Atkore International Group Inc

10-Year Study

ATKR.US · Industrials · US · Common Stock

Executive Summary: Atkore International Group Inc has compounded at 16.1% annually over the last 10 years, with a maximum drawdown of 68.7% and an annualized volatility of 82.5%.

1Y CAGR
+5.0%
3Y CAGR
-16.3%
5Y CAGR
-2.1%
10Y CAGR
+16.1%

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 →
68.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.52
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.93
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
53.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +170.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -47.3%
% 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.
20269.8-6.4-9.013.7————————6.4%
2025-2.4-24.1-2.56.52.48.49.2-24.07.810.4-3.3-5.0-22.7%
2024-4.711.312.4-7.9-13.0-11.30.1-30.6-9.21.210.0-11.2-47.3%
202314.812.1-3.8-10.1-7.633.51.8-3.0-3.1-16.74.523.241.1%
2022-3.1-5.6-3.2-2.413.3-23.819.6-15.0-7.822.528.2-7.12.0%
20217.952.56.38.9-1.4-8.05.823.5-6.38.812.74.4170.5%
2020-1.9-7.0-42.915.510.31.9-2.50.2-15.0-9.088.45.51.6%
201916.9-0.4-6.815.0-5.510.65.56.34.614.320.2-3.0103.9%
20189.0-7.0-8.7-10.521.6-3.813.915.7-3.1-27.46.0-2.8-7.5%
201711.8-1.90.2-0.1-20.68.1-7.7-20.017.1-1.010.20.8-10.3%
2016——————-1.713.74.80.314.111.549.4%

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 82.5%. The dominant macroeconomic risk driver is SHV.US, accounting for 64.1% of variance. Idiosyncratic stock-specific factors contribute 11.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-06-0110000
2016-07-019831.210232353207
2016-08-0111174.984125338551
2016-09-0111712.454805810772
2016-10-0111749.970842458564
2016-11-0113406.24878510244
2016-12-0114943.693547760051
2017-01-0116699.949460261512
2017-02-0116387.445410602977
2017-03-0116424.961447250767
2017-04-0116412.456101701504
2017-05-0113037.503077740485
2017-06-0114093.718817629297
2017-07-0113012.492386641956
2017-08-0110412.482019516114
2017-09-0112193.748623116098
2017-10-0112068.759962159991
2017-11-0113299.985745201962
2017-12-0113406.24878510244
2018-01-0114612.463877045888
2018-02-0113587.47910376197
2018-03-0112406.209908380522
2018-04-0111106.237122085864
2018-05-0113500.006479453652
2018-06-0112981.196625500537
2018-07-0114787.473920199049
2018-08-0117112.496274314148
2018-09-0116581.245869348295
2018-10-0112037.464201018569
2018-11-0112762.450270193218
2018-12-0112399.989632874156
2019-01-0114493.695491596149
2019-02-0114437.453833892727
2019-03-0113456.205372762966
2019-04-0115474.943952725906
2019-05-0114618.74894708878
2019-06-0116168.699055295656
2019-07-0117056.1898220742
2019-08-0118131.195977555173
2019-09-0118968.73015667319
2019-10-0121687.444114712245
2019-11-0126074.941360944445
2019-12-0125287.42856402348
2020-01-0124812.484611297576
2020-02-0123068.73404434538
2020-03-0113168.712014202962
2020-04-0115212.461285264428
2020-05-0116774.981533557093
2020-06-0117093.70585872199
2020-07-0116668.718493656612
2020-08-0116706.234530304406
2020-09-0114206.202133036144
2020-10-0112931.240037840009
2020-11-0124362.48655513367
2020-12-0125693.690308033227
2021-01-0127724.934233545428
2021-02-0142281.15645288789
2021-03-0144937.40847771716
2021-04-0148924.92904998251
2021-05-0148249.899568468376
2021-06-0144374.92710614641
2021-07-0146943.64171213083
2021-08-0157981.13183096401
2021-09-0154324.905723949356
2021-10-0159081.148677543504
2021-11-0166562.3906592196
2021-12-0169493.63069705963
2022-01-0167362.40880168983
2022-02-0163568.62389363329
2022-03-0161524.87462257183
2022-04-0160062.39713867327
2022-05-0168074.88952531523
2022-06-0151881.17977892104
2022-07-0162043.61968198841
2022-08-0152756.165200150324
2022-09-0148631.1506213796
2022-10-0159562.3777003123
2022-11-0176343.6443039123
2022-12-0170887.36117770549
2023-01-0181406.10623712208
2023-02-0191262.32716057383
2023-03-0187799.83671776796
2023-04-0178956.09522205088
2023-05-0172981.131830964
2023-06-0197462.32197701088
2023-07-0199168.55650731531
2023-08-0196231.09619396893
2023-09-0193243.6144984255
2023-10-0177674.84805681184
2023-11-0181187.35988181477
2023-12-0199999.80561639041
2024-01-0195331.10008164113
2024-02-01106098.720955849
2024-03-01119226.41802843184
2024-04-01109794.01816838804
2024-05-0195495.93738255989
2024-06-0184687.88471756062
2024-07-0184731.81541332435
2024-08-0158771.884354711205
2024-09-0153362.577267484805
2024-10-0154004.88550805395
2024-11-0159388.987520572264
2024-12-0152737.37478455816
2025-01-0151467.14269052833
2025-02-0139038.0603107546
2025-03-0138079.554731945005
2025-04-0140542.45985978462
2025-05-0141520.533388624666
2025-06-0144996.50109502767
2025-07-0149123.07074267497
2025-08-0137325.799888553396
2025-09-0140244.40499177109
2025-10-0144420.21848717715
2025-11-0142944.91168504671
2025-12-0140779.67265800147
2026-01-0144777.04199981857
2026-02-0141928.54458512057
2026-03-0138170.46146668913
2026-04-0143405.860017883286
Annual Return Matrix
YearAnnual Return
2017-0.10288251413507221
2018-0.07505896454394312
20191.0393104601461012
20200.016065759433829374
20211.7046963617885669
20220.02005551396100591
20230.4106859665110649
2024-0.47262522702429866
2025-0.22674056445558943
20260.06439942227850426
Total Factor Risk
0.8254524331006396
VTI.US Exposure
0.12109155157260335
VEA.US Exposure
0.12150916406723336
VWO.US Exposure
-0.014537558428835789
QQQ.US Exposure
-0.013752800989655648
VTV.US Exposure
-0.009230994678607796
IJR.US Exposure
0.038293633067015324
QUAL.US Exposure
-0.02540657927727007
SHV.US Exposure
0.640845455325037
TLT.US Exposure
0.007529358770073438
LQD.US Exposure
0.01478174411249554
HYG.US Exposure
-0.001607244712256067
GLD.US Exposure
-0.0008268653521483376
USO.US Exposure
0.00006122141582349394
VNQ.US Exposure
-0.01336632814641195
BTC-USD.CC Exposure
0.009751013515754876
CPER.US Exposure
0.008340889843647134
VIX.INDX Exposure
-0.015949456204255353
UUP.US Exposure
0.012818426774011921
TIP.US Exposure
0.005556311214339325
Idiosyncratic Exposure
0.11409905811140614
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
26
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
82.5%

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 →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.17%
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
$214
Avg Yield on Cost
2.14%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$213.822.14%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 →
+6.1%
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 →
+3.6%
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 →
14.5% 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 →
1.54
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Atkore International Group Inc a high-risk investment?

Atkore International Group Inc (ATKR.US) has an annualized volatility of 82.5% and experienced a maximum drawdown of 68.7% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ATKR.US has generated a Compound Annual Growth Rate (CAGR) of 16.1%. 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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