AeroVironment Inc

10-Year Study

AVAV.US · Industrials · US · Common Stock

Executive Summary: AeroVironment Inc has compounded at 21.7% annually over the last 10 years, with a maximum drawdown of 54.2% and an annualized volatility of 58.9%.

1Y CAGR
+14.8%
3Y CAGR
+30.2%
5Y CAGR
+13.2%
10Y CAGR
+21.7%

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 →
54.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.64
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.32
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
50.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +109.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · -28.6%
% 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.
202615.1-9.4-27.410.3————————-16.5%
202517.1-16.9-20.327.117.560.1-6.1-9.830.517.5-24.5-13.457.2%
2024-4.35.120.94.226.5-9.9-2.014.1-1.67.2-9.5-20.922.1%
20233.9-3.66.99.9-7.29.5-6.91.914.92.820.0-8.447.1%
2022-8.224.832.5-14.714.5-10.65.42.3-6.09.80.5-6.938.1%
202132.1-4.15.4-4.9-0.7-8.60.91.2-15.73.2-9.4-23.2-28.6%
20207.9-22.818.6-1.117.512.4-3.9-0.2-21.427.211.81.840.8%
201914.32.6-14.10.2-5.6-12.3-3.4-6.13.98.35.80.7-9.1%
2018-8.5-3.2-8.519.86.223.53.119.527.5-19.8-14.9-11.321.0%
2017-2.43.23.71.98.623.1-1.129.710.4-5.5-10.923.2109.3%
2016———2.0-0.2-3.52.0-12.7-1.3-1.718.0-5.2-5.3%

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 58.9%. The dominant macroeconomic risk driver is QUAL.US, accounting for 31.1% of variance. Idiosyncratic stock-specific factors contribute 47.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110197.740112994348
2016-05-0110173.022598870057
2016-06-019816.38418079096
2016-07-0110010.593220338984
2016-08-018735.875706214689
2016-09-018619.350282485875
2016-10-018471.045197740112
2016-11-019992.937853107343
2016-12-019473.870056497175
2017-01-019247.881355932204
2017-02-019540.9604519774
2017-03-019897.598870056498
2017-04-0110088.276836158191
2017-05-0110960.45197740113
2017-06-0113488.700564971752
2017-07-0113343.926553672316
2017-08-0117309.32203389831
2017-09-0119110.169491525423
2017-10-0118064.971751412428
2017-11-0116094.63276836158
2017-12-0119830.50847457627
2018-01-0118135.593220338982
2018-02-0117556.49717514124
2018-03-0116069.915254237289
2018-04-0119244.350282485877
2018-05-0120430.790960451977
2018-06-0125222.457627118645
2018-07-0125992.23163841808
2018-08-0131059.322033898305
2018-09-0139608.05084745763
2018-10-0131769.06779661017
2018-11-0127048.022598870055
2018-12-0123993.64406779661
2019-01-0127422.31638418079
2019-02-0128132.062146892655
2019-03-0124156.073446327682
2019-04-0124209.0395480226
2019-05-0122863.70056497175
2019-06-0120045.903954802263
2019-07-0119367.937853107345
2019-08-0118195.621468926554
2019-09-0118912.429378531077
2019-10-0120473.163841807906
2019-11-0121659.604519774013
2019-12-0121800.84745762712
2020-01-0123520.480225988696
2020-02-0118146.186440677968
2020-03-0121525.42372881356
2020-04-0121278.24858757062
2020-05-0125010.593220338982
2020-06-0128117.937853107345
2020-07-0127030.367231638418
2020-08-0126973.870056497177
2020-09-0121189.971751412428
2020-10-0126963.27683615819
2020-11-0130151.83615819209
2020-12-0130685.028248587572
2021-01-0140526.12994350282
2021-02-0138870.05649717514
2021-03-0140981.6384180791
2021-04-0138972.457627118645
2021-05-0138711.15819209039
2021-06-0135363.700564971754
2021-07-0135699.15254237288
2021-08-0136144.06779661017
2021-09-0130480.225988700564
2021-10-0131465.395480225987
2021-11-0128516.949152542376
2021-12-0121903.248587570622
2022-01-0120098.870056497177
2022-02-0125088.27683615819
2022-03-0133241.52542372882
2022-04-0128361.581920903955
2022-05-0132471.751412429378
2022-06-0129025.42372881356
2022-07-0130593.22033898305
2022-08-0131302.966101694918
2022-09-0129435.02824858757
2022-10-0132309.322033898305
2022-11-0132482.34463276836
2022-12-0130247.175141242937
2023-01-0131415.9604519774
2023-02-0130275.423728813555
2023-03-0132365.819209039546
2023-04-0135554.378531073446
2023-05-0132983.75706214689
2023-06-0136115.81920903955
2023-07-0133637.00564971752
2023-08-0134262.00564971751
2023-09-0139382.062146892655
2023-10-0140487.28813559322
2023-11-0148591.10169491526
2023-12-0144505.64971751413
2024-01-0142598.87005649717
2024-02-0144770.4802259887
2024-03-0154124.293785310736
2024-04-0156423.022598870055
2024-05-0171380.64971751413
2024-06-0164322.03389830509
2024-07-0163043.78531073446
2024-08-0171949.15254237287
2024-09-0170798.02259887005
2024-10-0175903.95480225989
2024-11-0168679.37853107344
2024-12-0154339.68926553672
2025-01-0163612.28813559322
2025-02-0152831.9209039548
2025-03-0142086.86440677966
2025-04-0153502.82485875707
2025-05-0162863.70056497175
2025-06-01100617.93785310733
2025-07-0194505.64971751411
2025-08-0185222.45762711864
2025-09-01111189.97175141242
2025-10-01130617.93785310736
2025-11-0198679.37853107344
2025-12-0185413.13559322033
2026-01-0198301.55367231638
2026-02-0189071.32768361582
2026-03-0164636.29943502825
2026-04-0171324.15254237287
Annual Return Matrix
YearAnnual Return
20171.0931792769288111
20180.20993589743589758
2019-0.09139072847682117
20200.4075153871072239
2021-0.28619102416570774
20220.38094470417539883
20230.4713985524165305
20240.2209615994922245
20250.5718370264474626
2026-0.1649510107900285
Total Factor Risk
0.5887534996614172
VTI.US Exposure
0.13502597304476793
VEA.US Exposure
0.006981441026402502
VWO.US Exposure
-0.007622580202047945
QQQ.US Exposure
-0.09348339038167988
VTV.US Exposure
-0.06497863592010587
IJR.US Exposure
-0.016427319128482075
QUAL.US Exposure
0.3108757332030887
SHV.US Exposure
0.008781890159950428
TLT.US Exposure
0.03359560618427436
LQD.US Exposure
0.04804790658106781
HYG.US Exposure
-0.004642480436686408
GLD.US Exposure
0.02730692640432291
USO.US Exposure
0.00036085535340369605
VNQ.US Exposure
0.05234397093443178
BTC-USD.CC Exposure
0.07572766839333807
CPER.US Exposure
0.01699900574484348
VIX.INDX Exposure
-0.0006265801434287703
UUP.US Exposure
-0.004359565495147751
TIP.US Exposure
0.0036128111662948083
Idiosyncratic Exposure
0.4724807635113922
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
58.9%

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 →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$9.6B
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 →
-8.6%
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 →
-26.3%
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 →
50.7% 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 →
1.38
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is AeroVironment Inc a high-risk investment?

AeroVironment Inc (AVAV.US) has an annualized volatility of 58.9% and experienced a maximum drawdown of 54.2% over the last 10 years. Its primary macro risk driver is QUAL.US.

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

Over the past 10 years, AVAV.US has generated a Compound Annual Growth Rate (CAGR) of 21.7%. 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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