Avantor Inc

10-Year Study

AVTR.US · Healthcare · US · Common Stock

Executive Summary: Avantor Inc has compounded at -10.3% annually over the last 10 years, with a maximum drawdown of 81.4% and an annualized volatility of 52.6%.

1Y CAGR
-38.5%
3Y CAGR
-26.1%
5Y CAGR
-24.1%
10Y CAGR
-10.3%

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 →
81.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.22
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.35
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
37.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +55.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -50.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
43%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-4.7-17.1-13.45.4————————-27.9%
20255.7-25.0-2.9-19.9-0.64.3-0.10.2-7.3-5.3-0.8-2.3-45.6%
20240.77.23.8-5.2-0.6-12.026.2-3.40.1-13.5-5.90.0-7.7%
202313.32.0-13.3-7.92.43.00.15.3-2.6-17.321.57.88.3%
2022-11.4-7.1-2.5-5.70.5-2.9-6.7-14.2-21.32.910.5-5.3-50.0%
20214.8-5.53.810.80.310.55.84.93.7-1.3-2.26.749.7%
20201.8-14.7-20.734.612.8-10.429.92.2-0.43.517.23.255.1%
2019—————9.1-7.9-0.5-16.0-3.320.56.03.7%

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 52.6%. The dominant macroeconomic risk driver is QUAL.US, accounting for 29.8% of variance. Idiosyncratic stock-specific factors contribute 22.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-05-0110000
2019-06-0110908.571428571428
2019-07-0110051.42857142857
2019-08-0110000
2019-09-018400
2019-10-018120.000000000001
2019-11-019788.571428571428
2019-12-0110371.42857142857
2020-01-0110554.285714285714
2020-02-019000
2020-03-017137.142857142858
2020-04-019605.714285714284
2020-05-0110839.999999999998
2020-06-019714.285714285714
2020-07-0112617.142857142855
2020-08-0112897.142857142859
2020-09-0112851.42857142857
2020-10-0113297.142857142857
2020-11-0115588.57142857143
2020-12-0116085.714285714286
2021-01-0116851.42857142857
2021-02-0115925.714285714284
2021-03-0116531.42857142857
2021-04-0118308.571428571428
2021-05-0118371.42857142857
2021-06-0120291.42857142857
2021-07-0121474.285714285714
2021-08-0122537.142857142855
2021-09-0123371.428571428572
2021-10-0123074.285714285714
2021-11-0122559.999999999996
2021-12-0124080
2022-01-0121331.42857142857
2022-02-0119822.85714285714
2022-03-0119325.714285714286
2022-04-0118217.142857142855
2022-05-0118308.571428571428
2022-06-0117771.428571428572
2022-07-0116582.857142857145
2022-08-0114234.285714285716
2022-09-0111200.000000000002
2022-10-0111525.714285714286
2022-11-0112731.42857142857
2022-12-0112051.42857142857
2023-01-0113657.142857142857
2023-02-0113925.714285714286
2023-03-0112080
2023-04-0111131.428571428572
2023-05-0111394.285714285714
2023-06-0111737.142857142857
2023-07-0111754.285714285716
2023-08-0112371.42857142857
2023-09-0112045.714285714284
2023-10-019960
2023-11-0112102.857142857141
2023-12-0113045.714285714284
2024-01-0113137.142857142857
2024-02-0114080.000000000002
2024-03-0114611.42857142857
2024-04-0113845.714285714286
2024-05-0113759.999999999998
2024-06-0112114.285714285714
2024-07-0115285.714285714284
2024-08-0114765.714285714286
2024-09-0114782.857142857145
2024-10-0112782.857142857143
2024-11-0112034.285714285714
2024-12-0112040
2025-01-0112731.42857142857
2025-02-019542.857142857143
2025-03-019262.857142857143
2025-04-017422.857142857143
2025-05-017377.142857142858
2025-06-017691.4285714285725
2025-07-017680
2025-08-017697.142857142858
2025-09-017131.428571428572
2025-10-016754.285714285715
2025-11-016702.857142857142
2025-12-016548.571428571429
2026-01-016240
2026-02-015171.4285714285725
2026-03-014480
2026-04-014720
Annual Return Matrix
YearAnnual Return
20200.5509641873278237
20210.49698046181172306
2022-0.4995253915519696
20230.08250355618776672
2024-0.07709154621112568
2025-0.4560987185571903
2026-0.2792321116928448
Total Factor Risk
0.5261312395183291
VTI.US Exposure
0.06154471990654605
VEA.US Exposure
-0.015121690360929706
VWO.US Exposure
-0.010457129026431361
QQQ.US Exposure
-0.018259111582381523
VTV.US Exposure
0.024987881221891266
IJR.US Exposure
0.10024647029077861
QUAL.US Exposure
0.297752966916222
SHV.US Exposure
0.13824398361946252
TLT.US Exposure
-0.009189834204115557
LQD.US Exposure
0.1440701770370762
HYG.US Exposure
-0.006571537620909052
GLD.US Exposure
-0.002492333887138731
USO.US Exposure
-0.0005025049811169551
VNQ.US Exposure
0.01797774797200798
BTC-USD.CC Exposure
-0.0017691371390890162
CPER.US Exposure
0.028140244466334525
VIX.INDX Exposure
-0.010042327733387514
UUP.US Exposure
0.010168690213088583
TIP.US Exposure
0.02491568184862229
Idiosyncratic Exposure
0.2263570430434694
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
52.6%

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$5.4B
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
$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 →
-3.7%
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 →
-28.2%
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 →
47.1% 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 →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Avantor Inc a high-risk investment?

Avantor Inc (AVTR.US) has an annualized volatility of 52.6% and experienced a maximum drawdown of 81.4% over the last 10 years. Its primary macro risk driver is QUAL.US.

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

Over the past 10 years, AVTR.US has generated a Compound Annual Growth Rate (CAGR) of -10.3%. It has had a positive return in 43% 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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