APA Corporation

10-Year Study

APA.US · Energy · US · Common Stock

Executive Summary: APA Corporation has compounded at -1.7% annually over the last 10 years, with a maximum drawdown of 93.1% and an annualized volatility of 58.3%.

1Y CAGR
+148.6%
3Y CAGR
+10.2%
5Y CAGR
+16.2%
10Y CAGR
-1.7%

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 →
93.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.35
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.73
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
87.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +90.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -43.7%
% 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.
20269.015.039.7-10.7————————56.4%
2025-4.0-5.61.5-24.99.57.56.920.44.6-5.710.2-2.011.5%
2024-12.0-4.915.4-7.8-2.9-3.66.8-8.7-14.1-2.5-4.01.9-33.4%
2023-4.5-13.4-6.02.9-13.87.519.38.3-6.2-2.8-9.4-0.3-21.2%
202224.07.316.0-0.714.9-25.86.95.2-12.633.83.1-0.476.4%
20210.838.2-9.311.94.04.0-13.23.910.022.6-1.74.390.8%
20208.1-9.2-83.2213.8-17.525.113.9-3.6-36.0-12.155.310.1-43.7%
201926.01.14.5-4.4-20.811.1-14.8-11.718.7-14.42.914.91.1%
20186.8-23.912.77.1-2.316.9-1.0-4.78.8-20.2-7.1-25.3-36.4%
2017-5.4-12.1-2.3-4.9-3.92.53.8-21.517.9-9.11.10.9-32.1%
2016———12.05.0-2.6-5.3-5.328.5-6.510.9-3.831.7%

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 58.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 54.0% of variance. Idiosyncratic stock-specific factors contribute 13.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111196.130467831488
2016-05-0111760.042714248515
2016-06-0111457.518523096993
2016-07-0110854.337574072664
2016-08-0110275.4332576716
2016-09-0113205.067845692149
2016-10-0112346.57457502742
2016-11-0113689.57472494812
2016-12-0113174.794385075264
2017-01-0112466.537436776864
2017-02-0110959.78179962704
2017-03-0110709.703551542476
2017-04-0110187.085252274455
2017-05-019793.346151114805
2017-06-0110038.400740660862
2017-07-0110417.594903748279
2017-08-018177.4377237303415
2017-09-019642.794206222497
2017-10-018762.075849353369
2017-11-018859.49800237243
2017-12-018942.085896670447
2018-01-019554.498804579684
2018-02-017271.811489185983
2018-03-018193.823793204121
2018-04-018771.9653551674
2018-05-018568.467731542
2018-06-0110014.38712680924
2018-07-019909.337429412339
2018-08-019441.874166559268
2018-09-0110269.094505274841
2018-10-018197.769074778867
2018-11-017612.683817244037
2018-12-015688.3858801002625
2019-01-017168.655526944958
2019-02-017247.298139668229
2019-03-017570.5482100257495
2019-04-017237.434935731363
2019-05-015733.204278789377
2019-06-016370.972196285649
2019-07-015427.970994289863
2019-08-014794.490282771481
2019-09-015690.253313378976
2019-10-014868.714180131035
2019-11-015008.087827228229
2019-12-015752.115328470993
2020-01-016215.528102240657
2020-02-015644.698462129243
2020-03-01946.8149741847076
2020-04-012971.5597802215143
2020-05-012451.3086498983434
2020-06-013066.9566886988723
2020-07-013493.678343823399
2020-08-013368.507710395291
2020-09-012155.3862299152293
2020-10-011894.0244765268899
2020-11-012941.417828990455
2020-12-013238.076701534188
2021-01-013263.300201735398
2021-02-014508.746689251212
2021-03-014090.5468423281372
2021-04-014577.1578717573075
2021-05-014760.245238702687
2021-06-014950.197395588123
2021-07-014297.200691213332
2021-08-014464.506931859727
2021-09-014911.428428646953
2021-10-016020.631192448205
2021-11-015919.579380380377
2021-12-016176.838040930982
2022-01-017658.159762862276
2022-02-018216.206690671514
2022-03-019530.616700113887
2022-04-019465.072422218775
2022-05-0110871.065567949585
2022-06-018070.625800563385
2022-07-018626.358163182107
2022-08-019076.59369649212
2022-09-017934.776605006299
2022-10-0110613.622794258827
2022-11-0110938.135354720267
2022-12-0110898.445822078322
2023-01-0110407.416077285436
2023-02-019010.523381053705
2023-03-018465.837806844274
2023-04-018707.44685048172
2023-05-017509.422647494352
2023-06-018074.176553980657
2023-07-019630.853153989601
2023-08-0110427.668522702465
2023-09-019775.960610308759
2023-10-019502.578899056027
2023-11-018612.602281424824
2023-12-018583.880631560674
2024-01-017556.9238376542935
2024-02-017185.48872833054
2024-03-018292.61364383576
2024-04-017642.378636563291
2024-05-017421.179849605866
2024-06-017156.214739045925
2024-07-017641.300259599528
2024-08-016979.80804890045
2024-09-015992.488183881684
2024-10-015839.937296324839
2024-11-015604.877420101473
2024-12-015713.740889687298
2025-01-015484.54633207172
2025-02-015176.945878627358
2025-03-015256.956188963206
2025-04-013950.1737238986743
2025-05-014323.818190904285
2025-06-014649.198713312169
2025-07-014970.186822233502
2025-08-015982.782791207809
2025-09-016255.901483688892
2025-10-015901.246971996391
2025-11-016505.716713001807
2025-12-016372.839629564363
2026-01-016946.325759269439
2026-02-017987.880095002381
2026-03-0111162.516668814653
2026-04-019968.411445524867
Annual Return Matrix
YearAnnual Return
2017-0.32127321039634094
2018-0.3638636504019366
20190.011203432698487337
2020-0.43706332077404253
20210.9075638443043734
20220.7644053073529662
2023-0.212375711941307
2024-0.3343638926339012
20250.11535327775655158
20260.5642024631029814
Total Factor Risk
0.5833664851360811
VTI.US Exposure
0.001678473099360203
VEA.US Exposure
-0.002801881392625219
VWO.US Exposure
0.0008460566895027439
QQQ.US Exposure
-0.000591415902181781
VTV.US Exposure
0.05594082921670709
IJR.US Exposure
0.03891996670546925
QUAL.US Exposure
0.0037363082257089223
SHV.US Exposure
0.5404731619671787
TLT.US Exposure
0.022394166548800963
LQD.US Exposure
0.003715563219979269
HYG.US Exposure
0.013727351757215758
GLD.US Exposure
0.0013720180314256388
USO.US Exposure
0.18112346624993975
VNQ.US Exposure
-0.003925691139760259
BTC-USD.CC Exposure
0.00015826744175951877
CPER.US Exposure
0.016003269491752157
VIX.INDX Exposure
-0.0037009568312346814
UUP.US Exposure
0.000023478885958156936
TIP.US Exposure
0.0008027641293278927
Idiosyncratic Exposure
0.1301048036057163
Value Score
45.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
29
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
58.3%

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 →10.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.42%
Market Cap$14.9B
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 →
+10.3%
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 →
+47.8%
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 →
14.6% 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 →
0.48
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is APA Corporation a high-risk investment?

APA Corporation (APA.US) has an annualized volatility of 58.3% and experienced a maximum drawdown of 93.1% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, APA.US has generated a Compound Annual Growth Rate (CAGR) of -1.7%. 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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