Air Liquide SA ADR

10-Year Study

AIQUY.US · Basic Materials · US · Common Stock

Executive Summary: Air Liquide SA ADR has compounded at 12.0% annually over the last 10 years, with a maximum drawdown of 28.9% and an annualized volatility of 32.8%.

1Y CAGR
+6.3%
3Y CAGR
+10.9%
5Y CAGR
+9.0%
10Y CAGR
+12.0%

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 →
28.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.47
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.76
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
19.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +40.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -15.8%
% 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.
2026-0.512.3-1.25.5————————16.6%
20258.25.13.77.73.0-0.2-4.64.90.2-6.7-1.0-1.918.6%
2024-4.18.82.6-6.32.2-11.85.32.23.7-7.4-7.1-3.0-15.8%
202312.4-0.15.27.6-5.17.2-0.10.8-6.91.610.23.340.2%
2022-2.2-3.76.5-1.43.3-15.62.5-8.7-9.415.110.7-2.3-9.0%
2021-0.5-8.28.83.02.83.6-1.03.0-10.34.0-1.05.48.1%
20202.9-5.8-6.80.310.05.713.91.2-4.4-7.812.00.120.1%
2019-1.52.42.14.9-4.512.4-1.21.11.9-6.51.93.616.5%
20187.3-6.9-2.25.6-2.10.92.0-1.64.3-8.00.41.90.6%
2017-2.9-0.15.85.63.61.9-1.6-0.39.25.1-1.70.527.2%
2016———1.6-3.0-1.91.13.40.3-5.1-0.19.75.2%

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 32.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 40.6% of variance. Idiosyncratic stock-specific factors contribute 9.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110160.956065211383
2016-05-019859.14617297596
2016-06-019668.347609836972
2016-07-019771.760154738879
2016-08-0110100.442111080407
2016-09-0110128.07405360597
2016-10-019606.728378004975
2016-11-019597.333517546283
2016-12-0110524.868748273002
2017-01-0110222.022658192871
2017-02-0110212.558717877866
2017-03-0110804.020447637467
2017-04-0111413.650179607626
2017-05-0111828.612876485216
2017-06-0112053.605968499583
2017-07-0111862.462006079026
2017-08-0111828.612876485216
2017-09-0112912.68306161923
2017-10-0113565.142304504005
2017-11-0113329.787234042551
2017-12-0113392.097264437687
2018-01-0114363.705443492676
2018-02-0113378.83393202542
2018-03-0113088.629455650731
2018-04-0113823.293727549046
2018-05-0113531.293174910197
2018-06-0113659.574468085106
2018-07-0113929.745786128764
2018-08-0113705.996131528047
2018-09-0114298.148659850787
2018-10-0113157.363912683062
2018-11-0113209.2428847748
2018-12-0113465.805471124619
2019-01-0113258.35866261398
2019-02-0113574.95164410058
2019-03-0113858.800773694391
2019-04-0114541.102514506769
2019-05-0113892.99530256977
2019-06-0115614.948880906326
2019-07-0115422.630560928432
2019-08-0115598.162475822048
2019-09-0115888.850511190934
2019-10-0114860.182370820668
2019-11-0115136.916275214146
2019-12-0115682.025421387123
2020-01-0116140.508427742468
2020-02-0115209.381044487427
2020-03-0114169.72920696325
2020-04-0114211.660679745786
2020-05-0115630.284609008011
2020-06-0116517.75352307267
2020-07-0118819.35617573915
2020-08-0119048.424979276042
2020-09-0118212.48963802155
2020-10-0116786.81956341531
2020-11-0118807.888919591045
2020-12-0118830.82343188726
2021-01-0118727.756286266922
2021-02-0117199.088145896658
2021-03-0118704.82177397071
2021-04-0119271.62199502625
2021-05-0119806.92180160265
2021-06-0120519.34235976789
2021-07-0120309.1323570047
2021-08-0120928.018789720918
2021-09-0118773.348991434097
2021-10-0119514.9212489638
2021-11-0119310.513954130973
2021-12-0120361.63304780326
2022-01-0119914.340978170763
2022-02-0119176.222713456755
2022-03-0120414.20281845814
2022-04-0120122.2713456756
2022-05-0120791.44791378834
2022-06-0117550.911854103342
2022-07-0117996.407847471677
2022-08-0116424.081237911025
2022-09-0114884.567560099475
2022-10-0117125.10361978447
2022-11-0118959.45012434374
2022-12-0118528.73722022658
2023-01-0120826.609560652112
2023-02-0120813.48438795247
2023-03-0121894.445979552365
2023-04-0123551.94805194805
2023-05-0122359.906051395414
2023-06-0123960.831721470015
2023-07-0123947.499309201437
2023-08-0124134.291240674214
2023-09-0122460.00276319425
2023-10-0122826.885880077367
2023-11-0125148.245371649627
2023-12-0125982.03923735839
2024-01-0124921.4562033711
2024-02-0127102.721746338764
2024-03-0127809.823155567836
2024-04-0126068.80353688864
2024-05-0126654.531638574186
2024-06-0123499.930920143684
2024-07-0124734.664271898313
2024-08-0125290.89527493783
2024-09-0126220.364741641337
2024-10-0124280.118817352857
2024-11-0122556.990881458965
2024-12-0121878.55761260016
2025-01-0123683.13069908815
2025-02-0124883.876761536336
2025-03-0125792.967670627244
2025-04-0127767.131804365847
2025-05-0128592.152528322742
2025-06-0128529.98065764023
2025-07-0127217.463387676155
2025-08-0128557.61260016579
2025-09-0128619.7844708483
2025-10-0126713.18043658469
2025-11-0126436.8610113291
2025-12-0125946.39403150041
2026-01-0125828.958275766785
2026-02-0129013.539651837524
2026-03-0128668.140370268025
2026-04-0130250.06907985631
Annual Return Matrix
YearAnnual Return
20170.2724241588889327
20180.00550385837494316
20190.16458131338781423
20200.20079026311268522
20210.08129276032208965
2022-0.09001713287306412
20230.40225633989754783
2024-0.15793531782747883
20250.18592799813080574
20260.1658679446219382
Total Factor Risk
0.32764848507552274
VTI.US Exposure
-0.11138564240829077
VEA.US Exposure
0.2523585015618125
VWO.US Exposure
0.0018101056806269066
QQQ.US Exposure
0.04616943898764283
VTV.US Exposure
0.028583538708545644
IJR.US Exposure
-0.014244871445151188
QUAL.US Exposure
0.13320234455712296
SHV.US Exposure
0.4059843049912422
TLT.US Exposure
0.001961783005305237
LQD.US Exposure
-0.03024564663388838
HYG.US Exposure
0.09831138847880465
GLD.US Exposure
-0.010780358315309699
USO.US Exposure
0.0007452598191149008
VNQ.US Exposure
-0.005268352704386787
BTC-USD.CC Exposure
0.005639558654069785
CPER.US Exposure
-0.010913008850405104
VIX.INDX Exposure
0.00312627825099136
UUP.US Exposure
0.08457488918086106
TIP.US Exposure
0.025221843614486372
Idiosyncratic Exposure
0.09514864486680552
Value Score
38.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
21.5
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
32.8%

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 →29.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.79%
Market Cap$120.2B
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 →
+7.8%
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 →
+10.1%
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 →
1.1% 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 →
0.66
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Air Liquide SA ADR a high-risk investment?

Air Liquide SA ADR (AIQUY.US) has an annualized volatility of 32.8% and experienced a maximum drawdown of 28.9% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, AIQUY.US has generated a Compound Annual Growth Rate (CAGR) of 12.0%. 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.

Run a Full Backtest on Air Liquide SA ADR

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest