AutoNation Inc

10-Year Study

AN.US · Consumer Cyclical · US · Common Stock

Executive Summary: AutoNation Inc has compounded at 14.8% annually over the last 10 years, with a maximum drawdown of 53.4% and an annualized volatility of 52.4%.

1Y CAGR
+8.6%
3Y CAGR
+15.3%
5Y CAGR
+14.4%
10Y CAGR
+14.8%

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 →
53.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.51
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.93
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
37.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +67.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -30.5%
% 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.
2026-0.7-4.80.11.6————————-4.0%
202511.0-3.3-11.27.65.68.1-3.013.7-0.1-8.65.7-2.321.6%
2024-7.07.310.5-2.75.6-6.419.7-6.70.5-13.115.1-5.113.1%
202318.17.7-1.6-2.0-0.625.7-2.2-2.4-3.6-14.14.011.040.0%
2022-6.75.2-13.216.43.1-6.56.24.9-18.24.416.6-13.4-8.2%
20212.15.224.39.9-0.3-7.228.0-10.111.6-0.52.3-5.767.4%
2020-12.70.7-34.332.76.0-4.836.610.8-6.97.28.013.943.5%
20198.5-9.01.317.4-5.96.316.1-2.56.80.30.5-4.836.2%
201817.3-16.6-6.8-1.3-1.16.4-0.1-6.6-8.4-2.6-8.3-3.9-30.5%
20179.2-13.6-7.9-0.7-5.96.70.57.14.6-0.116.8-7.35.5%
2016———8.5-0.4-6.913.6-11.22.9-9.91.88.94.2%

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 52.4%. The dominant macroeconomic risk driver is VTI.US, accounting for 39.1% of variance. Idiosyncratic stock-specific factors contribute 13.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110850.471293916024
2016-05-0110805.484147386462
2016-06-0110064.26735218509
2016-07-0111428.877463581835
2016-08-0110143.530419880033
2016-09-0110434.875749785775
2016-10-019398.02913453299
2016-11-019567.26649528706
2016-12-0110422.022279348757
2017-01-0111379.605826906598
2017-02-019832.904884318767
2017-03-019059.554413024849
2017-04-018997.429305912596
2017-05-018466.152527849186
2017-06-019031.705227077977
2017-07-019078.834618680377
2017-08-019719.365895458439
2017-09-0110167.095115681235
2017-10-0110154.241645244216
2017-11-0111861.610968294774
2017-12-0110996.143958868894
2018-01-0112900.599828620394
2018-02-0110756.212510711224
2018-03-0110021.422450728363
2018-04-019895.02999143102
2018-05-019781.491002570694
2018-06-0110407.026563838903
2018-07-0110396.315338474722
2018-08-019715.081405312767
2018-09-018901.028277634961
2018-10-018671.808054841473
2018-11-017954.155955441303
2018-12-017647.814910025708
2019-01-018301.199657240788
2019-02-017553.5561268209085
2019-03-017652.09940017138
2019-04-018982.433590402741
2019-05-018455.441302485004
2019-06-018984.575835475578
2019-07-0110428.449014567266
2019-08-0110167.095115681235
2019-09-0110861.182519280206
2019-10-0110893.31619537275
2019-11-0110944.730077120823
2019-12-0110417.737789203085
2020-01-019091.688089117395
2020-02-019153.813196229648
2020-03-016011.139674378748
2020-04-017977.720651242503
2020-05-018457.58354755784
2020-06-018050.556983718937
2020-07-0110998.286203941732
2020-08-0112180.805484147386
2020-09-0111338.903170522708
2020-10-0112152.956298200515
2020-11-0113129.82005141388
2020-12-0114950.728363324766
2021-01-0115269.922879177378
2021-02-0116071.122536418165
2021-03-0119970.00856898029
2021-04-0121953.727506426738
2021-05-0121878.748928877463
2021-06-0120310.62553556127
2021-07-0125991.85946872322
2021-08-0123369.751499571554
2021-09-0126083.976006855188
2021-10-0125946.87232219366
2021-11-0126531.70522707798
2021-12-0125032.133676092544
2022-01-0123350.471293916024
2022-02-0124562.982005141388
2022-03-0121332.4764353042
2022-04-0124830.762639245928
2022-05-0125612.682090831193
2022-06-0123941.73093401885
2022-07-0125437.017994858612
2022-08-0126692.3736075407
2022-09-0121823.050556983722
2022-10-0122774.207369323052
2022-11-0126544.558697514996
2022-12-0122986.289631533844
2023-01-0127146.529562982007
2023-02-0129243.787489288774
2023-03-0128783.204798628965
2023-04-0128213.3676092545
2023-05-0128046.272493573262
2023-06-0135263.49614395887
2023-07-0134485.86118251928
2023-08-0133652.52784918595
2023-09-0132433.590402742073
2023-10-0127866.32390745502
2023-11-0128978.149100257073
2023-12-0132172.236503856042
2024-01-0129918.59468723222
2024-02-0132090.831191088266
2024-03-0135471.293916024
2024-04-0134522.279348757496
2024-05-0136471.72236503856
2024-06-0134143.101970865464
2024-07-0140856.898029134536
2024-08-0138127.677806341046
2024-09-0138329.04884318766
2024-10-0133305.48414738646
2024-11-0138322.62210796915
2024-12-0136383.89031705227
2025-01-0140392.03084832905
2025-02-0139068.12339331619
2025-03-0134687.23221936589
2025-04-0137307.19794344473
2025-05-0139385.17566409597
2025-06-0142555.69837189374
2025-07-0141268.2090831191
2025-08-0146932.30505569837
2025-09-0146865.89545844045
2025-10-0142817.05227077977
2025-11-0145263.496143958866
2025-12-0144233.07626392459
2026-01-0143911.739502999146
2026-02-0141808.054841473866
2026-03-0141829.477292202224
2026-04-0142478.577549271635
Annual Return Matrix
YearAnnual Return
20170.05508735868448089
2018-0.3045002922267679
20190.3621848739495799
20200.4351223524573309
20210.674308640206333
2022-0.08172871202396237
20230.39962721342031693
20240.13090957517645485
20250.21573245407442299
2026-0.03966485858194502
Total Factor Risk
0.5235835813745962
VTI.US Exposure
0.39089448173334035
VEA.US Exposure
0.06833733344864416
VWO.US Exposure
0.007625656817708953
QQQ.US Exposure
-0.020490611562718433
VTV.US Exposure
-0.007401705987914787
IJR.US Exposure
0.08594130224829044
QUAL.US Exposure
-0.010332821417880993
SHV.US Exposure
0.19834802043088737
TLT.US Exposure
0.00003242154775271932
LQD.US Exposure
0.03698478033386521
HYG.US Exposure
0.10170132824580302
GLD.US Exposure
0.009227705149718927
USO.US Exposure
0.00033751700176047107
VNQ.US Exposure
-0.006373902143728749
BTC-USD.CC Exposure
-0.001368826558261982
CPER.US Exposure
0.02266563795559406
VIX.INDX Exposure
-0.010378338527623175
UUP.US Exposure
-0.00011031004699158587
TIP.US Exposure
0.0021200892580120405
Idiosyncratic Exposure
0.13224024207374188
Value Score
45.4
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
52.4%

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 →11.6x
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$6.9B
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 →
+0.9%
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 →
-4.0%
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 →
12.7% 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 →
0.81
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is AutoNation Inc a high-risk investment?

AutoNation Inc (AN.US) has an annualized volatility of 52.4% and experienced a maximum drawdown of 53.4% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, AN.US has generated a Compound Annual Growth Rate (CAGR) of 14.8%. 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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