AIB Group PLC

10-Year Study

AIBG.LSE · Financial Services · GB · Common Stock

Executive Summary: AIB Group PLC has compounded at 8.4% annually over the last 10 years, with a maximum drawdown of 84.0% and an annualized volatility of 44.2%.

1Y CAGR
+42.3%
3Y CAGR
+38.1%
5Y CAGR
+30.6%
10Y CAGR
+8.4%

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 →
84.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.35
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.48
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
45.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · +80.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -47.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
56%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20262.4-4.90.87.0————————5.0%
20257.014.5-9.30.721.5-1.61.3-1.011.04.611.62.979.0%
20243.26.97.35.28.3-6.04.41.9-3.4-5.44.05.134.7%
20235.94.1-8.25.3-4.1-0.512.42.7-1.9-4.41.3-7.23.6%
202210.61.1-14.92.026.1-13.7-0.44.410.517.24.920.780.0%
2021-29.223.218.311.57.7-17.9-6.023.1-7.4-2.5-14.47.2-2.4%
2020-14.4-23.2-50.726.4-23.310.0-3.83.0-19.19.656.410.2-47.7%
20199.08.9-4.13.6-13.5-4.7-14.2-25.021.27.63.86.7-9.7%
20184.9-6.3-6.81.5-5.8-1.44.9-1.2-8.3-2.7-11.2-5.5-33.0%
2017——————2.14.0-2.8-0.17.127.040.2%

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 44.2%. The dominant macroeconomic risk driver is VTI.US, accounting for 23.3% of variance. Idiosyncratic stock-specific factors contribute 21.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2017-06-0110000
2017-07-0110205.588803946248
2017-08-0110614.198554135928
2017-09-0110319.120637372378
2017-10-0110303.725626588832
2017-11-0111034.902477230286
2017-12-0114015.760530036898
2018-01-0114707.710805826755
2018-02-0113775.76049120351
2018-03-0112832.924692840046
2018-04-0113030.477412803271
2018-05-0112274.398652869811
2018-06-0112097.813534697389
2018-07-0112690.677996954491
2018-08-0112537.431744254965
2018-09-0111494.976173290106
2018-10-0111187.898740002222
2018-11-019935.114264813603
2018-12-019392.012360667022
2019-01-0110234.005134744573
2019-02-0111142.36173979398
2019-03-0110688.712542164565
2019-04-0111078.242963997083
2019-05-019584.718188539005
2019-06-019130.945209489133
2019-07-017836.0968951251
2019-08-015879.343210928881
2019-09-017128.03076380903
2019-10-017666.543047051988
2019-11-017954.080005514341
2019-12-018485.301320383693
2020-01-017260.151654083839
2020-02-015577.236451152698
2020-03-012748.9280771697067
2020-04-013473.7847941078103
2020-05-012665.931421209728
2020-06-012932.000798026099
2020-07-012821.0125514360348
2020-08-012904.715489618622
2020-09-012350.5897577913124
2020-10-012576.4690063458606
2020-11-014029.1289234462884
2020-12-014439.214342334751
2021-01-013142.4704732770474
2021-02-013871.7566233981834
2021-03-014579.235399738749
2021-04-015107.422856263558
2021-05-015502.353545949362
2021-06-014518.665024661628
2021-07-014249.724404307982
2021-08-015230.990693093434
2021-09-014843.329128001154
2021-10-014724.60818326252
2021-11-014044.9923619582323
2021-12-014334.5268127546315
2022-01-014792.4501100198395
2022-02-014843.329128001154
2022-03-014120.996581205709
2022-04-014202.180203418989
2022-05-015297.558399346046
2022-06-014574.172496933376
2022-07-014557.207161070695
2022-08-014757.138425976042
2022-09-015258.783262616118
2022-10-016162.71286156917
2022-11-016463.215317052761
2022-12-017800.933263368515
2023-01-018263.802963278664
2023-02-018600.655895903225
2023-03-017896.764353669246
2023-04-018313.657750682862
2023-05-017974.324335475804
2023-06-017937.969004161484
2023-07-018919.609064294984
2023-08-019161.990075157166
2023-09-018992.324581096975
2023-10-018598.456955375099
2023-11-018713.585811833796
2023-12-018083.397610678793
2024-01-018343.955073654799
2024-02-018919.609064294984
2024-03-019567.398498021683
2024-04-0110064.565359745215
2024-05-0110901.25737652318
2024-06-0110246.453662303898
2024-07-0110695.115196814886
2024-08-0110901.25737652318
2024-09-0110525.352619287669
2024-10-019961.494269891067
2024-11-0110361.65047718951
2024-12-0110889.131651491713
2025-01-0111653.0668909942
2025-02-0113338.579076668271
2025-03-0112096.976189794295
2025-04-0112181.909660921428
2025-05-0114802.71668665777
2025-06-0114560.049279567862
2025-07-0114754.184661491794
2025-08-0114611.061787316337
2025-09-0116212.93899323474
2025-10-0116965.335862681262
2025-11-0118931.276069944757
2025-12-0119489.50600534056
2026-01-0119950.652473711012
2026-02-0118979.817803457434
2026-03-0119125.44300399547
2026-04-0120460.340675594136
Annual Return Matrix
YearAnnual Return
2018-0.32989634486554
2019-0.09654065662014677
2020-0.4768348023574942
2021-0.023582445339879632
20220.799719692681045
20230.03620904547878512
20240.3470983583816696
20250.7898126893038966
20260.04981320049813198
Total Factor Risk
0.44224775266885535
VTI.US Exposure
0.23273483436238643
VEA.US Exposure
0.12947364475585116
VWO.US Exposure
0.016284650391651005
QQQ.US Exposure
0.02719174166240261
VTV.US Exposure
-0.010074835898528499
IJR.US Exposure
-0.008860556307424992
QUAL.US Exposure
-0.00985068328873078
SHV.US Exposure
0.19487854029123655
TLT.US Exposure
-0.017583816497906083
LQD.US Exposure
0.12357964067141279
HYG.US Exposure
0.006798954632178987
GLD.US Exposure
-0.00027190064340280857
USO.US Exposure
0.00035914862301541855
VNQ.US Exposure
-0.004678768481309264
BTC-USD.CC Exposure
0.008262051027937567
CPER.US Exposure
-0.004914178943954443
VIX.INDX Exposure
0.003977134741345202
UUP.US Exposure
0.06884748911493578
TIP.US Exposure
0.025586445837498337
Idiosyncratic Exposure
0.21826046394940488
Value Score
46.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
89.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
44.2%

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 →9.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →7.44%
Market Cap$16.9B
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
$981
Avg Yield on Cost
9.81%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$980.829.81%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 →
+7.3%
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 →
+17.1%
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 →
1.7% 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 →
0.55
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is AIB Group PLC a high-risk investment?

AIB Group PLC (AIBG.LSE) has an annualized volatility of 44.2% and experienced a maximum drawdown of 84.0% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of AIBG.LSE?

Over the past 10 years, AIBG.LSE has generated a Compound Annual Growth Rate (CAGR) of 8.4%. It has had a positive return in 56% 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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