Airbus Group SE

10-Year Study

AIR.PA · Industrials · FR · Common Stock

Executive Summary: Airbus Group SE has compounded at 13.2% annually over the last 10 years, with a maximum drawdown of 57.5% and an annualized volatility of 30.5%.

1Y CAGR
+6.5%
3Y CAGR
+13.6%
5Y CAGR
+11.6%
10Y CAGR
+13.2%

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 →
57.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.45
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.57
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
31.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +57.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -31.2%
% 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.
2026-2.5-4.7-12.76.8————————-13.4%
20258.0-0.8-1.8-7.510.29.4-0.71.710.28.1-4.2-3.031.1%
20245.73.511.6-8.40.8-17.79.1-0.8-5.56.85.34.912.0%
20233.48.0-0.64.6-3.68.01.21.0-6.2-0.67.92.627.7%
2022-0.22.5-4.0-3.03.1-15.013.4-6.7-9.223.3-0.31.70.3%
2021-7.315.30.73.56.71.76.70.0-0.5-3.9-10.713.825.2%
20202.1-18.9-45.1-2.5-2.012.0-2.411.0-9.80.840.22.3-31.2%
201919.413.43.84.8-5.88.52.7-2.1-4.97.73.9-2.257.6%
201811.46.3-4.65.6-0.13.05.70.21.8-9.7-3.2-11.32.8%
2017-0.110.52.96.1-1.6-1.5-1.90.013.99.1-0.5-4.934.7%
2016———-6.45.1-7.71.7-0.63.00.611.34.310.3%

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 30.5%. The dominant macroeconomic risk driver is VEA.US, accounting for 25.6% of variance. Idiosyncratic stock-specific factors contribute 32.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019359.05020016784
2016-05-019834.8148570328
2016-06-019081.664940460632
2016-07-019239.657012359898
2016-08-019179.970245055747
2016-09-019452.088447259655
2016-10-019506.508157060509
2016-11-0110580.928928134146
2016-12-0111032.127085450147
2017-01-0111018.075047708142
2017-02-0112169.752546563344
2017-03-0112522.625746084592
2017-04-0113289.768740799846
2017-05-0113082.093380212766
2017-06-0112890.533643329802
2017-07-0112639.876735131864
2017-08-0112641.665176299028
2017-09-0114396.204574085683
2017-10-0115710.335421158241
2017-11-0115627.968861470492
2017-12-0114859.921819571833
2018-01-0116560.749022744647
2018-02-0117606.318896747984
2018-03-0116793.482212871666
2018-04-0117728.6600645018
2018-05-0117712.269296002734
2018-06-0118249.234016544066
2018-07-0119294.01776256183
2018-08-0119341.34266729295
2018-09-0119690.81586327662
2018-10-0117785.08440066585
2018-11-0117222.62948019252
2018-12-0115282.308386216819
2019-01-0118241.942679477932
2019-02-0120677.36717876354
2019-03-0121460.036201193736
2019-04-0122497.469650546456
2019-05-0121201.675238737243
2019-06-0123014.30949465728
2019-07-0123638.219970402282
2019-08-0123136.139679220476
2019-09-0122002.77896242898
2019-10-0123704.667438382305
2019-11-0124623.906545105077
2019-12-0124084.917545000913
2020-01-0124594.36778604741
2020-02-0119953.854287247235
2020-03-0110953.396367695643
2020-04-0110683.89204104374
2020-05-0110466.07562944285
2020-06-0111724.96133232971
2020-07-0111446.239655047042
2020-08-0112706.972758699982
2020-09-0111457.32405964353
2020-10-0111553.310286681222
2020-11-0116193.823785481396
2020-12-0116572.22649133392
2021-01-0115357.639100433744
2021-02-0117703.739807359336
2021-03-0117820.027789624288
2021-04-0118447.633066901453
2021-05-0119688.044762127498
2021-06-0120016.626606894733
2021-07-0121356.719330690634
2021-08-0121356.719330690634
2021-09-0121245.973550723924
2021-10-0120415.33106797452
2021-11-0118222.42705223624
2021-12-0120740.198458009956
2022-01-0120695.900146023272
2022-02-0121209.04518860193
2022-03-0120371.03275598784
2022-04-0119765.792819900045
2022-05-0120372.58535875933
2022-06-0117314.27235010996
2022-07-0119642.19384736932
2022-08-0118333.094219404393
2022-09-0116647.537552351212
2022-10-0120522.421352808342
2022-11-0120451.25711691492
2022-12-0120792.102558256996
2023-01-0121507.518331521962
2023-02-0123226.780235956314
2023-03-0123088.18587210091
2023-04-0124150.067901804752
2023-05-0123276.306299047013
2023-06-0125141.61113000002
2023-07-0125449.32127675046
2023-08-0125715.248721068034
2023-09-0124119.6840551626
2023-10-0123986.710506403993
2023-11-0125871.01998140807
2023-12-0126551.020688923258
2024-01-0128074.418805753667
2024-02-0129050.75045742822
2024-03-0132428.034896221277
2024-04-0129714.18351764759
2024-05-0129948.52827014502
2024-06-0124638.862630030482
2024-07-0126886.441847164922
2024-08-0126667.446243585688
2024-09-0125207.488655190507
2024-10-0126924.8638524595
2024-11-0128346.419088759743
2024-12-0129733.384693695054
2025-01-0132103.91432777213
2025-02-0131831.127916780493
2025-03-0131270.186292679384
2025-04-0128917.717949070695
2025-05-0131853.905975162288
2025-06-0134837.26168038787
2025-07-0134597.49264479003
2025-08-0135191.01927389288
2025-09-0138795.416087716156
2025-10-0141939.928029982926
2025-11-0140180.966662277446
2025-12-0138991.94808410783
2026-01-0138009.28810214947
2026-02-0136209.05501520175
2026-03-0131606.275659708775
2026-04-0133760.266340161514
Annual Return Matrix
YearAnnual Return
20170.34696796950154973
20180.028424548377412373
20190.5759999691357627
2020-0.3119251307225809
20210.25150343973729683
20220.0025025845510651124
20230.2769762276100005
20240.11985844318593131
20250.3113861232346027
2026-0.13417338709677418
Total Factor Risk
0.30540606272359255
VTI.US Exposure
-0.022706869797796014
VEA.US Exposure
0.2556504135220962
VWO.US Exposure
0.005325336593919488
QQQ.US Exposure
0.0028409455444998537
VTV.US Exposure
0.0795266192044391
IJR.US Exposure
-0.0030566947354416524
QUAL.US Exposure
-0.08168214816004865
SHV.US Exposure
0.17074108377236918
TLT.US Exposure
-0.017207491723923482
LQD.US Exposure
0.0659498580983084
HYG.US Exposure
0.09405458050602296
GLD.US Exposure
-0.0007218958972652382
USO.US Exposure
0.0013916468586494908
VNQ.US Exposure
-0.023934237952236294
BTC-USD.CC Exposure
0.030604824561507166
CPER.US Exposure
0.02103277067825796
VIX.INDX Exposure
0.04548377236558212
UUP.US Exposure
0.05432904659651081
TIP.US Exposure
-0.0003538218168233275
Idiosyncratic Exposure
0.32273226178137177
Value Score
40
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
22.9
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
30.5%

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 →25.0x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.91%
Market Cap$130.3B
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
$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 →
-2.9%
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 →
-9.9%
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 →
22.0% 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 →
0.88
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Airbus Group SE a high-risk investment?

Airbus Group SE (AIR.PA) has an annualized volatility of 30.5% and experienced a maximum drawdown of 57.5% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, AIR.PA has generated a Compound Annual Growth Rate (CAGR) of 13.2%. 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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