AvalonBay Communities Inc

10-Year Study

AVB.US · Real Estate · US · Common Stock

Executive Summary: AvalonBay Communities Inc has compounded at 2.8% annually over the last 10 years, with a maximum drawdown of 33.9% and an annualized volatility of 21.5%.

1Y CAGR
-17.0%
3Y CAGR
+2.4%
5Y CAGR
-0.8%
10Y CAGR
+2.8%

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 →
33.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.01
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.02
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
20.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +62.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -33.9%
% 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.
2026-2.0-0.2-7.83.8————————-6.4%
20250.72.1-4.3-2.2-1.5-0.7-8.55.1-0.5-10.04.60.6-14.6%
2024-4.4-1.15.82.21.68.3-1.010.20.5-1.66.2-5.821.4%
20239.9-2.8-1.67.3-3.59.8-0.3-2.6-5.7-3.54.39.220.3%
2022-3.3-2.34.7-8.4-8.6-5.810.1-6.1-7.5-4.9-0.1-6.7-33.9%
20212.07.45.94.17.81.69.20.8-3.57.60.96.462.2%
20203.3-7.4-25.910.7-4.30.2-1.03.2-4.5-6.819.7-2.7-20.3%
201910.80.93.90.11.00.82.81.82.01.1-1.5-1.524.1%
2018-4.5-8.46.4-0.91.64.72.93.6-0.3-3.28.7-7.91.0%
2017-2.26.00.73.40.71.20.1-2.4-4.21.60.0-0.83.9%
2016———-7.11.71.12.9-5.72.4-3.7-3.98.5-4.7%

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 21.5%. The dominant macroeconomic risk driver is VNQ.US, accounting for 49.9% of variance. Idiosyncratic stock-specific factors contribute 16.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019294.952994434052
2016-05-019457.414796027075
2016-06-019557.97109909258
2016-07-019836.669886958985
2016-08-019272.909558430794
2016-09-019493.373105402794
2016-10-019137.84699622613
2016-11-018780.730198850619
2016-12-019529.710844991085
2017-01-019323.140281186976
2017-02-019886.367948070598
2017-03-019953.052807929509
2017-04-0110291.329435904023
2017-05-0110367.222775152575
2017-06-0110494.930228621297
2017-07-0110504.76622720865
2017-08-0110252.452432585465
2017-09-019822.295319290524
2017-10-019982.495133077853
2017-11-019982.495133077853
2017-12-019900.472536549347
2018-01-019455.97733926023
2018-02-018657.991821819573
2018-03-019210.631926425564
2018-04-019128.864715617057
2018-05-019271.121858390807
2018-06-019710.91795843196
2018-07-019991.13446714864
2018-08-0110354.956963857816
2018-09-0110319.18107285352
2018-10-019990.492354481219
2018-11-0110855.790250978494
2018-12-019999.49652529486
2019-01-0111083.616203421294
2019-02-0111181.852144802244
2019-03-0111620.254568485696
2019-04-0111631.827189969033
2019-05-0111752.23790858067
2019-06-0111851.582953659898
2019-07-0112178.812325060784
2019-08-0112398.721320183646
2019-09-0112649.488207017126
2019-10-0112786.360359466347
2019-11-0112595.441291930689
2019-12-0112409.068090210993
2020-01-0112822.705395789493
2020-02-0111869.985318969468
2020-03-018796.097122459643
2020-04-019739.24388314717
2020-05-019324.453693461252
2020-06-019340.674335048552
2020-07-019248.866817076696
2020-08-019547.25219558752
2020-09-019116.248661049156
2020-10-018492.99805323114
2020-11-0110169.25506174497
2020-12-019893.285252715117
2021-01-0110093.084446571847
2021-02-0110838.022701601489
2021-03-0111475.618690148533
2021-04-0111941.464133629484
2021-05-0112870.659537270263
2021-06-0113077.405222710942
2021-07-0114276.798718109621
2021-08-0114386.46134627677
2021-09-0113888.90429310692
2021-10-0114938.54689903362
2021-11-0115076.768947431405
2021-12-0116043.746844162175
2022-01-0115512.741558407446
2022-02-0115154.5083605988
2022-03-0115873.426459128073
2022-04-0114538.342882327015
2022-05-0113290.805530341284
2022-06-0112515.57852891988
2022-07-0113784.21074137745
2022-08-0112944.684912395402
2022-09-0111969.505485685266
2022-10-0111380.09713413442
2022-11-0111365.802830549388
2022-12-0110600.944489359903
2023-01-0111645.815030690068
2023-02-0111322.905326324577
2023-03-0111143.544286802542
2023-04-0111959.778938120771
2023-05-0111536.07943517435
2023-06-0112661.775908516458
2023-07-0112620.30126758878
2023-08-0112297.179957912434
2023-09-0111600.049909666423
2023-10-0111194.78925570386
2023-11-0111681.102040458938
2023-12-0112756.713725742005
2024-01-0112197.309547923496
2024-02-0112062.392920415972
2024-03-0112763.711294469951
2024-04-0113039.535168802666
2024-05-0113253.45354460786
2024-06-0114349.131250747916
2024-07-0114212.499890548977
2024-08-0115655.801342015477
2024-09-0115741.326371275383
2024-10-0115486.947600687647
2024-11-0116447.154127471043
2024-12-0115492.164766110462
2025-01-0115600.62343302619
2025-02-0115929.52375670935
2025-03-0115240.244995169563
2025-04-0114910.760932697838
2025-05-0114682.818232497324
2025-06-0114575.410295401014
2025-07-0113342.050499242601
2025-08-0114027.49117824756
2025-09-0113961.769487389784
2025-10-0112570.435381575453
2025-11-0113150.095295357234
2025-12-0113229.7099693829
2026-01-0112964.108820584965
2026-02-0112932.003187213786
2026-03-0111919.216389050229
2026-04-0112377.451338075238
Annual Return Matrix
YearAnnual Return
20170.038905870029953604
20180.01000194570309132
20190.24096928868577017
2020-0.20273745129019594
20210.6216804058853074
2022-0.3392475839758554
20230.20335633664961028
20240.2144322667403391
2025-0.14603864798009003
2026-0.06442005405107276
Total Factor Risk
0.21527653304226857
VTI.US Exposure
0.11797235392220032
VEA.US Exposure
-0.00866887008151361
VWO.US Exposure
-0.02846453612737993
QQQ.US Exposure
0.03182030331705004
VTV.US Exposure
-0.012196684937372528
IJR.US Exposure
-0.06668326441125821
QUAL.US Exposure
-0.06217451344084625
SHV.US Exposure
0.22965212574508898
TLT.US Exposure
0.06254610181545917
LQD.US Exposure
-0.019007289129960754
HYG.US Exposure
0.009013212604011412
GLD.US Exposure
-0.0002316924966545211
USO.US Exposure
0.0012616533794930732
VNQ.US Exposure
0.4990085525477353
BTC-USD.CC Exposure
-0.008688290772327134
CPER.US Exposure
0.053881582940570334
VIX.INDX Exposure
0.03593841870490351
UUP.US Exposure
-0.0022712798876300382
TIP.US Exposure
-0.002039420626370582
Idiosyncratic Exposure
0.1693315369348016
Value Score
41
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
50.9
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
21.5%

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 →22.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.24%
Market Cap$23.5B
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
$130
Avg Yield on Cost
1.30%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$129.881.30%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 →
-1.1%
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 →
-6.4%
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 →
0.76
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is AvalonBay Communities Inc a high-risk investment?

AvalonBay Communities Inc (AVB.US) has an annualized volatility of 21.5% and experienced a maximum drawdown of 33.9% over the last 10 years. Its primary macro risk driver is VNQ.US.

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

Over the past 10 years, AVB.US has generated a Compound Annual Growth Rate (CAGR) of 2.8%. 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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