ATS CORP

10-Year Study

ATS.TO · Industrials · CA · Common Stock

Executive Summary: ATS CORP has compounded at 15.0% annually over the last 10 years, with a maximum drawdown of 43.0% and an annualized volatility of 91.6%.

1Y CAGR
+9.0%
3Y CAGR
-10.5%
5Y CAGR
+7.8%
10Y CAGR
+15.0%

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 →
43.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.49
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.01
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
34.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +124.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -23.2%
% 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.
20262.412.5-10.09.7————————13.7%
2025-10.37.0-14.7-3.214.39.3-3.2-9.6-4.26.0-6.95.2-13.8%
20240.7-11.1-10.9-0.6-4.12.0-6.3-12.88.46.39.9-4.4-23.2%
202328.02.22.82.62.42.5-1.91.4-4.5-19.314.46.935.7%
20223.3-5.3-8.2-16.9-1.0-4.814.7-1.1-9.118.24.0-6.1-16.2%
2021-1.827.8-5.612.00.419.65.621.5-11.94.813.25.4124.8%
2020-5.1-11.8-8.225.5-3.1-4.4-9.36.0-5.8-4.731.53.04.3%
201917.69.56.09.2-5.14.6-0.7-13.1-1.4-1.310.08.948.9%
20187.05.80.5-0.715.4-3.60.113.18.6-19.4-12.1-15.5-7.5%
20174.92.80.5-4.1-0.72.80.8-5.95.212.08.0-3.124.2%
2016———9.6-7.8-9.22.68.41.84.5-8.719.218.2%

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 91.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 86.6% of variance. Idiosyncratic stock-specific factors contribute 4.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110963.172804532576
2016-05-0110113.31444759207
2016-06-019178.470254957509
2016-07-019414.542020774315
2016-08-0110207.743153918791
2016-09-0110387.157695939566
2016-10-0110859.301227573182
2016-11-019915.014164305949
2016-12-0111822.474032105762
2017-01-0112398.489140698774
2017-02-0112747.87535410765
2017-03-0112813.975448536354
2017-04-0112294.617563739375
2017-05-0112209.631728045324
2017-06-0112549.575070821527
2017-07-0112653.446647780926
2017-08-0111907.45986779981
2017-09-0112521.246458923511
2017-10-0114022.662889518413
2017-11-0115146.364494806421
2017-12-0114683.663833805478
2018-01-0115712.936732766762
2018-02-0116619.452313503305
2018-03-0116704.438149197358
2018-04-0116591.123701605287
2018-05-0119140.69877242682
2018-06-0118451.36921624174
2018-07-0118470.25495750708
2018-08-0120887.629839471203
2018-09-0122681.775259678943
2018-10-0118281.397544853633
2018-11-0116071.76581680831
2018-12-0113588.290840415486
2019-01-0115977.337110481589
2019-02-0117497.639282341832
2019-03-0118545.79792256846
2019-04-0120254.957507082156
2019-05-0119225.684608120868
2019-06-0120113.31444759207
2019-07-0119971.671388101982
2019-08-0117346.553352219074
2019-09-0117101.038715769595
2019-10-0116883.85269121813
2019-11-0118574.12653446648
2019-12-0120236.07176581681
2020-01-0119197.35599622285
2020-02-0116931.067044381492
2020-03-0115542.96506137866
2020-04-0119499.527856468365
2020-05-0118895.18413597734
2020-06-0118054.768649669502
2020-07-0116373.937677053826
2020-08-0117355.996222851747
2020-09-0116345.609065155806
2020-10-0115580.736543909348
2020-11-0120481.58640226629
2020-12-0121104.815864022665
2021-01-0120717.6581680831
2021-02-0126487.252124645893
2021-03-0124995.278564683664
2021-04-0127998.111425873463
2021-05-0128101.983002832865
2021-06-0133597.73371104816
2021-07-0135467.422096317285
2021-08-0143078.375826251184
2021-09-0137941.45420207743
2021-10-0139763.92823418319
2021-11-0145014.16430594901
2021-12-0147440.9820585458
2022-01-0149008.4985835694
2022-02-0146411.70915958451
2022-03-0142587.34655335222
2022-04-0135401.32200188858
2022-05-0135061.37865911237
2022-06-0133380.5476864967
2022-07-0138290.84041548631
2022-08-0137884.796978281396
2022-09-0134428.706326723324
2022-10-0140698.77242681775
2022-11-0142322.94617563739
2022-12-0139745.04249291785
2023-01-0150878.186968838534
2023-02-0151983.00283286119
2023-03-0153437.204910292734
2023-04-0154844.19263456091
2023-05-0156137.86591123702
2023-06-0157554.29650613787
2023-07-0156468.36638338055
2023-08-0157242.681775259676
2023-09-0154674.220963172804
2023-10-0144098.2058545798
2023-11-0150434.37204910292
2023-12-0153928.23418319169
2024-01-0154305.94900849858
2024-02-0148290.84041548631
2024-03-0143040.60434372049
2024-04-0142766.761095372996
2024-05-0141000.94428706327
2024-06-0141803.588290840424
2024-07-0139178.47025495751
2024-08-0134183.191690273845
2024-09-0137053.82436260623
2024-10-0139405.09915014164
2024-11-0143305.00472143532
2024-12-0141397.54485363551
2025-01-0137119.92445703494
2025-02-0139716.71388101983
2025-03-0133871.57695939565
2025-04-0132804.53257790369
2025-05-0137507.08215297451
2025-06-0141010.387157695935
2025-07-0139707.27101038716
2025-08-0135901.79414542021
2025-09-0134381.49197355996
2025-10-0136430.59490084986
2025-11-0133928.23418319169
2025-12-0135703.49386213409
2026-01-0136543.90934844193
2026-02-0141123.701605288006
2026-03-0137025.495750708214
2026-04-0140604.34372049104
Annual Return Matrix
YearAnnual Return
20170.24201277955271583
2018-0.07459807073954983
20190.4892286309937455
20200.04293047130191319
20211.2478747203579417
2022-0.16222133757961776
20230.35685435970539303
2024-0.23235860619856408
2025-0.13754562043795626
20260.1372652737371065
Total Factor Risk
0.9160528457935319
VTI.US Exposure
-0.019245358593047174
VEA.US Exposure
0.008033728623383774
VWO.US Exposure
0.002216857604249275
QQQ.US Exposure
0.05757089033653147
VTV.US Exposure
0.0016172090532723064
IJR.US Exposure
0.008974245556562512
QUAL.US Exposure
-0.014686953910830022
SHV.US Exposure
0.8660888838990162
TLT.US Exposure
0.005778830343151114
LQD.US Exposure
-0.003185032565083639
HYG.US Exposure
0.04312862294397372
GLD.US Exposure
-0.00011324629746961028
USO.US Exposure
0.00023663930380240705
VNQ.US Exposure
0.0020208707203561425
BTC-USD.CC Exposure
0.0018583006654328642
CPER.US Exposure
0.0029480235831926076
VIX.INDX Exposure
-0.005752070752046971
UUP.US Exposure
-0.00016965352093189668
TIP.US Exposure
0.00008829001242115546
Idiosyncratic Exposure
0.04259092299406364
Value Score
0
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
91.6%

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 →208.0x
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$3.8B
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 →
+2.8%
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 →
+8.9%
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 →
4.3% 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 →
1.26
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is ATS CORP a high-risk investment?

ATS CORP (ATS.TO) has an annualized volatility of 91.6% and experienced a maximum drawdown of 43.0% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ATS.TO has generated a Compound Annual Growth Rate (CAGR) of 15.0%. 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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