Atmos Energy Corporation

10-Year Study

ATO.US · Utilities · US · Common Stock

Executive Summary: Atmos Energy Corporation has compounded at 12.6% annually over the last 10 years, with a maximum drawdown of 25.5% and an annualized volatility of 22.0%.

1Y CAGR
+25.9%
3Y CAGR
+21.0%
5Y CAGR
+16.7%
10Y CAGR
+12.6%

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 →
25.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.54
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.95
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
17.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +23.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -12.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
90%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-0.812.9-1.11.8————————12.8%
20252.37.41.63.9-3.2-0.41.27.12.80.63.3-5.023.1%
2024-1.7-0.25.3-0.8-1.00.69.62.96.10.19.7-8.023.4%
20234.9-3.4-0.41.61.60.94.6-4.1-8.61.66.51.86.2%
20222.33.18.8-5.13.2-3.68.3-6.1-10.24.613.5-6.89.6%
2021-6.7-4.316.84.8-3.7-3.12.6-0.5-9.54.4-1.216.012.7%
20204.6-11.3-3.92.81.4-3.16.4-5.3-4.2-4.15.3-0.5-12.7%
20195.31.84.1-0.6-0.03.73.31.63.3-1.2-4.44.623.1%
2018-3.5-2.34.73.13.31.01.90.91.8-0.93.3-3.110.4%
20172.73.40.92.63.4-0.44.62.0-4.84.16.4-6.918.4%
2016———-2.31.111.6-1.9-7.11.0-0.1-3.84.31.6%

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 22.0%. The dominant macroeconomic risk driver is VTV.US, accounting for 42.8% of variance. Idiosyncratic stock-specific factors contribute 14.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019769.732688573486
2016-05-019874.65404448024
2016-06-0111015.189622870092
2016-07-0110807.940511007444
2016-08-0110039.040504523442
2016-09-0110143.927734115052
2016-10-0110133.041439584478
2016-11-019748.216046875907
2016-12-0110163.533302164631
2017-01-0110441.782212682021
2017-02-0110793.863406011009
2017-03-0110890.372625235046
2017-04-0111170.259598879293
2017-05-0111550.512065358718
2017-06-0111500.585266304699
2017-07-0112028.826498401182
2017-08-0112268.751557013129
2017-09-0111683.46818915534
2017-10-0112157.260885441372
2017-11-0112931.399281299802
2017-12-0112034.64503513304
2018-01-0111615.6933272816
2018-02-0111346.061311337786
2018-03-0111874.677932900839
2018-04-0112248.224578454692
2018-05-0112647.092949844553
2018-06-0112778.93996839903
2018-07-0113024.188732173265
2018-08-0113144.43280357917
2018-09-0113383.863030621544
2018-10-0113265.581222336355
2018-11-0113708.35309815752
2018-12-0113285.647495640362
2019-01-0113989.195608625769
2019-02-0114239.40975125329
2019-03-0114827.150213801366
2019-04-0114742.158625938047
2019-05-0114739.223762835758
2019-06-0115283.623805152389
2019-07-0115787.481785079292
2019-08-0116035.477717222526
2019-09-0116567.916486081584
2019-10-0116362.800268915364
2019-11-0115643.042156237098
2019-12-0116359.67771107979
2020-01-0117115.797412542783
2020-02-0115173.617628289348
2020-03-0114582.839923693558
2020-04-0114985.513379221853
2020-05-0115193.905722641788
2020-06-0114720.846742131323
2020-07-0115668.43213470339
2020-08-0114840.237655658653
2020-09-0114211.35792020585
2020-10-0113628.565773353492
2020-11-0114346.156865020186
2020-12-0114277.341150534588
2021-01-0113315.33738981466
2021-02-0112743.568042753448
2021-03-0114888.321633694957
2021-04-0115602.244146483794
2021-05-0115032.078736234298
2021-06-0114568.250923969981
2021-07-0114944.152285268692
2021-08-0114874.705233952955
2021-09-0113454.504502967284
2021-10-0114052.48286005822
2021-11-0113877.22716864201
2021-12-0116097.399916049264
2022-01-0116473.83023523269
2022-02-0116980.623078261877
2022-03-0118477.505639373576
2022-04-0117535.755846690943
2022-05-0118096.246446597434
2022-06-0117441.225953745194
2022-07-0118886.628968463872
2022-08-0117742.561316456733
2022-09-0115938.251845380491
2022-10-0116673.74218933962
2022-11-0118927.921809786745
2022-12-0117647.690160359554
2023-01-0118509.05541772316
2023-02-0117877.37732442864
2023-03-0117806.05332578004
2023-04-0118088.141446751004
2023-05-0118385.9788621604
2023-06-0118555.040627378177
2023-07-0119411.49169536121
2023-08-0118610.87127895191
2023-09-0117002.583362056313
2023-10-0117280.252125216277
2023-11-0118398.400840872404
2023-12-0118736.268423944388
2024-01-0118419.40558784284
2024-02-0118382.49797801583
2024-03-0119352.811496473045
2024-04-0119194.891973149413
2024-05-0119006.770660924343
2024-06-0119126.45164813039
2024-07-0120967.788171136643
2024-08-0121570.202949196155
2024-09-0122885.12399796607
2024-10-0122896.675755641932
2024-11-0125111.18353473547
2024-12-0123111.51797262387
2025-01-0123649.195130857355
2025-02-0125392.65738203386
2025-03-0125801.593016390867
2025-04-0126811.42480778353
2025-05-0125962.6180343925
2025-06-0125866.944909889466
2025-07-0126170.754430448862
2025-08-0128029.44418470527
2025-09-0128808.923348883556
2025-10-0128972.59315630876
2025-11-0129927.993475048544
2025-12-0128444.915008412136
2026-01-0128226.0117599282
2026-02-0131872.272027683266
2026-03-0131519.064665954564
2026-04-0132075.323602783337
Annual Return Matrix
YearAnnual Return
20170.18410051675335182
20180.1039500921593648
20190.23137978156112915
2020-0.1272846933368934
20210.12747883141018357
20220.09630687268722427
20230.06168389481531178
20240.23351765942294267
20250.23076792455198314
20260.12762944073826787
Total Factor Risk
0.2204368551234721
VTI.US Exposure
0.015682873026446557
VEA.US Exposure
-0.05243780234656558
VWO.US Exposure
0.03547127460105944
QQQ.US Exposure
0.14603039807981902
VTV.US Exposure
0.4275226763079451
IJR.US Exposure
-0.025057135077761878
QUAL.US Exposure
0.008397716305176533
SHV.US Exposure
0.0010236953244762287
TLT.US Exposure
-0.015297499768074548
LQD.US Exposure
0.0007613298402159948
HYG.US Exposure
-0.010602408445224271
GLD.US Exposure
0.01430359098687098
USO.US Exposure
0.0010212658112380283
VNQ.US Exposure
0.23535617192775116
BTC-USD.CC Exposure
0.02044771796389637
CPER.US Exposure
-0.015147236040396191
VIX.INDX Exposure
0.027260266042430883
UUP.US Exposure
-0.0001665522400112771
TIP.US Exposure
0.043509474455780905
Idiosyncratic Exposure
0.1419201832449264
Value Score
40.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
23.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
22.0%

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 →24.6x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.95%
Market Cap$31.3B
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
$171
Avg Yield on Cost
1.71%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$170.631.71%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 →
+2.7%
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 →
+10.7%
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 →
2.2% 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 →
0.69
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Atmos Energy Corporation a high-risk investment?

Atmos Energy Corporation (ATO.US) has an annualized volatility of 22.0% and experienced a maximum drawdown of 25.5% over the last 10 years. Its primary macro risk driver is VTV.US.

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

Over the past 10 years, ATO.US has generated a Compound Annual Growth Rate (CAGR) of 12.6%. It has had a positive return in 90% 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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