Assured Guaranty Ltd

10-Year Study

AGO.US · Financial Services · US · Common Stock

Executive Summary: Assured Guaranty Ltd has compounded at 14.0% annually over the last 10 years, with a maximum drawdown of 55.9% and an annualized volatility of 31.9%.

1Y CAGR
-1.1%
3Y CAGR
+19.2%
5Y CAGR
+13.7%
10Y CAGR
+14.0%

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 →
55.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.51
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.73
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
30.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +62.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -33.9%
% 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.
2026-5.61.6-5.51.9————————-7.6%
20255.1-7.71.3-0.4-3.23.0-2.9-2.43.0-4.812.8-0.71.4%
20248.412.9-4.4-12.11.7-0.76.8-2.4-0.75.012.1-3.522.1%
20230.5-0.3-19.17.2-3.47.87.1-1.12.93.19.310.222.5%
20226.216.33.2-13.47.2-5.24.7-12.1-5.122.212.9-6.526.2%
202113.523.7-3.920.3-5.9-0.30.74.7-6.118.7-11.52.562.3%
2020-6.5-11.0-36.515.3-12.1-5.9-10.6-0.90.118.918.84.5-33.9%
20196.03.06.87.4-14.03.03.8-2.24.55.56.2-1.330.1%
20185.1-2.85.20.2-1.80.78.95.13.7-5.32.5-6.215.0%
20173.05.7-9.42.72.86.97.8-5.2-11.3-1.7-1.8-6.7-9.0%
2016———2.34.5-5.75.64.2-0.17.720.15.651.4%

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 31.9%. The dominant macroeconomic risk driver is VTI.US, accounting for 79.0% of variance. Idiosyncratic stock-specific factors contribute 22.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110225.281189703044
2016-05-0110683.749823521108
2016-06-0110079.862581768555
2016-07-0110644.030307308582
2016-08-0111086.451127111864
2016-09-0111078.497811661728
2016-10-0111932.796837498236
2016-11-0114331.027342463176
2016-12-0115136.524071721025
2017-01-0115593.392630241422
2017-02-0116475.034119252672
2017-03-0114924.372911666433
2017-04-0115334.556920325664
2017-05-0115766.81255588498
2017-06-0116848.65170125653
2017-07-0118168.572638712412
2017-08-0117228.104851993034
2017-09-0115288.20179773166
2017-10-0115024.989411266413
2017-11-0114761.777024801167
2017-12-0113769.82446232764
2018-01-0114469.057367405527
2018-02-0114058.449809402797
2018-03-0114783.94277377759
2018-04-0114820.697444585629
2018-05-0114559.79104899054
2018-06-0114658.28980187303
2018-07-0115966.963151207114
2018-08-0116778.71899854111
2018-09-0117392.347875194126
2018-10-0116465.716033695702
2018-11-0116878.91194879759
2018-12-0115828.650760035769
2019-01-0116771.424537625302
2019-02-0117267.58906301473
2019-03-0118446.51513012377
2019-04-0119804.131959151022
2019-05-0117041.31959151019
2019-06-0117545.813920655088
2019-07-0118217.139630100242
2019-08-0117811.897030448494
2019-09-0118611.46406889736
2019-10-0119641.25370605676
2019-11-0120861.16993740882
2019-12-0120596.451597722244
2020-01-0119260.34166313709
2020-02-0117146.924561155818
2020-03-0110894.818579697869
2020-04-0112559.27337757071
2020-05-0111039.625394136197
2020-06-0110392.489058308627
2020-07-019294.037366464305
2020-08-019210.127535413432
2020-09-019223.022259871053
2020-10-0110961.974681161466
2020-11-0113017.742011388773
2020-12-0113605.346133935716
2021-01-0115445.903336627607
2021-02-0119105.416725492963
2021-03-0118358.228622523413
2021-04-0122079.344910348726
2021-05-0120778.342510235776
2021-06-0120712.927667184344
2021-07-0120856.88738293567
2021-08-0121846.769259729866
2021-09-0120510.376958915716
2021-10-0124353.098969363265
2021-11-0121545.01388300626
2021-12-0122086.168760882865
2022-01-0123445.62097039861
2022-02-0127264.530095533908
2022-03-0128125.511788790063
2022-04-0124365.71132759189
2022-05-0126118.21732787426
2022-06-0124760.176949503508
2022-07-0125914.066544307967
2022-08-0122767.894959762813
2022-09-0121599.83999247023
2022-10-0126387.924137606475
2022-11-0129802.720128006025
2022-12-0127873.170502141278
2023-01-0128025.365899571745
2023-02-0127940.326603604877
2023-03-0122615.040707798016
2023-04-0124234.552214221847
2023-05-0123404.913172384582
2023-06-0125236.622899901176
2023-07-0127036.660548731707
2023-08-0126738.293566756085
2023-09-0127501.71772789308
2023-10-0128356.01675372959
2023-11-0130992.893783236865
2023-12-0134151.06593251447
2024-01-0137026.26005929691
2024-02-0141804.60256953268
2024-03-0139955.292013741826
2024-04-0135124.005835568736
2024-05-0135732.457998023434
2024-06-0135470.375076474185
2024-07-0137870.346839851285
2024-08-0136968.516165466615
2024-09-0136710.00988281801
2024-10-0138528.871946915155
2024-11-0143207.633300390604
2024-12-0141692.97378700175
2025-01-0143819.09736928796
2025-02-0140451.59772224576
2025-03-0140968.704409619284
2025-04-0140796.64925408255
2025-05-0139472.96343357334
2025-06-0140663.46651607135
2025-07-0139486.98762294697
2025-08-0138536.307590945464
2025-09-0139684.92634947527
2025-10-0137776.83655701445
2025-11-0142609.06395595088
2025-12-0142293.75500023531
2026-01-0139931.2908842769
2026-02-0140571.321003341334
2026-03-0138345.33389806579
2026-04-0139060.66167819662
Annual Return Matrix
YearAnnual Return
2017-0.09029150965687927
20180.14951725080743028
20190.3012133447106078
2020-0.3394325197530469
20210.6233448633690766
20220.26201926662390873
20230.225230761957665
20240.2208396033491531
20250.014409651283278535
2026-0.07644375208634702
Total Factor Risk
0.31888645010904504
VTI.US Exposure
0.7900490905591453
VEA.US Exposure
0.005926308460558768
VWO.US Exposure
-0.007174652009382983
QQQ.US Exposure
-0.0823461430519102
VTV.US Exposure
0.09106503619291328
IJR.US Exposure
-0.053000117728242854
QUAL.US Exposure
-0.05068916754206555
SHV.US Exposure
0.009383231545283734
TLT.US Exposure
0.009473783753429206
LQD.US Exposure
0.0023450879075204876
HYG.US Exposure
0.005774107187509066
GLD.US Exposure
0.005274348171161678
USO.US Exposure
0.010138512526840626
VNQ.US Exposure
-0.017089536117712408
BTC-USD.CC Exposure
0.02008678065858075
CPER.US Exposure
-0.005252492842750872
VIX.INDX Exposure
0.0034898751005322114
UUP.US Exposure
0.029414374691514682
TIP.US Exposure
0.010421988718763478
Idiosyncratic Exposure
0.2227095838183114
Value Score
46.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
20.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
31.9%

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 →7.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.69%
Market Cap$3.6B
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
$179
Avg Yield on Cost
1.79%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$178.831.79%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 →
-1.5%
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 →
-1.8%
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 →
10.0% 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 →
0.93
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Assured Guaranty Ltd a high-risk investment?

Assured Guaranty Ltd (AGO.US) has an annualized volatility of 31.9% and experienced a maximum drawdown of 55.9% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, AGO.US has generated a Compound Annual Growth Rate (CAGR) of 14.0%. 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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