Alamo Group Inc

10-Year Study

ALG.US · Industrials · US · Common Stock

Executive Summary: Alamo Group Inc has compounded at 11.2% annually over the last 10 years, with a maximum drawdown of 34.2% and an annualized volatility of 35.9%.

1Y CAGR
-16.0%
3Y CAGR
+0.9%
5Y CAGR
+2.3%
10Y CAGR
+11.2%

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 →
34.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.42
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.74
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
28.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +63.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -31.2%
% 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.
202616.69.3-22.71.8————————0.2%
2025-0.0-5.71.8-6.118.610.32.1-5.0-9.7-6.2-10.34.7-9.1%
20241.1-4.712.9-14.8-2.3-8.911.6-3.8-2.8-5.717.9-7.0-11.1%
202310.716.61.0-3.9-5.810.55.5-11.40.7-7.114.614.449.2%
2022-4.2-1.23.4-12.0-7.0-1.011.31.0-6.524.5-1.0-5.9-3.3%
20211.39.32.30.8-2.0-1.0-3.85.6-10.08.5-5.93.57.1%
2020-0.7-11.1-19.911.05.0-0.70.67.6-2.611.512.81.610.4%
201911.611.54.13.8-8.45.3-1.916.63.1-9.07.29.463.2%
20182.0-3.4-1.1-0.3-15.8-2.03.02.5-3.9-6.3-3.4-6.6-31.2%
2017-0.5-0.61.43.97.76.72.5-1.317.0-1.711.8-4.349.0%
2016———1.59.27.01.9-3.41.7-1.312.64.137.2%

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 35.9%. The dominant macroeconomic risk driver is IJR.US, accounting for 25.0% of variance. Idiosyncratic stock-specific factors contribute 20.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110147.71140829292
2016-05-0111082.643956753936
2016-06-0111861.156187953748
2016-07-0112086.303209828033
2016-08-0111670.410301071328
2016-09-0111863.045322220185
2016-10-0111704.584739951222
2016-11-0113173.9722637307
2016-12-0113720.253219557075
2017-01-0113653.037822357148
2017-02-0113566.38323355556
2017-03-0113754.125396954338
2017-04-0114291.3385083018
2017-05-0115388.585472935316
2017-06-0116415.329946745303
2017-07-0116831.128398788685
2017-08-0116604.923461725197
2017-09-0119429.727038989844
2017-10-0119108.989823233707
2017-11-0121364.030505740135
2017-12-0120443.908769928006
2018-01-0120855.324430473247
2018-02-0120151.867503679092
2018-03-0119925.24695707698
2018-04-0119866.5515554187
2018-05-0116734.21581092033
2018-06-0116398.478869088663
2018-07-0116898.287121960617
2018-08-0117316.201404382413
2018-09-0116645.72876188029
2018-10-0115595.63458853711
2018-11-0115066.204710367381
2018-12-0114067.38164101537
2019-01-0115693.208373398722
2019-02-0117498.86179660447
2019-03-0118209.45965092577
2019-04-0118906.36128181538
2019-05-0117317.448232998264
2019-06-0118229.56003952069
2019-07-0117879.57902532007
2019-08-0120854.94660361996
2019-09-0121501.521697651617
2019-10-0119574.925898708396
2019-11-0120990.11416038372
2019-12-0122955.663907900926
2020-01-0122798.2423494785
2020-02-0120274.245621459053
2020-03-0116249.407284123905
2020-04-0118042.51685580049
2020-05-0118936.94636558904
2020-06-0118812.320178032012
2020-07-0118922.910097989396
2020-08-0120352.55023680298
2020-09-0119825.84071197692
2020-10-0122107.650427038803
2020-11-0124935.17435764712
2020-12-0125344.889797352567
2021-01-0125669.8208911802
2021-02-0128067.81236362812
2021-03-0128715.12422002369
2021-04-0128943.104943297636
2021-05-0128378.045992862848
2021-06-0128101.96791116535
2021-07-0127040.104431342246
2021-08-0128558.193836510545
2021-09-0125706.243399837153
2021-10-0127883.451750566266
2021-11-0126227.417761262543
2021-12-0127142.09879038733
2022-01-0126004.537700507986
2022-02-0125683.290418499913
2022-03-0126547.34264928411
2022-04-0123374.73056222525
2022-05-0121746.051237099575
2022-06-0121524.210200191555
2022-07-0123961.816818206717
2022-08-0124211.787064342025
2022-09-0122639.762875866876
2022-10-0128196.670211941975
2022-11-0127903.722161245165
2022-12-0126253.6011621954
2023-01-0129051.730163617918
2023-02-0133864.2997073731
2023-03-0134192.933504362954
2023-04-0132854.3307458491
2023-05-0130945.11498215713
2023-06-0134189.098561802086
2023-07-0136061.72179475312
2023-08-0131946.69618753813
2023-09-0132171.899883440416
2023-10-0129871.973370763382
2023-11-0134232.56754127286
2023-12-0139168.988727535834
2024-01-0139609.83709995221
2024-02-0137745.77164522814
2024-03-0142604.64386985376
2024-04-0136313.97789335081
2024-05-0135493.82914291867
2024-06-0132319.78131381732
2024-07-0136057.28232922698
2024-08-0134687.73555142885
2024-09-0133701.73970374596
2024-10-0131767.03951879972
2024-11-0137465.027401892534
2024-12-0134834.33237050457
2025-01-0134826.45468061352
2025-02-0132840.76676181606
2025-03-0133446.98994791657
2025-04-0131394.76672025511
2025-05-0137234.51523870156
2025-06-0141058.74640828348
2025-07-0141905.588625900404
2025-08-0139812.01224914658
2025-09-0135941.13835452627
2025-10-0133703.13766310313
2025-11-0130242.69707920951
2025-12-0131657.035230464935
2026-01-0136896.681357834146
2026-02-0140338.68399128731
2026-03-0131165.04799345604
2026-04-0131731.788273387952
Annual Return Matrix
YearAnnual Return
20170.49005331335918223
2018-0.31190352102784746
20190.6318362929012002
20200.10408001698566904
20210.07091011274479864
2022-0.03273503773800279
20230.4919472755584595
2024-0.11066551621191068
2025-0.09121165596760406
20260.002361340611299001
Total Factor Risk
0.3585329850558366
VTI.US Exposure
-0.1643385630961975
VEA.US Exposure
0.10801349887019304
VWO.US Exposure
-0.018288381470737282
QQQ.US Exposure
0.1886054623439011
VTV.US Exposure
0.14578981331208862
IJR.US Exposure
0.24959142815196764
QUAL.US Exposure
-0.07462886705175001
SHV.US Exposure
0.23535926365720086
TLT.US Exposure
0.02065338436150722
LQD.US Exposure
-0.00673272687047884
HYG.US Exposure
0.06445053870770884
GLD.US Exposure
0.030708892308029024
USO.US Exposure
0.018049053509278122
VNQ.US Exposure
-0.04076267108062079
BTC-USD.CC Exposure
0.01484809825795746
CPER.US Exposure
-0.013221852338235977
VIX.INDX Exposure
0.0010980495727261005
UUP.US Exposure
-0.005753459831515612
TIP.US Exposure
0.04269205939233611
Idiosyncratic Exposure
0.20386697929464204
Value Score
42.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
8.5
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
35.9%

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 →19.6x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.71%
Market Cap$2.0B
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
$64
Avg Yield on Cost
0.64%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$64.230.64%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 →
-9.1%
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 →
-12.1%
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 →
27.5% 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 →
1.20
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Alamo Group Inc a high-risk investment?

Alamo Group Inc (ALG.US) has an annualized volatility of 35.9% and experienced a maximum drawdown of 34.2% over the last 10 years. Its primary macro risk driver is IJR.US.

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

Over the past 10 years, ALG.US has generated a Compound Annual Growth Rate (CAGR) of 11.2%. 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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