Alaska Air Group Inc

10-Year Study

ALK.US · Industrials · US · Common Stock

Executive Summary: Alaska Air Group Inc has compounded at -4.0% annually over the last 10 years, with a maximum drawdown of 69.1% and an annualized volatility of 51.5%.

1Y CAGR
-20.7%
3Y CAGR
-3.0%
5Y CAGR
-10.0%
10Y CAGR
-4.0%

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 →
69.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.04
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 →
41.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +65.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -22.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
30%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20261.11.5-28.711.9————————-18.2%
202513.1-1.3-31.9-10.115.0-2.87.018.5-20.7-16.22.717.4-22.3%
2024-8.34.415.00.1-2.3-3.9-7.1-3.825.26.09.823.165.7%
202319.6-6.8-12.33.63.418.4-8.6-13.7-11.7-14.719.53.3-9.0%
20225.12.63.3-6.2-11.3-17.010.7-1.7-10.113.66.7-9.5-17.6%
2021-6.133.26.4-0.10.1-12.8-3.8-1.22.2-9.9-8.07.30.2%
2020-4.7-21.4-43.614.25.16.1-5.013.1-6.03.434.52.0-22.8%
20195.1-3.0-9.010.3-5.49.8-0.9-5.28.77.0-0.1-1.813.8%
2018-10.6-1.4-3.94.8-5.8-0.74.07.92.0-10.819.8-16.9-15.5%
20175.74.6-5.7-7.72.73.1-5.0-12.12.2-13.45.26.3-15.9%
2016———-14.1-5.3-12.215.30.9-2.59.714.37.99.5%

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 51.5%. The dominant macroeconomic risk driver is VTI.US, accounting for 76.2% of variance. Idiosyncratic stock-specific factors contribute 21.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-018586.92453999979
2016-05-018129.774702352805
2016-06-017136.820507970536
2016-07-018230.168237655393
2016-08-018302.66227420321
2016-09-018097.330369996743
2016-10-018879.278185849542
2016-11-0110153.06631779158
2016-12-0110950.30368945914
2017-01-0111578.462742872756
2017-02-0112109.577777077227
2017-03-0111416.333028593046
2017-04-0110533.676428864159
2017-05-0110815.377300001051
2017-06-0111152.0759118565
2017-07-0110589.265260658029
2017-08-019310.91915975747
2017-09-019511.693095005412
2017-10-018234.66052982777
2017-11-018665.408299444112
2017-12-019209.107005874133
2018-01-018234.450364112103
2018-02-018119.621071214653
2018-03-017799.88020554207
2018-04-018173.7518783560845
2018-05-017697.424419154504
2018-06-017644.265628448032
2018-07-017953.117282977629
2018-08-018585.256349631685
2018-09-018759.523133991153
2018-10-017813.10751027185
2018-11-019363.316099744648
2018-12-017777.195443607286
2019-01-018173.410359068126
2019-02-017927.516471737966
2019-03-017210.575538812353
2019-04-017953.2136768094815
2019-05-017520.00604377797
2019-06-018257.793580724241
2019-07-018186.72824356661
2019-08-017761.410022445093
2019-09-018435.919415024666
2019-10-019023.3536514605
2019-11-019013.593729886485
2019-12-018849.020948195875
2020-01-018436.284196978968
2020-02-016628.101137584022
2020-03-013739.6361129528404
2020-04-014271.61823105667
2020-05-014490.978456268322
2020-06-014762.880310826319
2020-07-014523.81684934126
2020-08-015116.221740978564
2020-09-014811.48149334763
2020-10-014976.986773962627
2020-11-016695.0917400543185
2020-12-016830.385759171107
2021-01-016413.995175521827
2021-02-018540.6088294645
2021-03-019090.980618054373
2021-04-019081.785908079879
2021-05-019089.666801729953
2021-06-017921.934125302247
2021-07-017622.447639746656
2021-08-017531.813855252028
2021-09-017697.319135867026
2021-10-016935.468516789686
2021-11-016379.842966124468
2021-12-016843.520915970636
2022-01-017190.294767723118
2022-02-017374.1894682871025
2022-03-017619.820508171927
2022-04-017144.320716776537
2022-05-016339.123178327345
2022-06-015260.710470069847
2022-07-015822.904100208943
2022-08-015721.761789415401
2022-09-015142.492555651738
2022-10-015839.979703833509
2022-11-016231.413289134037
2022-12-015640.322213821153
2023-01-016743.692421501515
2023-02-016282.641603230075
2023-03-015511.595773104129
2023-04-015708.626131541758
2023-05-015901.716043154349
2023-06-016985.383014561304
2023-07-016387.724360848654
2023-08-015512.909589428549
2023-09-014870.590701093741
2023-10-014154.713381351813
2023-11-014966.478748737826
2023-12-015131.984029352824
2024-01-014706.398735729051
2024-02-014911.309987816751
2024-03-015646.8902932950305
2024-04-015650.830740120067
2024-05-015519.477167828315
2024-06-015306.684521016428
2024-07-014929.699407765738
2024-08-014743.177575627025
2024-09-015938.4948830523235
2024-10-016293.149628454876
2024-11-016909.197702116513
2024-12-018505.143805890946
2025-01-019621.649170370838
2025-02-019494.236044904123
2025-03-016465.222988543753
2025-04-015815.022705484757
2025-05-016689.8374769048605
2025-06-016499.374696866998
2025-07-016956.485068313402
2025-08-018246.377108132478
2025-09-016538.780668339701
2025-10-015481.38451160592
2025-11-015629.814188596351
2025-12-016607.084586060306
2026-01-016676.702320105331
2026-02-016777.8443302544065
2026-03-014831.184388890641
2026-04-015405.199499805597
Annual Return Matrix
YearAnnual Return
2017-0.15900898577462264
2018-0.1554886441599046
20190.13781645483393534
2020-0.22811960790264885
20210.0019230475792517687
2022-0.17581574118398546
2023-0.09012573487782083
20240.6572818148390651
2025-0.22316603494887188
2026-0.18190853629912018
Total Factor Risk
0.5152349193682948
VTI.US Exposure
0.7623312688988003
VEA.US Exposure
0.03598138229406075
VWO.US Exposure
0.033919450344357324
QQQ.US Exposure
-0.08272413394505032
VTV.US Exposure
-0.06321812829289114
IJR.US Exposure
0.06001446123621935
QUAL.US Exposure
-0.14045637107182918
SHV.US Exposure
0.043466800770244673
TLT.US Exposure
0.0003209894034817702
LQD.US Exposure
-0.013059887859475159
HYG.US Exposure
0.12306715179445571
GLD.US Exposure
0.009650004340484903
USO.US Exposure
0.018558735614001766
VNQ.US Exposure
-0.02465455786708048
BTC-USD.CC Exposure
-0.010207543977171243
CPER.US Exposure
0.004715034077183296
VIX.INDX Exposure
0.00731465752374074
UUP.US Exposure
-0.001977936252386818
TIP.US Exposure
0.020687031896427222
Idiosyncratic Exposure
0.21627159107242652
Value Score
32
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
51.5%

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 →45.0x
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$4.3B
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 →
-9.3%
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 →
-16.8%
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 →
35.6% 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 →
1.27
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Alaska Air Group Inc a high-risk investment?

Alaska Air Group Inc (ALK.US) has an annualized volatility of 51.5% and experienced a maximum drawdown of 69.1% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, ALK.US has generated a Compound Annual Growth Rate (CAGR) of -4.0%. It has had a positive return in 30% 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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