Aptiv PLC

10-Year Study

APTV.US · Consumer Cyclical · US · Common Stock

Executive Summary: Aptiv PLC has compounded at 0.6% annually over the last 10 years, with a maximum drawdown of 67.9% and an annualized volatility of 40.8%.

1Y CAGR
-15.1%
3Y CAGR
-13.6%
5Y CAGR
-17.8%
10Y CAGR
+0.6%

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 →
67.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.07
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.12
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
38.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +55.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -43.5%
% 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.
2026-0.4-2.9-5.6-17.2————————-24.4%
20253.24.3-8.6-4.117.12.10.615.98.4-5.9-4.4-1.925.8%
2024-9.4-2.30.2-10.917.3-15.4-1.53.10.7-21.1-2.38.9-32.6%
202321.42.8-3.5-8.3-14.415.97.2-7.3-2.8-11.6-5.08.3-3.7%
2022-17.2-5.2-7.5-11.1-0.2-16.217.8-10.9-16.316.417.1-12.7-43.5%
20212.512.2-8.04.34.54.66.1-8.8-2.116.1-7.32.926.6%
2020-10.7-7.6-37.041.28.33.4-0.210.86.55.223.09.837.5%
201928.55.3-4.47.8-25.126.28.4-4.95.12.45.11.255.9%
201811.8-3.5-7.0-0.515.5-6.07.0-10.1-4.7-8.5-6.1-14.4-26.7%
20174.09.15.7-0.19.8-0.43.26.92.11.05.6-3.252.4%
2016———-1.9-7.3-7.98.34.60.9-8.8-1.25.2-9.1%

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 40.8%. The dominant macroeconomic risk driver is VTI.US, accounting for 27.4% of variance. Idiosyncratic stock-specific factors contribute 29.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019814.70552339044
2016-05-019096.34878094859
2016-06-018378.928291388647
2016-07-019077.60700450906
2016-08-019499.322052600693
2016-09-019588.048731962503
2016-10-018747.811926858587
2016-11-018641.513787159625
2016-12-019093.840960729207
2017-01-019459.748649538811
2017-02-0110321.502552125045
2017-03-0110912.612496635342
2017-04-0110900.424490369134
2017-05-0111966.29824001177
2017-06-0111922.779199804723
2017-07-0112299.570828366457
2017-08-0113153.951739507698
2017-09-0113426.852735781076
2017-10-0113560.569709878639
2017-11-0114325.12050076154
2017-12-0113861.073447366705
2018-01-0115503.227564622346
2018-02-0114957.442290877052
2018-03-0113915.844240958055
2018-04-0113851.96170056961
2018-05-0116005.660986175222
2018-06-0115042.03942627761
2018-07-0116099.236117961176
2018-08-0114480.287697135567
2018-09-0113804.062334379374
2018-10-0112635.90295738879
2018-11-0111863.995893862362
2018-12-0110159.48064715137
2019-01-0113056.999409826309
2019-02-0113752.234049845436
2019-03-0113153.232831044808
2019-04-0114180.803806536716
2019-05-0110626.05223956705
2019-06-0113411.973002479399
2019-07-0114543.601798274285
2019-08-0113837.834313333746
2019-09-0114544.956021192755
2019-10-0114899.344455794655
2019-11-0115655.786627968215
2019-12-0115837.570156270638
2020-01-0114139.909618159294
2020-02-0113059.055822406202
2020-03-018232.337840164915
2020-04-0111627.926417211003
2020-05-0112597.616902039526
2020-06-0113027.290099627338
2020-07-0112998.868137140984
2020-08-0114398.23181955732
2020-09-0115327.7971808757
2020-10-0116131.971531224868
2020-11-0119845.217336059613
2020-12-0121782.926425570404
2021-01-0122336.318753981166
2021-02-0125051.452111501032
2021-03-0123055.227216871277
2021-04-0124056.683424478666
2021-05-0125148.42115998388
2021-06-0126303.690341046833
2021-07-0127895.320240282614
2021-08-0125444.34394587121
2021-09-0124905.998538776752
2021-10-0128905.135848621285
2021-11-0126808.59814521617
2021-12-0127577.66301249396
2022-01-0122834.539037565475
2022-02-0121640.816613138635
2022-03-0120014.077230831474
2022-04-0117788.80475616464
2022-05-0117762.054673824543
2022-06-0114891.43646270286
2022-07-0117536.350854079974
2022-08-0115620.376206470512
2022-09-0113075.774623868763
2022-10-0115225.812491954077
2022-11-0117833.945520113553
2022-12-0115570.219802082827
2023-01-0118907.292574009956
2023-02-0119440.622340665643
2023-03-0118756.82336084691
2023-04-0117196.95918438999
2023-05-0114725.92032822351
2023-06-0117068.22441312827
2023-07-0118305.415721357767
2023-08-0116961.224083767884
2023-09-0116483.066361938647
2023-10-0114578.794875352976
2023-11-0113849.855131585327
2023-12-0115000.108672209506
2024-01-0113597.401229500658
2024-02-0113289.775282589542
2024-03-0113316.525364929641
2024-04-0111870.349038418133
2024-05-0113920.074097728084
2024-06-0111773.379989935282
2024-07-0111601.176334870906
2024-08-0111958.958686169708
2024-09-0112039.208933189997
2024-10-019501.294871173275
2024-11-019283.950452159987
2024-12-0110111.531124556743
2025-01-0110435.875872930423
2025-02-0110887.283512419563
2025-03-019947.686870223648
2025-04-019539.748114537166
2025-05-0111169.831257136839
2025-06-0111405.566357758946
2025-07-0111475.785323901699
2025-08-0113296.462803174567
2025-09-0114414.95062101988
2025-10-0113558.947986136769
2025-11-0112965.430534215862
2025-12-0112721.336032862477
2026-01-0112664.49210788977
2026-02-0112295.006595567178
2026-03-0111609.535735602185
2026-04-019616.654601264945
Annual Return Matrix
YearAnnual Return
20170.5242265075037367
2018-0.2670495048071878
20190.558895646965119
20200.3753957337291285
20210.2660219510323125
2022-0.4354046680812367
2023-0.036615483732416965
2024-0.3259028087382969
20250.2581018518518521
2026-0.24405309501905637
Total Factor Risk
0.4078024723731183
VTI.US Exposure
0.27400896480129733
VEA.US Exposure
0.11165190710693715
VWO.US Exposure
0.027247886303625783
QQQ.US Exposure
0.007690422930200318
VTV.US Exposure
0.03305557640607458
IJR.US Exposure
0.08989731844231921
QUAL.US Exposure
-0.10034117365581291
SHV.US Exposure
0.06356888948573436
TLT.US Exposure
-0.011470718463737276
LQD.US Exposure
0.16988046634293733
HYG.US Exposure
0.006035901165490811
GLD.US Exposure
0.0007246656895909061
USO.US Exposure
-0.0006154983841930372
VNQ.US Exposure
-0.027371654184355908
BTC-USD.CC Exposure
-0.0009617498545978967
CPER.US Exposure
0.023496337750511884
VIX.INDX Exposure
-0.040988052552418115
UUP.US Exposure
0.04979709110274512
TIP.US Exposure
0.025482584216529672
Idiosyncratic Exposure
0.29921083535112064
Value Score
17.8
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
40.8%

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 →80.5x
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$15.2B
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 →
-19.8%
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 →
-24.9%
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 →
35.1% 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 →
1.51
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Aptiv PLC a high-risk investment?

Aptiv PLC (APTV.US) has an annualized volatility of 40.8% and experienced a maximum drawdown of 67.9% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, APTV.US has generated a Compound Annual Growth Rate (CAGR) of 0.6%. 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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