Aurora Innovation Inc

10-Year Study

AUR.US · Technology · US · Common Stock

Executive Summary: Aurora Innovation Inc has compounded at -12.2% annually over the last 10 years, with a maximum drawdown of 90.8% and an annualized volatility of 239.4%.

1Y CAGR
-15.9%
3Y CAGR
+56.1%
5Y CAGR
-12.2%
10Y CAGR
-12.2%

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 →
90.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.26
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.55
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
95.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +261.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -89.3%
% 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.
20269.411.4-12.025.5————————34.6%
20257.96.9-7.57.7-16.3-13.510.9-3.1-4.3-2.8-20.0-8.4-39.0%
2024-31.6-15.111.0-1.6-13.915.944.416.826.8-12.224.5-2.644.2%
202350.4-14.3-10.92.9-1.4108.511.6-3.4-25.9-25.525.199.5261.2%
2022-56.216.0-2.3-23.8-25.8-39.633.0-15.73.3-6.8-38.8-4.0-89.3%
2021—————1.00.2-0.60.81.230.5-14.215.0%

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 239.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 84.4% of variance. Idiosyncratic stock-specific factors contribute 4.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-05-0110000
2021-06-0110102.145045965271
2021-07-0110122.574055158326
2021-08-0110061.287027579163
2021-09-0110143.003064351378
2021-10-0110265.577119509706
2021-11-0113401.430030643514
2021-12-0111501.53217568948
2022-01-015035.7507660878455
2022-02-015842.696629213483
2022-03-015709.908069458631
2022-04-014351.378958120531
2022-05-013227.783452502554
2022-06-011950.9703779366703
2022-07-012594.484167517876
2022-08-012185.9039836567927
2022-09-012257.4055158324823
2022-10-012104.1879468845764
2022-11-011287.0275791624108
2022-12-011235.9550561797753
2023-01-011859.0398365679266
2023-02-011593.4627170582228
2023-03-011419.8161389172626
2023-04-011460.6741573033707
2023-05-011440.2451481103167
2023-06-013003.0643513789582
2023-07-013350.3575076608786
2023-08-013237.997957099081
2023-09-012400.4085801838614
2023-10-011787.5383043922373
2023-11-012236.976506639428
2023-12-014463.73850868233
2024-01-013054.136874361594
2024-02-012594.484167517876
2024-03-012880.4902962206334
2024-04-012834.525025536261
2024-05-012441.2665985699696
2024-06-012829.417773237998
2024-07-014085.8018386108274
2024-08-014770.173646578141
2024-09-016046.986721144025
2024-10-015306.435137895813
2024-11-016608.784473953013
2024-12-016435.137895812053
2025-01-016945.863125638407
2025-02-017425.944841675179
2025-03-016869.254341164454
2025-04-017395.301327885599
2025-05-016189.989785495403
2025-06-015352.400408580184
2025-07-015934.627170582227
2025-08-015750.76608784474
2025-09-015505.61797752809
2025-10-015352.400408580184
2025-11-014279.877425944843
2025-12-013922.369765066395
2026-01-014290.091930541369
2026-02-014780.388151174669
2026-03-014208.375893769153
2026-04-015280.898876404495
Annual Return Matrix
YearAnnual Return
2022-0.8925399644760214
20232.6115702479338845
20240.4416475972540046
2025-0.39047619047619053
20260.34635416666666674
Total Factor Risk
2.394484555791522
VTI.US Exposure
0.049062510093637705
VEA.US Exposure
0.0031212373691720343
VWO.US Exposure
-0.005397563684314851
QQQ.US Exposure
0.016706017455504638
VTV.US Exposure
-0.002704028710022496
IJR.US Exposure
0.01110667080157681
QUAL.US Exposure
-0.01786415525600793
SHV.US Exposure
0.8442931381424605
TLT.US Exposure
0.013999470251963039
LQD.US Exposure
-0.0029133585559856325
HYG.US Exposure
-0.0001986679166194001
GLD.US Exposure
0.00002257911301733408
USO.US Exposure
0.0002556722495120734
VNQ.US Exposure
0.017636146887866615
BTC-USD.CC Exposure
0.0003418053501863983
CPER.US Exposure
0.00163763281092828
VIX.INDX Exposure
-0.003495558044323503
UUP.US Exposure
-0.0001045706409615512
TIP.US Exposure
0.025804602655007326
Idiosyncratic Exposure
0.048690419627402295
Value Score
50
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
239.4%

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 →N/A
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$8.1B
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 →
+17.5%
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 →
+4.8%
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 →
36.5% 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 →
2.45
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Aurora Innovation Inc a high-risk investment?

Aurora Innovation Inc (AUR.US) has an annualized volatility of 239.4% and experienced a maximum drawdown of 90.8% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, AUR.US has generated a Compound Annual Growth Rate (CAGR) of -12.2%. 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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