Alico Inc

10-Year Study

ALCO.US · Consumer Defensive · US · Common Stock

Executive Summary: Alico Inc has compounded at 5.2% annually over the last 10 years, with a maximum drawdown of 43.2% and an annualized volatility of 50.2%.

1Y CAGR
+37.3%
3Y CAGR
+24.4%
5Y CAGR
+8.5%
10Y CAGR
+5.2%

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 →
43.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.20
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.33
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
25.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +41.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -32.6%
% 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.
202613.7-0.1-0.24.2————————18.2%
202519.1-4.91.8-4.413.01.5-1.24.82.61.6-1.24.641.0%
20241.2-5.95.9-4.7-4.1-3.013.7-0.5-4.4-12.49.3-3.1-10.2%
202311.0-2.9-5.8-2.6-1.710.21.7-9.26.3-2.114.44.222.8%
2022-2.9-9.016.45.66.3-14.42.3-6.8-15.58.41.0-22.7-32.6%
2021-4.3-0.21.40.46.812.96.2-1.3-7.04.0-2.27.825.3%
20200.4-9.5-4.4-5.69.5-2.6-3.17.1-11.20.97.30.7-12.1%
20190.32.2-9.92.1-7.218.05.1-6.414.2-3.43.16.122.5%
2018-8.8-1.12.518.8-2.81.10.90.94.8-2.1-0.2-10.60.8%
2017-0.7-5.03.413.40.04.7-3.56.06.9-3.7-2.6-7.89.5%
2016———4.75.3-0.4-2.2-5.1-4.1-2.64.4-0.3-1.0%

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 50.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 41.8% of variance. Idiosyncratic stock-specific factors contribute 10.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110470.82741431962
2016-05-0111028.589899539804
2016-06-0110979.763352869622
2016-07-0110736.608851725516
2016-08-0110192.158830884917
2016-09-019771.051131772132
2016-10-019512.755297340058
2016-11-019931.098427172738
2016-12-019897.328150120364
2017-01-019824.42858479572
2017-02-019332.292721101745
2017-03-019645.83740930086
2017-04-0110942.888251856515
2017-05-0110942.888251856515
2017-06-0111457.94877465783
2017-07-0111055.25736013406
2017-08-0111714.160549171056
2017-09-0112523.28617970551
2017-10-0112064.87806122883
2017-11-0111753.20477377317
2017-12-0110839.408297110387
2018-01-019884.100749410933
2018-02-019773.858232887316
2018-03-0110016.417288340323
2018-04-0111894.495529904132
2018-05-0111563.087470972023
2018-06-0111695.191350726018
2018-07-0111805.859185600422
2018-08-0111916.569552309904
2018-09-0112492.237940098163
2018-10-0112233.516787315306
2018-11-0112215.057970891212
2018-12-0110924.642094607812
2019-01-0110961.644791126157
2019-02-0111206.07524732262
2019-03-0110098.886516557644
2019-04-0110310.439864238384
2019-05-019564.431476960504
2019-06-0111283.31305982528
2019-07-0111863.447290296786
2019-08-0111101.064146513667
2019-09-0112674.444321574698
2019-10-0112238.578075689653
2019-11-0112614.857220629641
2019-12-0113383.322416828996
2020-01-0113443.079645114367
2020-02-0112165.63597852993
2020-03-0111627.565732951112
2020-04-0110979.508161859152
2020-05-0112020.900143757603
2020-06-0111708.801537951154
2020-07-0111340.560909841015
2020-08-0112144.71031567128
2020-09-0110789.433390893082
2020-10-0110887.426738914077
2020-11-0111682.899650388314
2020-12-0111761.838736294114
2021-01-0111261.324101089665
2021-02-0111238.569569322639
2021-03-0111392.662407812248
2021-04-0111434.641329034781
2021-05-0112209.14604581529
2021-06-0113782.228498030776
2021-07-0114637.841424306094
2021-08-0114452.01983684788
2021-09-0113443.84521814578
2021-10-0113977.832407557058
2021-11-0113671.603194991449
2021-12-0114737.961364081017
2022-01-0114316.045560101735
2022-02-0113026.522852354987
2022-03-0115157.495385295892
2022-04-0116008.98272356859
2022-05-0117017.88038346702
2022-06-0114568.642128633282
2022-07-0114899.83752839
2022-08-0113881.710460279517
2022-09-0111733.937852482582
2022-10-0112722.845549894095
2022-11-0112851.631946511963
2022-12-019939.222007672743
2023-01-0111034.289165440332
2023-02-0110717.852312455874
2023-03-0110097.653093340365
2023-04-019830.59570088211
2023-05-019659.532660196157
2023-06-0110644.229705934891
2023-07-0110828.179892649647
2023-08-019837.315730824523
2023-09-0110456.02633571228
2023-10-0110238.178276439916
2023-11-0111712.75699861346
2023-12-0112202.383484037802
2024-01-0112353.456562236835
2024-02-0111627.523201116035
2024-03-0112307.777371362465
2024-04-0111731.896324398811
2024-05-0111252.69013856872
2024-06-0110911.967607754403
2024-07-0112402.878554598115
2024-08-0112339.676247671381
2024-09-0111800.62776988576
2024-10-0110340.85012631955
2024-11-0111307.003291964034
2024-12-0110961.176940940293
2025-01-0113057.868814807882
2025-02-0112415.340382276132
2025-03-0112635.102374127035
2025-04-0112084.655364540358
2025-05-0113655.568693166833
2025-06-0113859.593906038668
2025-07-0113689.934415910308
2025-08-0114351.517110557252
2025-09-0114721.288884730222
2025-10-0114954.873722981652
2025-11-0114778.621798416114
2025-12-0115451.815684039502
2026-01-0117569.901070951608
2026-02-0117557.141520428042
2026-03-0117527.326704037972
2026-04-0118263.169982732074
Annual Return Matrix
YearAnnual Return
20170.09518529977997803
20180.007863325668814314
20190.22505820336528348
2020-0.12115703634965325
20210.2530320891582474
2022-0.32560401251313076
20230.22770006290411615
2024-0.10171836876960616
20250.40968581816488636
20260.18194329755023397
Total Factor Risk
0.50246684333073
VTI.US Exposure
-0.054162650561400134
VEA.US Exposure
0.07004711530220653
VWO.US Exposure
-0.016912772649196356
QQQ.US Exposure
0.05111544056920202
VTV.US Exposure
0.05999490973266946
IJR.US Exposure
0.04002719196374019
QUAL.US Exposure
0.005257635330417684
SHV.US Exposure
0.41830750226255475
TLT.US Exposure
0.000022088491469464358
LQD.US Exposure
0.28800479625798825
HYG.US Exposure
-0.0024356378019160852
GLD.US Exposure
-0.0007338856548407591
USO.US Exposure
0.001076822641427615
VNQ.US Exposure
0.029285881966516686
BTC-USD.CC Exposure
0.0018784915102443114
CPER.US Exposure
0.008200264667365629
VIX.INDX Exposure
-0.003195996704951583
UUP.US Exposure
0.00433580011508787
TIP.US Exposure
0.0003432266935809982
Idiosyncratic Exposure
0.09954377586783353
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
5.9
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
50.2%

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 →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.49%
Market Cap$322.8M
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
$21
Avg Yield on Cost
0.21%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$21.270.21%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 →
+5.2%
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 →
+18.6%
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 →
3.4% 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 →
1.02
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Alico Inc a high-risk investment?

Alico Inc (ALCO.US) has an annualized volatility of 50.2% and experienced a maximum drawdown of 43.2% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ALCO.US has generated a Compound Annual Growth Rate (CAGR) of 5.2%. 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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