Armstrong World Industries Inc

10-Year Study

AWI.US · Industrials · US · Common Stock

Executive Summary: Armstrong World Industries Inc has compounded at 16.4% annually over the last 10 years, with a maximum drawdown of 45.2% and an annualized volatility of 36.2%.

1Y CAGR
+13.0%
3Y CAGR
+43.1%
5Y CAGR
+11.5%
10Y CAGR
+16.4%

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 →
45.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.50
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.94
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
29.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +62.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -40.3%
% 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.
2026-3.9-5.6-5.05.3————————-9.2%
20256.81.8-8.12.97.54.415.84.20.1-2.8-0.20.736.2%
20240.921.83.0-7.51.0-2.216.0-3.33.76.214.8-11.645.1%
202312.91.9-9.4-3.6-8.717.65.3-0.7-6.05.412.215.945.4%
2022-14.7-10.72.1-5.9-1.1-10.219.2-5.8-5.7-4.61.5-10.2-40.3%
20215.19.45.515.12.80.90.9-3.7-8.110.70.59.657.4%
20206.8-0.2-20.5-2.9-1.93.4-8.63.8-6.7-12.929.1-3.5-20.0%
201916.97.68.89.12.59.60.5-2.11.3-3.32.9-2.162.8%
20183.6-3.8-6.6-0.58.24.37.42.8-0.3-11.38.5-12.9-3.6%
2017-4.415.10.11.5-10.910.45.5-2.27.9-0.317.31.044.9%
2016———-15.61.3-5.38.52.4-4.9-9.211.20.2-13.6%

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 36.2%. The dominant macroeconomic risk driver is VTI.US, accounting for 61.4% of variance. Idiosyncratic stock-specific factors contribute 16.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-018437.044444444446
2016-05-018548.688888888888
2016-06-018093.844444444445
2016-07-018780.222222222223
2016-08-018986.977777777778
2016-09-018542.488888888889
2016-10-017752.733333333334
2016-11-018621.044444444444
2016-12-018641.711111111112
2017-01-018259.244444444445
2017-02-019510.022222222222
2017-03-019520.355555555556
2017-04-019665.066666666668
2017-05-018610.71111111111
2017-06-019510.022222222222
2017-07-0110037.199999999999
2017-08-019820.133333333333
2017-09-0110595.4
2017-10-0110564.4
2017-11-0112394.044444444446
2017-12-0112518.08888888889
2018-01-0112962.577777777777
2018-02-0112466.4
2018-03-0111639.444444444445
2018-04-0111577.422222222222
2018-05-0112528.422222222222
2018-06-0113065.933333333332
2018-07-0114037.62222222222
2018-08-0114430.422222222222
2018-09-0114389.066666666666
2018-10-0112766.177777777779
2018-11-0113849.488888888887
2018-12-0112065.822222222223
2019-01-0114103.4
2019-02-0115168.82222222222
2019-03-0116501.333333333332
2019-04-0118007.68888888889
2019-05-0118466.17777777778
2019-06-0120235.755555555555
2019-07-0120341.933333333334
2019-08-0119911.933333333334
2019-09-0120168.466666666664
2019-10-0119507.31111111111
2019-11-0120070.600000000002
2019-12-0119642.11111111111
2020-01-0120971.511111111107
2020-02-0120933.866666666665
2020-03-0116632.62222222222
2020-04-0116142.555555555553
2020-05-0115831.11111111111
2020-06-0116370.777777777776
2020-07-0114959.644444444444
2020-08-0115528.266666666668
2020-09-0114490.11111111111
2020-10-0112613.822222222221
2020-11-0116282.822222222221
2020-12-0115718.644444444446
2021-01-0116525.822222222225
2021-02-0118083.08888888889
2021-03-0119083.555555555555
2021-04-0121955.93333333333
2021-05-0122572.444444444445
2021-06-0122765.577777777777
2021-07-0122960.844444444443
2021-08-0122101.48888888889
2021-09-0120302.4
2021-10-0122467.266666666666
2021-11-0122583.577777777773
2021-12-0124746.666666666668
2022-01-0121102.444444444445
2022-02-0118839.17777777778
2022-03-0119233.333333333332
2022-04-0118090.155555555553
2022-05-0117889.91111111111
2022-06-0116060.2
2022-07-0119143.266666666666
2022-08-0118042.11111111111
2022-09-0117019.6
2022-10-0116233.377777777778
2022-11-0116469.42222222222
2022-12-0114783.88888888889
2023-01-0116684.955555555556
2023-02-0116995.333333333332
2023-03-0115404.68888888889
2023-04-0114846.799999999997
2023-05-0113552.911111111112
2023-06-0115944.844444444447
2023-07-0116791.355555555554
2023-08-0116679.177777777775
2023-09-0115679.6
2023-10-0116526.733333333334
2023-11-0118537.666666666664
2023-12-0121490.666666666668
2024-01-0121685.2
2024-02-0126422.82222222222
2024-03-0127213.688888888893
2024-04-0125167.51111111111
2024-05-0125430.311111111114
2024-06-0124868.11111111111
2024-07-0128856.155555555553
2024-08-0127903.08888888889
2024-09-0128931.066666666662
2024-10-0130718.488888888893
2024-11-0135253.311111111114
2024-12-0131172.82222222222
2025-01-0133307.91111111111
2025-02-0133892.4
2025-03-0131136.422222222223
2025-04-0132051.4
2025-05-0134467.53333333333
2025-06-0135975.73333333334
2025-07-0141674.177777777775
2025-08-0143427.444444444445
2025-09-0143480.688888888886
2025-10-0142242.86666666666
2025-11-0142164.444444444445
2025-12-0142466.666666666664
2026-01-0140831.11111111111
2026-02-0138555.555555555555
2026-03-0136622.222222222226
2026-04-0138571.11111111111
Annual Return Matrix
YearAnnual Return
20170.44856599901768424
2018-0.03612905058280114
20190.6279131872948751
2020-0.19974770758970228
20210.5743511951129514
2022-0.40259069683908044
20230.4536545037766335
20240.45052839475534623
20250.36229778503639554
2026-0.09173207744636314
Total Factor Risk
0.3624609740272549
VTI.US Exposure
0.6141931592399523
VEA.US Exposure
-0.01614536239578648
VWO.US Exposure
0.03466754348044628
QQQ.US Exposure
-0.17267885951216924
VTV.US Exposure
-0.09316234317481321
IJR.US Exposure
0.1252734724785945
QUAL.US Exposure
0.10326670275252674
SHV.US Exposure
0.23244651954422077
TLT.US Exposure
0.03783364911431222
LQD.US Exposure
-0.015618718097063885
HYG.US Exposure
0.015081714645180976
GLD.US Exposure
-0.0008280453578276138
USO.US Exposure
0.0028694285428121215
VNQ.US Exposure
-0.007356840982746957
BTC-USD.CC Exposure
0.012958817002397103
CPER.US Exposure
-0.01017204064879448
VIX.INDX Exposure
-0.021507043528311134
UUP.US Exposure
-0.0021332057307687042
TIP.US Exposure
-0.002679689133499641
Idiosyncratic Exposure
0.16369114176133837
Value Score
40.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
9.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
36.2%

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 →23.3x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.78%
Market Cap$7.1B
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
$75
Avg Yield on Cost
0.75%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$75.330.75%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 →
-1.7%
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 →
-6.5%
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 →
14.6% 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 →
1.32
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Armstrong World Industries Inc a high-risk investment?

Armstrong World Industries Inc (AWI.US) has an annualized volatility of 36.2% and experienced a maximum drawdown of 45.2% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, AWI.US has generated a Compound Annual Growth Rate (CAGR) of 16.4%. 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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