Aviva PLC ADR

10-Year Study

AVVIY.US · Financial Services · US · Common Stock

Executive Summary: Aviva PLC ADR has compounded at 8.7% annually over the last 10 years, with a maximum drawdown of 50.3% and an annualized volatility of 29.0%.

1Y CAGR
+7.5%
3Y CAGR
+28.8%
5Y CAGR
+13.0%
10Y CAGR
+8.7%

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 →
50.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.32
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.45
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
25.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +71.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -26.1%
% 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.
2026-5.64.9-13.06.8————————-8.0%
20258.87.34.59.510.13.01.27.04.5-4.8-2.06.871.0%
2024-0.72.611.1-2.54.8-1.46.63.20.2-10.25.5-4.513.8%
20235.3-3.7-2.96.4-8.12.8-0.5-1.90.11.49.64.812.7%
20224.8-3.35.7-5.4-0.4-16.8-1.93.6-11.111.19.90.7-6.7%
20213.59.911.31.95.2-3.8-4.05.1-4.01.4-5.99.131.8%
2020-5.3-14.7-25.7-1.30.410.42.411.6-2.4-9.928.85.9-10.0%
201913.93.3-4.59.5-8.94.0-6.2-10.914.19.2-2.86.225.2%
20186.5-4.5-0.18.8-6.7-2.1-1.4-2.01.3-14.2-5.2-7.9-26.1%
20171.63.37.35.1-0.10.84.0-5.32.5-1.23.1-0.921.5%
2016———0.83.0-18.6-3.39.81.4-3.53.44.6-5.0%

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 29.0%. The dominant macroeconomic risk driver is SHV.US, accounting for 45.1% of variance. Idiosyncratic stock-specific factors contribute 11.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110083.939486129933
2016-05-0110384.434549326548
2016-06-018454.656083192744
2016-07-018177.946179163095
2016-08-018976.685012584008
2016-09-019103.216527919905
2016-10-018785.850596011836
2016-11-019083.579943026247
2016-12-019501.89451558481
2017-01-019654.838620460769
2017-02-019971.789694941504
2017-03-0110704.70448322593
2017-04-0111248.167713029288
2017-05-0111234.892275354701
2017-06-0111326.022623558372
2017-07-0111779.461791630943
2017-08-0111160.356224244268
2017-09-0111442.87413225655
2017-10-0111303.205465055176
2017-11-0111658.876566086787
2017-12-0111548.386204607683
2018-01-0112300.93757778577
2018-02-0111742.262908980281
2018-03-0111725.392040268829
2018-04-0112754.791603285672
2018-05-0111898.802444893105
2018-06-0111648.505130403519
2018-07-0111482.147302043866
2018-08-0111255.773432530354
2018-09-0111397.792958486601
2018-10-019775.700417623144
2018-11-019272.063500843544
2018-12-018539.148712559117
2019-01-019726.470669579887
2019-02-0110050.612606134358
2019-03-019595.237436734242
2019-04-0110503.91348839782
2019-05-019566.750560057528
2019-06-019944.823962165003
2019-07-019328.484110960533
2019-08-018311.945128190946
2019-09-019483.917360400475
2019-10-0110354.979671986062
2019-11-0110066.93033160937
2019-12-0110690.461044887574
2020-01-0110121.829797826147
2020-02-018636.778493790966
2020-03-016417.291257571148
2020-04-016333.766628868545
2020-05-016359.764360981277
2020-06-017020.079099482811
2020-07-017187.266642697126
2020-08-018024.310645241585
2020-09-017829.327654396106
2020-10-017057.692839560804
2020-11-019089.526232817989
2020-12-019624.96888569295
2021-01-019965.981690958875
2021-02-0110954.310368669969
2021-03-0112193.90436153442
2021-04-0112430.096523494758
2021-05-0113076.029537848826
2021-06-0112575.849766296982
2021-07-0112076.914567027132
2021-08-0112695.605276986475
2021-09-0112185.468927178694
2021-10-0112350.997040683684
2021-11-0111627.34740160965
2021-12-0112688.829272340074
2022-01-0113298.25483308903
2022-02-0112857.676245263712
2022-03-0113588.240174793262
2022-04-0112852.697956135742
2022-05-0112805.404209420029
2022-06-0110650.634731863818
2022-07-0110453.30088226346
2022-08-0110826.810852670298
2022-09-019630.223746439142
2022-10-0110697.928478579528
2022-11-0111758.027491218852
2022-12-0111836.850402411705
2023-01-0112466.88054871809
2023-02-0112010.260807035982
2023-03-0111662.748568741876
2023-04-0112407.279364991566
2023-05-0111402.632961805459
2023-06-0111725.806897696159
2023-07-0111662.748568741876
2023-08-0111440.938130929006
2023-09-0111448.12899300274
2023-10-0111609.370246425313
2023-11-0112718.699007107889
2023-12-0113334.62400088503
2024-01-0113246.812512100008
2024-02-0113584.921315374617
2024-03-0115096.108637331638
2024-04-0114712.365517050639
2024-05-0115414.995713139919
2024-06-0115199.408136737009
2024-07-0116209.724258096634
2024-08-0116730.785186824127
2024-09-0116762.03777968305
2024-10-0115052.825179080124
2024-11-0115886.135464778603
2024-12-0115171.612689105845
2025-01-0116502.337030173963
2025-02-0117712.89100312526
2025-03-0118517.852697956136
2025-04-0120273.391044611002
2025-05-0122316.97873164256
2025-06-0122997.344912465083
2025-07-0123264.374809857014
2025-08-0124891.445639848436
2025-09-0126011.560693641615
2025-10-0124766.9884116492
2025-11-0124282.988079763254
2025-12-0125942.417789086485
2026-01-0124490.416793428663
2026-02-0125679.674751776976
2026-03-0122333.15817130846
2026-04-0123854.30207152142
Annual Return Matrix
YearAnnual Return
20170.21537722668529513
2018-0.2605764510064543
20190.2519352226720648
2020-0.0996675592119729
20210.3183241860866066
2022-0.06714400924170116
20230.12653480846291343
20240.1377608163603934
20250.7099314569053523
2026-0.0804904051172709
Total Factor Risk
0.29032068021929575
VTI.US Exposure
0.16709482708983472
VEA.US Exposure
0.23295310003553038
VWO.US Exposure
0.0014205195648006761
QQQ.US Exposure
-0.0400862133052866
VTV.US Exposure
0.1485347353406472
IJR.US Exposure
-0.08118307182801719
QUAL.US Exposure
-0.08267993145526496
SHV.US Exposure
0.45115586120589596
TLT.US Exposure
-0.011129243484492424
LQD.US Exposure
0.01979701935823421
HYG.US Exposure
-0.02567060880550584
GLD.US Exposure
-0.006573720269790896
USO.US Exposure
0.00042067113544328854
VNQ.US Exposure
0.03007249046917592
BTC-USD.CC Exposure
0.020688039697300403
CPER.US Exposure
-0.005867608639518953
VIX.INDX Exposure
0.02911142920331348
UUP.US Exposure
0.03961646635070093
TIP.US Exposure
0.002223975291781604
Idiosyncratic Exposure
0.11010126304521797
Value Score
40.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
29.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
29.0%

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 →23.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.43%
Market Cap$24.9B
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
$967
Avg Yield on Cost
9.67%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$966.629.67%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 →
+0.7%
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 →
-2.1%
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 →
9.1% 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 →
0.63
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Aviva PLC ADR a high-risk investment?

Aviva PLC ADR (AVVIY.US) has an annualized volatility of 29.0% and experienced a maximum drawdown of 50.3% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, AVVIY.US has generated a Compound Annual Growth Rate (CAGR) of 8.7%. 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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