Align Technology Inc

10-Year Study

ALGN.US · Healthcare · US · Common Stock

Executive Summary: Align Technology Inc has compounded at 9.0% annually over the last 10 years, with a maximum drawdown of 82.3% and an annualized volatility of 81.0%.

1Y CAGR
+2.5%
3Y CAGR
-13.5%
5Y CAGR
-21.0%
10Y CAGR
+9.0%

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 →
82.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.40
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.56
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
48.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +131.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -67.9%
% 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.
20264.416.6-9.87.9————————18.5%
20255.1-14.6-15.19.14.44.6-31.910.0-11.810.16.86.1-25.1%
2024-2.413.18.4-13.9-8.9-6.1-4.02.37.2-19.413.5-10.4-23.9%
202327.914.78.0-2.6-13.125.16.9-2.1-17.5-39.515.828.229.9%
2022-24.73.3-14.8-33.5-4.2-14.818.7-13.3-15.0-6.21.27.2-67.9%
2021-1.77.9-4.510.0-0.93.513.91.9-6.1-6.2-2.17.523.0%
2020-7.9-15.1-20.323.514.311.77.11.110.230.213.011.091.5%
201918.94.09.814.2-12.4-3.7-23.6-12.4-1.239.49.90.633.2%
201817.90.2-4.3-0.532.93.14.28.41.2-43.53.9-8.9-5.7%
2017-4.612.111.617.47.93.411.45.75.428.39.2-14.8131.1%
2016———-0.79.22.210.74.20.9-8.48.33.332.2%

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 81.0%. The dominant macroeconomic risk driver is SHV.US, accounting for 54.0% of variance. Idiosyncratic stock-specific factors contribute 12.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019931.214747558124
2016-05-0110844.682899986243
2016-06-0111081.3041683863
2016-07-0112264.410510386575
2016-08-0112780.299903700647
2016-09-0112897.234832851836
2016-10-0111820.057779612052
2016-11-0112800.935479433208
2016-12-0113224.65263447517
2017-01-0112613.839592791304
2017-02-0114136.745081854451
2017-03-0115780.712615215298
2017-04-0118519.74136745082
2017-05-0119975.237309120923
2017-06-0120652.08419314899
2017-07-0123005.91553171
2017-08-0124314.211033154494
2017-09-0125625.25794469666
2017-10-0132876.59925711927
2017-11-0135889.393314073466
2017-12-0130566.79048012106
2018-01-0136043.47227954327
2018-02-0136115.008942082815
2018-03-0134548.08089145687
2018-04-0134371.99064520567
2018-05-0145666.52909616179
2018-06-0147068.37254092722
2018-07-0149064.52056679048
2018-08-0153169.62443252167
2018-09-0153820.332920621826
2018-10-0130430.595680286147
2018-11-0131626.083367725958
2018-12-0128811.390837804378
2019-01-0134248.17719081029
2019-02-0135626.6336497455
2019-03-0139115.42165359746
2019-04-0144666.39152565691
2019-05-0139118.17306369515
2019-06-0137653.04718668317
2019-07-0128763.241161095062
2019-08-0125190.535149264
2019-09-0124889.255743568578
2019-10-0134707.662677122025
2019-11-0138153.80382446003
2019-12-0138387.67368276242
2020-01-0135369.37680561288
2020-02-0130038.51974136745
2020-03-0123930.389324528824
2020-04-0129557.022974274318
2020-05-0133790.067409547395
2020-06-0137754.84936029715
2020-07-0140420.96574494429
2020-08-0140855.68854037695
2020-09-0145035.08047874537
2020-10-0158616.040720869445
2020-11-0166211.30829550145
2020-12-0173514.9263997799
2021-01-0172276.79185582612
2021-02-0178017.60902462513
2021-03-0174498.55550969872
2021-04-0181927.36277342138
2021-05-0181187.2334571468
2021-06-0184055.57848397305
2021-07-0195721.5572981153
2021-08-0197537.48796258084
2021-09-0191543.5410647957
2021-10-0185894.89613426881
2021-11-0184128.49085156144
2021-12-0190408.58439950475
2022-01-0168091.89709726235
2022-02-0170361.81042784426
2022-03-0159980.74012931627
2022-04-0139883.06507084881
2022-05-0138195.07497592516
2022-06-0132558.811390837804
2022-07-0138653.184757188064
2022-08-0133525.932040170585
2022-09-0128492.227266474074
2022-10-0126729.949098913195
2022-11-0127054.615490438853
2022-12-0129013.619479983492
2023-01-0137106.892282294684
2023-02-0142578.07126152153
2023-03-0145967.8085018572
2023-04-0144751.685238684826
2023-05-0138885.67891044161
2023-06-0148650.43334709038
2023-07-0151986.51809052139
2023-08-0150920.34667767231
2023-09-0142003.02655110744
2023-10-0125394.139496491953
2023-11-0129412.573944146377
2023-12-0137694.3183381483
2024-01-0136775.34736552483
2024-02-0141604.072086944565
2024-03-0145112.11996148027
2024-04-0138847.159169074155
2024-05-0135384.50956115009
2024-06-0133213.64699408447
2024-07-0131899.84867244463
2024-08-0132634.47516852387
2024-09-0134986.93080203605
2024-10-0128206.080616315867
2024-11-0132022.28642179117
2024-12-0128684.825973311323
2025-01-0130143.073325079105
2025-02-0125729.81152840831
2025-03-0121854.45040583299
2025-04-0123840.968496354384
2025-05-0124892.007153666254
2025-06-0126046.223689640945
2025-07-0117747.970835052965
2025-08-0119529.508873297567
2025-09-0117226.578621543544
2025-10-0118968.221213371853
2025-11-0120249.002613839595
2025-12-0121481.63433759802
2026-01-0122428.11941119824
2026-02-0126152.15297840143
2026-03-0123583.711652221762
2026-04-0125453.294813591965
Annual Return Matrix
YearAnnual Return
20171.3113492146052224
2018-0.05742832710743051
20190.3323783603113213
20200.9150659403669723
20210.22979901942437952
2022-0.6790833561581302
20230.29919393077287815
2024-0.23901459854014606
2025-0.2511150544338401
20260.18488632724943965
Total Factor Risk
0.8101673482407435
VTI.US Exposure
0.13370962624974428
VEA.US Exposure
0.06548524001207426
VWO.US Exposure
-0.03161067251025415
QQQ.US Exposure
-0.015479021631608643
VTV.US Exposure
-0.04083627967301899
IJR.US Exposure
0.08689733399706977
QUAL.US Exposure
0.0025635947180258187
SHV.US Exposure
0.5400117086502692
TLT.US Exposure
0.039099633023556464
LQD.US Exposure
-0.005874465393488839
HYG.US Exposure
-0.007953186344163624
GLD.US Exposure
-0.0005595033642673814
USO.US Exposure
-0.0011843944846528832
VNQ.US Exposure
0.004021982077718997
BTC-USD.CC Exposure
-0.0036102969647094905
CPER.US Exposure
0.010807753157604728
VIX.INDX Exposure
-0.009888076616451899
UUP.US Exposure
0.04642859230937856
TIP.US Exposure
0.06145744450255666
Idiosyncratic Exposure
0.1265129882846173
Value Score
37.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
81.0%

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 →30.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$12.2B
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 →
+3.3%
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 →
+16.3%
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 →
10.7% 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 →
1.81
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Align Technology Inc a high-risk investment?

Align Technology Inc (ALGN.US) has an annualized volatility of 81.0% and experienced a maximum drawdown of 82.3% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ALGN.US has generated a Compound Annual Growth Rate (CAGR) of 9.0%. 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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