Arthur J Gallagher & Co

10-Year Study

AJG.US · Financial Services · US · Common Stock

Executive Summary: Arthur J Gallagher & Co has compounded at 18.7% annually over the last 10 years, with a maximum drawdown of 37.2% and an annualized volatility of 30.5%.

1Y CAGR
-37.5%
3Y CAGR
+4.8%
5Y CAGR
+10.1%
10Y CAGR
+18.7%

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 →
37.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.83
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.25
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
20.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +39.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -13.4%
% 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.
2026-3.6-8.5-5.13.5————————-13.4%
20256.311.92.4-7.18.3-7.7-10.35.42.5-19.5-0.74.8-8.0%
20243.25.32.5-6.17.92.69.33.2-3.6-0.111.0-8.927.3%
20233.8-4.32.48.8-3.79.9-2.27.6-1.13.36.0-9.720.5%
2022-6.90.210.7-3.5-3.91.09.81.4-5.49.36.4-5.112.4%
2021-6.73.84.616.21.1-4.1-0.53.13.812.8-2.84.539.0%
20207.7-5.0-16.0-3.720.13.910.3-2.00.7-1.811.37.632.1%
20191.48.0-2.77.10.74.53.20.3-0.81.82.22.631.8%
20188.01.20.01.8-4.7-1.59.31.13.8-0.64.1-3.819.2%
20173.65.8-0.0-1.32.30.92.7-0.86.32.94.6-3.925.0%
2016———3.55.0-0.73.31.23.0-5.25.23.219.5%

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 SHV.US, accounting for 54.3% of variance. Idiosyncratic stock-specific factors contribute 18.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110350.718520751683
2016-05-0110865.557018866128
2016-06-0110786.247348851479
2016-07-0111146.539094193124
2016-08-0111282.944321914223
2016-09-0111616.341124139864
2016-10-0111013.465983318258
2016-11-0111583.469526998078
2016-12-0111953.863404365602
2017-01-0112384.076712734504
2017-02-0113101.85699400748
2017-03-0113097.229053943269
2017-04-0112928.137346682957
2017-05-0113231.835996382273
2017-06-0113353.114471436355
2017-07-0113712.29551116259
2017-08-0113596.068102121448
2017-09-0114453.16260201302
2017-10-0114871.15814861241
2017-11-0115549.508380538322
2017-12-0114947.162147152627
2018-01-0116137.653449269843
2018-02-0116324.251992658765
2018-03-0116331.392243043545
2018-04-0116630.780297140198
2018-05-0115846.22545208363
2018-06-0115607.159291052472
2018-07-0117058.34906832955
2018-08-0117247.24835906468
2018-09-0117896.905362592493
2018-10-0117793.530404243953
2018-11-0118529.21420222247
2018-12-0117816.326314731657
2019-01-0118060.469987147546
2019-02-0119511.157302360512
2019-03-0118981.35072380983
2019-04-0120322.924434994628
2019-05-0120463.87826666455
2019-06-0121392.613278750086
2019-07-0122086.22249020199
2019-08-0122154.61022166511
2019-09-0121981.181473430337
2019-10-0122386.113006362757
2019-11-0122889.209759400008
2019-12-0123479.258894900802
2020-01-0125288.942132237436
2020-02-0124036.46287863161
2020-03-0120182.0499394401
2020-04-0119436.76647149982
2020-05-0123343.93792742332
2020-06-0124250.141482739105
2020-07-0126737.59315382215
2020-08-0126192.844940207015
2020-09-0126373.04370362143
2020-10-0125905.93910159783
2020-11-0128828.49647483194
2020-12-0131021.664048574858
2021-01-0128940.360397526827
2021-02-0130041.20188925736
2021-03-0131411.07214826333
2021-04-0136491.413187778
2021-05-0136909.329398262
2021-06-0135381.18358906008
2021-07-0135186.70432487611
2021-08-0136275.30160946533
2021-09-0137670.9561059719
2021-10-0142491.02179627544
2021-11-0141282.203851503946
2021-12-0143125.393374905456
2022-01-0140143.94215868281
2022-02-0140207.490387107355
2022-03-0144521.470997360746
2022-04-0142963.46836340172
2022-05-0141293.284462286254
2022-06-0141706.281833616296
2022-07-0145786.353130338655
2022-08-0146446.32382886671
2022-09-0143922.11309098794
2022-10-0147990.60131486389
2022-11-0151076.59108579407
2022-12-0148489.334581554875
2023-01-0150335.909112546215
2023-02-0148183.28229376577
2023-03-0149346.270409215686
2023-04-0153666.73013555897
2023-05-0151672.85488366681
2023-06-0156791.515266913135
2023-07-0155557.78578191031
2023-08-0159755.77699146872
2023-09-0159094.64269658168
2023-10-0161054.69431794742
2023-11-0164702.62179415981
2023-12-0158435.04223325876
2024-01-0160326.75901390498
2024-02-0163540.50637597914
2024-03-0165132.068186746634
2024-04-0161133.60730738514
2024-05-0165989.08335052282
2024-06-0167708.21763483173
2024-07-0174021.83858802871
2024-08-0176392.71906023726
2024-09-0173617.75330699375
2024-10-0173573.27219163375
2024-11-0181694.56653391091
2024-12-0174413.67966192236
2025-01-0179124.65819356954
2025-02-0188541.40551862019
2025-03-0190681.02121447727
2025-04-0184232.71398272588
2025-05-0191258.87903358032
2025-06-0184249.90347439295
2025-07-0175599.09345265485
2025-08-0179678.42427896694
2025-09-0181694.93676911603
2025-10-0165803.80707572367
2025-11-0165310.57444636614
2025-12-0168437.97766952806
2026-01-0165946.82364639365
2026-02-0160348.338437290084
2026-03-0157275.386234655074
2026-04-0159258.789119316236
Annual Return Matrix
YearAnnual Return
20170.25040429537565734
20180.1919537728521663
20190.31785074431908433
20200.32123693458280766
20210.39017021483367675
20220.12438011080892974
20230.2051112422459842
20240.27344272919117074
2025-0.0803038099922383
2026-0.1341241933614128
Total Factor Risk
0.3049667593846467
VTI.US Exposure
0.05424753056044865
VEA.US Exposure
-0.04100291388516607
VWO.US Exposure
0.029444548090672828
QQQ.US Exposure
-0.03674598737218007
VTV.US Exposure
0.004493584261904453
IJR.US Exposure
-0.034030807814501185
QUAL.US Exposure
0.1004309110022209
SHV.US Exposure
0.5425416852593117
TLT.US Exposure
0.017970483890395305
LQD.US Exposure
0.035976939547197134
HYG.US Exposure
-0.0037398462452400754
GLD.US Exposure
-0.0013197581063795014
USO.US Exposure
0.016245286687862768
VNQ.US Exposure
0.0760358518214259
BTC-USD.CC Exposure
0.010969206676960845
CPER.US Exposure
0.019259236028834507
VIX.INDX Exposure
0.021395383610323383
UUP.US Exposure
-0.00007968903520471894
TIP.US Exposure
0.0013422325905685074
Idiosyncratic Exposure
0.1865661224305446
Value Score
34.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
14.4
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 →37.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.20%
Market Cap$55.9B
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
$185
Avg Yield on Cost
1.85%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$185.121.85%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 →
+2.8%
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 →
-14.8%
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 →
35.3% 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 →
0.68
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Arthur J Gallagher & Co a high-risk investment?

Arthur J Gallagher & Co (AJG.US) has an annualized volatility of 30.5% and experienced a maximum drawdown of 37.2% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, AJG.US has generated a Compound Annual Growth Rate (CAGR) of 18.7%. 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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