Allegiant Travel Company

10-Year Study

ALGT.US · Industrials · US · Common Stock

Executive Summary: Allegiant Travel Company has compounded at -3.9% annually over the last 10 years, with a maximum drawdown of 82.7% and an annualized volatility of 56.7%.

1Y CAGR
+57.4%
3Y CAGR
-3.8%
5Y CAGR
-17.3%
10Y CAGR
-3.9%

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 →
82.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.03
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.06
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
49.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +77.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -63.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
40%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20263.915.3-20.73.9————————-1.2%
20258.8-28.2-29.7-9.118.4-1.1-6.021.3-3.02.322.212.2-9.4%
2024-5.1-6.43.3-27.5-1.5-5.611.6-25.030.818.125.915.016.0%
202326.519.2-10.313.0-6.229.5-2.0-27.8-13.5-13.33.820.623.4%
2022-4.5-2.6-6.7-4.4-3.7-24.32.0-16.3-24.42.810.1-17.7-63.6%
2021-4.139.0-3.2-3.4-6.1-12.4-2.01.21.6-10.3-1.28.0-1.2%
2020-3.4-18.9-39.6-4.135.82.52.614.8-6.812.526.311.29.3%
201929.72.2-2.013.4-4.62.94.4-5.25.911.81.92.577.0%
20182.94.44.2-7.1-5.1-8.2-11.010.8-6.9-10.018.5-25.4-33.9%
20173.41.2-7.6-9.3-5.3-1.0-4.7-8.211.63.612.01.8-5.2%
2016———-9.8-13.09.0-14.37.1-4.54.419.01.8-5.2%

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 56.7%. The dominant macroeconomic risk driver is VTI.US, accounting for 69.3% of variance. Idiosyncratic stock-specific factors contribute 32.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019017.744943300626
2016-05-017845.781978848318
2016-06-018550.107065304808
2016-07-017323.744370275052
2016-08-017844.123220604793
2016-09-017494.018417243043
2016-10-017824.827589673476
2016-11-019311.225772076565
2016-12-019482.178401962361
2017-01-019801.288302235806
2017-02-019920.957656425928
2017-03-019168.585129483672
2017-04-018318.955334164388
2017-05-017876.670067958822
2017-06-017796.182594096831
2017-07-017431.092417966865
2017-08-016822.692566752452
2017-09-017614.818742962843
2017-10-017886.572352018658
2017-11-018833.509681116293
2017-12-018993.322241434775
2018-01-019254.840558147016
2018-02-019664.553844297892
2018-03-0110070.164217066109
2018-04-019352.324020829983
2018-05-018871.485191812772
2018-06-018144.647488740548
2018-07-017244.896805131091
2018-08-018027.70503257198
2018-09-017470.921465336978
2018-10-016725.00804246421
2018-11-017966.764516647901
2018-12-015940.252030722213
2019-01-017705.371863438958
2019-02-017871.367068119671
2019-03-017714.658396332636
2019-04-018752.054598278912
2019-05-018348.65590316873
2019-06-018592.455665916037
2019-07-018972.67572784301
2019-08-018502.04077529355
2019-09-019002.703021955927
2019-10-0110065.627764597071
2019-11-0110252.495677175486
2019-12-0110512.839040131896
2020-01-0110150.40664709667
2020-02-018231.254775213127
2020-03-014967.660497426411
2020-04-014766.039689560881
2020-05-016470.709094016407
2020-06-016632.249527505227
2020-07-016803.503749798938
2020-08-017809.79195150394
2020-09-017275.370204680715
2020-10-018183.885917645166
2020-11-0110335.521553804085
2020-12-0111492.417464211034
2021-01-0111021.76366213608
2021-02-0115315.32742882419
2021-03-0114821.60180754383
2021-04-0114315.72452549461
2021-05-0113449.117590879845
2021-06-0111781.48750402123
2021-07-0111545.862152163421
2021-08-0111686.749788885314
2021-09-0111871.368324754703
2021-10-0110644.031737574393
2021-11-0110519.530621682483
2021-12-0111358.812027505228
2022-01-0110849.899971851375
2022-02-0110572.365841643881
2022-03-019861.832978124496
2022-04-019424.586818401158
2022-05-019075.996260254142
2022-06-016867.8811625382
2022-07-017002.699252050828
2022-08-015860.38030802638
2022-09-014432.026097796364
2022-10-014557.7335833199295
2022-11-015016.851475792182
2022-12-014128.98855959466
2023-01-015224.541830866978
2023-02-016227.795258967347
2023-03-015585.880951423515
2023-04-016310.381313334406
2023-05-015920.504011179025
2023-06-017668.898031606885
2023-07-017512.214492520508
2023-08-015426.4139657391015
2023-09-014694.662819687953
2023-10-014069.197864725752
2023-11-014225.699191732347
2023-12-015096.873994691973
2024-01-014837.127533376226
2024-02-014525.180452790735
2024-03-014676.265682805211
2024-04-013392.3302537397453
2024-05-013342.649187711115
2024-06-013156.03888531446
2024-07-013522.976314942898
2024-08-012643.9601093775127
2024-09-013459.5162457777064
2024-10-014084.6921746823227
2024-11-015142.150554930031
2024-12-015913.72446517613
2025-01-016435.85632137687
2025-02-014618.133746179829
2025-03-013245.2599726556214
2025-04-012948.694104873733
2025-05-013492.188756635033
2025-06-013452.6047530963488
2025-07-013244.6316551391346
2025-08-013937.0375583078653
2025-09-013818.2855476918126
2025-10-013906.8783175164867
2025-11-014775.213125301592
2025-12-015357.663463085089
2026-01-015568.778148624738
2026-02-016418.263430915232
2026-03-015091.885153611067
2026-04-015292.946758886923
Annual Return Matrix
YearAnnual Return
2017-0.05155525869734923
2018-0.3394819098826689
20190.769763132230898
20200.09317924685612322
2021-0.011625529365068221
2022-0.6364946836344889
20230.23441223464962335
20240.16026499209806788
2025-0.09402889927751812
2026-0.012079277588835424
Total Factor Risk
0.5672121645134884
VTI.US Exposure
0.6931437724517908
VEA.US Exposure
0.1309321003903051
VWO.US Exposure
-0.0039296660123982405
QQQ.US Exposure
-0.038047020691496285
VTV.US Exposure
-0.009644322776240452
IJR.US Exposure
0.1082943641924235
QUAL.US Exposure
-0.17891396093158124
SHV.US Exposure
0.012713455979389218
TLT.US Exposure
-0.007404405063250078
LQD.US Exposure
0.03016513043920097
HYG.US Exposure
-0.015650056145530073
GLD.US Exposure
0.006019118196077603
USO.US Exposure
0.005323699353273219
VNQ.US Exposure
-0.008705707351574306
BTC-USD.CC Exposure
-0.0050002551754549564
CPER.US Exposure
-0.0064768851255117745
VIX.INDX Exposure
-0.0343974181356868
UUP.US Exposure
-0.0008834629543896792
TIP.US Exposure
-0.0004611682211883577
Idiosyncratic Exposure
0.322922687581842
Value Score
50
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
56.7%

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 →0.00%
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 →
-7.8%
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 →
+13.9%
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 →
26.6% 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 →
1.63
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Allegiant Travel Company a high-risk investment?

Allegiant Travel Company (ALGT.US) has an annualized volatility of 56.7% and experienced a maximum drawdown of 82.7% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, ALGT.US has generated a Compound Annual Growth Rate (CAGR) of -3.9%. It has had a positive return in 40% 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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