Aritzia Inc

10-Year Study

ATZ.TO · Consumer Cyclical · CA · Common Stock

Executive Summary: Aritzia Inc has compounded at 23.2% annually over the last 10 years, with a maximum drawdown of 63.4% and an annualized volatility of 87.4%.

1Y CAGR
+112.5%
3Y CAGR
+58.3%
5Y CAGR
+35.8%
10Y CAGR
+23.2%

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 →
63.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.71
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.04
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
44.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +119.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -41.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-8.512.5-6.017.1————————13.3%
202530.8-4.7-24.1-4.137.35.95.410.62.416.412.86.2119.6%
202418.99.74.2-4.7-4.513.717.01.710.3-11.84.014.694.3%
20231.4-13.44.4-0.7-19.35.8-31.8-1.2-4.7-8.722.04.5-41.9%
202212.6-18.35.9-10.3-19.3-5.615.95.76.316.4-3.2-7.5-9.6%
20213.112.7-2.65.0-3.825.7-1.312.7-2.220.93.93.4103.0%
202031.4-11.6-44.334.69.54.8-6.75.4-6.715.416.010.535.4%
20193.8-5.19.99.4-8.6-5.59.0-7.3-1.011.80.51.016.2%
20185.0-5.8-3.91.412.813.02.91.64.913.2-5.7-10.229.2%
2017-6.4-3.1-2.2-3.42.0-1.8-11.5-5.618.3-26.310.25.1-27.5%
2016——————————-3.8-0.6-4.4%

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 87.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 57.9% of variance. Idiosyncratic stock-specific factors contribute 11.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-10-0110000
2016-11-019617.486338797815
2016-12-019562.841530054644
2017-01-018950.819672131147
2017-02-018677.595628415302
2017-03-018486.338797814207
2017-04-018196.72131147541
2017-05-018360.655737704918
2017-06-018207.650273224042
2017-07-017262.295081967212
2017-08-016857.92349726776
2017-09-018114.754098360655
2017-10-015983.606557377048
2017-11-016595.628415300546
2017-12-016934.426229508196
2018-01-017278.688524590163
2018-02-016857.92349726776
2018-03-016590.163934426229
2018-04-016683.060109289617
2018-05-017540.983606557377
2018-06-018524.590163934427
2018-07-018770.491803278688
2018-08-018912.568306010928
2018-09-019349.726775956284
2018-10-0110584.699453551913
2018-11-019983.606557377048
2018-12-018961.74863387978
2019-01-019306.010928961749
2019-02-018830.601092896175
2019-03-019704.918032786885
2019-04-0110617.486338797815
2019-05-019699.453551912567
2019-06-019169.398907103825
2019-07-019994.535519125682
2019-08-019267.75956284153
2019-09-019174.863387978141
2019-10-0110256.830601092894
2019-11-0110311.475409836066
2019-12-0110409.83606557377
2020-01-0113677.5956284153
2020-02-0112087.43169398907
2020-03-016726.775956284153
2020-04-019054.644808743169
2020-05-019912.56830601093
2020-06-0110387.978142076503
2020-07-019688.524590163934
2020-08-0110207.650273224042
2020-09-019524.590163934425
2020-10-0110994.535519125684
2020-11-0112748.633879781419
2020-12-0114092.896174863388
2021-01-0114535.51912568306
2021-02-0116387.9781420765
2021-03-0115956.284153005465
2021-04-0116759.562841530056
2021-05-0116114.754098360656
2021-06-0120262.29508196721
2021-07-0119994.535519125686
2021-08-0122530.05464480874
2021-09-0122032.786885245903
2021-10-0126633.879781420765
2021-11-0127661.202185792346
2021-12-0128606.55737704918
2022-01-0132224.04371584699
2022-02-0126333.333333333332
2022-03-0127885.245901639344
2022-04-0125000
2022-05-0120174.86338797814
2022-06-0119043.715846994535
2022-07-0122076.502732240435
2022-08-0123344.262295081964
2022-09-0124803.278688524588
2022-10-0128874.31693989071
2022-11-0127961.748633879783
2022-12-0125874.316939890712
2023-01-0126224.043715846994
2023-02-0122699.453551912567
2023-03-0123699.453551912567
2023-04-0123530.05464480874
2023-05-0119000
2023-06-0120098.360655737702
2023-07-0113710.382513661201
2023-08-0113551.91256830601
2023-09-0112912.568306010928
2023-10-0111786.88524590164
2023-11-0114382.513661202185
2023-12-0115027.322404371584
2024-01-0117874.316939890712
2024-02-0119612.021857923497
2024-03-0120437.158469945356
2024-04-0119475.409836065573
2024-05-0118606.55737704918
2024-06-0121158.46994535519
2024-07-0124765.02732240437
2024-08-0125191.25683060109
2024-09-0127775.956284153006
2024-10-0124497.26775956284
2024-11-0125486.33879781421
2024-12-0129202.185792349726
2025-01-0138196.72131147541
2025-02-0136415.30054644809
2025-03-0127639.34426229508
2025-04-0126497.267759562845
2025-05-0136393.44262295082
2025-06-0138551.912568306005
2025-07-0140639.34426229508
2025-08-0144928.961748633876
2025-09-0146000.00000000001
2025-10-0153535.51912568306
2025-11-0160382.51366120218
2025-12-0164125.68306010928
2026-01-0158650.27322404371
2026-02-0166000
2026-03-0162032.78688524589
2026-04-0172650.2732240437
Annual Return Matrix
YearAnnual Return
2017-0.2748571428571429
20180.2923561859732071
20190.1615853658536588
20200.353805774278215
20211.0298565335401317
2022-0.09551098376313272
2023-0.41921858500527986
20240.9432727272727273
20251.1959206586826348
20260.13293566254793343
Total Factor Risk
0.8736589961759031
VTI.US Exposure
0.3713176177032371
VEA.US Exposure
0.03973498585579057
VWO.US Exposure
-0.004970434529790587
QQQ.US Exposure
-0.038054807844920914
VTV.US Exposure
-0.015374659323189831
IJR.US Exposure
-0.018737799702086486
QUAL.US Exposure
-0.02883829262618361
SHV.US Exposure
0.5789595507124031
TLT.US Exposure
0.0014778581667049063
LQD.US Exposure
-0.0015742235153478725
HYG.US Exposure
0.005698915099441055
GLD.US Exposure
0.00038174026843608086
USO.US Exposure
0.002551722238677087
VNQ.US Exposure
-0.009150380540104964
BTC-USD.CC Exposure
0.005154615527146003
CPER.US Exposure
0.0022226509737831284
VIX.INDX Exposure
-0.010629036434582831
UUP.US Exposure
0.00598714604386315
TIP.US Exposure
-0.00002388428815851497
Idiosyncratic Exposure
0.11386671621488358
Value Score
34.3
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
87.4%

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 →39.1x
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$13.2B
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 →
+12.8%
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 →
+32.3%
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 →
3.5% 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 →
1.67
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Aritzia Inc a high-risk investment?

Aritzia Inc (ATZ.TO) has an annualized volatility of 87.4% and experienced a maximum drawdown of 63.4% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ATZ.TO has generated a Compound Annual Growth Rate (CAGR) of 23.2%. It has had a positive return in 70% 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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