AtkinsRealis Group Inc

10-Year Study

ATRL.TO · Industrials · CA · Common Stock

Executive Summary: AtkinsRealis Group Inc has compounded at 6.5% annually over the last 10 years, with a maximum drawdown of 71.2% and an annualized volatility of 36.5%.

1Y CAGR
+2.0%
3Y CAGR
+44.0%
5Y CAGR
+23.3%
10Y CAGR
+6.5%

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 →
71.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.29
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.42
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
36.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +79.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · -34.2%
% 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.
20267.9-1.1-5.32.4————————3.4%
2025-4.5-0.1-6.0-0.131.96.12.7-3.76.4-1.5-12.32.216.3%
20244.52.920.8-4.60.911.00.4-11.24.121.913.50.379.0%
202319.7-1.117.7-6.11.79.610.215.02.9-15.09.21.479.2%
2022-9.31.85.5-5.1-11.2-12.68.16.2-9.52.63.0-1.7-22.6%
2021-2.620.95.22.220.0-2.22.93.03.0-5.4-7.20.142.6%
20201.62.5-33.423.7-18.69.7-7.28.7-7.5-12.728.0-8.9-27.2%
2019-20.4-0.6-6.5-1.5-27.69.9-21.1-21.313.727.61.024.7-34.2%
2018-4.62.32.1-0.51.02.7-0.8-8.30.3-10.83.8-5.3-17.7%
2017-3.0-3.5-3.05.2-5.18.2-2.1-0.13.43.1-2.71.40.7%
2016———-0.512.42.73.7-0.2-7.85.84.91.523.6%

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 36.5%. The dominant macroeconomic risk driver is VTI.US, accounting for 33.7% of variance. Idiosyncratic stock-specific factors contribute 38.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019949.414391833387
2016-05-0111186.118579957161
2016-06-0111493.255252244451
2016-07-0111914.779200656245
2016-08-0111895.524768718953
2016-09-0110965.592671922708
2016-10-0111597.616551975574
2016-11-0112169.370642118216
2016-12-0112355.375290525451
2017-01-0111989.791733126738
2017-02-0111564.325753087543
2017-03-0111211.79875131021
2017-04-0111796.222029804492
2017-05-0111195.278676571113
2017-06-0112111.128833796654
2017-07-0111860.570569202022
2017-08-0111843.640340883197
2017-09-0112243.129927539534
2017-10-0112618.739461331632
2017-11-0112275.896641297908
2017-12-0112446.064804265598
2018-01-0111870.118033085722
2018-02-0112145.01207674429
2018-03-0112404.274711753178
2018-04-0112342.888392653693
2018-05-0112465.13694572301
2018-06-0112795.720730984824
2018-07-0112696.554709930275
2018-08-0111638.836986738368
2018-09-0111669.849154627898
2018-10-0110413.57152622704
2018-11-0110812.309164653874
2018-12-0110237.137128013486
2019-01-018152.713849519208
2019-02-018103.654924121586
2019-03-017580.640751036777
2019-04-017466.640842182016
2019-05-015405.5963177323065
2019-06-015941.894909538349
2019-07-014685.298272797703
2019-08-013686.414801986966
2019-09-014191.860730073372
2019-10-015348.790046939798
2019-11-015399.990885476006
2019-12-016733.126737456136
2020-01-016843.275759923437
2020-02-017014.127512190676
2020-03-014670.601102857403
2020-04-015775.235838308344
2020-05-014702.296860046485
2020-06-015159.458597274757
2020-07-014785.626395661486
2020-08-015201.909492776739
2020-09-014811.990156314086
2020-10-014201.180330857221
2020-11-015378.138814200428
2020-12-014902.155584924577
2021-01-014775.8054960579675
2021-02-015775.190265688374
2021-03-016072.733901471995
2021-04-016205.919883334092
2021-05-017445.244497106139
2021-06-017284.874447431983
2021-07-017499.453128560361
2021-08-017720.844916374241
2021-09-017951.374014492093
2021-10-017524.199061204028
2021-11-016983.662215740783
2021-12-016990.429749806316
2022-01-016339.105865196189
2022-02-016454.450166340062
2022-03-016811.762293214237
2022-04-016465.501526682769
2022-05-015739.02839174224
2022-06-015014.28701636057
2022-07-015421.956888301508
2022-08-015759.194276078932
2022-09-015212.983639429431
2022-10-015346.693706421182
2022-11-015505.400355466435
2022-12-015412.40942441781
2023-01-016476.279451305655
2023-02-016405.960898692065
2023-03-017540.46848653329
2023-04-017081.962357015904
2023-05-017199.722007018182
2023-06-017892.448616870984
2023-07-018700.99804037734
2023-08-0110004.83069771681
2023-09-0110295.69794467484
2023-10-018752.814109283141
2023-11-019561.614182199333
2023-12-019698.01303376931
2024-01-0110136.78621883972
2024-02-0110427.767397347674
2024-03-0112598.80144009479
2024-04-0112021.168481976028
2024-05-0112134.894955110969
2024-06-0113472.588069088091
2024-07-0113531.741329809049
2024-08-0112011.985599052088
2024-09-0112505.833295356148
2024-10-0115248.256847286148
2024-11-0117305.746707378206
2024-12-0117360.38827872214
2025-01-0116577.268377159002
2025-02-0116568.176639475005
2025-03-0115568.6323656747
2025-04-0115545.868841999723
2025-05-0120498.610035090915
2025-06-0121753.566057512646
2025-07-0122345.759467711796
2025-08-0121514.446520530462
2025-09-0122881.32889759832
2025-10-0122532.76671375837
2025-11-0119762.566649956705
2025-12-0120188.670646675477
2026-01-0121774.597821628766
2026-02-0121544.456090780655
2026-03-0120393.747436540125
2026-04-0120876.8172082213
Annual Return Matrix
YearAnnual Return
20170.007340085720398015
2018-0.17748000761614635
2019-0.3422842096125466
2020-0.27193475244509113
20210.4259910010412018
2022-0.22574010209203932
20230.7918106841690908
20240.7900974373071872
20250.16291584741914056
20260.03408577878103847
Total Factor Risk
0.36515072616504246
VTI.US Exposure
0.3369776028465006
VEA.US Exposure
0.01572828615029441
VWO.US Exposure
-0.010334491313913879
QQQ.US Exposure
0.021447861232651032
VTV.US Exposure
0.00481968814006374
IJR.US Exposure
-0.013447393124933081
QUAL.US Exposure
-0.045415246132591146
SHV.US Exposure
0.0014818723342715661
TLT.US Exposure
0.01701056048314626
LQD.US Exposure
0.16599225532898892
HYG.US Exposure
-0.007639580925269683
GLD.US Exposure
0.00912088434961043
USO.US Exposure
0.0014576528077193092
VNQ.US Exposure
-0.01599260539294316
BTC-USD.CC Exposure
0.006752272183555042
CPER.US Exposure
0.013877142174444338
VIX.INDX Exposure
-0.014010666060821927
UUP.US Exposure
0.006133253732569706
TIP.US Exposure
0.1222610115372013
Idiosyncratic Exposure
0.3837796396494564
Value Score
47.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
1.1
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
36.5%

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 →5.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.09%
Market Cap$15.1B
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
$5
Avg Yield on Cost
0.05%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$4.560.05%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 →
-2.3%
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 →
-3.3%
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 →
13.5% 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 →
1.02
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is AtkinsRealis Group Inc a high-risk investment?

AtkinsRealis Group Inc (ATRL.TO) has an annualized volatility of 36.5% and experienced a maximum drawdown of 71.2% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of ATRL.TO?

Over the past 10 years, ATRL.TO has generated a Compound Annual Growth Rate (CAGR) of 6.5%. 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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