AudioCodes Ltd

10-Year Study

AUDC.US · Technology · US · Common Stock

Executive Summary: AudioCodes Ltd has compounded at 9.5% annually over the last 10 years, with a maximum drawdown of 77.3% and an annualized volatility of 39.5%.

1Y CAGR
-10.2%
3Y CAGR
+1.3%
5Y CAGR
-22.0%
10Y CAGR
+9.5%

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 →
77.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.32
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.64
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
40.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +163.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -47.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-4.4-12.117.810.1-8.4———————-0.1%
20254.210.3-14.5-0.40.54.12.0-1.8-1.2-6.20.8-3.0-7.1%
2024-7.323.2-4.1-17.0-7.73.98.9-3.4-9.3-5.31.04.7-16.8%
20237.2-14.9-6.6-32.4-16.06.510.04.8-2.2-22.344.16.5-30.7%
2022-14.7-3.7-9.8-7.9-2.4-4.010.3-7.7-2.0-7.6-4.7-6.8-47.8%
20218.9-4.5-5.314.24.82.5-1.0-3.94.08.9-2.20.227.5%
2020-16.55.16.628.119.7-13.313.5-12.70.3-7.9-3.5-1.58.2%
201941.7-4.54.41.86.23.520.5-5.88.411.813.47.2163.9%
20185.4-4.1-3.90.70.47.625.410.9-5.223.8-13.4-8.337.0%
20173.92.93.2-7.82.5-9.515.70.92.1-7.46.15.015.9%
2016————-12.610.3-1.932.6-2.0-2.219.91.446.0%

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 39.5%. The dominant macroeconomic risk driver is LQD.US, accounting for 19.7% of variance. Idiosyncratic stock-specific factors contribute 52.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-04-0110000
2016-05-018735.664179935418
2016-06-019632.27925620755
2016-07-019448.27970159225
2016-08-0112528.671640129161
2016-09-0112275.915822291505
2016-10-0112000.05567308763
2016-11-0114390.936421333929
2016-12-0114597.7619418773
2017-01-0115172.586571651264
2017-02-0115609.34194410422
2017-03-0116115.131945217683
2017-04-0114850.517759714954
2017-05-0115218.516868945553
2017-06-0113770.18149426567
2017-07-0115931.13239060238
2017-08-0116068.923282485246
2017-09-0116413.818060349626
2017-10-0115195.412537579334
2017-11-0116115.131945217683
2017-12-0116919.60806146309
2018-01-0117839.04910366329
2018-02-0117103.60761607839
2018-03-0116436.922391715845
2018-04-0116551.88731767064
2018-05-0116620.643580892996
2018-06-0117885.257766395724
2018-07-0122436.811045540584
2018-08-0124892.82930631333
2018-09-0123602.327135062907
2018-10-0129209.7205211001
2018-11-0125291.726979178267
2018-12-0123180.046765393607
2019-01-0132846.28660505511
2019-02-0131355.36131833871
2019-03-0132726.86783208997
2019-04-0133318.116022714625
2019-05-0135375.23661062242
2019-06-0136605.05511635675
2019-07-0144124.54069702706
2019-08-0141552.44404854693
2019-09-0145028.95000556731
2019-10-0150339.04910366329
2019-11-0157077.99799576884
2019-12-0161173.867052666734
2020-01-0151053.61318338715
2020-02-0153645.47377797573
2020-03-0157188.50907471328
2020-04-0173274.96937980181
2020-05-0187733.5486026055
2020-06-0176099.54348068144
2020-07-0186392.94065248859
2020-08-0175388.0414207772
2020-09-0175604.33136621758
2020-10-0169668.46676316668
2020-11-0167217.18071484244
2020-12-0166207.82763612071
2021-01-0172095.81338381027
2021-02-0168829.19496715287
2021-03-0165181.21590023383
2021-04-0174434.08306424673
2021-05-0178009.68711724752
2021-06-0179942.37835430352
2021-07-0179145.13973944994
2021-08-0176027.72519763946
2021-09-0179039.63923839216
2021-10-0186083.67665070706
2021-11-0184189.1214786772
2021-12-0184383.42055450394
2022-01-0171946.88787440151
2022-02-0169285.15755483799
2022-03-0162464.09085847901
2022-04-0157525.609620309544
2022-05-0156132.11223694466
2022-06-0153882.91949671529
2022-07-0159408.19507849905
2022-08-0154831.588909920945
2022-09-0153747.077162899455
2022-10-0149656.49704932636
2022-11-0147315.16534907025
2022-12-0144086.96136287718
2023-01-0147241.398507961254
2023-02-0140218.238503507404
2023-03-0137553.72452956241
2023-04-0125401.12459637011
2023-05-0121341.7214118695
2023-06-0122736.332256986974
2023-07-0125002.50528894332
2023-08-0126190.290613517427
2023-09-0125607.671751475336
2023-10-0119908.69613628772
2023-11-0128697.8064803474
2023-12-0130572.04097539249
2024-01-0128343.168912147867
2024-02-0134912.03652154549
2024-03-0133474.2790335152
2024-04-0127775.581783765727
2024-05-0125644.97272018706
2024-06-0126645.97483576439
2024-07-0129007.62721300523
2024-08-0128022.21356196415
2024-09-0125410.589021267122
2024-10-0124052.44404854693
2024-11-0124287.662843781312
2024-12-0125436.755372452957
2025-01-0126507.348847567086
2025-02-0129240.062353858146
2025-03-0124994.7110566752
2025-04-0124888.37545930297
2025-05-0125021.15577329919
2025-06-0126055.84010689233
2025-07-0126586.68299743904
2025-08-0126098.151653490702
2025-09-0125773.29918717292
2025-10-0124176.03830308429
2025-11-0124365.60516646253
2025-12-0123634.61752588799
2026-01-0122605.778866495937
2026-02-0119875.292283710052
2026-03-0123410.53334817949
2026-04-0125776.639572430686
2026-05-0123605.389154882534
Annual Return Matrix
YearAnnual Return
20170.15905493793024528
20180.37001085847783877
20191.6390743587280237
20200.08228939620769848
20210.2745233240135381
2022-0.4775400063997044
2023-0.30655141496925076
2024-0.16797326704726523
2025-0.07084778778493961
2026-0.00123667628526003
Total Factor Risk
0.3951998061822952
VTI.US Exposure
-0.008196115922283418
VEA.US Exposure
-0.026624511971126436
VWO.US Exposure
0.008447161821493906
QQQ.US Exposure
-0.027532734031801374
VTV.US Exposure
-0.06002431345657342
IJR.US Exposure
0.1399173198403641
QUAL.US Exposure
0.10024920703752752
SHV.US Exposure
0.05767732020050178
TLT.US Exposure
-0.012381557795968237
LQD.US Exposure
0.19671994387670919
HYG.US Exposure
0.009229576177317043
GLD.US Exposure
0.0032407466910714974
USO.US Exposure
0.003388252292239881
VNQ.US Exposure
0.06774725635647916
BTC-USD.CC Exposure
-0.003715423939915048
CPER.US Exposure
0.02533001723825312
VIX.INDX Exposure
-0.012274586789117213
UUP.US Exposure
-0.00010434300929074203
TIP.US Exposure
0.0163931141729644
Idiosyncratic Exposure
0.5225136712111543
Value Score
35.9
Growth Score
50.9
Profit Score
43.5
Health Score
28.8
Yield Score
47.3
Moat Score
54.8

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
39.5%

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 →35.1x
Forward P/EForward P/E RatioA valuation metric that compares the current stock price to estimated future earnings per share.Click for full definition →Fairly Valued13.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.94%
Squeeze RiskShort Squeeze RiskA situation where a sharp rise in the price of a stock forces short sellers to buy shares to cover their positions, further driving up the price.Click for full definition →Extreme
Market Cap$218.0M
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
4.0/ 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
1.44
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$557
Avg Yield on Cost
5.57%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$556.735.57%Solid

Momentum & MacroiPrice momentum indicators: distance from 50/200-Day SMA, 52-Week High proximity, Golden Cross trend signal, RSI momentum gauge, Fibonacci retracement levels, and Beta (market sensitivity).

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 →
-2.1%
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 →
-3.1%
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 →
17.9% 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 →
0.96
Market sensitivity coefficient
Trend SignalGolden Cross & Death CrossTechnical chart patterns that occur when a short-term moving average crosses over a long-term moving average.Click for full definition →
✦ Death Cross
Bearish — 50 SMA below 200 SMA
RSI (14-Day)Relative Strength Index (RSI)A momentum oscillator that measures the speed and change of price movements to identify overbought or oversold conditions.Click for full definition →
39
OversoldNeutralOverbought
Neutral
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement-5.7%
50.0% retracement-1.2%
61.8% retracement+3.8%
% distance of current price from each 52-week Fibonacci support level.

Frequently Asked Questions & Methodology

Is AudioCodes Ltd a high-risk investment?

AudioCodes Ltd (AUDC.US) has an annualized volatility of 39.5% and experienced a maximum drawdown of 77.3% over the last 10 years. Its primary macro risk driver is LQD.US.

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

Over the past 10 years, AUDC.US has generated a Compound Annual Growth Rate (CAGR) of 9.5%. It has had a positive return in 50% 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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