Akzo Nobel NV ADR

10-Year Study

AKZOY.US · Basic Materials · US · Common Stock

Executive Summary: Akzo Nobel NV ADR has compounded at 2.5% annually over the last 10 years, with a maximum drawdown of 54.5% and an annualized volatility of 29.7%.

1Y CAGR
-10.4%
3Y CAGR
-4.5%
5Y CAGR
-11.7%
10Y CAGR
+2.5%

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 →
54.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.07
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.11
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
26.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +52.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -37.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.31.0-18.47.0————————-11.6%
2025-4.67.9-0.35.68.52.5-10.110.13.1-6.7-2.07.120.2%
2024-7.6-5.32.7-9.76.4-12.91.43.410.3-8.1-9.32.6-25.7%
202311.5-1.76.58.3-8.88.24.3-4.6-11.3-6.014.18.027.7%
2022-5.9-9.0-9.02.41.5-25.03.0-6.3-10.110.915.0-7.1-37.6%
2021-5.72.27.78.37.0-3.3-0.2-0.2-11.76.6-8.94.63.9%
2020-8.0-15.0-18.118.68.98.54.06.32.4-4.610.22.08.8%
20196.311.1-2.4-2.1-1.211.60.6-5.1-0.84.63.66.536.0%
20187.33.6-2.3-2.7-2.4-3.18.51.4-0.1-9.70.3-5.0-5.6%
20179.8-1.723.47.5-4.44.04.20.51.1-1.11.50.652.0%
2016———6.3-4.5-6.92.84.20.3-4.3-3.80.1-6.4%

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 29.7%. The dominant macroeconomic risk driver is VEA.US, accounting for 72.2% of variance. Idiosyncratic stock-specific factors contribute 20.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110632.842404116707
2016-05-0110149.877056452637
2016-06-019451.38026312454
2016-07-019711.906512205633
2016-08-0110116.226013333671
2016-09-0110147.659002763061
2016-10-019715.265279221272
2016-11-019349.096301553904
2016-12-019358.095262237319
2017-01-0110273.5810793683
2017-02-0110097.277497528454
2017-03-0112459.377930999517
2017-04-0113388.552308043296
2017-05-0112801.084945119015
2017-06-0113315.103044437123
2017-07-0113870.440315343862
2017-08-0113943.889578950037
2017-09-0114090.788106162387
2017-10-0113930.201019037238
2017-11-0114134.071839590357
2017-12-0114222.223630510278
2018-01-0115266.673426449339
2018-02-0115813.328601485462
2018-03-0115452.229460822833
2018-04-0115032.44695683034
2018-05-0114678.762452787145
2018-06-0114217.850896093689
2018-07-0115420.22611473041
2018-08-0115630.624350427133
2018-09-0115608.06357575604
2018-10-0114087.302593221626
2018-11-0114122.601333367133
2018-12-0113422.1399781997
2019-01-0114267.408552815026
2019-02-0115846.029050166037
2019-03-0115458.820248928998
2019-04-0115130.92854064742
2019-05-0114952.216786230323
2019-06-0116691.234251818805
2019-07-0116792.63099191361
2019-08-0115928.413901493066
2019-09-0115805.723845978353
2019-10-0116536.540850211666
2019-11-0117137.69677304875
2019-12-0118252.680676316257
2020-01-0116783.885523080433
2020-02-0114264.430023574743
2020-03-0111686.037668888946
2020-04-0113854.153463966133
2020-05-0115081.751121701436
2020-06-0116369.616466830592
2020-07-0117027.23769930797
2020-08-0118101.34604172476
2020-09-0118534.31012192958
2020-10-0117677.951278866385
2020-11-0119473.814291870516
2020-12-0119864.95221678623
2021-01-0118730.132576237673
2021-02-0119150.168572080405
2021-03-0120630.687723389692
2021-04-0122333.70934624452
2021-05-0123888.24811782301
2021-06-0123099.761717660775
2021-07-0123055.020406093943
2021-08-0123004.7022738219
2021-09-0120303.873355471624
2021-10-0121639.141676595096
2021-11-0119718.370554386674
2021-12-0120633.856371517653
2022-01-0119420.70774924586
2022-02-0117668.508707445053
2022-03-0116079.114806458972
2022-04-0116471.26669877563
2022-05-0116717.534031280895
2022-06-0112536.692945321807
2022-07-0112914.712666987758
2022-08-0112095.680498871961
2022-09-0110870.110775938552
2022-10-0112049.861846941621
2022-11-0113852.252275089357
2022-12-0112866.105604704808
2023-01-0114348.209080078073
2023-02-0114100.230677583717
2023-03-0115022.941012446448
2023-04-0116274.050039291236
2023-05-0114838.969302136935
2023-06-0116056.42728586276
2023-07-0116750.424598849146
2023-08-0115979.936120053739
2023-09-0114168.483358260031
2023-10-0113321.503713655607
2023-11-0115206.215620167812
2023-12-0116427.032370909274
2024-01-0115171.613982610459
2024-02-0114372.164059925472
2024-03-0114757.091434510381
2024-04-0113321.567086618164
2024-05-0114177.672437831123
2024-06-0112350.059570584806
2024-07-0112520.089229131283
2024-08-0112942.026413850796
2024-09-0114268.73938502877
2024-10-0113109.014170194429
2024-11-0111892.253289056756
2024-12-0112204.238383735961
2025-01-0111647.570280615479
2025-02-0112565.210778473473
2025-03-0112522.370655783414
2025-04-0113218.966260234734
2025-05-0114338.322897918832
2025-06-0114696.82374711653
2025-07-0113206.355040685441
2025-08-0114545.869350300387
2025-09-0114992.39524449289
2025-10-0113986.15934497706
2025-11-0113701.234505310655
2025-12-0114670.840832467236
2026-01-0114708.864610002789
2026-02-0114854.622423889072
2026-03-0112123.247737585236
2026-04-0112966.108139623311
Annual Return Matrix
YearAnnual Return
20170.5197776077254905
2018-0.0562558762326163
20190.35989348240759966
20200.08833067148114715
20210.03870656955729723
2022-0.37645656860998666
20230.2767680349912818
2024-0.257063716185979
20250.2021103137430027
2026-0.11619870410367161
Total Factor Risk
0.29748508150810793
VTI.US Exposure
-0.023010503220921536
VEA.US Exposure
0.7224294663171992
VWO.US Exposure
-0.03268783798321869
QQQ.US Exposure
-0.024302002522432798
VTV.US Exposure
0.030082942351860827
IJR.US Exposure
0.06131187045487595
QUAL.US Exposure
0.02261064342308055
SHV.US Exposure
0.0862468654703226
TLT.US Exposure
-0.022010540591187146
LQD.US Exposure
0.008320268413083138
HYG.US Exposure
0.039858697274433204
GLD.US Exposure
-0.023694357281798677
USO.US Exposure
0.03114852695952928
VNQ.US Exposure
-0.0747032631039314
BTC-USD.CC Exposure
0.0021209988169155307
CPER.US Exposure
0.030152748281108508
VIX.INDX Exposure
-0.05501934574665247
UUP.US Exposure
0.02093077754619544
TIP.US Exposure
-0.0001049888083811198
Idiosyncratic Exposure
0.2003190339499199
Value Score
44.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
48
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
29.7%

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 →13.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.00%
Market Cap$9.7B
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 →
-2.7%
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 →
-8.1%
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 →
15.4% 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 →
1.16
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Akzo Nobel NV ADR a high-risk investment?

Akzo Nobel NV ADR (AKZOY.US) has an annualized volatility of 29.7% and experienced a maximum drawdown of 54.5% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, AKZOY.US has generated a Compound Annual Growth Rate (CAGR) of 2.5%. It has had a positive return in 60% 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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