Agilysys Inc

10-Year Study

AGYS.US · Technology · US · Common Stock

Executive Summary: Agilysys Inc has compounded at 19.3% annually over the last 10 years, with a maximum drawdown of 49.7% and an annualized volatility of 52.0%.

1Y CAGR
-38.7%
3Y CAGR
-3.2%
5Y CAGR
+6.0%
10Y CAGR
+19.3%

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 →
49.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.63
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.02
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
46.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · +78.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -43.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-27.0-16.8-1.4-5.0————————-43.1%
2025-31.5-10.2-10.42.542.48.2-0.5-4.3-3.519.2-2.0-3.4-9.8%
2024-1.3-7.18.3-1.415.09.17.60.9-3.7-8.234.2-1.955.3%
20235.6-4.43.3-5.4-4.7-7.77.3-4.2-6.229.70.3-1.57.2%
2022-14.410.4-5.1-7.711.015.72.27.26.915.93.519.278.0%
2021-4.162.0-19.55.10.812.0-2.32.3-7.9-8.9-8.72.115.8%
202027.9-1.1-48.017.3-1.8-6.716.821.0-4.812.138.02.751.0%
201923.418.11.3-9.614.0-1.514.311.1-6.0-1.60.60.377.2%
2018-2.3-6.96.7-1.220.79.06.1-2.31.4-0.21.4-13.016.8%
2017-6.1-6.53.84.80.12.1-0.62.316.12.7-0.20.318.5%
2016———4.69.8-10.79.1-3.20.6-13.25.81.51.5%

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 52.0%. The dominant macroeconomic risk driver is VTI.US, accounting for 56.6% of variance. Idiosyncratic stock-specific factors contribute 33.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110460.333006856023
2016-05-0111488.736532810968
2016-06-0110254.652301665035
2016-07-0111185.11263467189
2016-08-0110822.722820763956
2016-09-0110891.283055827618
2016-10-019451.518119490695
2016-11-0110000
2016-12-0110146.914789422135
2017-01-019529.872673849166
2017-02-018912.830558276199
2017-03-019255.631733594513
2017-04-019696.37610186092
2017-05-019706.170421155728
2017-06-019911.851126346717
2017-07-019853.085210577865
2017-08-0110078.354554358471
2017-09-0111704.211557296767
2017-10-0112017.629774730654
2017-11-0111988.24681684623
2017-12-0112027.424094025462
2018-01-0111753.183153770811
2018-02-0110940.254652301664
2018-03-0111674.82859941234
2018-04-0111537.708129285014
2018-05-0113927.522037218414
2018-06-0115181.194906953966
2018-07-0116111.65523996082
2018-08-0115739.47110675808
2018-09-0115964.740450538686
2018-10-0115935.357492654259
2018-11-0116150.832517140057
2018-12-0114045.05386875612
2019-01-0117335.945151811946
2019-02-0120470.12732615083
2019-03-0120734.573947110675
2019-04-0118736.532810969635
2019-05-0121351.61606268364
2019-06-0121028.403525954942
2019-07-0124025.4652301665
2019-08-0126689.520078354555
2019-09-0125083.251714005874
2019-10-0124671.8903036239
2019-11-0124809.010773751223
2019-12-0124887.365328109696
2020-01-0131831.53770812928
2020-02-0131469.14789422135
2020-03-0116356.513222331047
2020-04-0119187.07149853085
2020-05-0118834.476003917727
2020-06-0117571.008814887366
2020-07-0120528.893241919686
2020-08-0124848.188050930457
2020-09-0123663.07541625857
2020-10-0126523.016650342797
2020-11-0136591.576885406466
2020-12-0137590.597453476985
2021-01-0136033.30068560234
2021-02-0158364.348677766895
2021-03-0146973.555337904014
2021-04-0149373.163565132214
2021-05-0149745.34769833496
2021-06-0155700.29382957884
2021-07-0154417.23800195886
2021-08-0155661.1165523996
2021-09-0151283.05582761998
2021-10-0146738.49167482859
2021-11-0142654.26052889324
2021-12-0143545.54358472086
2022-01-0137277.17923604309
2022-02-0141165.52399608227
2022-03-0139059.745347698336
2022-04-0136052.889324191965
2022-05-0140029.38295788442
2022-06-0146297.747306562196
2022-07-0147306.562193927515
2022-08-0150705.19098922625
2022-09-0154211.557296767875
2022-10-0162850.14691478942
2022-11-0165034.28011753183
2022-12-0177512.2428991185
2023-01-0181841.33202742408
2023-02-0178266.4054848188
2023-03-0180812.92850146914
2023-04-0176434.86777668951
2023-05-0172810.96963761018
2023-06-0167228.20763956904
2023-07-0172115.57296767873
2023-08-0169094.02546523017
2023-09-0164799.21645445641
2023-10-0184025.46523016649
2023-11-0184319.29480901077
2023-12-0183075.41625857003
2024-01-0181988.24681684622
2024-02-0176199.8041136141
2024-03-0182526.93437806073
2024-04-0181341.82174338882
2024-05-0193506.36630754161
2024-06-01101998.04113614104
2024-07-01109784.5249755142
2024-08-01110773.7512242899
2024-09-01106728.69735553379
2024-10-0197982.37022526933
2024-11-01131537.70812928502
2024-12-01129000.97943192949
2025-01-0188364.34867776689
2025-02-0179324.19196865817
2025-03-0171047.99216454456
2025-04-0172820.76395690498
2025-05-01103731.63565132221
2025-06-01112282.0763956905
2025-07-01111733.59451518119
2025-08-01106875.61214495591
2025-09-01103085.21057786484
2025-10-01122879.52987267383
2025-11-01120430.95004897157
2025-12-01116395.69049951028
2026-01-0184965.71988246815
2026-02-0170685.60235063662
2026-03-0169676.7874632713
2026-04-0166219.39275220371
Annual Return Matrix
YearAnnual Return
20170.1853281853281854
20180.16775244299674275
20190.7719665271966527
20200.5104289649744196
20210.15841584158415833
20220.7800269905533064
20230.07177154409906494
20240.5528177316670599
2025-0.09771467618252228
2026-0.4310838101649277
Total Factor Risk
0.5200014450463376
VTI.US Exposure
0.5657868905197294
VEA.US Exposure
0.002037240482464773
VWO.US Exposure
0.023459257084739726
QQQ.US Exposure
-0.05728698729346675
VTV.US Exposure
-0.017367453186469265
IJR.US Exposure
0.010397554385726081
QUAL.US Exposure
0.021238103952941637
SHV.US Exposure
0.013051634940401064
TLT.US Exposure
0.008795174282219476
LQD.US Exposure
0.018342938188660923
HYG.US Exposure
0.011957204044671092
GLD.US Exposure
0.008105488215965581
USO.US Exposure
-0.0013419200378924092
VNQ.US Exposure
-0.007545129391078545
BTC-USD.CC Exposure
0.0017318356428708418
CPER.US Exposure
0.001798097660044856
VIX.INDX Exposure
0.06765647155574056
UUP.US Exposure
-0.000846063634736968
TIP.US Exposure
0.0004936194691937366
Idiosyncratic Exposure
0.3295360431182743
Value Score
23.4
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
52.0%

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 →66.4x
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$2.0B
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 →
-8.3%
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 →
-35.0%
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 →
52.1% 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 →
0.42
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Agilysys Inc a high-risk investment?

Agilysys Inc (AGYS.US) has an annualized volatility of 52.0% and experienced a maximum drawdown of 49.7% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, AGYS.US has generated a Compound Annual Growth Rate (CAGR) of 19.3%. It has had a positive return in 80% 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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