Auckland International Airport Ltd

10-Year Study

AIA.AU · Industrials · AU · Common Stock

Executive Summary: Auckland International Airport Ltd has compounded at 3.0% annually over the last 10 years, with a maximum drawdown of 45.1% and an annualized volatility of 32.7%.

1Y CAGR
-3.1%
3Y CAGR
-5.4%
5Y CAGR
+0.3%
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 →
45.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.05
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.06
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
21.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +29.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -13.9%
% 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.
2026-1.27.9-13.81.8————————-6.5%
20251.8-7.11.6-6.51.21.4-1.7-2.10.64.6-1.52.9-5.5%
2024-3.4-3.72.3-6.60.0-1.4-3.72.2-2.0-2.86.210.5-3.6%
20234.93.61.60.6-0.5-3.9-0.9-7.82.6-7.910.29.410.6%
2022-6.9-0.38.2-0.4-6.7-3.62.91.5-6.810.37.0-0.82.6%
2021-4.73.10.70.3-3.7-1.30.61.59.1-0.40.3-4.30.4%
2020-2.0-8.5-33.716.05.22.0-5.44.510.2-2.511.8-1.9-13.9%
20193.46.56.5-3.09.113.1-3.80.6-5.82.20.0-0.829.8%
20182.9-1.3-1.31.93.41.8-1.06.31.8-2.03.60.717.9%
20176.84.6-8.62.14.62.4-3.5-5.7-3.7-4.74.31.7-1.1%
2016———-3.94.65.811.84.3-2.1-11.4-4.54.16.8%

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 32.7%. The dominant macroeconomic risk driver is SHV.US, accounting for 57.0% of variance. Idiosyncratic stock-specific factors contribute 10.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019605.410821643287
2016-05-0110051.503006012024
2016-06-0110634.669338677353
2016-07-0111886.773547094188
2016-08-0112401.402805611222
2016-09-0112143.6873747495
2016-10-0110753.907815631263
2016-11-0110267.334669338677
2016-12-0110684.36873747495
2017-01-0111414.028056112224
2017-02-0111935.270541082164
2017-03-0110908.016032064128
2017-04-0111137.074148296593
2017-05-0111648.09619238477
2017-06-0111930.06012024048
2017-07-0111507.214428857715
2017-08-0110855.11022044088
2017-09-0110449.899799599198
2017-10-019960.320641282566
2017-11-0110390.180360721444
2017-12-0110569.33867735471
2018-01-0110873.947895791582
2018-02-0110730.66132264529
2018-03-0110595.390781563125
2018-04-0110795.791583166332
2018-05-0111160.521042084169
2018-06-0111361.122244488977
2018-07-0111251.703406813627
2018-08-0111962.925851703405
2018-09-0112181.763527054109
2018-10-0111941.683366733467
2018-11-0112367.53507014028
2018-12-0112460.120240480961
2019-01-0112885.77154308617
2019-02-0113719.038076152303
2019-03-0114606.613226452908
2019-04-0114174.749498997997
2019-05-0115470.140280561121
2019-06-0117497.795591182366
2019-07-0116840.68136272545
2019-08-0116934.669338677355
2019-09-0115958.316633266531
2019-10-0116306.813627254509
2019-11-0116306.813627254509
2019-12-0116173.74749498998
2020-01-0115850.701402805611
2020-02-0114501.20240480962
2020-03-019609.619238476955
2020-04-0111143.286573146292
2020-05-0111725.651302605209
2020-06-0111958.717434869739
2020-07-0111318.036072144288
2020-08-0111822.845691382767
2020-09-0113026.452905811622
2020-10-0112696.39278557114
2020-11-0114191.18236472946
2020-12-0113919.43887775551
2021-01-0113259.31863727455
2021-02-0113667.134268537073
2021-03-0113764.128256513024
2021-04-0113803.006012024047
2021-05-0113298.19639278557
2021-06-0113123.446893787575
2021-07-0113201.202404809617
2021-08-0113395.190380761522
2021-09-0114618.236472945891
2021-10-0114560.120240480963
2021-11-0114598.79759519038
2021-12-0113977.755511022044
2022-01-0113007.014028056112
2022-02-0112968.13627254509
2022-03-0114035.871743486974
2022-04-0113977.755511022044
2022-05-0113045.891783567135
2022-06-0112579.959919839679
2022-07-0112948.697394789579
2022-08-0113142.885771543084
2022-09-0112249.899799599198
2022-10-0113511.823647294588
2022-11-0114462.925851703405
2022-12-0114346.492985971943
2023-01-0115045.490981963927
2023-02-0115588.977955911823
2023-03-0115841.28256513026
2023-04-0115938.476953907813
2023-05-0115860.721442885771
2023-06-0115239.478957915831
2023-07-0115103.607214428856
2023-08-0113919.43887775551
2023-09-0114284.569138276553
2023-10-0113152.705410821643
2023-11-0114499.198396793587
2023-12-0115865.13026052104
2024-01-0115318.8376753507
2024-02-0114752.905811623245
2024-03-0115091.182364729459
2024-04-0114087.775551102204
2024-05-0114087.775551102204
2024-06-0113890.981963927856
2024-07-0113379.35871743487
2024-08-0113674.549098196392
2024-09-0113399.799599198397
2024-10-0113025.450901803606
2024-11-0113833.466933867736
2024-12-0115291.583166332663
2025-01-0115567.535070140279
2025-02-0114463.927855711423
2025-03-0114697.995991983968
2025-04-0113744.689378757515
2025-05-0113903.406813627254
2025-06-0114102.204408817634
2025-07-0113863.72745490982
2025-08-0113565.931863727454
2025-09-0113647.294589178357
2025-10-0114268.537074148295
2025-11-0114048.09619238477
2025-12-0114448.897795591183
2026-01-0114268.537074148295
2026-02-0115390.781563126253
2026-03-0113266.533066132264
2026-04-0113507.014028056112
Annual Return Matrix
YearAnnual Return
2017-0.010766200881553112
20180.1788930812840106
20190.2980410447761195
2020-0.13938072286170966
20210.0041895821935558075
20220.026380306527692188
20230.10585425135146465
2024-0.036151426730834824
2025-0.05510779110150055
2026-0.06518723994452147
Total Factor Risk
0.32713234304669814
VTI.US Exposure
0.022037284834264093
VEA.US Exposure
0.10444394320189819
VWO.US Exposure
-0.015207241471443648
QQQ.US Exposure
0.011756073752374755
VTV.US Exposure
-0.016172622713186674
IJR.US Exposure
0.01555342714621576
QUAL.US Exposure
-0.018893369740597316
SHV.US Exposure
0.5698303272423276
TLT.US Exposure
-0.016946896649622806
LQD.US Exposure
0.2147070227583251
HYG.US Exposure
-0.0010541789251165385
GLD.US Exposure
0.01138301502706372
USO.US Exposure
0.0014206146552836322
VNQ.US Exposure
0.015859752238596442
BTC-USD.CC Exposure
0.007441266587823466
CPER.US Exposure
-0.0007648054662391648
VIX.INDX Exposure
-0.00865783576127471
UUP.US Exposure
-0.0038778785056388376
TIP.US Exposure
-0.000514558114724819
Idiosyncratic Exposure
0.10765665990367194
Value Score
36.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
24.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
32.7%

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 →33.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.03%
Market Cap$11.3B
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
$107
Avg Yield on Cost
1.07%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$107.491.07%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 →
-4.4%
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 →
-3.7%
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 →
12.2% 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 →
0.39
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Auckland International Airport Ltd a high-risk investment?

Auckland International Airport Ltd (AIA.AU) has an annualized volatility of 32.7% and experienced a maximum drawdown of 45.1% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of AIA.AU?

Over the past 10 years, AIA.AU 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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