Grupo Aeroportuario del Sureste SAB de CV ADR

10-Year Study

ASR.US · Industrials · US · Common Stock

Executive Summary: Grupo Aeroportuario del Sureste SAB de CV ADR has compounded at 12.7% annually over the last 10 years, with a maximum drawdown of 53.1% and an annualized volatility of 53.3%.

1Y CAGR
+18.8%
3Y CAGR
+16.0%
5Y CAGR
+21.9%
10Y CAGR
+12.7%

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 →
53.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.46
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.62
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
32.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +50.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -15.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20266.74.2-6.50.9————————4.9%
20256.5-1.31.115.69.9-1.0-4.97.47.4-6.52.67.150.7%
2024-0.70.78.38.1-0.7-9.20.3-10.35.0-4.8-3.4-1.0-9.2%
202316.75.27.1-6.6-0.1-0.91.9-3.8-9.8-12.011.625.032.1%
2022-1.56.32.6-1.53.1-9.6-4.412.6-7.219.05.9-5.817.0%
2021-5.018.8-4.5-4.33.84.7-2.0-1.36.97.8-9.412.827.8%
20202.9-13.4-43.65.94.08.3-11.113.72.3-0.629.610.3-12.0%
201920.8-7.0-4.41.7-3.65.8-6.2-3.13.57.44.79.328.8%
20186.4-8.7-3.85.4-11.11.912.35.09.4-19.6-18.812.4-15.6%
20170.79.39.49.34.28.41.0-4.2-6.3-6.30.21.929.0%
2016———2.42.33.3-3.7-0.8-4.08.6-9.2-0.3-2.3%

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 53.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 65.2% of variance. Idiosyncratic stock-specific factors contribute 10.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110244.391659005618
2016-05-0110480.788304322039
2016-06-0110829.548120617972
2016-07-0110433.160577936782
2016-08-0110348.316767678396
2016-09-019938.345757154984
2016-10-0110792.221274590456
2016-11-019799.198283387994
2016-12-019766.624140712242
2017-01-019833.141849063404
2017-02-0110746.063664072482
2017-03-0111758.77211089507
2017-04-0112855.639656476214
2017-05-0113397.286729989055
2017-06-0114523.606939349667
2017-07-0114672.01815693789
2017-08-0114058.355544501717
2017-09-0113172.026715831636
2017-10-0112341.612636552118
2017-11-0112363.704651708407
2017-12-0112598.399587562015
2018-01-0113406.036940185417
2018-02-0112237.37537998971
2018-03-0111774.198258214776
2018-04-0112411.332378093663
2018-05-0111028.688404914215
2018-06-0111232.752570437178
2018-07-0112611.0868888824
2018-08-0113239.208997109108
2018-09-0114477.096903795014
2018-10-0111646.3183163347
2018-11-019453.549876701585
2018-12-0110628.62557256482
2019-01-0112841.160022112155
2019-02-0111946.967080480788
2019-03-0111416.245183104948
2019-04-0111613.150085739979
2019-05-0111191.820919748792
2019-06-0111841.591994514254
2019-07-0111112.585702216955
2019-08-0110766.343207611575
2019-09-0111139.61166788673
2019-10-0111961.386299124275
2019-11-0112524.581646308248
2019-12-0113688.20856312285
2020-01-0114082.662802745694
2020-02-0112198.789873116917
2020-03-016876.607939229841
2020-04-017283.477609430492
2020-05-017572.748079535283
2020-06-018202.410788636607
2020-07-017292.247958200377
2020-08-018287.868825387492
2020-09-018475.60060778215
2020-10-018425.928816184163
2020-11-0110920.473780080734
2020-12-0112047.579393808799
2021-01-0111447.137754891408
2021-02-0113597.635328696762
2021-03-0112986.963294428966
2021-04-0112425.238063112276
2021-05-0112902.230246324963
2021-06-0113506.327036337037
2021-07-0113237.507287646295
2021-08-0113059.280911955164
2021-09-0113966.755242825886
2021-10-0115060.944358128283
2021-11-0113649.331046933954
2021-12-0115397.782138897755
2022-01-0115173.720369865041
2022-02-0116128.23840848881
2022-03-0116550.977274626708
2022-04-0116298.530186211321
2022-05-0116798.98380757996
2022-06-0115183.17543013476
2022-07-0114519.8410261006
2022-08-0116349.027659323807
2022-09-0115166.168404793383
2022-10-0118046.014626645952
2022-11-0119118.323181814067
2022-12-0118012.765841757133
2023-01-0121028.688404914217
2023-02-0122124.96186257639
2023-03-0123693.605700827397
2023-04-0122135.786345845765
2023-05-0122121.326850055233
2023-06-0121911.442636783708
2023-07-0122329.640254591846
2023-08-0121484.55522449978
2023-09-0119388.018958453118
2023-10-0117060.291868346092
2023-11-0119038.644915664692
2023-12-0123793.865589118726
2024-01-0123637.811782877987
2024-02-0123801.95122638878
2024-03-0125767.58676452671
2024-04-0127855.322473943204
2024-05-0127650.78505194242
2024-06-0125118.822618437473
2024-07-0125200.172386189366
2024-08-0122592.015659754776
2024-09-0123713.271017873994
2024-10-0122582.792193080586
2024-11-0121816.277807594055
2024-12-0121605.77936783004
2025-01-0123018.03711337715
2025-02-0122711.940865092703
2025-03-0122963.532064133302
2025-04-0126546.184294127896
2025-05-0129171.730678800828
2025-06-0128886.37716124654
2025-07-0127476.797845978177
2025-08-0129506.010860732706
2025-09-0131687.94474780968
2025-10-0129630.819670150308
2025-11-0130404.211378495427
2025-12-0132564.07338898964
2026-01-0134752.12940241804
2026-02-0136216.20369764349
2026-03-0133845.89359381907
2026-04-0134153.006840066504
Annual Return Matrix
YearAnnual Return
20170.28994414098987353
2018-0.1563511302611713
20190.2878625246198898
2020-0.11985711364261642
20210.27808098503261247
20220.16982859474634515
20230.32094458997295505
2024-0.09196009841668307
20250.5071927207345257
20260.048794063079777406
Total Factor Risk
0.5333333330908993
VTI.US Exposure
0.006840537179560498
VEA.US Exposure
0.059028105755281765
VWO.US Exposure
0.004586727761872852
QQQ.US Exposure
0.0593424382734605
VTV.US Exposure
0.037463976145451036
IJR.US Exposure
0.08127193438003212
QUAL.US Exposure
-0.05436600427943109
SHV.US Exposure
0.6523694225733427
TLT.US Exposure
-0.0038636556517176114
LQD.US Exposure
0.05305014143956702
HYG.US Exposure
0.0015898739562817575
GLD.US Exposure
0.0027181650550802956
USO.US Exposure
0.000482247323602767
VNQ.US Exposure
-0.03018501501125093
BTC-USD.CC Exposure
-0.0003440494084465664
CPER.US Exposure
0.009607678793072543
VIX.INDX Exposure
-0.000229302912459033
UUP.US Exposure
0.016967421509820647
TIP.US Exposure
0.0003368205639924587
Idiosyncratic Exposure
0.10333253655288628
Value Score
44.5
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
88.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
53.3%

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 →13.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →7.40%
Market Cap$10.5B
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 →
-2.2%
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 →
+8.2%
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 →
11.0% 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 →
0.37
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Grupo Aeroportuario del Sureste SAB de CV ADR a high-risk investment?

Grupo Aeroportuario del Sureste SAB de CV ADR (ASR.US) has an annualized volatility of 53.3% and experienced a maximum drawdown of 53.1% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ASR.US has generated a Compound Annual Growth Rate (CAGR) of 12.7%. It has had a positive return in 70% 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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