Smith AO Corporation

10-Year Study

AOS.US · Industrials · US · Common Stock

Executive Summary: Smith AO Corporation has compounded at 6.2% annually over the last 10 years, with a maximum drawdown of 42.7% and an annualized volatility of 28.3%.

1Y CAGR
-0.1%
3Y CAGR
+1.5%
5Y CAGR
-0.5%
10Y CAGR
+6.2%

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 →
42.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.24
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.37
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
26.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +59.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -32.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202610.46.1-15.5-4.0————————-4.9%
2025-0.8-1.2-1.74.4-5.22.08.50.73.0-9.6-0.01.40.1%
2024-5.56.87.9-7.01.0-2.24.4-1.67.3-16.0-0.8-8.4-15.9%
202318.9-3.15.4-0.8-6.413.80.20.2-8.86.08.09.447.3%
2022-10.7-10.3-6.8-8.12.9-9.016.2-10.8-13.913.410.9-5.8-32.1%
2021-0.59.313.90.64.91.4-2.03.4-16.020.28.28.659.3%
2020-9.9-7.4-4.412.712.1-0.82.61.77.8-1.68.9-2.617.5%
201912.68.52.7-1.0-23.016.4-3.12.42.64.6-2.6-1.613.6%
20189.3-3.9-0.9-3.22.8-6.20.9-2.4-8.1-14.24.1-9.9-29.3%
20173.33.31.65.61.82.7-4.74.06.7-0.27.1-3.430.8%
2016———1.56.67.15.73.92.4-8.37.7-2.625.1%

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 28.3%. The dominant macroeconomic risk driver is QUAL.US, accounting for 37.8% of variance. Idiosyncratic stock-specific factors contribute 18.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110149.710838878182
2016-05-0110817.424289534232
2016-06-0111581.058391891052
2016-07-0112240.687768173622
2016-08-0112713.76158199117
2016-09-0113018.189167340342
2016-10-0111936.229090230709
2016-11-0112850.537901871774
2016-12-0112512.281574528948
2017-01-0112919.283626640134
2017-02-0113345.967290591381
2017-03-0113557.98768733288
2017-04-0114316.802437659348
2017-05-0114579.84578073503
2017-06-0114967.788072881041
2017-07-0114265.96604688763
2017-08-0114836.079845780736
2017-09-0115832.410919718925
2017-10-0115808.283066973447
2017-11-0116935.171942043406
2017-12-0116363.721161619302
2018-01-0117880.542254834898
2018-02-0117187.08413655867
2018-03-0117026.428704682545
2018-04-0116473.975499036133
2018-05-0116935.855979105778
2018-06-0115883.216217896896
2018-07-0116034.077482743613
2018-08-0115643.52341272309
2018-09-0114374.914495367204
2018-10-0112327.405012126112
2018-11-0112828.306697344693
2018-12-0111561.159131894783
2019-01-0113018.095889559107
2019-02-0114125.147689820285
2019-03-0114503.233629749395
2019-04-0114355.730365027053
2019-05-0111059.666687395062
2019-06-0112878.365773272808
2019-07-0112474.037684223618
2019-08-0112767.707232137303
2019-09-0113094.30383682607
2019-10-0113701.790933399665
2019-11-0113348.765624028356
2019-12-0113139.13935700516
2020-01-0111838.03867918662
2020-02-0110967.321683974878
2020-03-0110484.826814252845
2020-04-0111817.486474721722
2020-05-0113245.196194266526
2020-06-0113139.232634786395
2020-07-0113484.360425346684
2020-08-0113716.870841365588
2020-09-0114789.658603320688
2020-10-0114552.26665008395
2020-11-0115852.932031590075
2020-12-0115433.461849387475
2021-01-0115362.166531932095
2021-02-0116796.53006653815
2021-03-0119127.72837510105
2021-04-0119242.522231204526
2021-05-0120185.467321683976
2021-06-0120466.668739506247
2021-07-0120050.432187053044
2021-08-0120731.795286362787
2021-09-0117410.484422610534
2021-10-0120922.734904545738
2021-11-0122635.066227224677
2021-12-0124582.146632672095
2022-01-0121963.06199863193
2022-02-0119709.843915179405
2022-03-0118361.948883775884
2022-04-0116867.856476587276
2022-05-0117355.73036502705
2022-06-0115785.274547602761
2022-07-0118349.947142590634
2022-08-0116371.96069896151
2022-09-0114089.453392201978
2022-10-0115980.007462222498
2022-11-0117718.61202661526
2022-12-0116697.5934332442
2023-01-0119847.553012872333
2023-02-0119240.718860767363
2023-03-0120272.65095454263
2023-04-0120109.91231888564
2023-05-0118828.928549219578
2023-06-0121432.12486785648
2023-07-0121475.37466575462
2023-08-0121527.4547602761
2023-09-0119635.999005037
2023-10-0120812.076363410233
2023-11-0122482.77470306573
2023-12-0124595.01896648219
2024-01-0123245.13400907904
2024-02-0124829.55040109446
2024-03-0126794.35358497606
2024-04-0124907.37516323612
2024-05-0125147.90746844102
2024-06-0124588.64498476463
2024-07-0125664.946209812824
2024-08-0125266.587898762515
2024-09-0127110.56526335427
2024-10-0122767.054287668674
2024-11-0122582.115540078357
2024-12-0120678.28493252907
2025-01-0120506.000870592627
2025-02-0120256.140787264478
2025-03-0119914.899570922204
2025-04-0120782.07201044711
2025-05-0119694.88837758846
2025-06-0120080.74746595361
2025-07-0121783.937566071763
2025-08-0121937.81481251166
2025-09-0122590.199614451838
2025-10-0120417.044959890554
2025-11-0120413.96679310988
2025-12-0120692.400970088926
2026-01-0122849.94714259063
2026-02-0124252.22312045271
2026-03-0120502.456314905787
2026-04-0119675.393321310865
Annual Return Matrix
YearAnnual Return
20170.30781273296555844
2018-0.29348838093066554
20190.1364897937229379
20200.17461741062660163
20210.5927824147663743
2022-0.3207430708654445
20230.4729678899424239
2024-0.1592490755665119
20250.0006826503071175605
2026-0.04914884697276822
Total Factor Risk
0.28339897252784374
VTI.US Exposure
-0.24308009045222834
VEA.US Exposure
0.006533604851673919
VWO.US Exposure
0.037760249254653
QQQ.US Exposure
0.15383603759968328
VTV.US Exposure
0.2595193558726849
IJR.US Exposure
0.16917825629327943
QUAL.US Exposure
0.37776830532746175
SHV.US Exposure
0.002240635112604901
TLT.US Exposure
-0.0008724103115366297
LQD.US Exposure
-0.02634642806254446
HYG.US Exposure
0.002892069846209142
GLD.US Exposure
0.012637050367417508
USO.US Exposure
0.03739588308164774
VNQ.US Exposure
0.02986152591948337
BTC-USD.CC Exposure
0.006056483468641915
CPER.US Exposure
-0.02844439544004015
VIX.INDX Exposure
-0.02407196545688055
UUP.US Exposure
0.01864780128605811
TIP.US Exposure
0.022950226870331807
Idiosyncratic Exposure
0.18553780457139923
Value Score
43.3
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
25.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
28.3%

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 →16.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.12%
Market Cap$8.9B
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 →
-10.8%
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 →
-9.1%
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 →
21.4% 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 →
1.35
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Smith AO Corporation a high-risk investment?

Smith AO Corporation (AOS.US) has an annualized volatility of 28.3% and experienced a maximum drawdown of 42.7% over the last 10 years. Its primary macro risk driver is QUAL.US.

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

Over the past 10 years, AOS.US has generated a Compound Annual Growth Rate (CAGR) of 6.2%. It has had a positive return in 60% 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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