Air Liquide SA

10-Year Study

AI.PA · Basic Materials · FR · Common Stock

Executive Summary: Air Liquide SA has compounded at 13.4% annually over the last 10 years, with a maximum drawdown of 20.6% and an annualized volatility of 27.0%.

1Y CAGR
+2.4%
3Y CAGR
+11.0%
5Y CAGR
+11.9%
10Y CAGR
+13.4%

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 →
20.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.62
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.08
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
16.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +35.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -3.3%
% 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.
2026-1.412.9-0.24.8————————16.3%
20257.44.8-0.83.12.8-4.0-1.32.00.4-5.1-1.7-2.94.0%
2024-1.48.22.6-4.6-0.1-1.74.7-0.02.7-5.0-4.5-0.2-0.3%
202310.33.12.45.8-2.24.8-0.52.1-4.21.27.51.335.5%
2022-1.3-1.86.94.00.3-13.54.7-6.7-6.112.54.5-4.2-3.3%
20210.6-7.611.70.61.26.2-0.73.6-8.74.11.15.116.5%
20203.6-6.0-5.1-0.57.65.28.7-0.4-2.6-7.49.7-2.58.8%
2019-2.33.53.44.6-3.810.41.61.33.10.33.32.630.9%
20183.3-5.0-3.68.6-0.12.21.7-0.94.4-5.6-0.21.65.8%
2017-5.31.95.13.30.4-0.3-4.2-1.110.06.5-3.8-0.111.9%
2016———0.10.2-2.61.43.1-0.3-2.93.710.012.7%

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 27.0%. The dominant macroeconomic risk driver is SHV.US, accounting for 34.2% of variance. Idiosyncratic stock-specific factors contribute 11.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110011.108588327352
2016-05-0110029.704215071279
2016-06-019773.08081310363
2016-07-019911.262644932363
2016-08-0110216.730059427195
2016-09-0110182.090778933463
2016-10-019886.6060823274
2016-11-0110249.28647960955
2016-12-0111270.169499794529
2017-01-0110667.45352500652
2017-02-0110870.147732966048
2017-03-0111424.8453335485
2017-04-0111798.202735489878
2017-05-0111843.594078672073
2017-06-0111810.850013416622
2017-07-0111319.651505570246
2017-08-0111194.116951668258
2017-09-0112318.429936144381
2017-10-0113124.027763965018
2017-11-0112625.717507848256
2017-12-0112613.708223170039
2018-01-0113033.958128878392
2018-02-0112385.569343298539
2018-03-0111944.903653637217
2018-04-0112973.930469994615
2018-05-0112964.116632671634
2018-06-0113247.029109380188
2018-07-0113468.412766620193
2018-08-0113345.430185712328
2018-09-0113935.817879197855
2018-10-0113160.918785335913
2018-11-0113130.182522362604
2018-12-0113339.275427314742
2019-01-0113031.781446030463
2019-02-0113486.87704181295
2019-03-0113941.972637595441
2019-04-0114581.56086924704
2019-05-0114029.208832078302
2019-06-0115482.463629693708
2019-07-0115727.828327275525
2019-08-0115935.42007164289
2019-09-0116432.41681224797
2019-10-0116484.019207349684
2019-11-0117030.704363310884
2019-12-0117466.678926144778
2020-01-0118096.434555966083
2020-02-0117009.95081822634
2020-03-0116144.925795755844
2020-04-0116068.798189600335
2020-05-0117288.547458253663
2020-06-0118180.574606742837
2020-07-0119766.419413008683
2020-08-0119688.54670767337
2020-09-0119185.901850368067
2020-10-0117769.96965779168
2020-11-0119490.318452453554
2020-12-0119008.896252915536
2021-01-0119115.103364288516
2021-02-0117656.688327162938
2021-03-0119723.9553329668
2021-04-0119840.051339692003
2021-05-0120081.41919721685
2021-06-0121320.270734311463
2021-07-0121164.337678567743
2021-08-0121920.922613295403
2021-09-0120009.232137596377
2021-10-0120826.463959949037
2021-11-0121054.602839820538
2021-12-0122137.50255666412
2022-01-0121857.385991544714
2022-02-0121470.443086311105
2022-03-0122946.083941146997
2022-04-0123873.050602246865
2022-05-0123939.570780659797
2022-06-0120718.81198151321
2022-07-0121689.087125483893
2022-08-0120246.60315506426
2022-09-0119011.11046477808
2022-10-0121394.765828331027
2022-11-0122352.11222676532
2022-12-0121410.940833632
2023-01-0123619.954927653445
2023-02-0124347.68005013876
2023-03-0124936.30387993718
2023-04-0126388.50786514324
2023-05-0125795.755843736693
2023-06-0127040.74337472158
2023-07-0126902.41142683437
2023-08-0127478.80079786685
2023-09-0126322.738267022694
2023-10-0126625.747531059955
2023-11-0128621.69064457959
2023-12-0129003.75477791268
2024-01-0128601.931618382467
2024-02-0130943.704601620124
2024-03-0131757.239816032776
2024-04-0130281.692783733422
2024-05-0130239.735345388905
2024-06-0129728.30869866266
2024-07-0131110.765010198516
2024-08-0131099.69395088578
2024-09-0131936.5534478844
2024-10-0130351.327870359775
2024-11-0128990.994912942067
2024-12-0128924.64361509492
2025-01-0131077.58936127494
2025-02-0132555.89477614881
2025-03-0132283.07760437288
2025-04-0133282.13750255667
2025-05-0134226.461332918014
2025-06-0132864.15810223279
2025-07-0132425.068631185488
2025-08-0133066.8147811777
2025-09-0133186.90762795987
2025-10-0131509.36067447145
2025-11-0130983.954469799464
2025-12-0130071.999414547372
2026-01-0129636.66284496201
2026-02-0133445.85782883392
2026-03-0133385.81140544284
2026-04-0134973.28872384463
Annual Return Matrix
YearAnnual Return
20170.11921193584533096
20180.057522117311379795
20190.30941736838107237
20200.08829482314822368
20210.1645864263827903
2022-0.03282040154133825
20230.35462308748030313
2024-0.0027276179730357786
20250.039667067802822586
20260.1629851491326595
Total Factor Risk
0.2701461659173868
VTI.US Exposure
-0.11518403199910643
VEA.US Exposure
0.23500707586525313
VWO.US Exposure
0.013470930537739532
QQQ.US Exposure
0.07838912015762822
VTV.US Exposure
0.052659425189065
IJR.US Exposure
-0.014826610842250785
QUAL.US Exposure
0.1613522499578536
SHV.US Exposure
0.3415257924449472
TLT.US Exposure
0.009846059340715361
LQD.US Exposure
-0.018103417878189608
HYG.US Exposure
0.10913959811929058
GLD.US Exposure
-0.006280278741483299
USO.US Exposure
-0.0009955668467541167
VNQ.US Exposure
0.002675129492739464
BTC-USD.CC Exposure
0.0015490256776381638
CPER.US Exposure
-0.012173631458092863
VIX.INDX Exposure
0.008450816658568443
UUP.US Exposure
-0.003385954565286867
TIP.US Exposure
0.04718224388037148
Idiosyncratic Exposure
0.10970202500935382
Value Score
38.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
24.7
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
27.0%

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 →29.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.06%
Market Cap$104.2B
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 →
+7.2%
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 →
+9.4%
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 →
1.1% 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 →
0.72
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Air Liquide SA a high-risk investment?

Air Liquide SA (AI.PA) has an annualized volatility of 27.0% and experienced a maximum drawdown of 20.6% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of AI.PA?

Over the past 10 years, AI.PA has generated a Compound Annual Growth Rate (CAGR) of 13.4%. 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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