Alexander & Baldwin Holdings Inc

10-Year Study

ALEX.US · Real Estate · US · Common Stock

Executive Summary: Alexander & Baldwin Holdings Inc has compounded at 1.4% annually over the last 10 years, with a maximum drawdown of 61.0% and an annualized volatility of 24.5%.

1Y CAGR
+26.1%
3Y CAGR
+10.0%
5Y CAGR
+6.5%
10Y CAGR
+1.4%

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 →
61.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.08
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 →
31.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +50.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -33.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.50.20.2—————————1.0%
20250.61.5-3.6-0.34.20.80.87.6-4.8-12.2-2.134.322.8%
2024-8.9-6.12.70.02.02.316.20.4-1.9-3.15.7-8.7-1.8%
20236.9-6.72.51.7-4.72.63.3-6.2-5.9-5.66.014.96.6%
2022-8.5-2.34.2-8.6-3.8-11.010.9-5.9-10.417.51.4-4.1-22.1%
2021-12.015.5-3.19.24.8-3.89.34.313.24.6-10.214.750.8%
20204.3-14.0-39.717.1-13.26.8-3.02.5-7.414.621.810.8-16.4%
201925.4-0.511.7-7.2-1.70.11.8-1.87.1-4.1-7.0-3.317.5%
2018-4.4-17.15.2-1.0-6.910.31.9-2.0-3.3-13.96.1-11.3-33.7%
2017-0.80.9-0.73.3-12.93.41.33.76.8-2.4-0.6-4.5-3.9%
2016———4.3-1.4-4.09.02.0-4.38.85.61.822.9%

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 24.5%. The dominant macroeconomic risk driver is IJR.US, accounting for 19.9% of variance. Idiosyncratic stock-specific factors contribute 34.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110425.297128090217
2016-05-0110283.475117809669
2016-06-019868.424756639284
2016-07-0110758.598557570502
2016-08-0110974.231070224134
2016-09-0110506.595652443179
2016-10-0111428.185365139598
2016-11-0112072.887167331955
2016-12-0112292.066637765529
2017-01-0112196.186175872805
2017-02-0112300.736979005387
2017-03-0112215.666293203914
2017-04-0112624.467252571545
2017-05-0110997.93375634089
2017-06-0111371.659244329088
2017-07-0111522.8272068552
2017-08-0111946.4916083483
2017-09-0112753.002246406593
2017-10-0112452.974658957195
2017-11-0112375.391995135598
2017-12-0111813.227337473327
2018-01-0111293.682474087504
2018-02-019364.587849136062
2018-03-019850.070657651013
2018-04-019752.107061824037
2018-05-019074.975931357922
2018-06-0110007.600623814162
2018-07-0110199.248945765326
2018-08-019994.820315622943
2018-09-019662.644904485494
2018-10-018321.219252661625
2018-11-018827.98380785623
2018-12-017827.235005658242
2019-01-019811.72973307735
2019-02-019764.887370015258
2019-03-0110904.75573847098
2019-04-0110124.650230552255
2019-05-019957.098701137842
2019-06-019970.047912080487
2019-07-0110147.001694657605
2019-08-019960.251552497788
2019-09-0110665.13903511488
2019-10-0110230.045547441969
2019-11-019512.434057550798
2019-12-019196.52961146737
2020-01-019591.42424430094
2020-02-018248.816273217091
2020-03-014977.169978098943
2020-04-015828.833951705073
2020-05-015061.452451060428
2020-06-015407.421586897651
2020-07-015243.304413428896
2020-08-015371.952009098228
2020-09-014972.72220564473
2020-10-015700.186356035739
2020-11-016942.297190021225
2020-12-017689.691865080483
2021-01-016767.651745046926
2021-02-017819.465479092654
2021-03-017578.610155559434
2021-04-018273.701278593828
2021-05-018670.904249030216
2021-06-018339.854856235608
2021-07-019113.767263268719
2021-08-019505.28384107377
2021-09-0110755.502007127696
2021-10-0111255.623054099551
2021-11-0110108.49186733252
2021-12-0111599.340153251096
2022-01-0110610.02043723292
2022-02-0110369.615521036836
2022-03-0110806.229133472583
2022-04-019878.896727227688
2022-05-019506.1283548309
2022-06-018455.891046465145
2022-07-019379.226087592966
2022-08-018823.36713265059
2022-09-017909.378043768333
2022-10-019292.804179780089
2022-11-019421.620678200848
2022-12-019039.5063535585
2023-01-019662.081895314073
2023-02-019010.5113812304
2023-03-019238.079688318123
2023-04-019394.42733522129
2023-05-018949.87529346853
2023-06-019184.93162253613
2023-07-019491.433815456854
2023-08-018903.14553224072
2023-09-018377.576470720707
2023-10-017911.855284122577
2023-11-018387.598033971972
2023-12-019638.660713783027
2024-01-018777.144079677057
2024-02-018239.977029225805
2024-03-018460.901828090779
2024-04-018460.901828090779
2024-05-018630.423889605161
2024-06-018830.179543624765
2024-07-0110261.968167461448
2024-08-0110303.630846146483
2024-09-0110110.237195763919
2024-10-019799.568734974691
2024-11-0110363.02831373123
2024-12-019461.312824785915
2025-01-019519.978380447817
2025-02-019658.647539368416
2025-03-019308.23063107698
2025-04-019281.206190848847
2025-05-019675.59411542814
2025-06-019752.951575581166
2025-07-019834.982011856971
2025-08-0110578.94233097057
2025-09-0110069.869438173148
2025-10-018840.876717881734
2025-11-018652.662751876227
2025-12-0111620.509298096465
2026-01-0111676.810215238405
2026-02-0111704.960673809375
2026-03-0111733.111132380345
Annual Return Matrix
YearAnnual Return
2017-0.038955150049466925
2018-0.3374177282757371
20190.17493975903614456
2020-0.16384851787004262
20210.5084271719553088
2022-0.22068788102356995
20230.06628175663471536
2024-0.018399640184814214
20250.22821319972150977
20260.009689922480620172
Total Factor Risk
0.24488374019885795
VTI.US Exposure
0.05112376866236515
VEA.US Exposure
0.009365582771245315
VWO.US Exposure
-0.027645173551746022
QQQ.US Exposure
-0.07526302169746037
VTV.US Exposure
-0.08008089765139756
IJR.US Exposure
0.1986677498027564
QUAL.US Exposure
0.05270467545393803
SHV.US Exposure
0.11632353045029328
TLT.US Exposure
-0.0011084930394557049
LQD.US Exposure
-0.05221345296551277
HYG.US Exposure
0.14272174477591393
GLD.US Exposure
-0.0009249270562389871
USO.US Exposure
0.00007360532779148879
VNQ.US Exposure
0.11159899648307903
BTC-USD.CC Exposure
0.004375674522574564
CPER.US Exposure
-0.0018333357148414557
VIX.INDX Exposure
0.01843069388216175
UUP.US Exposure
0.12481183388433194
TIP.US Exposure
0.06418148627124436
Idiosyncratic Exposure
0.3446899593889576
Value Score
40.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
59
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
24.5%

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 →23.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.92%
Market Cap$1.5B
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 →
+0.4%
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 →
+14.1%
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 →
0.95
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Alexander & Baldwin Holdings Inc a high-risk investment?

Alexander & Baldwin Holdings Inc (ALEX.US) has an annualized volatility of 24.5% and experienced a maximum drawdown of 61.0% over the last 10 years. Its primary macro risk driver is IJR.US.

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

Over the past 10 years, ALEX.US has generated a Compound Annual Growth Rate (CAGR) of 1.4%. It has had a positive return in 50% 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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