AAR Corp

10-Year Study

AIR.US · Industrials · US · Common Stock

Executive Summary: AAR Corp has compounded at 17.7% annually over the last 10 years, with a maximum drawdown of 63.5% and an annualized volatility of 36.8%.

1Y CAGR
+104.8%
3Y CAGR
+34.3%
5Y CAGR
+23.6%
10Y CAGR
+17.7%

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 →
63.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.58
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.89
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
39.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +43.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -19.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202627.910.6-6.68.3————————43.1%
202510.6-4.0-13.9-4.514.912.08.61.318.5-6.1-1.2-0.535.1%
2024-2.59.8-10.315.52.72.4-11.11.8-0.6-10.218.4-11.9-1.8%
202314.65.70.3-3.2-5.115.33.53.0-3.4-0.316.7-10.039.0%
20223.211.67.8-3.02.6-13.26.4-3.7-16.523.75.1-3.615.0%
2021-7.418.64.7-3.43.8-7.2-7.7-5.3-4.29.1-7.719.57.8%
2020-5.4-18.9-48.410.23.02.5-16.717.2-6.83.545.827.7-19.3%
20191.1-3.1-11.04.1-10.922.314.02.6-4.11.57.00.921.7%
20183.25.23.6-1.73.24.02.1-1.62.6-0.5-8.2-14.5-4.3%
2017-3.07.6-2.37.2-2.9-0.57.8-3.64.83.16.9-5.519.9%
2016———3.61.5-4.43.81.927.33.014.7-10.443.2%

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 36.8%. The dominant macroeconomic risk driver is IJR.US, accounting for 21.0% of variance. Idiosyncratic stock-specific factors contribute 28.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110362.697304746911
2016-05-0110522.191348250963
2016-06-0110060.969898621377
2016-07-0110446.770647030226
2016-08-0110641.365868453095
2016-09-0113542.765901458017
2016-10-0113943.28505992177
2016-11-0115989.01025382567
2016-12-0114324.670285314147
2017-01-0113897.88099496452
2017-02-0114953.59240708446
2017-03-0114610.385845349654
2017-04-0115668.327319599124
2017-05-0115211.209184287874
2017-06-0115132.844801056157
2017-07-0116315.892760772314
2017-08-0115731.30427413708
2017-09-0116481.675579481645
2017-10-0116999.04999353282
2017-11-0118174.8725519493
2017-12-0117173.886864488046
2018-01-0117722.12533841193
2018-02-0118646.084679919182
2018-03-0119316.084546115457
2018-04-0118993.795967155645
2018-05-0119603.4949533694
2018-06-0120393.070750951123
2018-07-0120830.029124611414
2018-08-0120504.886066125804
2018-09-0121040.903799579857
2018-10-0120939.926586354693
2018-11-0119227.952490756394
2018-12-0116433.283231270827
2019-01-0116616.505135833086
2019-02-0116109.38900757775
2019-03-0114336.578817085845
2019-04-0114925.3598205246
2019-05-0113298.886306972512
2019-06-0116260.096606291452
2019-07-0118534.180162259323
2019-08-0119021.225731348877
2019-09-0118246.368343822058
2019-10-0118520.175372085865
2019-11-0119824.360306678143
2019-12-0120006.199572720096
2020-01-0118919.802505697808
2020-02-0115351.792300933505
2020-03-017921.180684093859
2020-04-018732.923299243115
2020-05-018996.070630527767
2020-06-019219.07684348086
2020-07-017680.333974104518
2020-08-019000.530754786829
2020-09-018385.033607036294
2020-10-018679.401808134375
2020-11-0112653.37252295849
2020-12-0116154.570066322047
2021-01-0114963.716889152533
2021-02-0117742.37430254807
2021-03-0118576.417538992635
2021-04-0117947.540018464915
2021-05-0118621.018781583258
2021-06-0117282.9815038647
2021-07-0115949.4043504052
2021-08-0115097.520616924388
2021-09-0114464.182972137605
2021-10-0115775.459504301789
2021-11-0114566.765830096025
2021-12-0117407.86498311843
2022-01-0117960.9203912421
2022-02-0120043.798420223986
2022-03-0121600.38178663658
2022-04-0120953.663769072602
2022-05-0121506.71917719628
2022-06-0118661.159899914815
2022-07-0119860.93332560245
2022-08-0119125.012822857247
2022-09-0115976.165095959574
2022-10-0119767.270716162155
2022-11-0120766.33855019201
2022-12-0120025.95792318774
2023-01-0122942.879188614195
2023-02-0124258.615845037442
2023-03-0124329.97783318243
2023-04-0123540.535839328484
2023-05-0122349.682662158968
2023-06-0125761.67772034129
2023-07-0126671.543069189906
2023-08-0127474.36543582104
2023-09-0126551.119714195236
2023-10-0126475.29760179119
2023-11-0130908.661115298673
2023-12-0127831.17537654599
2024-01-0127126.475743614217
2024-02-0129784.709802015084
2024-03-0126702.76393900334
2024-04-0130837.29912715368
2024-05-0131662.422115080124
2024-06-0132425.103363379705
2024-07-0128812.4027135396
2024-08-0129338.6973761089
2024-09-0129151.3721572283
2024-10-0126180.92940069311
2024-11-0131006.78384899803
2024-12-0127331.641459531063
2025-01-0130221.80197940315
2025-02-0128999.727932420195
2025-03-0124972.235726487343
2025-04-0123843.824288944692
2025-05-0127389.623074898867
2025-06-0130681.19477808652
2025-07-0133321.58833945113
2025-08-0133745.300144062014
2025-09-0139993.934231007675
2025-10-0137558.706385559904
2025-11-0137112.69395965371
2025-12-0136925.36874077313
2026-01-0147237.176027724134
2026-02-0152259.27594342779
2026-03-0148820.52013969109
2026-04-0152856.932594142076
Annual Return Matrix
YearAnnual Return
20170.19890276860996625
2018-0.043123821593854306
20190.2174195071773839
2020-0.1925217976756577
20210.07758144671452238
20220.15039713041250313
20230.3897550111358574
2024-0.017948717948717885
20250.35101174934725865
20260.4314530740427587
Total Factor Risk
0.3677220786274261
VTI.US Exposure
-0.17840223096191665
VEA.US Exposure
0.05551658496498837
VWO.US Exposure
-0.008460662592001861
QQQ.US Exposure
0.1940030002616955
VTV.US Exposure
0.19808879107096283
IJR.US Exposure
0.20954263997283715
QUAL.US Exposure
0.06397082559153283
SHV.US Exposure
0.000006098141334188705
TLT.US Exposure
-0.000715711902060108
LQD.US Exposure
-0.007793209973957396
HYG.US Exposure
0.0703469759162796
GLD.US Exposure
0.02461165860867171
USO.US Exposure
0.0015576909051792567
VNQ.US Exposure
0.018901317812995717
BTC-USD.CC Exposure
0.005728928612428249
CPER.US Exposure
0.009065046289466404
VIX.INDX Exposure
0.052236178403533104
UUP.US Exposure
0.004286467093145689
TIP.US Exposure
-0.0017804122365162266
Idiosyncratic Exposure
0.28929002402140186
Value Score
40.3
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
36.8%

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 →24.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$4.4B
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 →
+5.0%
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 →
+31.4%
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 →
5.9% 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 →
1.21
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is AAR Corp a high-risk investment?

AAR Corp (AIR.US) has an annualized volatility of 36.8% and experienced a maximum drawdown of 63.5% over the last 10 years. Its primary macro risk driver is IJR.US.

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

Over the past 10 years, AIR.US has generated a Compound Annual Growth Rate (CAGR) of 17.7%. It has had a positive return in 70% 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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