Aritzia Inc

10-Year Study

ATZAF.US · Consumer Cyclical · US · Common Stock

Executive Summary: Aritzia Inc has compounded at 23.9% annually over the last 10 years, with a maximum drawdown of 66.0% and an annualized volatility of 88.9%.

1Y CAGR
+116.6%
3Y CAGR
+58.1%
5Y CAGR
+32.1%
10Y CAGR
+23.9%

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 →
66.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.73
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.02
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
44.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +131.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -39.4%
% 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.
2026-7.812.4-8.019.5————————14.1%
202530.2-4.1-22.9-0.535.97.93.212.30.216.212.58.8131.7%
202415.29.44.3-6.9-3.012.717.72.98.3-13.34.210.775.3%
20233.0-14.14.1-0.5-19.68.8-31.9-3.3-3.4-11.022.68.8-39.4%
202212.1-18.68.1-13.2-18.7-6.016.82.91.217.7-1.9-8.7-16.1%
20215.110.8-0.37.4-1.619.4-1.811.8-2.123.70.94.3104.7%
202029.7-14.6-44.233.78.64.3-2.68.2-7.112.418.113.237.9%
201910.2-3.010.37.8-8.6-4.08.6-7.9-0.912.20.33.128.2%
201811.9-10.1-0.9-2.914.68.34.61.15.18.0-2.9-16.816.6%
2017-2.9-6.8-2.7-2.70.70.9-7.1-6.220.1-27.99.53.6-25.5%

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 88.9%. The dominant macroeconomic risk driver is SHV.US, accounting for 58.0% of variance. Idiosyncratic stock-specific factors contribute 10.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-12-0110000
2017-01-019706.609626966429
2017-02-019050.880626223092
2017-03-018803.152353646143
2017-04-018562.023088942491
2017-05-018621.18660780655
2017-06-018699.540344968826
2017-07-018085.680911421593
2017-08-017585.825027685492
2017-09-019109.133937104629
2017-10-016563.737313976243
2017-11-017190.567211274443
2017-12-017447.776817002686
2018-01-018337.505119919902
2018-02-017495.335184089565
2018-03-017425.173318770006
2018-04-017213.2465601723325
2018-05-018268.025910587236
2018-06-018952.654014775711
2018-07-019363.76462021572
2018-08-019469.955551510186
2018-09-019951.910678256649
2018-10-0110746.598097665317
2018-11-0110436.29302628984
2018-12-018684.901166583231
2019-01-019569.319922935723
2019-02-019284.121421744869
2019-03-0110241.356816699283
2019-04-0111043.856854624617
2019-05-0110093.903123530394
2019-06-019686.12994735964
2019-07-0110517.149835404058
2019-08-019681.654758112229
2019-09-019597.308818398338
2019-10-0110766.850225276476
2019-11-0110799.23845932129
2019-12-0111133.20893824239
2020-01-0114442.725162699677
2020-02-0112336.276339143495
2020-03-016888.909115732945
2020-04-019212.594244451524
2020-05-0110001.517013304207
2020-06-0110433.107298351006
2020-07-0110163.913287519532
2020-08-0110997.663799511522
2020-09-0110217.918961149291
2020-10-0111484.245816835813
2020-11-0113560.278523642653
2020-12-0115352.174638571578
2021-01-0116138.746036802744
2021-02-0117888.393331209514
2021-03-0117826.271636402253
2021-04-0119141.673872479863
2021-05-0118828.562326491603
2021-06-0122488.053520229376
2021-07-0122072.543576207165
2021-08-0124687.798661994264
2021-09-0124158.436869491346
2021-10-0129873.784493090003
2021-11-0130135.46928806565
2021-12-0131421.365615376446
2022-01-0135212.53356391935
2022-02-0128672.385806823524
2022-03-0131007.751937984496
2022-04-0126911.81601662646
2022-05-0121867.74678013926
2022-06-0120547.945205479453
2022-07-0124006.735539070676
2022-08-0124712.14672552678
2022-09-0124997.345226717644
2022-10-0129422.47303508852
2022-11-0128876.348245574114
2022-12-0126365.691227112064
2023-01-0127154.538145299535
2023-02-0123324.079552177674
2023-03-0124287.383000348917
2023-04-0124158.436869491346
2023-05-0119432.940426887544
2023-06-0121139.580394120057
2023-07-0114404.041323442405
2023-08-0113926.182132617301
2023-09-0113448.3229417922
2023-10-0111963.546170299915
2023-11-0114669.518651678574
2023-12-0115966.565026775286
2024-01-0118401.371380027005
2024-02-0120138.35161334365
2024-03-0121003.049196741456
2024-04-0119543.682398094632
2024-05-0118962.66630258347
2024-06-0121363.33985649054
2024-07-0125146.771037181996
2024-08-0125872.66190324489
2024-09-0128017.718715393137
2024-10-0124279.797933827882
2024-11-0125294.679834342147
2024-12-0127988.895462613207
2025-01-0136438.65956704441
2025-02-0134929.23132935876
2025-03-0126926.986149668533
2025-04-0126798.040018810963
2025-05-0136408.31930096027
2025-06-0139267.88937938986
2025-07-0140534.59548840244
2025-08-0145510.39912620034
2025-09-0145586.24979141067
2025-10-0152958.93444985512
2025-11-0159594.35064245513
2025-12-0164837.14862179342
2026-01-0159793.079385306206
2026-02-0167234.02964243997
2026-03-0161886.55774511143
2026-04-0173969.56871311761
Annual Return Matrix
YearAnnual Return
2017-0.2552223182997314
20180.1661065281596903
20190.28190393013100445
20200.3789532491245282
20211.0467045454545456
2022-0.16089925721720788
2023-0.3944188722669735
20240.7529691211401424
20251.3165311653116532
20260.14085166120729986
Total Factor Risk
0.8886252431494185
VTI.US Exposure
0.39477949408956575
VEA.US Exposure
0.04478427712554288
VWO.US Exposure
-0.007318882853711934
QQQ.US Exposure
-0.03741317478434592
VTV.US Exposure
-0.01664190658553997
IJR.US Exposure
-0.02233239666649124
QUAL.US Exposure
-0.03510690732950409
SHV.US Exposure
0.5795702777063277
TLT.US Exposure
0.0018112354633244823
LQD.US Exposure
-0.0021494087755305215
HYG.US Exposure
0.004009387117498309
GLD.US Exposure
-0.0002092369015514057
USO.US Exposure
0.002073258164953971
VNQ.US Exposure
-0.011044454413737258
BTC-USD.CC Exposure
0.00528063630424928
CPER.US Exposure
0.00289729774646035
VIX.INDX Exposure
-0.011234798035055662
UUP.US Exposure
-0.000181113265822155
TIP.US Exposure
0.00003690665817868025
Idiosyncratic Exposure
0.10838950923518872
Value Score
34.5
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
88.9%

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 →38.8x
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$9.5B
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 →
+13.5%
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 →
+34.3%
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 →
1.7% 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 →
1.67
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Aritzia Inc a high-risk investment?

Aritzia Inc (ATZAF.US) has an annualized volatility of 88.9% and experienced a maximum drawdown of 66.0% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ATZAF.US has generated a Compound Annual Growth Rate (CAGR) of 23.9%. 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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