Air Lease Corporation

10-Year Study

AL.US · Industrials · US · Common Stock

Executive Summary: Air Lease Corporation has compounded at 9.8% annually over the last 10 years, with a maximum drawdown of 52.8% and an annualized volatility of 42.8%.

1Y CAGR
+15.4%
3Y CAGR
+22.2%
5Y CAGR
+8.7%
10Y CAGR
+9.8%

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 →
52.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.32
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.49
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
34.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +59.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -36.5%
% 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.
20260.6-0.00.50.1————————1.2%
2025-4.23.71.3-3.223.21.9-5.38.76.10.30.10.835.3%
2024-0.3-4.128.9-2.3-5.20.24.4-6.8-1.6-2.114.8-4.917.1%
202317.0-3.8-8.62.2-5.510.61.2-3.7-2.8-12.112.08.711.4%
2022-10.04.97.4-9.8-6.6-10.711.0-2.0-14.313.89.4-0.0-11.4%
2021-10.815.77.2-4.70.7-11.01.5-6.2-0.61.81.39.41.1%
2020-9.6-10.7-41.518.115.1-2.3-10.518.5-4.9-7.434.321.9-4.0%
201925.6-1.5-7.712.3-6.615.21.1-0.61.05.25.62.759.4%
20181.1-10.2-2.2-2.26.5-5.34.75.1-0.5-17.02.0-22.0-36.5%
20176.07.0-0.3-1.6-3.21.45.92.75.11.9-0.311.341.2%
2016———-5.1-1.4-10.77.62.0-2.65.918.5-4.17.5%

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 42.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 33.6% of variance. Idiosyncratic stock-specific factors contribute 16.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019489.403221652756
2016-05-019355.524361890046
2016-06-018351.451049521758
2016-07-018984.501100846219
2016-08-019162.268722546854
2016-09-018927.808427367727
2016-10-019452.587442010612
2016-11-0111201.899186425677
2016-12-0110746.036409536557
2017-01-0111387.71912643228
2017-02-0112185.914246437213
2017-03-0112152.870724019484
2017-04-0111961.537484992583
2017-05-0111578.943550346938
2017-06-0111739.844829649941
2017-07-0112437.458514238457
2017-08-0112770.541572813632
2017-09-0113417.991490658223
2017-10-0113679.292846857239
2017-11-0113632.067088143867
2017-12-0115174.231130552742
2018-01-0115341.479958069911
2018-02-0113779.584108641007
2018-03-0113478.746594993778
2018-04-0113184.619346601523
2018-05-0114044.839080584845
2018-06-0113302.792558497193
2018-07-0113933.557492464552
2018-08-0114646.695466399706
2018-09-0114574.514775278658
2018-10-0112103.06967431637
2018-11-0112344.494136679034
2018-12-019632.02356209897
2019-01-0112096.613310989964
2019-02-0111911.700163585387
2019-03-0110993.917235225628
2019-04-0112341.338498423995
2019-05-0111521.996974939879
2019-06-0113278.490516762968
2019-07-0113423.033257525472
2019-08-0113342.763976394375
2019-09-0113471.782427810242
2019-10-0114167.618798898791
2019-11-0114956.854807995735
2019-12-0115356.278813334928
2020-01-0113876.248200016684
2020-02-0112396.18131499436
2020-03-017255.320152196071
2020-04-018569.37144763998
2020-05-019867.100476247473
2020-06-019640.22096722126
2020-07-018629.763834934729
2020-08-0110229.345984903717
2020-09-019729.594446076671
2020-10-019008.65805576412
2020-11-0112094.219378520624
2020-12-0114746.805369663072
2021-01-0113156.581319346966
2021-02-0115224.866429449721
2021-03-0116318.71220941831
2021-04-0115556.063359412688
2021-05-0115672.640616328797
2021-06-0113948.719064770383
2021-07-0114155.90303848065
2021-08-0113280.340373671095
2021-09-0113200.796526621616
2021-10-0113439.065350729243
2021-11-0113620.242512613486
2021-12-0114906.944943180373
2022-01-0113417.266056576604
2022-02-0114074.473062818965
2022-03-0115116.087588911014
2022-04-0113636.637322858063
2022-05-0112732.710185457223
2022-06-0111373.68197695296
2022-07-0112625.6723867144
2022-08-0112370.537220209144
2022-09-0110603.343525682181
2022-10-0112066.797970235439
2022-11-0113205.439304743975
2022-12-0113204.677598958275
2023-01-0115455.84464103708
2023-02-0114874.989571885078
2023-03-0113600.655792409783
2023-04-0113894.311508648987
2023-05-0113134.310493041274
2023-06-0114529.574133922384
2023-07-0114699.688426061944
2023-08-0114151.151445246049
2023-09-0113750.312843447697
2023-10-0112082.539889806563
2023-11-0113533.988400309036
2023-12-0114710.06213342909
2024-01-0114664.468601399361
2024-02-0114064.715974421195
2024-03-0118123.773563005765
2024-04-0117700.99058023845
2024-05-0116784.948693674574
2024-06-0116820.893952418777
2024-07-0117560.54654203709
2024-08-0116374.96962244783
2024-09-0116104.963057269393
2024-10-0115770.719304163627
2024-11-0118099.87051001643
2024-12-0117218.97590470698
2025-01-0116501.086337537225
2025-02-0117115.383917851843
2025-03-0117336.24232400062
2025-04-0116780.01574191957
2025-05-0120673.565544782858
2025-06-0121070.08781379558
2025-07-0119956.981758960017
2025-08-0121689.717334610097
2025-09-0123007.649702390663
2025-10-0123083.56637903205
2025-11-0123108.847756776457
2025-12-0123297.31553118097
2026-01-0123442.402347504685
2026-02-0123438.775177096595
2026-03-0123554.844630155567
2026-04-0123576.607652604125
Annual Return Matrix
YearAnnual Return
20170.4120770256358326
2018-0.3652381145885373
20190.5942941495450984
2020-0.0396888758715821
20210.010859272195097969
2022-0.11419290476422217
20230.11400388409252615
20240.17055765968359182
20250.35300238876647816
20260.011988167522964277
Total Factor Risk
0.42765805300456433
VTI.US Exposure
0.2554245481278352
VEA.US Exposure
0.14753923793641843
VWO.US Exposure
-0.03506511687900652
QQQ.US Exposure
0.058908475512549976
VTV.US Exposure
0.06262221929980354
IJR.US Exposure
0.04755234236415627
QUAL.US Exposure
-0.15232052155875414
SHV.US Exposure
0.3360977620740935
TLT.US Exposure
0.016222051770194038
LQD.US Exposure
-0.01128255902007117
HYG.US Exposure
0.0010650249938882073
GLD.US Exposure
-0.0002475861402963027
USO.US Exposure
0.0009947974874589198
VNQ.US Exposure
0.0036748683957086845
BTC-USD.CC Exposure
0.02791212854662889
CPER.US Exposure
0.013285572977637791
VIX.INDX Exposure
0.02918544214810026
UUP.US Exposure
-0.005797913387829668
TIP.US Exposure
0.037259338572094985
Idiosyncratic Exposure
0.16696988677938904
Value Score
47.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
16.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
42.8%

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 →7.0x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.35%
Market Cap$7.3B
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
$80
Avg Yield on Cost
0.80%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$79.80.80%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 →
+0.5%
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 →
+4.1%
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 →
0.0% 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 →
1.08
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Air Lease Corporation a high-risk investment?

Air Lease Corporation (AL.US) has an annualized volatility of 42.8% and experienced a maximum drawdown of 52.8% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, AL.US has generated a Compound Annual Growth Rate (CAGR) of 9.8%. 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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