Ally Financial Inc

10-Year Study

ALLY.US · Financial Services · US · Common Stock

Executive Summary: Ally Financial Inc has compounded at 11.9% annually over the last 10 years, with a maximum drawdown of 56.0% and an annualized volatility of 59.8%.

1Y CAGR
+24.9%
3Y CAGR
+20.6%
5Y CAGR
-2.2%
10Y CAGR
+11.9%

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 →
56.0%
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 →
0.54
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
34.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +56.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -46.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-6.6-6.1-0.57.0————————-6.7%
20259.0-4.8-1.7-10.48.211.3-2.89.3-4.50.26.09.729.9%
20245.90.89.7-4.81.61.813.5-3.4-17.6-1.515.1-9.96.4%
202334.2-7.5-15.24.71.11.314.2-9.3-3.6-8.220.819.549.2%
20220.94.6-12.9-7.410.2-23.9-0.40.4-16.20.1-2.0-9.5-46.9%
20216.69.78.914.26.3-8.93.53.0-3.5-6.0-4.03.936.0%
20205.4-21.7-42.414.86.413.72.313.89.67.211.120.320.6%
201915.74.01.58.7-2.87.36.7-4.75.8-7.14.0-4.037.9%
20182.5-6.3-2.7-3.4-1.72.42.40.4-1.6-3.45.0-15.1-20.7%
201711.56.5-9.6-2.2-6.412.78.9-0.27.38.22.88.656.1%
2016———-4.90.7-4.86.211.1-2.8-6.87.5-2.12.5%

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 59.8%. The dominant macroeconomic risk driver is VTI.US, accounting for 48.1% of variance. Idiosyncratic stock-specific factors contribute 9.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019513.881606085393
2016-05-019583.307115240752
2016-06-019118.58268487251
2016-07-019680.558759989093
2016-08-0110753.822597898357
2016-09-0110447.944851116192
2016-10-019738.378393495117
2016-11-0110465.912983898595
2016-12-0110250.365305423298
2017-01-0111428.501513657879
2017-02-0112169.809342030749
2017-03-0111001.041732211897
2017-04-0110754.94123651516
2017-05-0110070.54414777216
2017-06-0111352.43408771525
2017-07-0112362.704588515777
2017-08-0112340.82122057456
2017-09-0113247.268074753025
2017-10-0114334.025490977478
2017-11-0114734.428200879527
2017-12-0115996.112730806608
2018-01-0116399.941271472617
2018-02-0115369.745020310282
2018-03-0114956.617796142096
2018-04-0114448.546119372722
2018-05-0114199.439282393327
2018-06-0114542.651593011304
2018-07-0114895.582076612762
2018-08-0114962.350819053212
2018-09-0114723.032069970845
2018-10-0114229.292950479266
2018-11-0114940.467451111996
2018-12-0112689.347064622354
2019-01-0114686.536485097635
2019-02-0115267.040012305024
2019-03-0115492.4456935909
2019-04-0116839.07684348148
2019-05-0116362.956282204557
2019-06-0117564.583901392005
2019-07-0118747.124749180246
2019-08-0117858.506197957086
2019-09-0118889.541428082022
2019-10-0117543.889086981144
2019-11-0118236.955625004368
2019-12-0117503.827841516875
2020-01-0118454.530835972622
2020-02-0114444.421139473261
2020-03-018314.07177465025
2020-04-019543.945018911983
2020-05-0110155.350937908564
2020-06-0111547.077207039032
2020-07-0111809.95728198782
2020-08-0113443.379407261362
2020-09-0114730.163391152966
2020-10-0115789.02475687089
2020-11-0117546.685683523152
2020-12-0121103.327250735852
2021-01-0122504.3522033685
2021-02-0124681.013206927168
2021-03-0126887.457963658224
2021-04-0130713.901182261186
2021-05-0132659.982800931266
2021-06-0129752.780865686458
2021-07-0130807.726996245565
2021-08-0131731.51274898448
2021-09-0130621.82324111556
2021-10-0128786.486845509015
2021-11-0127634.778474596416
2021-12-0128708.112227419228
2022-01-0128960.15549076773
2022-02-0130283.15539987835
2022-03-0126387.007012465827
2022-04-0124427.15215582636
2022-05-0126921.226866902973
2022-06-0120484.37052107585
2022-07-0120403.129391530507
2022-08-0120483.321797372595
2022-09-0117170.193874055276
2022-10-0117185.92472960407
2022-11-0116842.922163726744
2022-12-0115246.554942634813
2023-01-0120454.30710824926
2023-02-0118918.20654263761
2023-03-0116047.430277352461
2023-04-0116801.602449818572
2023-05-0116986.317651418223
2023-06-0117202.844138683224
2023-07-0119647.908495361145
2023-08-0117814.389887506903
2023-09-0117164.600680971256
2023-10-0115760.569387055952
2023-11-0119037.761044808467
2023-12-0122751.50142276849
2024-01-0124090.5118470821
2024-02-0124294.104075340314
2024-03-0126658.556536694843
2024-04-0125381.77038544092
2024-05-0125792.170927980646
2024-06-0126255.42714516434
2024-07-0129789.69594004097
2024-08-0128776.908502352635
2024-09-0123713.18105865162
2024-10-0123353.328998608697
2024-11-0126868.09153260482
2024-12-0124200.13843152883
2025-01-0126388.055736169077
2025-02-0125121.82673686124
2025-03-0124695.20593437786
2025-04-0122115.34562437513
2025-05-0123919.569883451837
2025-06-0126619.054610538977
2025-07-0125867.25954513357
2025-08-0128278.345253826097
2025-09-0127003.93620963288
2025-10-0127052.52707455027
2025-11-0128670.008599534365
2025-12-0131439.757814739463
2026-01-0129350.280708377904
2026-02-0127574.441904202584
2026-03-0127427.620585747143
2026-04-0129336.297725667864
Annual Return Matrix
YearAnnual Return
20170.5605407470057022
2018-0.20672307840240567
20190.37941122993768506
20200.20564069995486478
20210.36035952465354515
2022-0.4689112672454733
20230.49223883745351316
20240.06367214988768266
20250.2991561144864605
2026-0.06690446222475244
Total Factor Risk
0.5981128352881999
VTI.US Exposure
0.48059848096947133
VEA.US Exposure
0.07308910511529045
VWO.US Exposure
-0.013590298673556678
QQQ.US Exposure
-0.062344075111564944
VTV.US Exposure
-0.03493038890697244
IJR.US Exposure
0.016885850300471964
QUAL.US Exposure
-0.05435736580402837
SHV.US Exposure
0.4471651063777812
TLT.US Exposure
0.021960557424146692
LQD.US Exposure
0.007417137483414539
HYG.US Exposure
-0.012586078643137448
GLD.US Exposure
-0.00013089514204497646
USO.US Exposure
0.005299074859333458
VNQ.US Exposure
-0.01011060764738202
BTC-USD.CC Exposure
-0.00007252890028093054
CPER.US Exposure
0.04011006800804183
VIX.INDX Exposure
-0.003409251151090244
UUP.US Exposure
0.0011917779955647094
TIP.US Exposure
0.002651394974559771
Idiosyncratic Exposure
0.09516293647198193
Value Score
43.3
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
36.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
59.8%

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 →16.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.02%
Market Cap$12.3B
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 →
+4.7%
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 →
+3.7%
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 →
10.2% 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 →
1.12
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Ally Financial Inc a high-risk investment?

Ally Financial Inc (ALLY.US) has an annualized volatility of 59.8% and experienced a maximum drawdown of 56.0% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, ALLY.US has generated a Compound Annual Growth Rate (CAGR) of 11.9%. It has had a positive return in 70% 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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