Assa Abloy AB

10-Year Study

ASAZY.US · Industrials · US · Common Stock

Executive Summary: Assa Abloy AB has compounded at 8.5% annually over the last 10 years, with a maximum drawdown of 41.1% and an annualized volatility of 25.8%.

1Y CAGR
+29.2%
3Y CAGR
+24.0%
5Y CAGR
+7.1%
10Y CAGR
+8.5%

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 →
41.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.32
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.54
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
23.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +37.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -28.7%
% 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.
20264.65.2-15.410.9————————3.1%
20254.20.0-1.81.25.5-1.75.96.9-1.58.61.41.733.8%
2024-4.93.81.2-7.110.7-3.78.05.74.5-7.3-0.6-4.63.7%
20239.43.5-1.70.5-6.48.6-0.3-6.6-3.5-1.921.512.637.0%
2022-10.6-4.32.9-5.6-2.1-13.710.7-14.4-7.88.215.0-6.6-28.7%
20210.31.614.70.37.5-2.36.5-0.4-9.31.4-3.79.026.1%
20201.5-5.4-17.1-3.814.80.36.96.31.5-8.812.13.87.7%
20194.610.94.51.3-9.515.81.6-8.76.46.6-0.0-1.433.5%
20187.10.5-2.5-1.62.7-1.7-6.73.1-1.8-0.9-6.3-4.3-12.4%
20171.82.46.37.03.5-1.6-3.00.76.2-7.9-3.82.013.3%
2016———8.8-1.4-1.37.0-7.60.1-10.53.8-1.4-4.0%

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 25.8%. The dominant macroeconomic risk driver is VEA.US, accounting for 70.9% of variance. Idiosyncratic stock-specific factors contribute 16.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110876.815818879657
2016-05-0110726.327551863189
2016-06-0110586.284798134382
2016-07-0111323.057863285236
2016-08-0110461.667395423408
2016-09-0110477.214205898072
2016-10-019382.25720254579
2016-11-019735.218384103388
2016-12-019600.27692756158
2017-01-019776.636058883545
2017-02-0110015.42535101783
2017-03-0110648.472040033037
2017-04-0111394.597483360054
2017-05-0111787.88320458631
2017-06-0111594.884127678182
2017-07-0111247.024243307584
2017-08-0111320.871593062237
2017-09-0112027.036875091095
2017-10-0111078.43851722295
2017-11-0110662.075499198367
2017-12-0110878.151872904824
2018-01-0111647.597531943838
2018-02-0111710.877908953991
2018-03-0111415.731428849049
2018-04-0111230.627216635088
2018-05-0111531.482291211192
2018-06-0111338.118835932564
2018-07-0110580.454744206385
2018-08-0110913.61803430015
2018-09-0110720.133119564689
2018-10-0110628.795608026041
2018-11-019962.469027838506
2018-12-019532.624010105426
2019-01-019973.278919496672
2019-02-0111063.984841859787
2019-03-0111558.446290628188
2019-04-0111714.035854831656
2019-05-0110604.50371665938
2019-06-0112282.587572268378
2019-07-0112484.817567895836
2019-08-0111398.11980760822
2019-09-0112123.961521644076
2019-10-0112922.071612495749
2019-11-0112916.605936938247
2019-12-0112730.772967983288
2020-01-0112922.071612495749
2020-02-0112222.46514113589
2020-03-0110128.86848370014
2020-04-019740.805519117719
2020-05-0111178.156731283098
2020-06-0111211.436622455427
2020-07-0111985.254821940434
2020-08-0112737.088859738622
2020-09-0112925.108098916582
2020-10-0111786.304231647478
2020-11-0113214.788903464025
2020-12-0113716.659379099256
2021-01-0113761.234999757082
2021-02-0113984.35602195987
2021-03-0116036.29208570179
2021-04-0116084.754408978284
2021-05-0117298.741680027208
2021-06-0116905.334499344117
2021-07-0118006.850313365398
2021-08-0117928.144585337417
2021-09-0116253.340135062917
2021-10-0116478.16158966137
2021-11-0115861.511927318661
2021-12-0117294.247680124376
2022-01-0115459.481125200407
2022-02-0114791.211193703542
2022-03-0115221.663508720789
2022-04-0114363.916824563961
2022-05-0114055.409804207357
2022-06-0112135.621629500072
2022-07-0113438.274304037312
2022-08-0111507.068940387699
2022-09-0110604.382257202547
2022-10-0111472.817373560707
2022-11-0113195.355390370696
2022-12-0112331.049895544867
2023-01-0113494.995870378469
2023-02-0113967.47315746004
2023-03-0113725.525919448088
2023-04-0113792.571539620076
2023-05-0112907.982315503084
2023-06-0114013.749210513532
2023-07-0113967.230238546374
2023-08-0113047.660690861392
2023-09-0112593.766700675314
2023-10-0112349.268814069865
2023-11-0115005.951513384833
2023-12-0116897.804013020454
2024-01-0116069.450517417285
2024-02-0116674.561531360832
2024-03-0116874.362337851624
2024-04-0115673.614147597533
2024-05-0117346.4752465627
2024-06-0116705.776611766993
2024-07-0118034.664528980225
2024-08-0119066.94845260652
2024-09-0119933.075839284847
2024-10-0118485.52203274547
2024-11-0118367.70635961716
2024-12-0117526.72108050333
2025-01-0118256.44949715785
2025-02-0118256.44949715785
2025-03-0117921.464315211582
2025-04-0118131.832094446872
2025-05-0119123.062721663508
2025-06-0118796.701161152407
2025-07-0119896.638002234853
2025-08-0121274.716999465574
2025-09-0120948.355438954477
2025-10-0122749.35626487878
2025-11-0123065.150852645387
2025-12-0123453.821114511975
2026-01-0124522.6643346451
2026-02-0125785.84268571151
2026-03-0121801.972501578974
2026-04-0124182.57785551183
Annual Return Matrix
YearAnnual Return
20170.1331081337533686
2018-0.12369085103057109
20190.33549513276591414
20200.07744120593426507
20210.2608206708461729
2022-0.2869854691790683
20230.3703459280564201
20240.03721886388303863
20250.33817506462186686
20260.03107198342827555
Total Factor Risk
0.2580135254604429
VTI.US Exposure
0.15327215120451582
VEA.US Exposure
0.708882316289611
VWO.US Exposure
-0.04830589964017697
QQQ.US Exposure
-0.056611193836366126
VTV.US Exposure
-0.03239694096242465
IJR.US Exposure
0.09183269667189053
QUAL.US Exposure
-0.12806201874270676
SHV.US Exposure
0.014916794613387975
TLT.US Exposure
0.023372359796289387
LQD.US Exposure
-0.04526688379034723
HYG.US Exposure
0.14029758691287225
GLD.US Exposure
-0.012317532282871566
USO.US Exposure
0.06834448524692864
VNQ.US Exposure
0.04009706084478085
BTC-USD.CC Exposure
-0.00038034232348076327
CPER.US Exposure
-0.03029011886054594
VIX.INDX Exposure
-0.043890992041070845
UUP.US Exposure
-0.0035176830392229805
TIP.US Exposure
-0.008079561991043524
Idiosyncratic Exposure
0.1681037159299809
Value Score
39.4
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
21.1
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
25.8%

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 →26.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.76%
Market Cap$41.3B
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 →
+1.4%
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 →
+7.7%
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 →
9.3% 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 →
0.86
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Assa Abloy AB a high-risk investment?

Assa Abloy AB (ASAZY.US) has an annualized volatility of 25.8% and experienced a maximum drawdown of 41.1% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, ASAZY.US has generated a Compound Annual Growth Rate (CAGR) of 8.5%. 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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