Allegheny Technologies Incorporated

10-Year Study

ATI.US · Industrials · US · Common Stock

Executive Summary: Allegheny Technologies Incorporated has compounded at 29.2% annually over the last 10 years, with a maximum drawdown of 74.6% and an annualized volatility of 65.1%.

1Y CAGR
+107.9%
3Y CAGR
+67.5%
5Y CAGR
+45.7%
10Y CAGR
+29.2%

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 →
74.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.73
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.38
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
52.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +108.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -18.8%
% 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.
20264.836.0-11.17.1————————35.8%
20253.71.9-10.54.546.58.4-10.90.84.921.71.813.8108.5%
2024-10.120.34.016.72.7-9.622.1-5.74.7-21.214.2-8.521.0%
202321.911.7-2.9-2.1-10.527.97.8-4.9-9.2-8.216.43.552.3%
202214.840.74.31.31.2-17.49.620.2-11.111.82.5-2.187.4%
20211.415.67.110.45.3-14.9-1.5-13.0-6.9-3.2-11.611.9-5.0%
2020-16.5-0.9-50.3-11.615.617.4-14.7-4.14.75.646.524.3-18.8%
201925.84.5-10.7-2.5-14.117.7-13.6-9.02.23.89.8-10.4-5.1%
201811.7-3.9-8.612.27.3-11.910.7-2.89.3-12.41.4-17.1-9.8%
201736.4-11.6-6.52.2-15.910.211.310.014.75.4-9.66.051.5%
2016———0.2-23.73.039.7-3.85.9-24.528.6-9.2-1.2%

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 65.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 36.6% of variance. Idiosyncratic stock-specific factors contribute 14.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110024.51010809268
2016-05-017647.712183074994
2016-06-017876.307722855831
2016-07-0111002.12214100448
2016-08-0110585.884659774878
2016-09-0111212.598816068701
2016-10-018463.743655294804
2016-11-0110883.729011280853
2016-12-019884.70941560456
2017-01-0113483.661996301766
2017-02-0111919.979150895395
2017-03-0111144.342818848585
2017-04-0111386.34135444719
2017-05-019574.454882785838
2017-06-0110554.859206493007
2017-07-0111752.441703173285
2017-08-0112925.20383722806
2017-09-0114830.16666873503
2017-10-0115624.418272750963
2017-11-0114128.991424564712
2017-12-0114979.088844488018
2018-01-0116728.924409585623
2018-02-0116077.389890666303
2018-03-0114693.654674294792
2018-04-0116486.92587398702
2018-05-0117696.918551980045
2018-06-0115587.18772881272
2018-07-0117250.152024721083
2018-08-0116772.360044180245
2018-09-0118336.042889586617
2018-10-0116064.979709353553
2018-11-0116294.56806363941
2018-12-0113508.482358927264
2019-01-0116995.743307809727
2019-02-0117765.17454920016
2019-03-0115866.41680834957
2019-04-0115463.08591568523
2019-05-0113285.099095297783
2019-06-0115636.828454063714
2019-07-0113508.482358927264
2019-08-0112298.489680934239
2019-09-0112565.30857915834
2019-10-0113036.895469042804
2019-11-0114308.939053599572
2019-12-0112819.717296069695
2020-01-0110703.781382245994
2020-02-0110604.499931744003
2020-03-015274.327057918316
2020-04-014660.023082937241
2020-05-015386.018689733057
2020-06-016322.987378845605
2020-07-015392.223780389431
2020-08-015168.840516759949
2020-09-015410.839052358555
2020-10-015714.888494520906
2020-11-018370.667295449186
2020-12-0110405.937030740019
2021-01-0110554.859206493007
2021-02-0112199.208230432247
2021-03-0113067.920922324674
2021-04-0114433.040866727062
2021-05-0115196.267017461125
2021-06-0112937.614018540811
2021-07-0112739.051117536828
2021-08-0111082.291912284838
2021-09-0110319.065761550777
2021-10-019990.19595676293
2021-11-018836.049094677273
2021-12-019884.70941560456
2022-01-0111349.11081050894
2022-02-0115971.903349507935
2022-03-0116654.46332170913
2022-04-0116865.436404025862
2022-05-0117063.999305029847
2022-06-0114091.760880626467
2022-07-0115444.470643716104
2022-08-0118571.836334528845
2022-09-0116511.74623661252
2022-10-0118466.349793370482
2022-11-0118931.731592598568
2022-12-0118528.400699934227
2023-01-0122580.32489854677
2023-02-0125223.693518162298
2023-03-0124485.287730053737
2023-04-0123964.060114918277
2023-05-0121457.20348974298
2023-06-0127445.115973144366
2023-07-0129585.872249593565
2023-08-0128127.67594534556
2023-09-0125533.948050981024
2023-10-0123436.627409126446
2023-11-0127271.373434765883
2023-12-0128214.547214534803
2024-01-0125360.205512602537
2024-02-0130516.635848049737
2024-03-0131751.448888668263
2024-04-0137044.391218555706
2024-05-0138062.02608620112
2024-06-0134407.22768959655
2024-07-0142014.66883431166
2024-08-0139638.11911292024
2024-09-0141518.26158180171
2024-10-0132707.032849749936
2024-11-0137336.03047940531
2024-12-0134152.818972685185
2025-01-0135424.86255724196
2025-02-0136088.80725747403
2025-03-0132285.086685116472
2025-04-0133743.28298936448
2025-05-0149417.34198736643
2025-06-0153574.75272713734
2025-07-0147741.967510145325
2025-08-0148114.272949527796
2025-09-0150472.20739895011
2025-10-0161411.782226138326
2025-11-0162547.31381625486
2025-12-0171209.62037255365
2026-01-0174647.2405961851
2026-02-01101509.07804763028
2026-03-0190259.24868762333
2026-04-0196693.92769828369
Annual Return Matrix
YearAnnual Return
20170.5153797865662273
2018-0.09817729908864958
2019-0.05098759761139182
2020-0.1882865440464666
2021-0.05008944543828264
20220.874450721908349
20230.5227729403884795
20240.2104684407301518
20251.085029069767442
20260.35787730916695715
Total Factor Risk
0.6514357127317677
VTI.US Exposure
0.05291190275185952
VEA.US Exposure
0.082290494839868
VWO.US Exposure
0.019959682627363008
QQQ.US Exposure
-0.009230047246735196
VTV.US Exposure
-0.003040304455214636
IJR.US Exposure
0.0519708211604172
QUAL.US Exposure
-0.03823333326353106
SHV.US Exposure
0.366187003671508
TLT.US Exposure
0.07278434553386973
LQD.US Exposure
0.18152233076716492
HYG.US Exposure
0.008939428425815382
GLD.US Exposure
-0.0013520264918545782
USO.US Exposure
0.0007847338274482575
VNQ.US Exposure
0.0012124664805470003
BTC-USD.CC Exposure
0.003702542679267234
CPER.US Exposure
0.011871572315003895
VIX.INDX Exposure
0.025574807669645785
UUP.US Exposure
-0.002652212512007956
TIP.US Exposure
0.027152134241748848
Idiosyncratic Exposure
0.14764365697781667
Value Score
29.3
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
65.1%

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 →51.6x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$20.1B
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 →
+3.8%
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 →
+44.1%
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 →
6.4% 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 →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Allegheny Technologies Incorporated a high-risk investment?

Allegheny Technologies Incorporated (ATI.US) has an annualized volatility of 65.1% and experienced a maximum drawdown of 74.6% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ATI.US has generated a Compound Annual Growth Rate (CAGR) of 29.2%. 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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