Atlas Copco AB

10-Year Study

ATLKY.US · Industrials · US · Common Stock

Executive Summary: Atlas Copco AB has compounded at 18.3% annually over the last 10 years, with a maximum drawdown of 45.2% and an annualized volatility of 37.8%.

1Y CAGR
+27.4%
3Y CAGR
+12.7%
5Y CAGR
+7.5%
10Y CAGR
+18.3%

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 →
45.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.66
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.02
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
28.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +71.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -29.2%
% 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.
202615.34.4-18.313.5————————11.6%
202510.22.0-6.6-2.65.30.0-5.24.46.5-0.21.25.220.5%
2024-7.08.2-2.35.48.2-1.6-4.81.36.4-14.7-2.9-5.0-10.7%
2023-0.20.36.814.72.3-2.0-1.7-6.61.3-2.718.911.948.2%
2022-14.5-14.52.5-11.70.6-16.825.7-13.0-9.416.714.6-3.4-29.2%
20217.05.06.50.11.20.310.11.6-12.37.6-4.612.537.5%
2020-12.20.6-6.25.213.58.62.75.93.0-4.814.81.733.7%
20199.53.3-0.418.6-14.718.7-4.7-1.52.715.33.710.071.3%
20189.3-9.42.4-8.34.0-1.7-3.1-0.10.7-14.70.2-2.6-22.8%
20175.21.98.66.7-1.24.3-6.38.58.04.4-1.90.043.9%
2016———5.0-0.60.28.51.06.2-1.22.90.924.9%

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 37.8%. The dominant macroeconomic risk driver is VEA.US, accounting for 33.9% of variance. Idiosyncratic stock-specific factors contribute 14.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110497.479547144863
2016-05-0110436.878494890228
2016-06-0110456.98702586563
2016-07-0111345.343360052886
2016-08-0111458.281684709253
2016-09-0112164.834862132606
2016-10-0112019.392336721485
2016-11-0112370.878439798364
2016-12-0112485.46952042531
2017-01-0113139.409966118501
2017-02-0113388.976117676224
2017-03-0114537.64151722998
2017-04-0115505.605597333551
2017-05-0115319.670550643195
2017-06-0115980.497479547144
2017-07-0114980.855576674103
2017-08-0116249.070324766548
2017-09-0117550.06473294218
2017-10-0118317.4944219486
2017-11-0117963.25372558742
2017-12-0117967.385615513867
2018-01-0119635.01638983004
2018-02-0117796.60083188717
2018-03-0118230.17381483624
2018-04-0116719.279398396826
2018-05-0117383.411839241937
2018-06-0117083.16117125306
2018-07-0116557.584772608323
2018-08-0116534.17072969176
2018-09-0116650.139106960858
2018-10-0114210.395835054955
2018-11-0114245.103710437155
2018-12-0113868.275349144698
2019-01-0115189.653747624163
2019-02-0115688.235132082746
2019-03-0115618.543921989918
2019-04-0118523.537999614357
2019-05-0115792.634217557777
2019-06-0118746.10913698592
2019-07-0117867.118419965293
2019-08-0117597.719196760598
2019-09-0118072.33561964576
2019-10-0120835.192683800233
2019-11-0121598.765942208633
2019-12-0123758.642536429492
2020-01-0120853.097540148196
2020-02-0120971.269592044733
2020-03-0119669.44880588381
2020-04-0120700.21761286946
2020-05-0123485.662341955212
2020-06-0125494.311764867918
2020-07-0126193.702999752088
2020-08-0127747.844530755032
2020-09-0128584.68997052585
2020-10-0127215.932567556403
2020-11-0131232.40503539652
2020-12-0131767.34705120789
2021-01-0133993.88480290885
2021-02-0135697.87620857781
2021-03-0138011.45910806269
2021-04-0138056.90989725367
2021-05-0138501.225794011516
2021-06-0138601.492989560094
2021-07-0142495.3860562488
2021-08-0143158.96757843704
2021-09-0137837.644271823265
2021-10-0140711.786904663524
2021-11-0138833.15428476985
2021-12-0143693.63413491998
2022-01-0137345.39845191857
2022-02-0131917.747844530753
2022-03-0132718.232652948795
2022-04-0128875.024102691237
2022-05-0129040.299699749332
2022-06-0124161.364074594385
2022-07-0130363.881772856235
2022-08-0126419.304189736384
2022-09-0123927.774564085612
2022-10-0127918.904773710165
2022-11-0132008.64942291271
2022-12-0130933.807123378236
2023-01-0130881.469850976508
2023-02-0130986.144395779967
2023-03-0133083.49172244718
2023-04-0137959.397294989394
2023-05-0138833.70520342671
2023-06-0138067.65281106244
2023-07-0137407.37680081536
2023-08-0134950.55505054679
2023-09-0135399.553755887944
2023-10-0134450.320910117625
2023-11-0140977.88061592705
2023-12-0145853.78618846927
2024-01-0142656.52976338044
2024-02-0146173.59446877669
2024-03-0145134.28642260971
2024-04-0147574.58061317247
2024-05-0151494.3668567336
2024-06-0150662.2042255461
2024-07-0148218.87998237061
2024-08-0148836.45979671101
2024-09-0151977.797978128525
2024-10-0144342.61631270143
2024-11-0143071.096052667825
2024-12-0140933.80712337823
2025-01-0145100.129465884354
2025-02-0146019.88816351266
2025-03-0142989.835550780925
2025-04-0141853.56582100652
2025-05-0144089.469189874115
2025-06-0144089.469189874115
2025-07-0141793.24022808032
2025-08-0143624.76930281244
2025-09-0146439.96363936865
2025-10-0146359.804974795465
2025-11-0146910.72363165578
2025-12-0149334.76572184117
2026-01-0156882.351320827474
2026-02-0159389.03120954191
2026-03-0148508.38773655069
2026-04-0155036.77382034542
Annual Return Matrix
YearAnnual Return
20170.4390636720645986
2018-0.2281417204531866
20190.7131648988996147
20200.33708594682960213
20210.3754259700845437
2022-0.29202942863807435
20230.4823195219904006
2024-0.10729711707706813
20250.20523276941090973
20260.11557788944723613
Total Factor Risk
0.3780496492003628
VTI.US Exposure
-0.2292939726725299
VEA.US Exposure
0.33945154064850547
VWO.US Exposure
-0.05572139600749695
QQQ.US Exposure
0.05753310655981775
VTV.US Exposure
-0.021721222131271697
IJR.US Exposure
0.0289316614802649
QUAL.US Exposure
0.32130443800683667
SHV.US Exposure
0.15307528266251577
TLT.US Exposure
-0.03516332541363524
LQD.US Exposure
0.01424992727163544
HYG.US Exposure
0.1885137527719266
GLD.US Exposure
-0.0025853128690959417
USO.US Exposure
0.025420873231790164
VNQ.US Exposure
0.024624812757715015
BTC-USD.CC Exposure
-0.0007157227338645964
CPER.US Exposure
0.06119826420960066
VIX.INDX Exposure
-0.0008436890980408942
UUP.US Exposure
-0.02490766074748579
TIP.US Exposure
0.011104065961390831
Idiosyncratic Exposure
0.14554457611142177
Value Score
37.4
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
37.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
37.8%

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 →31.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.11%
Market Cap$87.6B
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 →
+2.3%
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 →
+12.3%
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 →
8.5% 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 →
1.05
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Atlas Copco AB a high-risk investment?

Atlas Copco AB (ATLKY.US) has an annualized volatility of 37.8% and experienced a maximum drawdown of 45.2% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, ATLKY.US has generated a Compound Annual Growth Rate (CAGR) of 18.3%. 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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