Axos Financial Inc

10-Year Study

AX.US · Financial Services · US · Common Stock

Executive Summary: Axos Financial Inc has compounded at 17.7% annually over the last 10 years, with a maximum drawdown of 56.0% and an annualized volatility of 46.1%.

1Y CAGR
+40.1%
3Y CAGR
+37.0%
5Y CAGR
+15.1%
10Y CAGR
+17.7%

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 →
56.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.51
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.02
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
41.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +49.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -31.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202614.9-12.3-2.011.3————————10.0%
20250.1-4.5-3.4-1.69.59.313.65.6-7.2-7.95.44.823.4%
20241.5-6.03.7-6.36.46.127.8-4.9-9.47.722.3-15.727.9%
202325.9-1.5-22.110.2-7.04.319.2-8.3-12.1-4.86.242.742.9%
2022-7.96.3-15.3-18.32.0-7.216.50.0-18.113.83.0-4.7-31.6%
20213.818.81.6-4.05.0-2.23.11.36.32.86.8-1.249.0%
2020-7.0-11.6-27.227.1-5.41.31.510.6-5.916.922.912.023.9%
201920.66.3-10.313.0-16.5-0.27.6-11.66.75.11.42.820.3%
201820.33.49.0-0.62.3-0.7-4.6-4.6-7.7-11.72.8-19.3-15.8%
20173.36.9-17.2-8.6-7.16.817.5-4.97.4-5.52.88.24.7%
2016———-4.5-7.9-5.6-5.027.84.2-16.826.820.833.8%

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 46.1%. The dominant macroeconomic risk driver is IJR.US, accounting for 41.4% of variance. Idiosyncratic stock-specific factors contribute 17.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019545.454545454546
2016-05-018795.688847235238
2016-06-018298.96907216495
2016-07-017881.91190253046
2016-08-0110074.976569821933
2016-09-0110496.719775070289
2016-10-018730.08434864105
2016-11-0111073.102155576382
2016-12-0113378.63167760075
2017-01-0113823.805060918463
2017-02-0114779.75632614808
2017-03-0112244.611059044048
2017-04-0111194.93908153702
2017-05-0110402.999062792876
2017-06-0111115.276476101217
2017-07-0113059.981255857545
2017-08-0112422.680412371134
2017-09-0113341.143392689784
2017-10-0112605.435801312091
2017-11-0112952.20243673852
2017-12-0114011.24648547329
2018-01-0116855.670103092783
2018-02-0117427.366447985005
2018-03-0118992.502343017808
2018-04-0118875.351452671042
2018-05-0119311.152764761013
2018-06-0119170.57169634489
2018-07-0118284.91096532334
2018-08-0117450.796626054358
2018-09-0116115.276476101219
2018-10-0114226.804123711341
2018-11-0114620.431115276475
2018-12-0111799.437675726336
2019-01-0114226.804123711341
2019-02-0115126.522961574508
2019-03-0113570.759137769448
2019-04-0115332.708528584817
2019-05-0112797.563261480787
2019-06-0112769.447047797565
2019-07-0113734.77038425492
2019-08-0112141.518275538894
2019-09-0112956.88847235239
2019-10-0113612.933458294283
2019-11-0113800.37488284911
2019-12-0114189.315838800376
2020-01-0113200.562324273666
2020-02-0111672.914714151828
2020-03-018495.782567947515
2020-04-0110801.312089971883
2020-05-0110215.557638238051
2020-06-0110346.766635426427
2020-07-0110501.405810684162
2020-08-0111611.99625117151
2020-09-0110923.14901593252
2020-10-0112774.133083411434
2020-11-0115698.21930646673
2020-12-0117586.69165885661
2021-01-0118252.108716026243
2021-02-0121682.28678537957
2021-03-0122029.053420805998
2021-04-0121157.450796626053
2021-05-0122216.494845360823
2021-06-0121738.519212746018
2021-07-0122422.680412371134
2021-08-0122717.900656044985
2021-09-0124151.82755388941
2021-10-0124835.988753514528
2021-11-0126527.64761012184
2021-12-0126199.625117150892
2022-01-0124133.08341143393
2022-02-0125651.358950328024
2022-03-0121738.519212746018
2022-04-0117750.70290534208
2022-05-0118111.52764761012
2022-06-0116799.437675726338
2022-07-0119568.884723523897
2022-08-0119578.25679475164
2022-09-0116040.299906279288
2022-10-0118256.794751640115
2022-11-0118795.68884723524
2022-12-0117910.02811621368
2023-01-0122549.203373945642
2023-02-0122207.122774133084
2023-03-0117300.843486410497
2023-04-0119058.106841611996
2023-05-0117722.586691658857
2023-06-0118481.724461105903
2023-07-0122024.36738519213
2023-08-0120192.1274601687
2023-09-0117741.33083411434
2023-10-0116883.786316776008
2023-11-0117933.45829428304
2023-12-0125585.754451733832
2024-01-0125974.695407685096
2024-02-0124423.617619493907
2024-03-0125323.336457357076
2024-04-0123716.026241799438
2024-05-0125243.673851921274
2024-06-0126780.693533270853
2024-07-0134212.74601686973
2024-08-0132535.14526710403
2024-09-0129465.791940018746
2024-10-0131733.833177132146
2024-11-0138823.805060918465
2024-12-0132731.958762886596
2025-01-0132769.44704779756
2025-02-0131302.717900656044
2025-03-0130234.301780693535
2025-04-0129746.954076850983
2025-05-0132586.69165885661
2025-06-0135632.614807872545
2025-07-0140463.91752577319
2025-08-0142741.330834114335
2025-09-0139667.291471415185
2025-10-0136541.70571696345
2025-11-0138509.84067478913
2025-12-0140374.88284910965
2026-01-0146387.06654170572
2026-02-0140684.16119962511
2026-03-0139873.477038425495
2026-04-0144395.50140581068
Annual Return Matrix
YearAnnual Return
20170.04728546409807355
2018-0.15785953177257517
20190.20254169976171577
20200.23943196829590496
20210.48974154010125215
2022-0.3164013593274906
20230.4285714285714286
20240.2793040293040292
20250.23350035790980672
20260.09958217270194991
Total Factor Risk
0.4605858719520349
VTI.US Exposure
0.2210361309735326
VEA.US Exposure
-0.028857414240278264
VWO.US Exposure
0.029269307515879153
QQQ.US Exposure
0.035360252814676425
VTV.US Exposure
0.04877460954372669
IJR.US Exposure
0.4136332854699992
QUAL.US Exposure
-0.15733900185051183
SHV.US Exposure
0.2735834807000772
TLT.US Exposure
0.012575955922222298
LQD.US Exposure
-0.02040139943457847
HYG.US Exposure
-0.013415070996307184
GLD.US Exposure
-0.0055726604027963
USO.US Exposure
0.00007456985805398477
VNQ.US Exposure
0.0001690627108191182
BTC-USD.CC Exposure
-0.002138239021081482
CPER.US Exposure
-0.012858172125295093
VIX.INDX Exposure
-0.018284292892538415
UUP.US Exposure
0.01579411717414438
TIP.US Exposure
0.0339828004954908
Idiosyncratic Exposure
0.17461267778476505
Value Score
45.7
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
46.1%

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 →10.8x
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$4.8B
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 →
+5.0%
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 →
+8.8%
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 →
6.2% 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 →
1.27
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Axos Financial Inc a high-risk investment?

Axos Financial Inc (AX.US) has an annualized volatility of 46.1% and experienced a maximum drawdown of 56.0% over the last 10 years. Its primary macro risk driver is IJR.US.

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

Over the past 10 years, AX.US has generated a Compound Annual Growth Rate (CAGR) of 17.7%. It has had a positive return in 80% 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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