ATS Corporation

10-Year Study

ATS.US · Industrials · US · Common Stock

Executive Summary: ATS Corporation has compounded at 15.0% annually over the last 10 years, with a maximum drawdown of 45.9% and an annualized volatility of 94.3%.

1Y CAGR
+8.8%
3Y CAGR
-10.9%
5Y CAGR
+5.1%
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 →
45.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.46
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.92
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
39.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +128.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -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 →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20263.312.3-11.711.0————————13.7%
2025-10.97.1-14.30.915.110.0-4.8-8.7-5.54.8-7.18.0-9.6%
2024-0.6-11.9-10.6-2.4-3.31.5-6.9-10.78.23.29.1-6.8-29.2%
202330.30.23.1-0.75.95.3-1.5-1.2-5.0-20.916.59.739.2%
20222.9-5.8-6.6-16.5-2.2-7.212.60.2-14.620.13.0-4.6-22.1%
2021-0.930.7-6.213.02.616.35.220.6-12.47.39.36.8128.1%
2020-7.2-13.2-22.344.2-2.7-2.8-8.49.3-10.4-2.134.94.35.6%
201915.915.22.29.1-5.08.1-0.3-14.2-1.4-1.810.211.455.4%
201813.40.9-0.12.114.2-6.81.910.511.8-17.6-16.5-16.6-10.5%
20176.83.5-1.4-5.6-1.78.57.4-8.7-1.714.010.5-4.427.4%
2016———13.2-15.8-4.51.56.42.85.2-16.427.213.1%

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 94.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 84.5% of variance. Idiosyncratic stock-specific factors contribute 4.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111324.42284325638
2016-05-019538.27460510328
2016-06-019113.001215066828
2016-07-019246.658566221142
2016-08-019842.041312272175
2016-09-0110121.506682867559
2016-10-0110643.985419198054
2016-11-018894.289185905223
2016-12-0111312.272174969625
2017-01-0112077.764277035236
2017-02-0112503.037667071689
2017-03-0112332.928311057107
2017-04-0111640.340218712028
2017-05-0111445.929526123937
2017-06-0112417.982989064398
2017-07-0113341.433778857836
2017-08-0112174.969623329282
2017-09-0111968.408262454433
2017-10-0113645.200486026732
2017-11-0115078.979343863912
2017-12-0114410.692588092345
2018-01-0116342.648845686512
2018-02-0116488.45686512758
2018-03-0116476.306196840826
2018-04-0116816.52490886999
2018-05-0119198.05589307412
2018-06-0117885.783718104496
2018-07-0118226.002430133656
2018-08-0120133.657351154314
2018-09-0122515.188335358445
2018-10-0118541.919805589307
2018-11-0115479.951397326851
2018-12-0112904.009720534628
2019-01-0114957.472660996355
2019-02-0117229.647630619682
2019-03-0117606.318347509114
2019-04-0119210.206561360876
2019-05-0118250.30376670717
2019-06-0119720.534629404614
2019-07-0119659.781287970836
2019-08-0116877.278250303767
2019-09-0116634.26488456865
2019-10-0116330.498177399755
2019-11-0117995.139732685297
2019-12-0120048.602673147023
2020-01-0118614.823815309843
2020-02-0116160.388821385177
2020-03-0112551.64034021871
2020-04-0118104.495747266097
2020-05-0117618.46901579587
2020-06-0117120.29161603888
2020-07-0115686.512758201701
2020-08-0117144.59295261239
2020-09-0115358.444714459296
2020-10-0115042.527339003645
2020-11-0120291.616038882137
2020-12-0121166.464155528556
2021-01-0120984.204131227216
2021-02-0127436.20899149453
2021-03-0125722.96476306197
2021-04-0129064.398541919803
2021-05-0129829.890643985418
2021-06-0134690.15795868773
2021-07-0136488.456865127584
2021-08-0143997.56986634265
2021-09-0138529.76913730255
2021-10-0141360.87484811665
2021-11-0145188.33535844471
2021-12-0148274.60510328067
2022-01-0149684.08262454435
2022-02-0146792.22357229647
2022-03-0143681.652490887005
2022-04-0136476.30619684082
2022-05-0135674.36208991494
2022-06-0133110.57108140948
2022-07-0137278.250303766705
2022-08-0137339.003645200486
2022-09-0131871.202916160386
2022-10-0138274.60510328068
2022-11-0139404.61725394896
2022-12-0137582.0170109356
2023-01-0148979.343863912516
2023-02-0149064.39854191981
2023-03-0150595.38274605103
2023-04-0150230.86269744836
2023-05-0153207.776427703524
2023-06-0156002.43013365735
2023-07-0155164.03402187119
2023-08-0154483.59659781288
2023-09-0151786.14823815309
2023-10-0140959.9027946537
2023-11-0147703.52369380316
2023-12-0152332.92831105711
2024-01-0152017.010935601465
2024-02-0145808.019441069264
2024-03-0140972.05346294046
2024-04-0139975.69866342648
2024-05-0138675.57715674362
2024-06-0139258.8092345079
2024-07-0136537.0595382746
2024-08-0132624.54434993925
2024-09-0135297.69137302552
2024-10-0136415.55285540704
2024-11-0139720.53462940461
2024-12-0137035.236938031594
2025-01-0132989.064398541916
2025-02-0135346.29404617254
2025-03-0130291.616038882137
2025-04-0130571.08140947752
2025-05-0135200.486026731465
2025-06-0138736.3304981774
2025-07-0136877.27825030377
2025-08-0133681.652490887
2025-09-0131834.75091130012
2025-10-0133365.73511543135
2025-11-0130996.354799513974
2025-12-0133462.94046172539
2026-01-0134580.80194410693
2026-02-0138821.38517618469
2026-03-0134264.88456865127
2026-04-0138031.59173754557
Annual Return Matrix
YearAnnual Return
20170.2738990332975295
2018-0.10455311973018555
20190.5536723163841808
20200.055757575757575895
20211.2807118254879444
2022-0.22149509187012328
20230.3924991917232461
2024-0.29231483631297883
2025-0.09645669291338588
20260.13652868554829345
Total Factor Risk
0.9428402938668992
VTI.US Exposure
-0.028468472292417692
VEA.US Exposure
0.009665408914840475
VWO.US Exposure
-0.000677231971220466
QQQ.US Exposure
0.08168709125975998
VTV.US Exposure
0.015706640261703157
IJR.US Exposure
0.0085210434113188
QUAL.US Exposure
-0.02189554917887439
SHV.US Exposure
0.8452452829658738
TLT.US Exposure
0.002669054282625649
LQD.US Exposure
0.0014035230067717293
HYG.US Exposure
0.04414304569911586
GLD.US Exposure
-0.00032272301981840887
USO.US Exposure
0.00024028638900903954
VNQ.US Exposure
0.003224845668332905
BTC-USD.CC Exposure
0.002997104275476605
CPER.US Exposure
0.004370154305051453
VIX.INDX Exposure
-0.006937027801977987
UUP.US Exposure
-0.0008550525437050296
TIP.US Exposure
-0.0006196769487973843
Idiosyncratic Exposure
0.03990225331693187
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
94.3%

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 →203.3x
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$2.8B
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 →
+2.6%
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 →
+9.5%
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 →
4.7% 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 Corporation a high-risk investment?

ATS Corporation (ATS.US) has an annualized volatility of 94.3% and experienced a maximum drawdown of 45.9% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ATS.US 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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