Astronics Corporation

10-Year Study

ATRO.US · Industrials · US · Common Stock

Executive Summary: Astronics Corporation has compounded at 10.3% annually over the last 10 years, with a maximum drawdown of 84.3% and an annualized volatility of 77.8%.

1Y CAGR
+159.4%
3Y CAGR
+70.0%
5Y CAGR
+35.2%
10Y CAGR
+10.3%

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 →
84.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.41
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.73
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
55.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +239.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -52.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
40%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202639.76.4-17.212.2————————38.0%
202510.913.120.8-6.137.67.27.90.725.47.811.0-0.6239.8%
2024-2.913.4-0.7-11.922.6-2.615.0-2.6-13.1-10.7-7.1-1.2-8.4%
202344.22.6-12.310.37.924.95.6-16.4-9.5-3.3-3.117.369.1%
20220.222.3-12.1-25.18.4-3.110.3-17.9-14.717.8-9.322.6-14.2%
2021-5.826.814.2-3.5-2.63.2-2.5-21.85.2-8.3-18.914.7-9.3%
2020-9.8-19.6-54.7-2.21.715.7-17.63.9-14.6-17.178.415.8-52.7%
20190.717.3-9.01.922.0-1.1-8.4-25.36.8-1.50.7-4.1-8.2%
20187.5-13.6-3.2-1.9-3.82.214.06.1-0.0-20.811.3-6.2-13.2%
2017-3.02.1-5.32.5-5.9-0.4-4.0-10.113.215.620.6-0.022.5%
2016———-3.14.2-13.615.117.10.5-5.5-0.3-8.32.0%

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 77.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 55.8% of variance. Idiosyncratic stock-specific factors contribute 13.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019685.454590802361
2016-05-0110091.74834942047
2016-06-018718.23102056232
2016-07-0110031.461667005155
2016-08-0111745.74839930307
2016-09-0111808.67173331338
2016-10-0111159.378462832121
2016-11-0111129.235121624464
2016-12-0110200.777455916255
2017-01-019890.293915391987
2017-02-0110101.332934272552
2017-03-019564.738704263893
2017-04-019799.863891769017
2017-05-019224.11182253197
2017-06-019184.918352876623
2017-07-018817.176716228592
2017-08-017924.919564311139
2017-09-018967.89342226688
2017-10-0110369.594418849922
2017-11-0112506.814319155988
2017-12-0112500.792776999848
2018-01-0113444.322113311884
2018-02-0111620.578709394673
2018-03-0111243.786944298954
2018-04-0111026.72638326225
2018-05-0110610.741148511182
2018-06-0110842.873380151714
2018-07-0112362.119155273838
2018-08-0113115.738315892238
2018-09-0113112.70972960069
2018-10-0110389.832501362864
2018-11-0111565.636591023273
2018-12-0110849.465009139205
2019-01-0110927.851948449897
2019-02-0112816.26457729843
2019-03-0111658.275701117725
2019-04-0111879.184348266048
2019-05-0114490.894644390524
2019-06-0114330.557723073196
2019-07-0113126.249291845266
2019-08-019801.930456532662
2019-09-0110468.219440673558
2019-10-0110311.445562052171
2019-11-0110386.269458666924
2019-12-019958.704335154049
2020-01-018978.867593770377
2020-02-017222.287544671648
2020-03-013270.8731948734944
2020-04-013199.6123409546817
2020-05-013253.0579813937916
2020-06-013762.573086913301
2020-07-013099.847145468344
2020-08-013220.9905971303256
2020-09-012750.6689612661626
2020-10-012280.3473254020005
2020-11-014068.9947587641946
2020-12-014713.905486729448
2021-01-014439.55119914202
2021-02-015629.607459586189
2021-03-016427.729023476888
2021-04-016203.2573336326295
2021-05-016042.920412315301
2021-06-016238.887760592035
2021-07-016085.676924666587
2021-08-014760.225041776675
2021-09-015009.63803049252
2021-10-014596.3250777634075
2021-11-013726.9426599538947
2021-12-014275.651235128751
2022-01-014286.340363216573
2022-02-015241.23580572866
2022-03-014607.014205851228
2022-04-013452.5883723664656
2022-05-013741.194830737657
2022-06-013623.614421771616
2022-07-013997.733904845382
2022-08-013281.5623229613166
2022-09-012800.5515590093314
2022-10-013299.3775364410194
2022-11-012992.9558645901257
2022-12-013669.9339768188443
2023-01-015291.118403471828
2023-02-015430.077068613514
2023-03-014760.225041776675
2023-04-015251.924933816482
2023-05-015665.237886545594
2023-06-017076.202794138082
2023-07-017475.263576083433
2023-08-016246.013845983916
2023-09-015650.985715761832
2023-10-015462.144452876979
2023-11-015291.118403471828
2023-12-016206.82037632857
2024-01-016025.105198835598
2024-02-016830.352848118179
2024-03-016784.033293070951
2024-04-015975.22260109243
2024-05-017325.615782853926
2024-06-017136.7745199690735
2024-07-018205.68732875126
2024-08-017988.341724298883
2024-09-016940.80717169234
2024-10-016196.131248240748
2024-11-015754.31395394411
2024-12-015686.616142721239
2025-01-016306.585571814907
2025-02-017129.648434577192
2025-03-018611.874196088493
2025-04-018084.54387708928
2025-05-0111123.819296726633
2025-06-0111929.066946009212
2025-07-0112869.710217737538
2025-08-0112958.786285136055
2025-09-0116251.037736185192
2025-10-0117523.043978635997
2025-11-0119443.523991747992
2025-12-0119325.943582781954
2026-01-0126990.048421750238
2026-02-0128725.250214673324
2026-03-0123776.183910011794
2026-04-0126669.374579115578
Annual Return Matrix
YearAnnual Return
20170.22547451221471637
2018-0.13209784349828702
2019-0.08210180623973728
2020-0.5266547406082289
2021-0.09297052154195018
2022-0.1416666666666666
20230.6912621359223301
2024-0.08381171067738236
20252.398496240601504
20260.3799778761061945
Total Factor Risk
0.7781970736660202
VTI.US Exposure
-0.06374884047736812
VEA.US Exposure
0.16849223005681016
VWO.US Exposure
0.0342144035983011
QQQ.US Exposure
0.08071025354469254
VTV.US Exposure
0.023005755977217903
IJR.US Exposure
0.030013609189603035
QUAL.US Exposure
-0.0476872616118805
SHV.US Exposure
0.5582588446410082
TLT.US Exposure
0.03240410527834873
LQD.US Exposure
-0.003750065958441672
HYG.US Exposure
0.0450058316412195
GLD.US Exposure
-0.003983591626049645
USO.US Exposure
0.00002078646677309335
VNQ.US Exposure
0.00393699503295032
BTC-USD.CC Exposure
-0.0029610321305095235
CPER.US Exposure
-0.0005235096777911288
VIX.INDX Exposure
-0.0008211774284562785
UUP.US Exposure
-0.007612871396448134
TIP.US Exposure
0.019291939862535946
Idiosyncratic Exposure
0.13573359501748455
Value Score
15.5
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
77.8%

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 →86.2x
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$2.5B
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 →
+38.9%
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 →
8.0% 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 →
1.12
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Astronics Corporation a high-risk investment?

Astronics Corporation (ATRO.US) has an annualized volatility of 77.8% and experienced a maximum drawdown of 84.3% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ATRO.US has generated a Compound Annual Growth Rate (CAGR) of 10.3%. It has had a positive return in 40% 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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