Ajinomoto Co Inc ADR

10-Year Study

AJINY.US · Consumer Defensive · US · Common Stock

Executive Summary: Ajinomoto Co Inc ADR has compounded at 12.3% annually over the last 10 years, with a maximum drawdown of 36.9% and an annualized volatility of 57.2%.

1Y CAGR
+19.2%
3Y CAGR
+16.9%
5Y CAGR
+23.2%
10Y CAGR
+12.3%

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 →
36.9%
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 →
0.76
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
27.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +40.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · -4.2%
% 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.
20268.239.4-10.93.8————————39.5%
2025-1.8-1.20.03.322.48.1-1.72.66.2-2.6-17.5-9.43.4%
20247.9-11.72.50.3-4.5-1.718.1-7.21.5-0.07.9-1.98.5%
20237.6-10.219.13.78.22.1-1.68.8-7.7-6.33.33.229.9%
2022-8.74.60.2-8.7-6.8-0.37.76.4-0.00.712.7-1.73.8%
20214.3-15.85.4-2.416.311.7-2.316.31.80.80.51.239.1%
2020-1.32.212.8-3.8-4.8-2.68.43.511.5-1.94.28.340.5%
2019-3.1-12.57.60.75.71.94.01.25.80.2-12.6-0.0-3.4%
20180.7-3.30.01.64.4-1.1-6.7-3.62.6-5.76.83.2-2.1%
2017-1.92.7-1.7-1.310.20.7-7.0-1.80.22.7-7.92.1-4.2%
2016———5.71.0-2.89.8-17.65.70.4-12.73.9-9.6%

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 57.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 78.0% of variance. Idiosyncratic stock-specific factors contribute 8.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110569.216233032976
2016-05-0110677.182955776276
2016-06-0110380.130435784573
2016-07-0111394.579770930795
2016-08-019383.88680201876
2016-09-019914.50233908695
2016-10-019954.37052059088
2016-11-018693.222409144333
2016-12-019036.134860461365
2017-01-018862.835019473188
2017-02-019099.27868550227
2017-03-018941.1886709838
2017-04-018825.962712879958
2017-05-019725.416541838546
2017-06-019795.70437628189
2017-07-019109.072891941098
2017-08-018949.369714009172
2017-09-018971.608323923214
2017-10-019213.006706150762
2017-11-018481.782776023783
2017-12-018658.424169796974
2018-01-018720.99186504736
2018-02-018433.964003410689
2018-03-018435.692392782246
2018-04-018572.2351531353
2018-05-018950.061069757796
2018-06-018848.547000668312
2018-07-018252.367893439034
2018-08-017953.586984075772
2018-09-018164.335261447699
2018-10-017695.135160048856
2018-11-018217.10875025926
2018-12-018480.51529048464
2019-01-018217.569654091674
2019-02-017192.519530799899
2019-03-017737.999216463485
2019-04-017792.155416772292
2019-05-018236.121033346393
2019-06-018394.44149978107
2019-07-018726.637936994446
2019-08-018835.526467402577
2019-09-019344.94042817966
2019-10-019366.602908303183
2019-11-018189.915424146753
2019-12-018188.878390523817
2020-01-018079.759408199479
2020-02-018260.203258590096
2020-03-019321.549558684581
2020-04-018967.690641347683
2020-05-018534.325812919134
2020-06-018313.552877192174
2020-07-019013.320120756805
2020-08-019326.61950084115
2020-09-0110396.838199709631
2020-10-0110196.11458069274
2020-11-0110626.598760168692
2020-12-0111505.196690710483
2021-01-0112003.779411425809
2021-02-0110107.160141036573
2021-03-0110650.680985412393
2021-04-0110391.99870946927
2021-05-0112083.515774433667
2021-06-0113498.605765906943
2021-07-0113187.380453068468
2021-08-0115340.14702832254
2021-09-0115613.808678819165
2021-10-0115740.7876846496
2021-11-0115811.88210079967
2021-12-0116002.69628741963
2022-01-0114602.58567049985
2022-02-0115277.11842923974
2022-03-0115308.114211969672
2022-04-0113969.764708593553
2022-05-0113026.06411172309
2022-06-0112988.154771506926
2022-07-0113994.423063627777
2022-08-0114892.148503214807
2022-09-0114887.19378701634
2022-10-0114987.786048440994
2022-11-0116896.273592514925
2022-12-0116616.159288364484
2023-01-0117870.96997211532
2023-02-0116043.486276588392
2023-03-0119104.694305533154
2023-04-0119804.692001013987
2023-05-0121418.777222132605
2023-06-0121862.051482958082
2023-07-0121513.262507777756
2023-08-0123406.65545134008
2023-09-0121601.179913810985
2023-10-0120236.097988154772
2023-11-0120904.408545157054
2023-12-0121579.40220772936
2024-01-0123287.857488535017
2024-02-0120562.187449588644
2024-03-0121077.593160187127
2024-04-0121146.03737930081
2024-05-0120202.452008388453
2024-06-0119862.650657940223
2024-07-0123456.43306524094
2024-08-0121772.5209135114
2024-09-0122107.36754776116
2024-10-0122099.99308644252
2024-11-0123849.929712165555
2024-12-0123408.614292627848
2025-01-0122995.18355495126
2025-02-0122721.52190445464
2025-03-0122730.27907727053
2025-04-0123469.91450233909
2025-05-0128738.39098472104
2025-06-0131068.951213329343
2025-07-0130552.393243149818
2025-08-0131347.91325789874
2025-09-0133288.77929619985
2025-10-0132413.062014610656
2025-11-0126732.422280091258
2025-12-0124208.97379761713
2026-01-0126202.38287281359
2026-02-0136515.10612310742
2026-03-0132528.287972714494
2026-04-0133772.72832023598
Annual Return Matrix
YearAnnual Return
2017-0.04180002805371008
2018-0.020547489453442203
2019-0.034389054199105984
20200.404978330612934
20210.390910274514517
20220.038334977426717876
20230.2986997676918277
20240.0847665782068463
20250.03419081091191911
20260.3950499762018085
Total Factor Risk
0.5717502299506636
VTI.US Exposure
-0.01731009210176802
VEA.US Exposure
0.05389769718356507
VWO.US Exposure
0.0003020137707552562
QQQ.US Exposure
0.06415133482509988
VTV.US Exposure
0.020984540329904194
IJR.US Exposure
0.006752358854716181
QUAL.US Exposure
-0.021135016969001844
SHV.US Exposure
0.779827520539392
TLT.US Exposure
-0.006387029036958871
LQD.US Exposure
0.014631713505798151
HYG.US Exposure
-0.0025696384660473586
GLD.US Exposure
0.014776299904491181
USO.US Exposure
0.004969233191867954
VNQ.US Exposure
-0.006210302137473023
BTC-USD.CC Exposure
-0.000006061790587258327
CPER.US Exposure
-0.004747856514316991
VIX.INDX Exposure
-0.001687755340463365
UUP.US Exposure
-0.002013550009972391
TIP.US Exposure
0.013221075143078366
Idiosyncratic Exposure
0.08855351511792062
Value Score
3
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
12.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
57.2%

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 →117.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.03%
Market Cap$27.1B
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
$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 →
+2.2%
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 →
+11.4%
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 →
8.1% 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 →
0.22
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Ajinomoto Co Inc ADR a high-risk investment?

Ajinomoto Co Inc ADR (AJINY.US) has an annualized volatility of 57.2% and experienced a maximum drawdown of 36.9% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, AJINY.US has generated a Compound Annual Growth Rate (CAGR) of 12.3%. 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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