Academy Sports Outdoors Inc

10-Year Study

ASO.US · Consumer Cyclical · US · Common Stock

Executive Summary: Academy Sports Outdoors Inc has compounded at 29.1% annually over the last 10 years, with a maximum drawdown of 49.1% and an annualized volatility of 55.4%.

1Y CAGR
+47.6%
3Y CAGR
+6.8%
5Y CAGR
+10.6%
10Y CAGR
+29.1%

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 →
49.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.87
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.88
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
39.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +111.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -12.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
67%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202610.19.3-6.12.7————————16.1%
2025-9.1-5.2-7.8-17.48.69.913.35.4-6.3-4.30.83.8-12.2%
2024-5.019.1-9.5-13.7-1.0-7.51.52.65.4-12.9-3.217.0-12.2%
202311.21.210.5-2.7-22.910.610.6-8.7-13.2-5.113.429.926.4%
2022-11.4-16.822.0-5.2-10.36.321.10.1-1.94.414.64.220.6%
20213.711.412.614.218.612.9-10.219.5-9.66.94.3-1.6111.8%
2020——————————11.926.041.0%

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 55.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 43.8% of variance. Idiosyncratic stock-specific factors contribute 23.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-10-0110000
2020-11-0111190.512978986402
2020-12-0114102.076075963592
2021-01-0114625.87088436903
2021-02-0116299.37352511518
2021-03-0118360.560175300594
2021-04-0120959.236992920552
2021-05-0124850.40453983594
2021-06-0128054.48645915271
2021-07-0125204.095965838857
2021-08-0130115.673109338128
2021-09-0127224.547701988984
2021-10-0129102.076075963592
2021-11-0130353.761658613326
2021-12-0129864.02966625463
2022-01-0126462.664344308352
2022-02-0122020.45173615013
2022-03-0126859.057197437916
2022-04-0125468.38127879537
2022-05-0122843.788627935723
2022-06-0124280.88830205641
2022-07-0129398.036296213057
2022-08-0129432.16934487021
2022-09-0128861.950780986626
2022-10-0130127.823350938306
2022-11-0134541.31082144061
2022-12-0136002.21935048882
2023-01-0140031.39397685133
2023-02-0140531.66086077087
2023-03-0144773.92122710417
2023-04-0143586.779413417236
2023-05-0133595.839420159566
2023-06-0137153.19136981683
2023-07-0141098.789189796604
2023-08-0137510.675356781656
2023-09-0132551.97213170019
2023-10-0130878.60995617485
2023-11-0135031.11304640971
2023-12-0145522.811551859755
2024-01-0143267.361501292275
2024-02-0151537.321609169565
2024-03-0146665.07472749747
2024-04-0140280.93044162265
2024-05-0139859.46454657827
2024-06-0136866.3613889201
2024-07-0137434.05157882908
2024-08-0138410.2848634678
2024-09-0140475.123609394315
2024-10-0135273.55601753006
2024-11-0134156.927744690416
2024-12-0139978.01719294303
2025-01-0136350.573098100904
2025-02-0134460.40285425329
2025-03-0131777.727834588157
2025-04-0126252.66883919542
2025-05-0128503.062141813683
2025-06-0131310.96190583212
2025-07-0135489.52129452747
2025-08-0137418.038543656585
2025-09-0135045.932127205306
2025-10-0133553.629621305765
2025-11-0133805.834925272495
2025-12-0135088.212158669514
2026-01-0138634.95898415552
2026-02-0142230.8686369255
2026-03-0139646.30857399708
2026-04-0140727.8907742443
Annual Return Matrix
YearAnnual Return
20211.1177044787863997
20220.20553789133052391
20230.26444459183713276
2024-0.12180254623772702
2025-0.12231234507389899
20260.160728582866293
Total Factor Risk
0.5538145725098924
VTI.US Exposure
0.07847340467517609
VEA.US Exposure
0.027439708374141385
VWO.US Exposure
-0.005966429376767004
QQQ.US Exposure
-0.05425270355794494
VTV.US Exposure
-0.03145510168740718
IJR.US Exposure
0.055870559212803705
QUAL.US Exposure
0.10379890216317
SHV.US Exposure
0.4381221536881256
TLT.US Exposure
-0.007142580492086951
LQD.US Exposure
0.10548827166470208
HYG.US Exposure
0.023812098990636105
GLD.US Exposure
-0.0007799632375673957
USO.US Exposure
0.004042444264872442
VNQ.US Exposure
0.014812329231695792
BTC-USD.CC Exposure
-0.000284098885233897
CPER.US Exposure
0.005531201621291759
VIX.INDX Exposure
-0.011307208721681297
UUP.US Exposure
0.006019567023787072
TIP.US Exposure
0.015285803835329298
Idiosyncratic Exposure
0.2324916412129572
Value Score
45.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
11.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
55.4%

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 →10.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.94%
Market Cap$3.8B
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
$105
Avg Yield on Cost
1.05%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$105.351.05%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 →
+1.1%
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 →
+10.2%
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 →
5.2% 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 →
1.22
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Academy Sports Outdoors Inc a high-risk investment?

Academy Sports Outdoors Inc (ASO.US) has an annualized volatility of 55.4% and experienced a maximum drawdown of 49.1% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ASO.US has generated a Compound Annual Growth Rate (CAGR) of 29.1%. It has had a positive return in 67% 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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