Dassault Aviation SA

10-Year Study

AM.PA · Industrials · FR · Common Stock

Executive Summary: Dassault Aviation SA has compounded at 14.1% annually over the last 10 years, with a maximum drawdown of 56.4% and an annualized volatility of 48.4%.

1Y CAGR
+2.5%
3Y CAGR
+29.5%
5Y CAGR
+28.2%
10Y CAGR
+14.1%

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 →
56.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.46
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.83
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 →
2022 · +69.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -23.3%
% 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.
202616.85.9-5.72.2————————19.1%
202510.413.123.83.92.1-5.8-9.3-0.95.4-2.0-2.91.241.0%
2024-2.14.211.5-1.40.5-14.89.74.7-5.00.21.74.711.8%
2023-0.93.812.2-2.9-9.215.9-3.72.8-1.85.1-2.7-1.815.3%
202210.228.37.011.50.1-5.6-6.3-1.8-14.628.50.54.669.3%
2021-3.83.56.3-4.514.8-3.41.2-4.92.0-7.3-7.413.67.3%
2020-6.2-14.5-20.2-0.53.07.0-14.18.2-4.9-1.220.83.7-23.3%
20197.513.8-11.12.6-16.013.2-1.94.40.3-4.1-0.8-5.3-1.9%
20183.85.98.76.70.2-0.7-3.21.5-0.6-8.1-7.8-10.4-5.9%
20170.50.111.55.36.8-7.93.61.36.6-2.2-3.50.523.4%
2016———-3.3-2.4-8.75.60.83.30.63.83.01.9%

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 48.4%. The dominant macroeconomic risk driver is VTI.US, accounting for 52.4% of variance. Idiosyncratic stock-specific factors contribute 13.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019667.630181844714
2016-05-019439.72343466337
2016-06-018620.445834996417
2016-07-019105.196973403548
2016-08-019175.271779949444
2016-09-019479.562319475024
2016-10-019531.879691503469
2016-11-019891.845957742671
2016-12-0110190.374719421805
2017-01-0110245.567615589633
2017-02-0110260.932356513491
2017-03-0111441.131153943545
2017-04-0112043.478354170154
2017-05-0112859.740945317832
2017-06-0111842.180934845774
2017-07-0112266.449500216739
2017-08-0112430.633344921267
2017-09-0113255.436671945616
2017-10-0112970.169655924223
2017-11-0112512.006386238685
2017-12-0112572.059776567481
2018-01-0113047.65859373994
2018-02-0113822.580160600168
2018-03-0115023.701615014528
2018-04-0116031.08999532191
2018-05-0116060.156394178564
2018-06-0115955.543109257042
2018-07-0115447.154733241487
2018-08-0115672.014283200499
2018-09-0115584.031828189578
2018-10-0114322.835524311053
2018-11-0113198.516315380619
2018-12-0111829.788284170452
2019-01-0112719.462577413831
2019-02-0114469.487255419504
2019-03-0112856.33967236192
2019-04-0113188.741679220262
2019-05-0111084.405217144991
2019-06-0112543.143591658405
2019-07-0112304.979377770911
2019-08-0112840.846176625852
2019-09-0112880.534847489924
2019-10-0112354.592898742925
2019-11-0112255.365856798899
2019-12-0111610.347165891992
2020-01-0110895.865253797192
2020-02-019318.050137123875
2020-03-017432.607585375169
2020-04-017392.908184943412
2020-05-017611.222698615026
2020-06-018142.121707632156
2020-07-016995.9785580319385
2020-08-017566.566237913143
2020-09-017194.443371487675
2020-10-017105.130450083905
2020-11-018583.7185248132
2020-12-018901.26008042884
2021-01-018558.911764327191
2021-02-018861.571409564765
2021-03-019417.277179067902
2021-04-018990.57300183261
2021-05-0110321.44711825271
2021-06-019969.68897129197
2021-07-0110090.28931206304
2021-08-019597.83434405861
2021-09-019788.788460135363
2021-10-019070.207853185178
2021-11-018401.87381170038
2021-12-019547.587778593224
2022-01-0110522.444109681932
2022-02-0113497.270397981125
2022-03-0114441.987373444746
2022-04-0116100.252788614642
2022-05-0116108.439448757732
2022-06-0115209.559186441262
2022-07-0114249.380903944617
2022-08-0113994.017193059259
2022-09-0111951.096776408685
2022-10-0115362.777412972477
2022-11-0115444.493800455792
2022-12-0116159.512190934804
2023-01-0116006.293964403587
2023-02-0116619.166870528454
2023-03-0118651.87273874361
2023-04-0118110.501671666647
2023-05-0116446.882202222307
2023-06-0119066.731473255477
2023-07-0118370.189398328763
2023-08-0118879.59708327432
2023-09-0118546.926837223877
2023-10-0119492.985008648033
2023-11-0118962.772691962695
2023-12-0118630.091716344563
2024-01-0118245.4259852962
2024-02-0119014.75744739293
2024-03-0121208.36391260123
2024-04-0120917.27074132729
2024-05-0121026.948382195787
2024-06-0117920.45956884305
2024-07-0119663.896292290592
2024-08-0120583.162733207155
2024-09-0119547.662885567013
2024-10-0119579.368758074
2024-11-0119906.921000339054
2024-12-0120836.75606542461
2025-01-0123013.420543259468
2025-02-0126035.38182239561
2025-03-0132227.23293033077
2025-04-0133495.18886185037
2025-05-0134205.86177741727
2025-06-0132210.162188145114
2025-07-0129227.342371921146
2025-08-0128969.832747498935
2025-09-0130536.34962940073
2025-10-0129914.034703713718
2025-11-0129034.21015360449
2025-12-0129377.556319500778
2026-01-0134313.157454259854
2026-02-0136330.316178900524
2026-03-0134248.7800481543
2026-04-0134999.849786052415
Annual Return Matrix
YearAnnual Return
20170.23371908518795004
2018-0.05904135882176731
2019-0.01854987705672617
2020-0.23333385701176157
20210.07261080929266006
20220.6925230294469
20230.1528870114529639
20240.1184462418477572
20250.4098910707242145
20260.19138056975894813
Total Factor Risk
0.48395206889209413
VTI.US Exposure
0.5236286250756848
VEA.US Exposure
0.005980969423646886
VWO.US Exposure
-0.0006179752811982664
QQQ.US Exposure
0.02279061375567646
VTV.US Exposure
0.1740339020098819
IJR.US Exposure
-0.0007813157236360699
QUAL.US Exposure
0.007383974169868268
SHV.US Exposure
0.018635868757336686
TLT.US Exposure
0.0012952256112498436
LQD.US Exposure
0.00047646225719568064
HYG.US Exposure
0.050682700348250474
GLD.US Exposure
0.008584270537585712
USO.US Exposure
0.0006883909625752233
VNQ.US Exposure
0.01578228852693912
BTC-USD.CC Exposure
0.0037826695793729942
CPER.US Exposure
0.002407029218372974
VIX.INDX Exposure
0.0080623610131372
UUP.US Exposure
-0.0012790457847517286
TIP.US Exposure
0.02002081133623838
Idiosyncratic Exposure
0.1384421742065736
Value Score
39.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
17
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
48.4%

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 →26.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.42%
Market Cap$26.1B
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 →
-2.2%
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 →
+10.3%
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 →
7.7% 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 →
0.49
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Dassault Aviation SA a high-risk investment?

Dassault Aviation SA (AM.PA) has an annualized volatility of 48.4% and experienced a maximum drawdown of 56.4% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of AM.PA?

Over the past 10 years, AM.PA has generated a Compound Annual Growth Rate (CAGR) of 14.1%. 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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