Avient Corp

10-Year Study

AVNT.US · Basic Materials · US · Common Stock

Executive Summary: Avient Corp has compounded at 2.3% annually over the last 10 years, with a maximum drawdown of 56.5% and an annualized volatility of 37.0%.

1Y CAGR
+7.3%
3Y CAGR
+3.6%
5Y CAGR
-4.1%
10Y CAGR
+2.3%

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 →
56.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.20
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.30
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
36.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +41.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -38.2%
% 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.
202615.713.6-11.63.7————————20.5%
20255.0-0.3-12.5-10.48.5-9.8-2.318.5-11.3-2.7-4.63.0-21.2%
2024-12.911.87.9-2.35.3-1.73.68.63.0-7.410.0-19.80.6%
202320.07.7-5.1-6.4-5.212.8-0.9-1.0-11.3-10.58.621.826.4%
2022-11.05.3-7.92.6-0.1-18.17.71.6-30.413.80.3-1.8-38.2%
2021-4.612.59.87.42.4-5.0-1.37.4-10.616.22.12.241.3%
2020-9.8-25.4-22.622.86.46.6-8.96.84.517.417.610.812.9%
201913.20.8-9.6-5.7-9.125.74.4-2.32.6-1.8-1.617.431.9%
2018-0.1-4.93.3-1.60.23.53.8-5.83.9-26.14.1-14.4-33.0%
20176.5-1.31.615.0-4.84.1-5.6-1.211.215.10.3-5.537.8%
2016———18.94.1-5.6-0.5-1.7-1.5-13.512.8-2.47.1%

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 37.0%. The dominant macroeconomic risk driver is IJR.US, accounting for 32.5% of variance. Idiosyncratic stock-specific factors contribute 16.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111894.202742983593
2016-05-0112386.775549298565
2016-06-0111687.199134663815
2016-07-0111630.80365621052
2016-08-0111431.809361814565
2016-09-0111255.191604257321
2016-10-019730.532000099083
2016-11-0110975.567464020016
2016-12-0110708.49400127158
2017-01-0111400.350097845741
2017-02-0111256.636583573474
2017-03-0111440.190241848251
2017-04-0113158.394504124382
2017-05-0112530.819344557382
2017-06-0113046.511819930804
2017-07-0112319.067947055957
2017-08-0112170.895639465274
2017-09-0113530.001899115674
2017-10-0115571.468676976938
2017-11-0115618.822713423444
2017-12-0114760.58756987507
2018-01-0114747.00476430323
2018-02-0114017.496635262447
2018-03-0114486.702061779057
2018-04-0114258.436614950167
2018-05-0114282.299416228354
2018-06-0114785.441214112907
2018-07-0115343.038089654774
2018-08-0114457.018058112939
2018-09-0115018.743445986673
2018-10-0111099.133838112773
2018-11-0111549.182967409524
2018-12-019888.695307532884
2019-01-0111192.231791196358
2019-02-0111278.68283942564
2019-03-0110197.962166312991
2019-04-019616.915340726122
2019-05-018743.611127166436
2019-06-0110994.971471979787
2019-07-0111478.337695794698
2019-08-0111212.131220635956
2019-09-0111500.383951646863
2019-10-0111289.045405378625
2019-11-0111105.863313213715
2019-12-0113043.663146421817
2020-01-0111763.741753296617
2020-02-018778.497056370708
2020-03-016798.710252747525
2020-04-018346.94366232072
2020-05-018880.966732447629
2020-06-019470.394438068186
2020-07-018629.127480203782
2020-08-019214.055107382606
2020-09-019624.511803416757
2020-10-0111301.348372127586
2020-11-0113294.63541107597
2020-12-0114731.60541330537
2021-01-0114055.024812359112
2021-02-0115806.876450139956
2021-03-0117361.6329091975
2021-04-0118647.127793970718
2021-05-0119091.56214649613
2021-06-0118131.60045909057
2021-07-0117895.532123954454
2021-08-0119212.279847079903
2021-09-0117171.803912178286
2021-10-0119961.522265067004
2021-11-0120380.153415518253
2021-12-0120820.872106944982
2022-01-0118521.08431247884
2022-02-0119496.073784772394
2022-03-0117949.739490871856
2022-04-0118413.453995987085
2022-05-0118398.46749622241
2022-06-0115068.5745898323
2022-07-0116222.78278245217
2022-08-0116478.461551164655
2022-09-0111461.947501837187
2022-10-0113046.924671163993
2022-11-0113092.338306814521
2022-12-0112862.710450916114
2023-01-0115438.28286915093
2023-02-0116623.207193519887
2023-03-0115780.866822449198
2023-04-0114764.88122270021
2023-05-0113994.211825710723
2023-06-0115779.174132393133
2023-07-0115636.410175957197
2023-08-0115474.36606693144
2023-09-0113718.303346572096
2023-10-0112281.209488972741
2023-11-0113341.535311165975
2023-12-0116256.347587710243
2024-01-0114160.260591698387
2024-02-0115830.078689445045
2024-03-0117079.655516931027
2024-04-0116693.969894888076
2024-05-0117583.37530654204
2024-06-0117280.13607576646
2024-07-0117909.610351006115
2024-08-0119449.586735915578
2024-09-0120033.110668901565
2024-10-0118556.094097053065
2024-11-0120403.35565482334
2024-12-0116358.363127430663
2025-01-0117175.06543692046
2025-02-0117123.004896415627
2025-03-0114976.508764831677
2025-04-0113424.848690023036
2025-05-0114561.386849862518
2025-06-0113127.84351286857
2025-07-0112827.163959738748
2025-08-0115195.939195270374
2025-09-0113484.712118835097
2025-10-0113124.581988126398
2025-11-0112518.88794391829
2025-12-0112897.47252475043
2026-01-0114924.5720796968
2026-02-0116955.800146975038
2026-03-0114986.499764674794
2026-04-0115535.59190481302
Annual Return Matrix
YearAnnual Return
20170.37839994756707385
2018-0.3300608623660245
20190.3190479371414734
20200.1294070728395491
20210.4133471215662534
2022-0.3822203803544979
20230.2638353051438256
20240.006275428054795196
2025-0.21156704834830364
20260.20454545454545459
Total Factor Risk
0.36976160222089355
VTI.US Exposure
-0.10835527927481911
VEA.US Exposure
0.18999512831850773
VWO.US Exposure
0.06762138979085222
QQQ.US Exposure
-0.05460777743399117
VTV.US Exposure
0.059726576238132795
IJR.US Exposure
0.32485731865917833
QUAL.US Exposure
0.08139752713114438
SHV.US Exposure
0.010805366748664164
TLT.US Exposure
0.0617583948599212
LQD.US Exposure
-0.008002637884038185
HYG.US Exposure
-0.0031034202493255307
GLD.US Exposure
-0.00813572270951207
USO.US Exposure
0.005644808371889319
VNQ.US Exposure
0.0020545635165073487
BTC-USD.CC Exposure
0.02046694628795385
CPER.US Exposure
-0.022474027838585094
VIX.INDX Exposure
-0.0020337370954183233
UUP.US Exposure
-0.0137454721055709
TIP.US Exposure
0.23043688709531368
Idiosyncratic Exposure
0.16569316757319552
Value Score
34.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
35.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
37.0%

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 →39.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.98%
Market Cap$3.2B
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
$114
Avg Yield on Cost
1.14%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$113.531.14%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 →
-0.5%
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 →
+10.3%
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 →
13.1% 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 →
1.41
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Avient Corp a high-risk investment?

Avient Corp (AVNT.US) has an annualized volatility of 37.0% and experienced a maximum drawdown of 56.5% over the last 10 years. Its primary macro risk driver is IJR.US.

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

Over the past 10 years, AVNT.US has generated a Compound Annual Growth Rate (CAGR) of 2.3%. 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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