Avista Corporation

10-Year Study

AVA.US · Utilities · US · Common Stock

Executive Summary: Avista Corporation has compounded at 4.5% annually over the last 10 years, with a maximum drawdown of 32.7% and an annualized volatility of 30.1%.

1Y CAGR
+14.1%
3Y CAGR
+5.4%
5Y CAGR
+3.0%
10Y CAGR
+4.5%

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 →
32.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.10
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.17
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
20.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +32.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -15.3%
% 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.
20267.1-0.5-1.24.3————————9.9%
2025-0.010.54.8-1.0-6.0-1.5-1.7-0.73.50.610.1-6.910.7%
2024-4.8-1.05.52.74.1-6.413.2-0.20.3-3.34.5-5.37.8%
2023-10.04.33.23.8-5.1-5.0-1.6-12.7-2.8-2.18.65.3-15.3%
20224.61.41.2-10.18.20.2-2.9-2.9-8.810.71.87.48.8%
2021-6.68.518.8-3.6-0.6-5.90.4-1.3-6.51.8-2.210.310.3%
20205.7-6.6-9.91.3-8.0-7.12.00.4-7.4-2.612.98.1-13.1%
2019-1.5-2.50.56.2-2.36.83.22.73.3-0.8-0.71.717.3%
2018-2.2-4.37.21.21.80.4-3.92.2-1.51.71.9-18.3-15.1%
2017-3.44.1-2.13.37.1-0.923.9-1.60.70.90.1-0.932.9%
2016———-1.71.311.4-2.9-5.82.9-0.9-1.4-1.20.6%

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 30.1%. The dominant macroeconomic risk driver is VTV.US, accounting for 36.3% of variance. Idiosyncratic stock-specific factors contribute 13.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019825.873670021767
2016-05-019949.21315375635
2016-06-0111082.139161114732
2016-07-0110760.587344904927
2016-08-0110132.252041233469
2016-09-0110424.119884946986
2016-10-0110326.818327459148
2016-11-0110180.718676227409
2016-12-0110059.994033742501
2017-01-019720.359301284956
2017-02-0110121.755847484781
2017-03-019913.562923760805
2017-04-0110241.080997469864
2017-05-0110968.596124878924
2017-06-0110871.294567391087
2017-07-0113470.078482066241
2017-08-0113251.941795843508
2017-09-0113347.328258331583
2017-10-0113468.531674566435
2017-11-0113483.999749564498
2017-12-0113367.178954579102
2018-01-0113073.801132115774
2018-02-0112511.720749686037
2018-03-0113406.364744574204
2018-04-0113565.943718304256
2018-05-0113815.12704077311
2018-06-0113873.09549326586
2018-07-0113325.120522084359
2018-08-0113615.552044548058
2018-09-0113416.529479572933
2018-10-0113644.720414544412
2018-11-0113902.705808262164
2018-12-0111353.051446080868
2019-01-0111184.70722985191
2019-02-0110901.457313637316
2019-03-0110958.099931130238
2019-04-0111637.958656045255
2019-05-0111370.95021857863
2019-06-0112144.243482231968
2019-07-0112533.633855933298
2019-08-0112878.129983390234
2019-09-0113300.997690837376
2019-10-0113188.412202101446
2019-11-0113090.337240863708
2019-12-0113314.62432833567
2020-01-0114078.784061990153
2020-02-0113156.408018355447
2020-03-0111856.132171017984
2020-04-0112009.5975722488
2020-05-0111044.647493619419
2020-06-0110260.784378717402
2020-07-0110469.456076191316
2020-08-0110510.299159936212
2020-09-019729.014057533872
2020-10-019472.354498815956
2020-11-0110698.494072412688
2020-12-0111570.120098553736
2021-01-0110803.382352399578
2021-02-0111718.503132285188
2021-03-0113915.927329510509
2021-04-0113411.741742073533
2021-05-0113334.732825833158
2021-06-0112552.232374680972
2021-07-0112599.299517175088
2021-08-0112433.20185469585
2021-09-0111622.159122297231
2021-10-0111827.147944771608
2021-11-0111563.343608554582
2021-12-0112758.3997171552
2022-01-0113349.943099581256
2022-02-0113540.200422057476
2022-03-0113697.974787037754
2022-04-0112308.462878461442
2022-05-0113312.009487085998
2022-06-0113333.480648333316
2022-07-0112950.424819631196
2022-08-0112574.145480928233
2022-09-0111466.189366066727
2022-10-0112697.926909662758
2022-11-0112922.508627134686
2022-12-0113880.42441451495
2023-01-0112490.507389688688
2023-02-0113022.682827122166
2023-03-0113443.893240819514
2023-04-0113956.954557005382
2023-05-0113240.524883344935
2023-06-0112574.513768428185
2023-07-0112372.765875953404
2023-08-0110805.555248649305
2023-09-0110506.947743686633
2023-10-0110286.233044964221
2023-11-0111165.961396104256
2023-12-0111754.668964780667
2024-01-0111185.701606101788
2024-02-0111072.49002861594
2024-03-0111679.46465729007
2024-04-0111999.653809750042
2024-05-0112488.039863438995
2024-06-0111687.67746853904
2024-07-0113230.986237096127
2024-08-0113209.625562098798
2024-09-0113247.227715844096
2024-10-0112813.053582148368
2024-11-0113388.834259576397
2024-12-0112675.940145915507
2025-01-0112672.478243415939
2025-02-0114009.398696998825
2025-03-0114675.336154415581
2025-04-0114535.129103183108
2025-05-0113668.327643291457
2025-06-0113469.562879566305
2025-07-0113238.867589595142
2025-08-0113143.665270857044
2025-09-0113600.48908579994
2025-10-0113686.81567578915
2025-11-0115063.76898061703
2025-12-0114029.91231074626
2026-01-0115030.991393121127
2026-02-0114959.83824813002
2026-03-0114783.060248152118
2026-04-0115423.880498072016
Annual Return Matrix
YearAnnual Return
20170.32874621095637657
2018-0.15067708118086265
20190.17277935289652446
2020-0.1310216636055852
20210.1027024446142093
20220.0879439994226745
2023-0.15314772706167035
20240.07837491501420857
20250.1068143387586944
20260.09935687098044377
Total Factor Risk
0.30059340814508967
VTI.US Exposure
0.14405504874788405
VEA.US Exposure
-0.021700073490605095
VWO.US Exposure
0.02085763578661543
QQQ.US Exposure
0.06019321644358666
VTV.US Exposure
0.3631012551351361
IJR.US Exposure
-0.013556393267100371
QUAL.US Exposure
-0.008722878956227012
SHV.US Exposure
0.010089585723960324
TLT.US Exposure
0.007912104164493271
LQD.US Exposure
0.005950999542863368
HYG.US Exposure
0.11904167682337607
GLD.US Exposure
0.006487952329608113
USO.US Exposure
0.003991862511778342
VNQ.US Exposure
0.03761865868927798
BTC-USD.CC Exposure
0.0018614317937063155
CPER.US Exposure
-0.008795320144662177
VIX.INDX Exposure
0.016311613501464154
UUP.US Exposure
0.0020890400811025547
TIP.US Exposure
0.12302463509830663
Idiosyncratic Exposure
0.13018794948543522
Value Score
43.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
57.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
30.1%

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 →17.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.82%
Market Cap$3.4B
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
$181
Avg Yield on Cost
1.81%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$181.381.81%Solid

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 →
+3.0%
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 →
+9.3%
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 →
1.6% 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 →
0.21
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Avista Corporation a high-risk investment?

Avista Corporation (AVA.US) has an annualized volatility of 30.1% and experienced a maximum drawdown of 32.7% over the last 10 years. Its primary macro risk driver is VTV.US.

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

Over the past 10 years, AVA.US has generated a Compound Annual Growth Rate (CAGR) of 4.5%. 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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