AIB Group plc

10-Year Study

AIBGY.US · Financial Services · US · Common Stock

Executive Summary: AIB Group plc has compounded at 18.8% annually over the last 10 years, with a maximum drawdown of 75.4% and an annualized volatility of 35.6%.

1Y CAGR
+54.2%
3Y CAGR
+49.5%
5Y CAGR
+33.3%
10Y CAGR
+18.8%

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 →
75.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.60
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.81
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
49.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +112.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -36.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
75%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20263.5-7.32.58.1————————6.3%
20257.318.2-2.24.616.84.4-3.03.712.31.611.15.0112.0%
20240.710.811.17.28.9-6.78.45.1-1.7-10.32.41.540.9%
20238.22.9-8.89.8-3.32.85.13.3-4.80.36.0-10.09.6%
20226.513.8-29.610.615.4-8.2-6.0-5.48.624.99.921.260.5%
2021-16.936.513.414.610.6-22.7-6.424.4-9.4-0.2-20.013.119.9%
2020-15.6-21.6-47.522.1-9.4-4.85.9-0.9-16.37.859.714.7-36.6%
20196.45.2-4.65.8-8.3-1.7-4.2-35.417.111.9-1.56.5-13.3%
2018———————————-2.8-2.8%

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 35.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 27.2% of variance. Idiosyncratic stock-specific factors contribute 29.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2018-11-0110000
2018-12-019719.403264275357
2019-01-0110338.430840698999
2019-02-0110880.29431479836
2019-03-0110381.455673510109
2019-04-0110984.738655318088
2019-05-0110070.772732232772
2019-06-019901.47936834557
2019-07-019489.15805390575
2019-08-016129.479804829381
2019-09-017180.002805967357
2019-10-018035.978737002915
2019-11-017917.504559696955
2019-12-018430.061263620633
2020-01-017111.100718639417
2020-02-015572.183510265164
2020-03-012925.532744080188
2020-04-013571.217010397668
2020-05-013234.6568146035015
2020-06-013079.393287502533
2020-07-013260.6899561957316
2020-08-013232.0067343216574
2020-09-012705.1084194609425
2020-10-012916.491293706839
2020-11-014656.346942275016
2020-12-015342.4059611217635
2021-01-014437.16971425899
2021-02-016058.551185521208
2021-03-016868.384542237603
2021-04-017870.114888774572
2021-05-018700.993000670314
2021-06-016722.318352585386
2021-07-016294.564217680711
2021-08-017832.3902165271475
2021-09-017092.861930817316
2021-10-017075.870239598436
2021-11-015663.221562300269
2021-12-016406.802911970568
2022-01-016820.215435938206
2022-02-017764.579338727026
2022-03-015468.9862663486565
2022-04-016046.2361065644045
2022-05-016975.790737189978
2022-06-016406.3352507443615
2022-07-016022.229496952407
2022-08-015694.087203229979
2022-09-016183.5726199940755
2022-10-017725.451682800979
2022-11-018487.115933217978
2022-12-0110282.311493554069
2023-01-0111125.348797331213
2023-02-0111446.78794681133
2023-03-0110434.457279146985
2023-04-0111454.426413506057
2023-05-0111077.49146518262
2023-06-0111389.42150306318
2023-07-0111972.283277993422
2023-08-0112365.430482158723
2023-09-0111777.112659589393
2023-10-0111806.887090991286
2023-11-0112517.264493600835
2023-12-0111270.012003304806
2024-01-0111348.734976383108
2024-02-0112571.513195840933
2024-03-0113966.546633618605
2024-04-0114970.615286286615
2024-05-0116305.788087109699
2024-06-0115220.969929383153
2024-07-0116501.426366739932
2024-08-0117341.657703159828
2024-09-0117048.122340176775
2024-10-0115287.221936429249
2024-11-0115651.218257494273
2024-12-0115879.904597109853
2025-01-0117035.18371291836
2025-02-0120138.42772295749
2025-03-0119694.92899343715
2025-04-0120604.99773963741
2025-05-0124073.95282857098
2025-06-0125126.658248764597
2025-07-0124375.750206550372
2025-08-0125284.883630298205
2025-09-0128387.036430809523
2025-10-0128854.697657017256
2025-11-0132065.97141031037
2025-12-0133671.60828695693
2026-01-0134856.35006001652
2026-02-0132299.802023414235
2026-03-0133115.09142776972
2026-04-0135807.26121997225
Annual Return Matrix
YearAnnual Return
2019-0.13265649809940816
2020-0.3662672436110803
20210.19923550523766442
20220.6049052288376848
20230.09605821710127338
20240.4090406108221756
20251.1203910943574038
20260.06342592592592577
Total Factor Risk
0.35568573971120987
VTI.US Exposure
0.18294864286380014
VEA.US Exposure
0.1300404680238236
VWO.US Exposure
0.026502354036600846
QQQ.US Exposure
-0.01771109559825018
VTV.US Exposure
-0.0017445730995813244
IJR.US Exposure
-0.017441208416790244
QUAL.US Exposure
-0.034224562164097354
SHV.US Exposure
0.27190538063732933
TLT.US Exposure
0.0005285363213860373
LQD.US Exposure
0.06665013957055844
HYG.US Exposure
0.000008033642722807043
GLD.US Exposure
-0.006355558988368051
USO.US Exposure
0.00015075269424397175
VNQ.US Exposure
-0.02143830678195551
BTC-USD.CC Exposure
0.0019323532204818432
CPER.US Exposure
-0.00633490402055273
VIX.INDX Exposure
0.004374132042714166
UUP.US Exposure
0.12577633737726795
TIP.US Exposure
0.003984384901087031
Idiosyncratic Exposure
0.29044869373757926
Value Score
46.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
33.1
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
35.6%

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 →9.6x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.76%
Market Cap$22.1B
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
$1,670
Avg Yield on Cost
16.70%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$1,669.5516.70%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 →
+8.6%
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 →
+19.5%
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 →
1.2% 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 →
0.55
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is AIB Group plc a high-risk investment?

AIB Group plc (AIBGY.US) has an annualized volatility of 35.6% and experienced a maximum drawdown of 75.4% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, AIBGY.US has generated a Compound Annual Growth Rate (CAGR) of 18.8%. It has had a positive return in 75% 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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