Air Products and Chemicals Inc

10-Year Study

APD.US · Basic Materials · US · Common Stock

Executive Summary: Air Products and Chemicals Inc has compounded at 11.1% annually over the last 10 years, with a maximum drawdown of 26.3% and an annualized volatility of 33.5%.

1Y CAGR
+9.6%
3Y CAGR
+6.0%
5Y CAGR
+2.3%
10Y CAGR
+11.1%

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 →
26.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.40
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 →
22.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +50.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -12.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202611.11.24.73.0————————21.2%
202516.3-5.7-6.7-7.52.91.12.72.2-7.3-10.57.6-5.4-12.7%
2024-6.6-8.54.3-2.412.8-3.23.05.76.84.97.7-13.28.1%
20234.0-10.81.12.5-8.612.01.9-3.2-3.5-0.3-4.21.9-9.0%
2022-7.3-16.26.4-6.35.2-1.73.21.7-7.27.623.9-0.13.9%
2021-2.4-4.210.62.53.9-3.51.2-7.4-4.417.1-4.16.413.8%
20201.6-8.0-8.513.07.10.518.72.02.4-7.31.4-2.018.8%
20192.710.26.07.8-1.111.80.8-1.0-1.3-3.910.8-0.150.0%
20182.6-4.5-0.42.0-0.5-2.85.41.31.1-7.64.20.20.3%
2017-2.80.5-3.03.92.5-0.0-0.62.34.06.12.31.217.0%
2016———1.3-2.2-0.45.24.1-3.4-3.58.30.29.3%

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 33.5%. The dominant macroeconomic risk driver is SHV.US, accounting for 40.8% of variance. Idiosyncratic stock-specific factors contribute 24.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110127.737571812146
2016-05-019902.113937521066
2016-06-019860.475200430212
2016-07-0110372.788829684501
2016-08-0110803.1977944156
2016-09-0110436.657615590571
2016-10-0110075.551869482726
2016-11-0110909.263908928755
2016-12-0110925.6808189141
2017-01-0110617.253093082176
2017-02-0110671.190311182814
2017-03-0110349.564677323457
2017-04-0110748.124457976875
2017-05-0111020.461491268932
2017-06-0111016.210515153925
2017-07-0110946.140416652466
2017-08-0111194.098243939756
2017-09-0111644.569164990893
2017-10-0112353.317654900267
2017-11-0112633.039457389881
2017-12-0112787.419004230147
2018-01-0113121.750228170433
2018-02-0112531.016030629751
2018-03-0112480.638649988452
2018-04-0112736.483032072621
2018-05-0112667.425972422621
2018-06-0112308.43151289305
2018-07-0112975.5033951003
2018-08-0113143.061914662363
2018-09-0113289.876806901539
2018-10-0112279.51730118876
2018-11-0112798.221596094783
2018-12-0112820.74514214734
2019-01-0113168.397353601684
2019-02-0114513.353177533636
2019-03-0115390.654290550903
2019-04-0116585.898120481565
2019-05-0116408.58791851759
2019-06-0118339.75240194352
2019-07-0118493.686969101367
2019-08-0118303.301938596593
2019-09-0118069.185819728318
2019-10-0117368.76886429824
2019-11-0119247.681371825023
2019-12-0119233.35681311232
2020-01-0119537.82706006658
2020-02-0117974.53769451293
2020-03-0116444.28096963913
2020-04-0118583.74328270033
2020-05-0119907.624111460784
2020-06-0120004.317249684726
2020-07-0123746.530105242426
2020-08-0124212.954021290858
2020-09-0124789.941186940698
2020-10-0122990.575898385574
2020-11-0123315.164907576775
2020-12-0122852.18721715387
2021-01-0122311.868270865758
2021-02-0121380.11868649572
2021-03-0123656.90930367307
2021-04-0124257.291039434673
2021-05-0125197.37215828401
2021-06-0124316.539610765856
2021-07-0124599.707638881002
2021-08-0122780.696970729805
2021-09-0121773.556466974933
2021-10-0125488.767576697457
2021-11-0124437.11963704806
2021-12-0125995.410081914135
2022-01-0124103.810919612053
2022-02-0120189.031156151894
2022-03-0121489.356464702694
2022-04-0120127.30205978255
2022-05-0121166.89767739541
2022-06-0120817.190985279696
2022-07-0121488.07833157235
2022-08-0121853.378247878296
2022-09-0120288.129078191454
2022-10-0121828.49725627421
2022-11-0127038.054283734193
2022-12-0127012.946068462497
2023-01-0128086.41694785596
2023-02-0125060.536172114353
2023-03-0125326.776036992018
2023-04-0125957.274376365713
2023-05-0123733.322729562176
2023-06-0126570.939229030097
2023-07-0127085.44935373802
2023-08-0126212.55069928084
2023-09-0125294.368261398107
2023-10-0125208.686003400777
2023-11-0124147.46626675301
2023-12-0124594.490962178625
2024-01-0122969.52930617253
2024-02-0121022.989354571175
2024-03-0121921.86724835926
2024-04-0121385.29749258683
2024-05-0124132.42216642619
2024-06-0123349.73130801304
2024-07-0124039.43088045384
2024-08-0125406.08656464324
2024-09-0127127.1543643986
2024-10-0128461.657899620157
2024-11-0130643.05244700955
2024-12-0126583.64481911103
2025-01-0130916.961110669286
2025-02-0129154.68061819986
2025-03-0127196.893095051444
2025-04-0125152.003165983104
2025-05-0125877.547271990516
2025-06-0126169.804246810345
2025-07-0126880.37999371348
2025-08-0127462.100985772016
2025-09-0125464.83335037511
2025-10-0122801.147100815357
2025-11-0124536.208091434804
2025-12-0123217.525004071093
2026-01-0125799.353927371743
2026-02-0126099.47852168282
2026-03-0127331.220153224494
2026-04-0128141.651234392575
Annual Return Matrix
YearAnnual Return
20170.1704001989599664
20180.002606166100146412
20190.5001746466267354
20200.18815386410210078
20210.13754582153960393
20220.03914290958834665
2023-0.08952948338750089
20240.08087802508258135
2025-0.12662371311175613
20260.2120866125677936
Total Factor Risk
0.33494942418389867
VTI.US Exposure
-0.020395662391405136
VEA.US Exposure
-0.061944600191432594
VWO.US Exposure
0.06912365665850312
QQQ.US Exposure
-0.04186159065045184
VTV.US Exposure
0.08859299940887663
IJR.US Exposure
0.004097950504354579
QUAL.US Exposure
0.13342721926387008
SHV.US Exposure
0.4080952462414069
TLT.US Exposure
-0.009178180835897064
LQD.US Exposure
0.1301239921229727
HYG.US Exposure
-0.004892498827928631
GLD.US Exposure
-0.0023088590207338633
USO.US Exposure
-0.000023601651205233065
VNQ.US Exposure
0.017530712053844717
BTC-USD.CC Exposure
-0.0009640572093225667
CPER.US Exposure
-0.0010710645629866738
VIX.INDX Exposure
-0.004686180016379921
UUP.US Exposure
0.03878372925850702
TIP.US Exposure
0.009134723289011553
Idiosyncratic Exposure
0.24841606655639606
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
29.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
33.5%

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 →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.47%
Market Cap$65.4B
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
$171
Avg Yield on Cost
1.71%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$171.361.71%Solid

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 →
+4.1%
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 →
+9.2%
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 →
0.5% 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 Air Products and Chemicals Inc a high-risk investment?

Air Products and Chemicals Inc (APD.US) has an annualized volatility of 33.5% and experienced a maximum drawdown of 26.3% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, APD.US has generated a Compound Annual Growth Rate (CAGR) of 11.1%. It has had a positive return in 80% 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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