Api Group Corp

10-Year Study

APG.US · Industrials · US · Common Stock

Executive Summary: Api Group Corp has compounded at 25.0% annually over the last 10 years, with a maximum drawdown of 48.5% and an annualized volatility of 46.8%.

1Y CAGR
+47.3%
3Y CAGR
+44.8%
5Y CAGR
+26.3%
10Y CAGR
+25.0%

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 →
48.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.85
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.35
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
35.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +83.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -27.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
78%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20268.77.0-8.99.6————————16.0%
20256.12.9-8.95.823.49.46.0-1.1-3.77.17.4-3.359.5%
2024-8.911.212.0-1.8-7.65.60.7-6.2-7.13.410.7-4.84.0%
202318.25.6-4.31.2-0.720.65.5-2.1-7.9-0.217.314.083.9%
2022-13.5-3.3-2.5-11.7-6.0-14.218.3-12.2-14.724.316.6-2.1-27.0%
2021-1.33.311.82.8-0.5-1.29.71.2-12.27.07.010.642.0%
202011.4-6.8-36.144.311.67.814.71.50.61.17.717.172.0%
2019-1.1—0.00.0-1.7-1.1-1.77.16.90.5-2.18.915.9%
2018-3.0-2.1—-0.50.03.7——-7.1—0.0—-9.0%
2017——————————-1.61.6-0.0%

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 46.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 64.3% of variance. Idiosyncratic stock-specific factors contribute 12.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2017-10-0110000
2017-11-019835.082458770614
2017-12-019995.052473763117
2018-01-019695.2023988006
2018-02-019495.2023988006
2018-04-019445.27736131934
2018-05-019445.27736131934
2018-06-019795.052473763119
2018-09-019095.502248875562
2018-11-019095.502248875562
2019-01-018995.502248875562
2019-03-018995.502248875562
2019-04-018995.502248875562
2019-05-018845.577211394304
2019-06-018745.577211394304
2019-07-018595.652173913044
2019-08-019205.397301349325
2019-09-019845.127436281859
2019-10-019895.052473763119
2019-11-019685.157421289356
2019-12-0110544.677661169415
2020-01-0111744.07796101949
2020-02-0110944.527736131935
2020-03-016996.55172413793
2020-04-0110094.902548725637
2020-05-0111264.31784107946
2020-06-0112143.928035982008
2020-07-0113923.088455772115
2020-08-0114132.983508245878
2020-09-0114222.938530734635
2020-10-0114382.758620689656
2020-11-0115492.203898050973
2020-12-0118140.929535232382
2021-01-0117901.049475262367
2021-02-0118490.70464767616
2021-03-0120669.715142428788
2021-04-0121249.325337331335
2021-05-0121139.43028485757
2021-06-0120879.61019490255
2021-07-0122908.545727136432
2021-08-0123178.4107946027
2021-09-0120339.880059970015
2021-10-0121769.11544227886
2021-11-0123298.350824587706
2021-12-0125757.12143928036
2022-01-0122288.905547226386
2022-02-0121559.220389805098
2022-03-0121019.490254872562
2022-04-0118550.674662668665
2022-05-0117441.229385307346
2022-06-0114962.518740629686
2022-07-0117701.19940029985
2022-08-0115542.278860569715
2022-09-0113263.418290854574
2022-10-0116481.709145427285
2022-11-0119210.344827586207
2022-12-0118800.599700149924
2023-01-0122228.935532233885
2023-02-0123478.26086956522
2023-03-0122468.8155922039
2023-04-0122748.575712143927
2023-05-0122588.755622188906
2023-06-0127246.326836581713
2023-07-0128745.577211394306
2023-08-0128135.982008995503
2023-09-0125917.091454272864
2023-10-0125857.121439280363
2023-11-0130334.782608695652
2023-12-0134582.75862068965
2024-01-0131504.197901049476
2024-02-0135032.53373313344
2024-03-0139250.374812593705
2024-04-0138550.674662668665
2024-05-0135622.18890554723
2024-06-0137611.2443778111
2024-07-0137871.06446776612
2024-08-0135532.23388305847
2024-09-0133003.44827586207
2024-10-0134122.93853073463
2024-11-0137761.16941529235
2024-12-0135952.023988005996
2025-01-0138130.88455772114
2025-02-0139250.374812593705
2025-03-0135742.12893553224
2025-04-0137811.094452773614
2025-05-0146646.626686656666
2025-06-0151024.43778110944
2025-07-0154077.961019490256
2025-08-0153493.253373313346
2025-09-0151529.23538230884
2025-10-0155202.3988005997
2025-11-0159310.34482758621
2025-12-0157361.319340329836
2026-01-0162323.838080959526
2026-02-0166656.67166416791
2026-03-0160749.6251874063
2026-04-0166551.72413793103
Annual Return Matrix
YearAnnual Return
2018-0.0899995500022499
20190.15932879489673124
20200.720387300413746
20210.41983471074380163
2022-0.270081490104773
20230.8394497607655504
20240.03959387341925802
20250.5954962468723934
20260.16021955044432845
Total Factor Risk
0.4684646008495091
VTI.US Exposure
0.02959275370509697
VEA.US Exposure
0.11823831512575916
VWO.US Exposure
-0.020080075430246935
QQQ.US Exposure
0.03545778335395633
VTV.US Exposure
-0.026815832036364597
IJR.US Exposure
0.08644868997846897
QUAL.US Exposure
-0.024864166872395087
SHV.US Exposure
0.6431725265179554
TLT.US Exposure
0.01988886427887728
LQD.US Exposure
-0.0051073510685243195
HYG.US Exposure
0.009583920206718917
GLD.US Exposure
-0.0014993403157660113
USO.US Exposure
0.0006832565260282387
VNQ.US Exposure
0.020001789241708465
BTC-USD.CC Exposure
0.004327593597584098
CPER.US Exposure
-0.008528856396900408
VIX.INDX Exposure
-0.0022962419001429737
UUP.US Exposure
0.002233361892822646
TIP.US Exposure
-0.0012963094805747552
Idiosyncratic Exposure
0.1208593190759385
Value Score
50
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
46.8%

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 →0.00%
Market Cap$18.1B
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 →
+3.4%
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 →
+15.8%
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 →
2.4% 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 →
1.69
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Api Group Corp a high-risk investment?

Api Group Corp (APG.US) has an annualized volatility of 46.8% and experienced a maximum drawdown of 48.5% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, APG.US has generated a Compound Annual Growth Rate (CAGR) of 25.0%. It has had a positive return in 78% 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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