Axa SA ADR

10-Year Study

AXAHY.US · Financial Services · US · Common Stock

Executive Summary: Axa SA ADR has compounded at 12.7% annually over the last 10 years, with a maximum drawdown of 42.9% and an annualized volatility of 26.9%.

1Y CAGR
+6.1%
3Y CAGR
+26.3%
5Y CAGR
+18.2%
10Y CAGR
+12.7%

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 →
42.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.48
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.74
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
28.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +42.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -23.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-4.76.8-5.88.6————————4.1%
20256.42.310.411.14.93.9-0.9-4.22.7-9.54.36.042.1%
20242.36.35.8-2.74.8-9.17.18.41.3-3.0-6.71.915.6%
202312.20.9-3.16.7-8.14.64.2-2.4-1.2-0.45.54.624.3%
20226.3-14.98.4-10.53.3-9.91.32.4-7.913.314.5-1.4-0.1%
2021-7.813.77.74.44.6-8.52.08.1-0.44.1-5.48.132.1%
2020-5.7-13.0-25.11.73.914.3-0.62.3-9.2-13.145.22.4-11.4%
20198.59.0-0.55.1-1.66.6-4.3-8.610.94.02.73.839.5%
201810.9-4.7-15.27.7-7.2-3.03.7-0.26.1-6.7-2.5-12.2-23.8%
2017-2.3-4.59.33.55.62.66.9-1.94.10.30.1-1.823.3%
2016———8.23.5-19.50.93.50.76.84.07.312.9%

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 26.9%. The dominant macroeconomic risk driver is VEA.US, accounting for 48.4% of variance. Idiosyncratic stock-specific factors contribute 18.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110820.498851522469
2016-05-0111202.441250957065
2016-06-019015.69585959126
2016-07-019096.383768184229
2016-08-019414.497320219096
2016-09-019481.712703928384
2016-10-0110122.504269980564
2016-11-0110525.796572236291
2016-12-0111292.037222451263
2017-01-0111036.648212497792
2017-02-0110543.759938747866
2017-03-0111520.554802991932
2017-04-0111924.730549502327
2017-05-0112597.546969786206
2017-06-0112930.679074150421
2017-07-0113826.786029801518
2017-08-0113568.746687084045
2017-09-0114131.72153837093
2017-10-0114169.267919194299
2017-11-0114178.69132457742
2017-12-0113918.296130514165
2018-01-0115436.053360032982
2018-02-0114706.475646386712
2018-03-0112470.846339595972
2018-04-0113427.984569173685
2018-05-0112462.085517403852
2018-06-0112082.572589669591
2018-07-0112534.0126038047
2018-08-0112509.202544319452
2018-09-0113269.700806879086
2018-10-0112385.15224689322
2018-11-0112080.0694976147
2018-12-0110611.637905648155
2019-01-0111509.585370163142
2019-02-0112546.380823370047
2019-03-0112481.889392779314
2019-04-0113116.93857117616
2019-05-0112911.39054125685
2019-06-0113768.625949702575
2019-07-0113174.362447729549
2019-08-0112038.32675658166
2019-09-0113345.23529065316
2019-10-0113879.056481536016
2019-11-0114260.33629777961
2019-12-0114802.034866599915
2020-01-0113952.676836091645
2020-02-0112143.530243241654
2020-03-019093.218092938336
2020-04-019250.986512751046
2020-05-019613.861240355733
2020-06-0110986.51275104541
2020-07-0110920.47529300901
2020-08-0111172.40414629837
2020-09-0110148.271394075035
2020-10-018817.436244772956
2020-11-0112804.420166087519
2020-12-0113116.570469403381
2021-01-0112097.959243771718
2021-02-0113757.362035455564
2021-03-0114819.850992402378
2021-04-0115471.538370928794
2021-05-0116186.760115436717
2021-06-0114813.151540137816
2021-07-0115115.804817716004
2021-08-0116343.939572412979
2021-09-0116274.07385593969
2021-10-0116937.614111549563
2021-11-0116023.764650450556
2021-12-0117327.581129630722
2022-01-0118421.800459391012
2022-02-0115668.767300783322
2022-03-0116978.326167618823
2022-04-0115203.118558218977
2022-05-0115705.135755933801
2022-06-0114152.62971906473
2022-07-0114338.889216090465
2022-08-0114680.487661228577
2022-09-0113525.38429825078
2022-10-0115326.285411390543
2022-11-0117555.656988044055
2022-12-0117307.261911773367
2023-01-0119412.509570646092
2023-02-0119586.327227751928
2023-03-0118983.965486777786
2023-04-0120258.26020378114
2023-05-0118613.875964426647
2023-06-0119475.82307556393
2023-07-0120285.131633193945
2023-08-0119804.83244007303
2023-09-0119567.99575946758
2023-10-0119489.00111902939
2023-11-0120558.852111431766
2023-12-0121505.683491371696
2024-01-0122005.712939513516
2024-02-0123390.732669768535
2024-03-0124739.604805936746
2024-04-0124077.757818481652
2024-05-0125230.652570822782
2024-06-0122931.856999823314
2024-07-0124566.891454149245
2024-08-0126642.02838800872
2024-09-0126977.442723364155
2024-10-0126166.956240061256
2024-11-0124406.17822015431
2024-12-0124860.342187407976
2025-01-0126439.425172271633
2025-02-0127040.31450615466
2025-03-0129856.145827198307
2025-04-0133168.104717592316
2025-05-0134807.7036339007
2025-06-0136162.31815772425
2025-07-0135845.750633135045
2025-08-0134351.25743565581
2025-09-0135293.597973967844
2025-10-0131951.23387714235
2025-11-0133335.29654278815
2025-12-0135330.40815124566
2026-01-0133673.95017374404
2026-02-0135948.81912951293
2026-03-0133858.00106013311
2026-04-0136766.00506508039
Annual Return Matrix
YearAnnual Return
20170.23257618234212618
2018-0.23757636666578508
20190.3948869154988206
2020-0.11386707384399586
20210.3210450986445148
2022-0.0011726517224384114
20230.24258150139522217
20240.15598940147064866
20250.421155343917224
20260.04063346530527179
Total Factor Risk
0.26869124357355434
VTI.US Exposure
0.10275158804000609
VEA.US Exposure
0.48420435756997016
VWO.US Exposure
-0.05198344353309195
QQQ.US Exposure
-0.03759618673652741
VTV.US Exposure
0.021708054361791657
IJR.US Exposure
-0.04649160451240023
QUAL.US Exposure
-0.05715653833101551
SHV.US Exposure
0.19597263049722263
TLT.US Exposure
0.007602740872334872
LQD.US Exposure
-0.029253474108874786
HYG.US Exposure
0.04766024083053081
GLD.US Exposure
-0.021737817028189124
USO.US Exposure
0.006960141607248391
VNQ.US Exposure
0.013432962822639635
BTC-USD.CC Exposure
0.012556939303838447
CPER.US Exposure
0.018007348804837568
VIX.INDX Exposure
-0.010212529506419758
UUP.US Exposure
0.1559173768822118
TIP.US Exposure
-0.000005015966500344474
Idiosyncratic Exposure
0.18766222813038727
Value Score
45.3
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
60.5
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
26.9%

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 →11.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →5.04%
Market Cap$96.3B
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 →
+8.4%
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 →
+7.2%
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 →
1.5% 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 →
0.61
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Axa SA ADR a high-risk investment?

Axa SA ADR (AXAHY.US) has an annualized volatility of 26.9% and experienced a maximum drawdown of 42.9% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, AXAHY.US has generated a Compound Annual Growth Rate (CAGR) of 12.7%. It has had a positive return in 70% 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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