Adecoagro SA

10-Year Study

AGRO.US · Consumer Defensive · US · Common Stock

Executive Summary: Adecoagro SA has compounded at 3.0% annually over the last 10 years, with a maximum drawdown of 66.8% and an annualized volatility of 79.8%.

1Y CAGR
+53.3%
3Y CAGR
+19.1%
5Y CAGR
+7.7%
10Y CAGR
+3.0%

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 →
66.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.16
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.28
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
40.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +68.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -32.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202611.70.269.1-11.3————————68.0%
20253.29.84.6-16.40.5-0.80.5-7.9-7.32.83.2-2.5-12.3%
2024-7.8-1.99.8-1.5-7.9-1.1-0.714.00.53.9-3.8-13.5-12.4%
20231.9-3.9-0.44.65.37.118.63.41.8-9.810.3-3.138.6%
20225.518.026.4-5.6-1.2-23.9-3.112.4-10.14.5-2.80.411.5%
20219.710.6-4.718.414.2-5.5-4.8-2.2-3.4-3.0-10.8-1.712.9%
2020-10.8-12.5-40.52.68.00.7-3.721.1-7.73.627.710.0-18.8%
20199.5-6.7-3.1-1.3-2.27.4-5.5-17.34.51.716.021.720.3%
2018-6.3-7.2-16.42.75.3-2.25.7-4.6-8.28.8-12.8-0.3-32.7%
201711.51.3-2.2-3.2-0.8-9.21.8-4.611.3-5.9-3.65.6-0.4%
2016———-7.76.8-3.6-0.1-8.313.5-3.6-0.2-5.5-10.1%

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 79.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 69.9% of variance. Idiosyncratic stock-specific factors contribute 7.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019229.398885350318
2016-05-019852.80652866242
2016-06-019497.81050955414
2016-07-019489.152070063696
2016-08-018701.333598726114
2016-09-019878.781847133758
2016-10-019523.785828025477
2016-11-019506.468949044585
2016-12-018987.06210191083
2017-01-0110017.316878980893
2017-02-0110147.19347133758
2017-03-019922.074044585986
2017-04-019601.71178343949
2017-05-019523.785828025477
2017-06-018649.382961783438
2017-07-018805.234872611465
2017-08-018398.28821656051
2017-09-019350.61703821656
2017-10-018796.57643312102
2017-11-018476.214171974521
2017-12-018952.428343949045
2018-01-018389.629777070064
2018-02-017783.539012738854
2018-03-016510.847929936305
2018-04-016684.016719745223
2018-05-017038.91321656051
2018-06-016883.160828025478
2018-07-017272.691082802548
2018-08-016935.111464968152
2018-09-016363.654458598726
2018-10-016926.453025477706
2018-11-016043.292197452229
2018-12-016025.975318471337
2019-01-016597.432324840764
2019-02-016155.851910828025
2019-03-015965.366242038216
2019-04-015887.4402866242035
2019-05-015757.5636942675155
2019-06-016181.827229299362
2019-07-015844.148089171975
2019-08-014831.210191082802
2019-09-015047.571656050955
2019-10-015134.156050955414
2019-11-015956.70780254777
2019-12-017246.715764331211
2020-01-016467.555732484076
2020-02-015662.320859872611
2020-03-013367.933917197452
2020-04-013454.518312101911
2020-05-013731.5883757961783
2020-06-013757.5636942675155
2020-07-013619.0286624203823
2020-08-014380.971337579618
2020-09-014043.2921974522296
2020-10-014190.485668789809
2020-11-015350.61703821656
2020-12-015887.4402866242035
2021-01-016458.897292993631
2021-02-017142.81449044586
2021-03-016805.234872611465
2021-04-018060.60907643312
2021-05-019203.42356687898
2021-06-018692.67515923567
2021-07-018277.07006369427
2021-08-018095.242834394905
2021-09-017818.172770700637
2021-10-017584.394904458599
2021-11-016761.942675159236
2021-12-016649.38296178344
2022-01-017012.937898089172
2022-02-018277.07006369427
2022-03-0110458.89729299363
2022-04-019874.800955414012
2022-05-019751.990445859872
2022-06-017425.855891719745
2022-07-017197.651273885351
2022-08-018092.953821656051
2022-09-017276.671974522293
2022-10-017601.41321656051
2022-11-017386.843152866241
2022-12-017413.614649681529
2023-01-017556.72770700637
2023-02-017261.644108280255
2023-03-017234.773089171974
2023-04-017565.6847133757965
2023-05-017968.5509554140135
2023-06-018533.738057324841
2023-07-0110120.222929936304
2023-08-0110466.660031847132
2023-09-0110658.14092356688
2023-10-019618.7300955414
2023-11-0110608.976910828025
2023-12-0110275.77627388535
2024-01-019470.3423566879
2024-02-019294.486464968153
2024-03-0110201.632165605097
2024-04-0110044.287420382165
2024-05-019249.502388535033
2024-06-019146.198248407642
2024-07-019080.31449044586
2024-08-0110349.323248407643
2024-09-0110405.752388535033
2024-10-0110809.912420382167
2024-11-0110403.463375796178
2024-12-019000.497611464967
2025-01-019286.823248407643
2025-02-0110193.471337579618
2025-03-0110661.226114649682
2025-04-018914.510350318471
2025-05-018961.285828025479
2025-06-018893.212579617833
2025-07-018941.878980891719
2025-08-018231.58837579618
2025-09-017628.28423566879
2025-10-017842.356687898089
2025-11-018091.162420382167
2025-12-017892.117834394904
2026-01-018817.675159235669
2026-02-018837.579617834395
2026-03-0114948.248407643312
2026-04-0113256.369426751593
Annual Return Matrix
YearAnnual Return
2017-0.0038537352439592665
2018-0.3268892989750317
20190.20257972881467912
2020-0.18757124218910937
20210.1294183275013947
20220.11493272267373111
20230.3860683026365248
2024-0.12410533554154457
2025-0.12314649977332282
20260.6796973518284994
Total Factor Risk
0.7977242701970408
VTI.US Exposure
0.0684037484287238
VEA.US Exposure
0.003592931688663006
VWO.US Exposure
0.007197191586440914
QQQ.US Exposure
-0.0014362996726995703
VTV.US Exposure
0.000025577332421873546
IJR.US Exposure
0.013085042693244703
QUAL.US Exposure
0.0016278033960668273
SHV.US Exposure
0.6989646163744934
TLT.US Exposure
0.0004187589010141533
LQD.US Exposure
0.0016272983438470918
HYG.US Exposure
0.0024415952176258253
GLD.US Exposure
0.00008340259906415516
USO.US Exposure
0.08358764040067306
VNQ.US Exposure
0.008570746985192898
BTC-USD.CC Exposure
0.001157370351694284
CPER.US Exposure
0.01383343756345599
VIX.INDX Exposure
-0.00017266087858457946
UUP.US Exposure
0.023269389782997394
TIP.US Exposure
0.002632931951965807
Idiosyncratic Exposure
0.07108947695369888
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
27.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
79.8%

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 →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.30%
Market Cap$2.2B
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 →
+16.2%
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 →
+47.4%
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 →
12.7% 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 →
0.06
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Adecoagro SA a high-risk investment?

Adecoagro SA (AGRO.US) has an annualized volatility of 79.8% and experienced a maximum drawdown of 66.8% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, AGRO.US has generated a Compound Annual Growth Rate (CAGR) of 3.0%. It has had a positive return in 50% 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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