Avery Dennison Corp

10-Year Study

AVY.US · Consumer Cyclical · US · Common Stock

Executive Summary: Avery Dennison Corp has compounded at 10.4% annually over the last 10 years, with a maximum drawdown of 27.4% and an annualized volatility of 28.6%.

1Y CAGR
-5.3%
3Y CAGR
+2.8%
5Y CAGR
-4.0%
10Y CAGR
+10.4%

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 →
27.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.39
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.66
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
22.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +66.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -20.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20262.05.3-11.6-3.7————————-8.6%
2025-0.71.2-4.9-3.93.9-0.8-4.42.3-5.07.8-1.46.1-0.7%
2024-1.38.63.5-2.74.7-3.6-0.82.3-0.1-6.2-0.5-8.7-5.9%
20234.7-3.4-1.8-2.5-7.77.17.12.4-2.6-4.711.74.413.7%
2022-5.1-14.2-0.93.8-4.0-6.217.7-3.6-11.04.214.0-6.0-15.1%
2021-2.716.15.216.63.0-4.40.27.3-8.15.1-5.55.641.4%
20200.3-12.8-10.68.40.33.6-0.71.811.38.37.94.320.9%
201916.33.45.1-2.1-6.011.8-0.70.6-1.212.62.00.848.6%
20186.8-3.7-9.7-1.40.2-2.312.3-8.33.5-16.36.3-6.3-20.3%
20174.011.1-0.13.21.35.45.21.44.88.07.51.166.8%
2016———0.73.00.54.2-0.61.0-10.33.3-2.0-1.0%

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 28.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 33.0% of variance. Idiosyncratic stock-specific factors contribute 15.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110069.332962232174
2016-05-0110371.979211708242
2016-06-0110423.56889973476
2016-07-0110861.435134333648
2016-08-0110798.679277479296
2016-09-0110905.304592873863
2016-10-019783.783873335222
2016-11-0110102.01968492849
2016-12-019900.664171674047
2017-01-0110295.456164503843
2017-02-0111438.1495305736
2017-03-0111422.5599684564
2017-04-0111792.435169124383
2017-05-0111941.240107420532
2017-06-0112590.567735073533
2017-07-0113240.2432700639
2017-08-0113429.736799815775
2017-09-0114078.252643681588
2017-10-0115199.193517657954
2017-11-0116337.297820277696
2017-12-0116509.561653321933
2018-01-0117633.583992286396
2018-02-0116982.45055988231
2018-03-0115332.09412053167
2018-04-0115124.294038027927
2018-05-0115156.053007824601
2018-06-0114805.610917000904
2018-07-0116629.85475697016
2018-08-0115252.241103098198
2018-09-0115790.90106343676
2018-10-0113221.505974894346
2018-11-0114049.31006661597
2018-12-0113162.958140120509
2019-01-0115305.25555450631
2019-02-0115831.308015619383
2019-03-0116637.19394508697
2019-04-0116291.191814568701
2019-05-0115320.944518719898
2019-06-0117125.67241376454
2019-07-0117005.760351485813
2019-08-0117109.387036972606
2019-09-0116900.31129423186
2019-10-0119026.80377529162
2019-11-0119400.307152477846
2019-12-0119555.374422846577
2020-01-0119618.146846716998
2020-02-0117114.307440743927
2020-03-0115301.793048148718
2020-04-0116581.56190514058
2020-05-0116623.625558929703
2020-06-0117225.78689184555
2020-07-0117112.534770024966
2020-08-0117422.056331168027
2020-09-0119399.32969853001
2020-10-0121000.25016194258
2020-11-0122661.872172217445
2020-12-0123635.58197442384
2021-01-0122989.501481919582
2021-02-0126698.409069447276
2021-03-0128082.053117166906
2021-04-0132748.88214059101
2021-05-0133721.39911764072
2021-06-0132246.470811402745
2021-07-0132313.964834851704
2021-08-0134674.217912589105
2021-09-0131877.390827505886
2021-10-0133494.24876037302
2021-11-0131648.02049008547
2021-12-0133422.77865306846
2022-01-0131702.028962457483
2022-02-0127192.57002463515
2022-03-0126952.431126772462
2022-04-0127979.586122804663
2022-05-0126850.693081117082
2022-06-0125187.298400123258
2022-07-0129635.972956002977
2022-08-0128571.64157592084
2022-09-0125420.33004809405
2022-10-0126490.575852911403
2022-11-0130205.977710736588
2022-12-0128390.812595570973
2023-01-0129714.666282311893
2023-02-0128695.811361328273
2023-03-0128182.333265408568
2023-04-0127481.449083761177
2023-05-0125378.746837770806
2023-06-0127191.990179072873
2023-07-0129124.565737091394
2023-08-0129816.238657806625
2023-09-0129040.272759352494
2023-10-0127673.063191569378
2023-11-0130920.960423055323
2023-12-0132272.414758560593
2024-01-0131839.80026805432
2024-02-0134566.41633905392
2024-03-0135773.2571913275
2024-04-0134816.62798268416
2024-05-0136468.69082468949
2024-06-0135172.222415504075
2024-07-0134879.46667461883
2024-08-0135686.97617166079
2024-09-0135654.32258299661
2024-10-0133436.82748269161
2024-11-0133262.39337054285
2024-12-0130353.009978313778
2025-01-0130125.925889110335
2025-02-0130489.257118432626
2025-03-0129008.000212057806
2025-04-0127889.875730812495
2025-05-0128968.885487128257
2025-06-0128750.962957808777
2025-07-0127489.301849376
2025-08-0128125.044523855675
2025-09-0126720.095293476406
2025-10-0128815.90566078372
2025-11-0128400.703104161803
2025-12-0130132.08881908653
2026-01-0130733.471502247314
2026-02-0132368.93419415549
2026-03-0128607.923341103266
2026-04-0127545.977611334492
Annual Return Matrix
YearAnnual Return
20170.667520619531369
2018-0.2027069878338077
20190.4856367554069838
20200.2086489096731563
20210.41408739963481245
2022-0.15055498855226135
20230.13672036155792022
2024-0.05947509024677722
2025-0.007278393786484205
2026-0.0858258192214646
Total Factor Risk
0.2859804296507559
VTI.US Exposure
-0.06793524776996926
VEA.US Exposure
0.17830410984429768
VWO.US Exposure
-0.004011177640221777
QQQ.US Exposure
-0.0931356080141729
VTV.US Exposure
-0.0715598247340021
IJR.US Exposure
0.12573129610234623
QUAL.US Exposure
0.31688277080313654
SHV.US Exposure
0.3299273508796837
TLT.US Exposure
-0.02739532892166244
LQD.US Exposure
0.17893720979956643
HYG.US Exposure
-0.006858853379503572
GLD.US Exposure
-0.0023026958664283457
USO.US Exposure
0.0037089965935448053
VNQ.US Exposure
0.0019585985290027728
BTC-USD.CC Exposure
-0.00405373473623215
CPER.US Exposure
0.016387295718456138
VIX.INDX Exposure
-0.014628516657149083
UUP.US Exposure
-0.015906054545634145
TIP.US Exposure
-0.0024425857159869127
Idiosyncratic Exposure
0.15839199971092852
Value Score
42.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
25.7
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
28.6%

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 →19.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.14%
Market Cap$13.2B
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
$156
Avg Yield on Cost
1.56%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$155.731.56%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 →
-7.5%
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 →
-5.1%
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 →
15.8% 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 Avery Dennison Corp a high-risk investment?

Avery Dennison Corp (AVY.US) has an annualized volatility of 28.6% and experienced a maximum drawdown of 27.4% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, AVY.US has generated a Compound Annual Growth Rate (CAGR) of 10.4%. It has had a positive return in 50% 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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