Autohome Inc

10-Year Study

ATHM.US · Communication Services · US · Common Stock

Executive Summary: Autohome Inc has compounded at -0.3% annually over the last 10 years, with a maximum drawdown of 81.0% and an annualized volatility of 51.0%.

1Y CAGR
-19.3%
3Y CAGR
-8.0%
5Y CAGR
-21.6%
10Y CAGR
-0.3%

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 →
81.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.06
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 →
41.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +155.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · -70.2%
% 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.
2026-1.0-13.0-9.47.7————————-16.0%
20258.02.6-3.5-1.6-10.15.25.06.6-1.1-9.8-5.7-1.2-7.6%
2024-10.23.10.9-2.010.5-3.3-7.20.929.7-13.9-2.1-1.3-1.2%
202313.9-12.511.9-11.4-3.51.99.6-9.65.0-11.92.17.1-2.5%
202213.0-8.21.3-4.425.08.2-9.3-0.2-19.2-9.214.52.35.8%
202110.74.2-18.2-0.6-16.9-17.0-29.2-2.36.0-16.2-13.2-13.7-70.2%
2020-4.41.6-8.616.9-6.4-1.916.1-8.519.6-0.5-1.25.525.9%
2019-7.529.911.89.9-25.6-0.3-0.72.5-4.61.7-19.517.62.3%
201830.2-6.19.913.515.6-10.4-4.2-14.6-6.3-6.513.8-5.022.3%
201724.25.8-4.48.922.57.07.332.0-6.5-4.3-3.716.8155.8%
2016———5.8-16.1-18.97.912.8-0.9-3.317.6-8.3-9.5%

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 51.0%. The dominant macroeconomic risk driver is VWO.US, accounting for 39.7% of variance. Idiosyncratic stock-specific factors contribute 26.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110579.824565429934
2016-05-018872.619446522749
2016-06-017197.591102502077
2016-07-017766.674775887156
2016-08-018758.049931377634
2016-09-018679.32929096342
2016-10-018392.997305596738
2016-11-019871.155196709798
2016-12-019047.9622140926
2017-01-0111234.789473925795
2017-02-0111889.80028366971
2017-03-0111370.794871912567
2017-04-0112383.697712740808
2017-05-0115168.251024745363
2017-06-0116234.812424549822
2017-07-0117423.058032947916
2017-08-0123002.905549001876
2017-09-0121503.265873799108
2017-10-0120583.404862778214
2017-11-0119817.496637733577
2017-12-0123146.071541685214
2018-01-0130126.274333399124
2018-02-0128292.244066116153
2018-03-0131088.548097622777
2018-04-0135288.42049215318
2018-05-0140776.098302112834
2018-06-0136536.42952551879
2018-07-0134999.01312316682
2018-08-0129883.915743669066
2018-09-0128002.836697129795
2018-10-0126183.219421736074
2018-11-0129786.237887808165
2018-12-0128299.450562060778
2019-01-0126183.219421736074
2019-02-0134022.28046580586
2019-03-0138026.84304986252
2019-04-0141778.168448400116
2019-05-0131074.04330323741
2019-06-0130972.785150028227
2019-07-0130748.46575078376
2019-08-0131529.842696422915
2019-09-0130072.019058198188
2019-10-0130589.326123777304
2019-11-0124616.885233109486
2019-12-0128943.353269775405
2020-01-0127666.380548887122
2020-02-0128096.888354394352
2020-03-0125691.249845083286
2020-04-0130043.652086900238
2020-05-0128134.619180295507
2020-06-0127611.620359957586
2020-07-0132055.090677915534
2020-08-0129345.126894000245
2020-09-0135108.85480976227
2020-10-0134944.25293423728
2020-11-0134531.003997998705
2020-12-0136432.7386061627
2021-01-0140313.000610486604
2021-02-0141998.31083407157
2021-03-0134349.18915445311
2021-04-0134150.34494787913
2021-05-0128383.082636016872
2021-06-0123555.00576060663
2021-07-0116682.946309310148
2021-08-0116299.946295539774
2021-09-0117283.242831372587
2021-10-0114491.71252966368
2021-11-0112584.010759252544
2021-12-0110856.79269619341
2022-01-0112271.010148765943
2022-02-0111265.589211370658
2022-03-0111411.830587673678
2022-04-0110908.982415231869
2022-05-0113637.123093376907
2022-06-0114759.179102079786
2022-07-0113393.203861212985
2022-08-0113363.18444498506
2022-09-0110792.622751412611
2022-10-019801.936114642955
2022-11-0111220.4223832846
2022-12-0111483.115225902991
2023-01-0113081.763893160254
2023-02-0111445.613906242112
2023-03-0112809.018677217831
2023-04-0111347.10982791622
2023-05-0110952.90990962044
2023-06-0111159.557328363759
2023-07-0112234.97766904282
2023-08-0111060.089323828715
2023-09-0111614.98951156482
2023-10-0110237.263551195956
2023-11-0110451.576478364446
2023-12-0111198.711092954616
2024-01-0110057.284757572557
2024-02-0110372.580430461903
2024-03-0110464.382926571772
2024-04-0110256.863384115413
2024-05-0111334.395182205004
2024-06-0110955.250873271243
2024-07-0110161.710096897534
2024-08-0110251.355234348823
2024-09-0113290.93588054659
2024-10-0111449.240104838449
2024-11-0111208.855268774758
2024-12-0111059.21720011567
2025-01-0111941.393286483459
2025-02-0112248.243129730698
2025-03-0111813.558310650466
2025-04-0111626.051712346058
2025-05-0110449.786329690303
2025-06-0110991.053846754094
2025-07-0111545.081910777153
2025-08-0112307.914752202112
2025-09-0112167.273328161791
2025-10-0110969.847470152714
2025-11-0110342.974125466471
2025-12-0110217.617817028446
2026-01-0110116.635071307586
2026-02-018803.859376936458
2026-03-017973.0467871421415
2026-04-018583.533386272771
Annual Return Matrix
YearAnnual Return
20171.5581529845067421
20180.22264594711437402
20190.022753187603502756
20200.2587601120913732
2021-0.7020044852088898
20220.057689462001902614
2023-0.024767158332333894
2024-0.012456245337618022
2025-0.076099362898707
2026-0.15992812219227326
Total Factor Risk
0.5099119928118028
VTI.US Exposure
-0.11695988790748886
VEA.US Exposure
-0.11728427652388514
VWO.US Exposure
0.39667220724348357
QQQ.US Exposure
0.16368401662240936
VTV.US Exposure
0.046493555594146065
IJR.US Exposure
0.016074918865887227
QUAL.US Exposure
0.009128428191566083
SHV.US Exposure
-0.000032024618621240636
TLT.US Exposure
-0.011709633360998185
LQD.US Exposure
0.1944987886215513
HYG.US Exposure
0.09046487226301086
GLD.US Exposure
-0.0021360308858589874
USO.US Exposure
-0.00003505461529891695
VNQ.US Exposure
0.008328766887954277
BTC-USD.CC Exposure
0.01633773232842734
CPER.US Exposure
0.019706785432667854
VIX.INDX Exposure
-0.01018410651819886
UUP.US Exposure
0.027349669345709322
TIP.US Exposure
0.001734415527903444
Idiosyncratic Exposure
0.2678668575056335
Value Score
45.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
100
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
51.0%

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 →10.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →10.31%
Market Cap$2.1B
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 →
-2.0%
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 →
-19.5%
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 →
32.7% 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 →
0.19
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Autohome Inc a high-risk investment?

Autohome Inc (ATHM.US) has an annualized volatility of 51.0% and experienced a maximum drawdown of 81.0% over the last 10 years. Its primary macro risk driver is VWO.US.

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

Over the past 10 years, ATHM.US has generated a Compound Annual Growth Rate (CAGR) of -0.3%. 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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