 →
+5.9%
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 →
19.7% 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 →
0.51
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Afya Ltd a high-risk investment?

Afya Ltd (AFYA.US) has an annualized volatility of 46.7% and experienced a maximum drawdown of 66.7% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, AFYA.US has generated a Compound Annual Growth Rate (CAGR) of -8.4%. It has had a positive return in 29% 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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