AleAnna, Inc. Class A Common Stock

10-Year Study

ANNA.US · Energy · US · Common Stock

Executive Summary: AleAnna, Inc. Class A Common Stock has compounded at -18.5% annually over the last 10 years, with a maximum drawdown of 77.0% and an annualized volatility of 78.1%.

1Y CAGR
-58.3%
3Y CAGR
-26.8%
5Y CAGR
-18.5%
10Y CAGR
-18.5%

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 →
77.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.16
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.31
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
112.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +46.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -57.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-7.16.7190.9-49.3————————46.0%
202571.5-45.819.537.6-9.7-23.1-29.3-20.43.8-22.7-1.8-9.8-57.6%
20240.9-0.2-1.50.00.60.70.10.80.6-0.52.0-39.9-37.6%
20230.80.60.40.50.6-0.90.32.70.0-1.20.13.37.3%
2022——-0.20.2-0.30.10.50.40.10.90.70.52.9%

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 78.1%. The dominant macroeconomic risk driver is VTI.US, accounting for 15.7% of variance. Idiosyncratic stock-specific factors contribute 37.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2022-02-0110000
2022-03-019979.674796747968
2022-04-0110000
2022-05-019974.59349593496
2022-06-019979.674796747968
2022-07-0110030.487804878048
2022-08-0110071.138211382113
2022-09-0110081.300813008129
2022-10-0110172.764227642278
2022-11-0110243.90243902439
2022-12-0110294.715447154473
2023-01-0110376.016260162602
2023-02-0110436.9918699187
2023-03-0110477.642276422765
2023-04-0110528.455284552845
2023-05-0110589.430894308942
2023-06-0110497.967479674797
2023-07-0110528.455284552845
2023-08-0110813.0081300813
2023-09-0110813.0081300813
2023-10-0110680.89430894309
2023-11-0110691.056910569105
2023-12-0111046.747967479672
2024-01-0111148.373983739839
2024-02-0111128.048780487805
2024-03-0110965.447154471543
2024-04-0110965.447154471543
2024-05-0111036.585365853658
2024-06-0111117.886178861789
2024-07-0111128.048780487805
2024-08-0111219.51219512195
2024-09-0111290.650406504064
2024-10-0111239.837398373984
2024-11-0111463.41463414634
2024-12-016890.243902439025
2025-01-0111819.105691056913
2025-02-016402.439024390244
2025-03-017652.439024390244
2025-04-0110528.455284552845
2025-05-019512.19512195122
2025-06-017317.073170731707
2025-07-015172.764227642276
2025-08-014115.8536585365855
2025-09-014273.373983739838
2025-10-013302.8455284552842
2025-11-013241.8699186991867
2025-12-012922.7642276422766
2026-01-012714.4308943089427
2026-02-012896.3414634146343
2026-03-018424.796747967479
2026-04-014268.29268292683
Annual Return Matrix
YearAnnual Return
20230.07305034550839085
2024-0.3762649494020238
2025-0.575811209439528
20260.46036161335187775
Total Factor Risk
0.780979167719729
VTI.US Exposure
0.15743577110854315
VEA.US Exposure
0.14621438755211122
VWO.US Exposure
0.06269518759901066
QQQ.US Exposure
-0.03159151401349094
VTV.US Exposure
-0.02279014411518025
IJR.US Exposure
-0.005731414515504957
QUAL.US Exposure
-0.008832730133478925
SHV.US Exposure
0.1192932453084269
TLT.US Exposure
0.0002698655454452963
LQD.US Exposure
-0.0046673539662227224
HYG.US Exposure
-0.0025908669273910557
GLD.US Exposure
-0.011112269052414348
USO.US Exposure
0.09537559338700223
VNQ.US Exposure
-0.009495558831160716
BTC-USD.CC Exposure
0.0005130953550506326
CPER.US Exposure
0.04963752644525819
VIX.INDX Exposure
-0.012923745710936428
UUP.US Exposure
0.10303110385363472
TIP.US Exposure
0.0033250853814618246
Idiosyncratic Exposure
0.3719447357298356
Value Score
0
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
78.1%

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 →197.3x
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$320.8M
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 →
-5.5%
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 →
+6.1%
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 →
75.0% 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 →
-1.20
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is AleAnna, Inc. Class A Common Stock a high-risk investment?

AleAnna, Inc. Class A Common Stock (ANNA.US) has an annualized volatility of 78.1% and experienced a maximum drawdown of 77.0% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, ANNA.US has generated a Compound Annual Growth Rate (CAGR) of -18.5%. It has had a positive return in 50% 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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