Auto Trader Group PLC ADR

10-Year Study

ATDRY.US · Communication Services · US · Common Stock

Executive Summary: Auto Trader Group PLC ADR has compounded at 2.5% annually over the last 10 years, with a maximum drawdown of 46.9% and an annualized volatility of 31.4%.

1Y CAGR
-37.3%
3Y CAGR
-2.7%
5Y CAGR
-1.9%
10Y CAGR
+2.5%

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 →
46.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.08
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.13
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
30.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +52.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -39.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-5.1-11.0-6.211.8————————-11.4%
2025-1.6-0.80.016.4-4.36.0-2.5-1.7-2.6-2.7-19.0-5.9-20.2%
20241.82.2-4.3-3.118.9-2.54.27.24.7-6.8-3.7-6.59.7%
202327.3-7.95.16.3-1.8-1.06.6-6.3-1.6-1.121.91.352.9%
2022-9.5-3.2-5.3-4.8-9.1-8.914.6-1.8-24.96.315.1-10.7-39.7%
2021-3.4-1.0-0.83.40.010.53.6-4.2-8.53.819.12.424.5%
2020-7.2-9.8-17.73.824.1-6.37.27.5-3.34.2-0.17.23.4%
20194.35.37.49.11.3-9.6-4.1-1.9-2.814.90.611.238.5%
20187.8-1.8-2.2-1.1-3.519.9-0.85.3-0.2-10.26.93.622.8%
2017-0.5-1.8-0.35.83.5-8.12.2-9.015.7-13.70.14.8-4.4%
2016———-4.60.8-20.24.1-0.47.8-13.19.21.2-17.7%

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 31.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 20.2% of variance. Idiosyncratic stock-specific factors contribute 28.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019536.097419541897
2016-05-019610.031893302408
2016-06-017668.889533198029
2016-07-017987.0977094810105
2016-08-017952.305015946651
2016-09-018570.600173963467
2016-10-017444.9115685706
2016-11-018127.718179182371
2016-12-018225.572629747754
2017-01-018186.430849521601
2017-02-018037.837054218614
2017-03-018011.7425340678465
2017-04-018475.64511452595
2017-05-018776.456944041753
2017-06-018063.931574369383
2017-07-018240.06958538707
2017-08-017497.825456654103
2017-09-018677.877645694405
2017-10-017491.301826616411
2017-11-017497.825456654103
2017-12-017860.249347636997
2018-01-018472.020875616123
2018-02-018319.802841403305
2018-03-018140.765439257757
2018-04-018047.984923166136
2018-05-017763.844592635546
2018-06-019305.595824876777
2018-07-019233.111046680198
2018-08-019725.282690634967
2018-09-019704.986952739924
2018-10-018718.46912148449
2018-11-019318.64308495216
2018-12-019652.073064656423
2019-01-0110068.86053928675
2019-02-0110597.999420121776
2019-03-0111381.559872426791
2019-04-0112414.05845275994
2019-05-0112581.363627101138
2019-06-0111376.764816489902
2019-07-0110908.309291431475
2019-08-0110700.206301736986
2019-09-0110396.414440450339
2019-10-0111949.124941794069
2019-11-0112016.635108388104
2019-12-0113366.818566293296
2020-01-0112404.29946670466
2020-02-0111184.204139720532
2020-03-019204.94023044063
2020-04-019557.410370408366
2020-05-0111862.034588905306
2020-06-0111116.420921984878
2020-07-0111916.26029900794
2020-08-0112810.997044946811
2020-09-0112390.741959071636
2020-10-0112912.671439507349
2020-11-0112899.115660046107
2020-12-0113827.740990552187
2021-01-0113353.262786832054
2021-02-0113217.69375910307
2021-03-0113116.021956800205
2021-04-0113556.609847781347
2021-05-0113556.609847781347
2021-06-0114980.05569205833
2021-07-0115522.31797760001
2021-08-0114866.357542321663
2021-09-0113601.863754075586
2021-10-0114114.495670321923
2021-11-0116814.364872658967
2021-12-0117210.80229502894
2022-01-0115572.089324933475
2022-02-0115071.31353120038
2022-03-0114268.700438466547
2022-04-0113582.705241695769
2022-05-0112347.913541874012
2022-06-0111250.321399857943
2022-07-0112896.71004492499
2022-08-0112667.653836454645
2022-09-019511.12215330235
2022-10-0110106.434128048732
2022-11-0111629.321568943376
2022-12-0110383.322675112679
2023-01-0113221.796438914515
2023-02-0112177.971177392852
2023-03-0112804.266679940207
2023-04-0113604.533779479416
2023-05-0113360.973025239284
2023-06-0113221.796438914515
2023-07-0114091.653559787892
2023-08-0113204.285738329227
2023-09-0112993.579257844533
2023-10-0112853.108270854735
2023-11-0115662.529738822444
2023-12-0115873.23708339303
2024-01-0116158.063987539486
2024-02-0116510.858159716423
2024-03-0115805.269815362548
2024-04-0115311.354863605626
2024-05-0118204.281592099484
2024-06-0117745.647267280507
2024-07-0118486.517966744104
2024-08-0119826.139702801083
2024-09-0120749.940841776563
2024-10-0119328.71137781052
2024-11-0118618.09405356983
2024-12-0117410.051860682135
2025-01-0117131.660668253382
2025-02-0116988.898125480104
2025-03-0116988.898125480104
2025-04-0119772.792768049807
2025-05-0118916.210598723028
2025-06-0120058.31958176814
2025-07-0119558.64636163222
2025-08-0119231.84389306276
2025-09-0118727.635950169795
2025-10-0118223.431463620393
2025-11-0114766.021616806602
2025-12-0113901.668723060207
2026-01-0113192.23001197512
2026-02-0111742.534067845754
2026-03-0111017.686285879967
2026-04-0112322.412293418383
Annual Return Matrix
YearAnnual Return
2017-0.04441311244272117
20180.22796016230173355
20190.38486504160845825
20200.03448258252125802
20210.24465755518477184
2022-0.39669734756573605
20230.5287242417534499
20240.09681798168925204
2025-0.20151480108712705
2026-0.11360193233652172
Total Factor Risk
0.31395705875886765
VTI.US Exposure
0.08632783103965182
VEA.US Exposure
0.0719901678728238
VWO.US Exposure
0.01079796886380743
QQQ.US Exposure
0.022482342956484304
VTV.US Exposure
-0.05575152596264135
IJR.US Exposure
-0.036419751792745494
QUAL.US Exposure
0.029005010523104943
SHV.US Exposure
0.20188334746916212
TLT.US Exposure
-0.06773591110792831
LQD.US Exposure
0.0884563969909444
HYG.US Exposure
0.010906783639636984
GLD.US Exposure
-0.006964379995227977
USO.US Exposure
0.02412645975947575
VNQ.US Exposure
0.1532444961577974
BTC-USD.CC Exposure
0.018697582013799785
CPER.US Exposure
0.009108203789605711
VIX.INDX Exposure
-0.032033723646483506
UUP.US Exposure
0.06069785312605323
TIP.US Exposure
0.12262115132084446
Idiosyncratic Exposure
0.2885596969818345
Value Score
44.4
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
86
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
31.4%

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 →14.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →7.17%
Market Cap$5.2B
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 →
+7.2%
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 →
-21.9%
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 →
44.0% 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 →
0.68
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Auto Trader Group PLC ADR a high-risk investment?

Auto Trader Group PLC ADR (ATDRY.US) has an annualized volatility of 31.4% and experienced a maximum drawdown of 46.9% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ATDRY.US has generated a Compound Annual Growth Rate (CAGR) of 2.5%. It has had a positive return in 60% 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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