Apogee Enterprises Inc

10-Year Study

APOG.US · Industrials · US · Common Stock

Executive Summary: Apogee Enterprises Inc has compounded at -0.9% annually over the last 10 years, with a maximum drawdown of 64.1% and an annualized volatility of 47.2%.

1Y CAGR
-10.8%
3Y CAGR
-0.7%
5Y CAGR
-0.2%
10Y CAGR
-0.9%

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 →
64.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.03
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.04
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
33.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +55.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -47.8%
% 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.
20262.08.0-15.81.7————————-5.6%
2025-28.2-6.0-3.4-14.4-2.05.04.14.7-0.9-15.4-0.50.0-47.8%
2024-0.78.33.54.45.6-3.39.7-2.74.87.212.5-15.235.8%
20235.9-2.3-5.5-1.6-12.828.64.91.9-6.7-8.35.118.422.8%
2022-6.80.95.3-7.3-5.0-5.76.7-1.9-6.420.75.2-7.9-5.7%
202111.46.69.3-14.18.87.2-2.18.3-12.111.6-1.516.655.2%
2020-1.5-5.1-31.0-1.82.111.6-5.5-3.12.112.69.820.70.6%
201914.15.35.07.5-9.719.8-6.2-8.95.6-3.31.9-15.010.9%
2018-0.1-5.20.5-5.26.610.45.7-3.0-16.1-12.31.0-18.1-33.8%
20176.80.24.2-8.6-2.06.7-8.1-16.110.4-0.84.8-8.6-13.7%
2016———-5.69.52.51.13.5-7.7-8.517.112.323.1%

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 47.2%. The dominant macroeconomic risk driver is QUAL.US, accounting for 36.9% of variance. Idiosyncratic stock-specific factors contribute 18.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019441.791846236032
2016-05-0110335.057752829513
2016-06-0110593.333167257619
2016-07-0110713.82109770511
2016-08-0111091.947819010686
2016-09-0110241.72320160761
2016-10-019366.39347211727
2016-11-0110963.84808500862
2016-12-0112310.777483454707
2017-01-0113151.258992307923
2017-02-0113174.31583725687
2017-03-0113734.184748160018
2017-04-0112556.818653624186
2017-05-0112307.981875603753
2017-06-0113130.361131639915
2017-07-0112062.57732900429
2017-08-0110119.685231163554
2017-09-0111175.677658110999
2017-10-0111085.719979738762
2017-11-0111619.902513555928
2017-12-0110621.178528624532
2018-01-0110606.342431514526
2018-02-0110054.002286308994
2018-03-0110102.93926334349
2018-04-019580.907935927988
2018-05-0110211.608138817151
2018-06-0111269.012209332901
2018-07-0111912.77703505028
2018-08-0111551.36860227911
2018-09-019697.327011384488
2018-10-018507.892748303952
2018-11-018590.377019549878
2018-12-017034.9118829941235
2019-01-018029.456295791918
2019-02-018454.333330565405
2019-03-018880.705046764153
2019-04-019546.364187433048
2019-05-018625.003805901777
2019-06-0110335.722055685186
2019-07-019689.85360425818
2019-08-018822.633905464168
2019-09-019314.771604374435
2019-10-019010.603934333663
2019-11-019178.617198247348
2019-12-017800.880754869477
2020-01-017681.721430133331
2020-02-017288.23270529034
2020-03-015026.1984438705595
2020-04-014934.469291216532
2020-05-015035.858514563456
2020-06-015618.701232558589
2020-07-015310.270952527257
2020-08-015147.959621458089
2020-09-015256.157949075649
2020-10-015916.142836185682
2020-11-016498.099817039922
2020-12-017845.278329056883
2021-01-018741.146088501748
2021-02-019313.91354651919
2021-03-0110180.551980314493
2021-04-018748.619495628056
2021-05-019518.214353923953
2021-06-0110199.346215272875
2021-07-019983.890655749956
2021-08-0110816.92643676252
2021-09-019503.212181100029
2021-10-0110604.986146517529
2021-11-0110445.664178298886
2021-12-0112178.166025891202
2022-01-0111348.258004157427
2022-02-0111454.98932963538
2022-03-0112062.438932576028
2022-04-0111183.040348094695
2022-05-0110627.98763289517
2022-06-0110019.95676495581
2022-07-0110691.594631325754
2022-08-0110493.74309747814
2022-09-019820.527511825974
2022-10-0111850.111132331895
2022-11-0112462.238534547898
2022-12-0111483.332918144048
2023-01-0112162.914739496402
2023-02-0111882.468217260246
2023-03-0111230.704077989154
2023-04-0111051.50838267166
2023-05-019642.134515792415
2023-06-0112400.762841112595
2023-07-0113004.060551205293
2023-08-0113248.219529950371
2023-09-0112360.821631915322
2023-10-0111333.11743490524
2023-11-0111908.763538630594
2023-12-0114103.038908771841
2024-01-0114008.901658266002
2024-02-0115176.081775681532
2024-03-0115703.98111165547
2024-04-0116388.35144942579
2024-05-0117299.58121240807
2024-06-0116731.076364381184
2024-07-0118355.07541221376
2024-08-0117857.678649029425
2024-09-0118722.739363542503
2024-10-0120077.03145197228
2024-11-0122590.6704199778
2024-12-0119156.86127972409
2025-01-0113754.41830597236
2025-02-0112924.09509495379
2025-03-0112490.05621662916
2025-04-0110694.583994176279
2025-05-0110483.916951071325
2025-06-0111012.868099900077
2025-07-0111460.552866051632
2025-08-0112002.31952413772
2025-09-0111891.768457239654
2025-10-0110060.728352722672
2025-11-0110005.784970701474
2025-12-0110005.784970701474
2026-01-0110203.63650454909
2026-02-0111021.891547022953
2026-03-019283.632408014813
2026-04-019444.172264802188
Annual Return Matrix
YearAnnual Return
2017-0.13724551167470456
2018-0.33765242114754657
20190.10888108971584609
20200.005691354038413143
20210.5522924127224937
2022-0.05705564419715714
20230.22813115402137063
20240.3583498849888913
2025-0.47769183977483054
2026-0.05612880024343703
Total Factor Risk
0.47208033463515076
VTI.US Exposure
-0.08099243686171329
VEA.US Exposure
-0.08042221934380384
VWO.US Exposure
0.03770849597021885
QQQ.US Exposure
-0.01278617576140721
VTV.US Exposure
0.030214756115521886
IJR.US Exposure
0.2599664450139814
QUAL.US Exposure
0.3692872574396793
SHV.US Exposure
0.16809836634131345
TLT.US Exposure
0.006856025358836019
LQD.US Exposure
0.011854962811119293
HYG.US Exposure
0.021036768659183126
GLD.US Exposure
0.013159657876194204
USO.US Exposure
0.0031791799840499087
VNQ.US Exposure
0.00896447833070628
BTC-USD.CC Exposure
-0.003575671978277131
CPER.US Exposure
0.0018131333251998854
VIX.INDX Exposure
0.011410146636616566
UUP.US Exposure
0.03794185215489076
TIP.US Exposure
0.011944615474711085
Idiosyncratic Exposure
0.18434036245297952
Value Score
42.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
37
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
47.2%

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 →17.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.08%
Market Cap$717.4M
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 →
-6.7%
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 →
-11.8%
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 →
24.1% 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 →
1.11
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Apogee Enterprises Inc a high-risk investment?

Apogee Enterprises Inc (APOG.US) has an annualized volatility of 47.2% and experienced a maximum drawdown of 64.1% over the last 10 years. Its primary macro risk driver is QUAL.US.

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

Over the past 10 years, APOG.US has generated a Compound Annual Growth Rate (CAGR) of -0.9%. 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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