AXIA Energia

10-Year Study

AXIA.US · Utilities · US · Common Stock

Executive Summary: AXIA Energia has compounded at 27.5% annually over the last 10 years, with a maximum drawdown of 59.6% and an annualized volatility of 60.0%.

1Y CAGR
+167.7%
3Y CAGR
+42.0%
5Y CAGR
+19.7%
10Y CAGR
+27.5%

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 →
59.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.77
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.71
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
60.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +127.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -30.6%
% 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.
202612.717.1-6.616.0————————42.9%
20258.25.38.911.3-4.81.4-9.028.320.44.318.0-1.6127.1%
2024-4.25.9-4.6-11.9-8.1-3.79.06.0-2.7-9.0-13.23.4-30.6%
20231.5-18.40.91.44.718.5-1.8-12.42.8-6.320.94.19.6%
20228.70.219.34.88.70.91.0-0.2-10.219.2-6.4-11.533.4%
2021-26.018.75.515.221.34.5-9.6-6.0-3.4-14.4-4.14.5-4.7%
2020-2.3-15.1-40.4-3.320.25.829.8-8.2-14.8-0.96.020.5-21.8%
201960.5-4.0-4.3-9.46.44.212.57.8-13.42.4-16.213.751.7%
201813.216.4-15.4-13.2-28.3-18.742.7-13.8-1.560.11.60.311.4%
2017-4.20.2-17.51.8-25.3-9.214.930.210.58.2-15.60.7-16.9%
2016———24.2-4.185.835.528.7-14.425.71.6-8.7285.4%

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 60.0%. The dominant macroeconomic risk driver is SHV.US, accounting for 54.0% of variance. Idiosyncratic stock-specific factors contribute 20.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0112416.032470826993
2016-05-0111910.70522577372
2016-06-0122135.971588026383
2016-07-0130002.029426686964
2016-08-0138597.66615930999
2016-09-0133036.022323693556
2016-10-0141519.02587519026
2016-11-0142192.79553526129
2016-12-0138541.856925418564
2017-01-0136912.227295788936
2017-02-0136968.036529680365
2017-03-0130507.356671740232
2017-04-0131069.50786402841
2017-05-0123203.450025367834
2017-06-0121068.49315068493
2017-07-0124214.104515474373
2017-08-0131519.025875190255
2017-09-0134834.09436834094
2017-10-0137698.6301369863
2017-11-0131800.10147133435
2017-12-0132024.35312024353
2018-01-0136237.44292237443
2018-02-0142192.79553526129
2018-03-0135676.30644342973
2018-04-0130956.874682902082
2018-05-0122192.795535261288
2018-06-0118034.500253678336
2018-07-0125732.11567732115
2018-08-0122192.795535261288
2018-09-0121855.910705225775
2018-10-0135001.52207001521
2018-11-0135563.6732623034
2018-12-0135676.30644342973
2019-01-0157250.12683916794
2019-02-0154947.74226281075
2019-03-0152587.51902587519
2019-04-0147642.82090309488
2019-05-0150699.13749365805
2019-06-0152843.226788432265
2019-07-0159449.01065449011
2019-08-0164084.221207508876
2019-09-0155508.87874175545
2019-10-0156841.197361745304
2019-11-0147627.60020294267
2019-12-0154129.883307965494
2020-01-0152910.19786910197
2020-02-0144894.97716894977
2020-03-0126774.226281075593
2020-04-0125902.587519025878
2020-05-0131130.390664637234
2020-06-0132930.49213597159
2020-07-0142745.814307458146
2020-08-0139258.244545915775
2020-09-0133441.907661085745
2020-10-0133139.523084728564
2020-11-0135138.508371385076
2020-12-0142349.06139015727
2021-01-0131322.17148655505
2021-02-0137192.288178589544
2021-03-0139251.14155251141
2021-04-0145234.90613901573
2021-05-0154853.373921867074
2021-06-0157304.921359715874
2021-07-0151806.18975139523
2021-08-0148692.03450025368
2021-09-0147036.02232369355
2021-10-0140279.04616945713
2021-11-0138623.033992897
2021-12-0140345.00253678336
2022-01-0143856.925418569255
2022-02-0143922.88178589548
2022-03-0152401.82648401826
2022-04-0154919.330289193305
2022-05-0159672.247590055806
2022-06-0160216.13394216134
2022-07-0160825.9766615931
2022-08-0160691.01978691019
2022-09-0154512.43023845764
2022-10-0164968.03652968036
2022-11-0160825.9766615931
2022-12-0153833.5870116692
2023-01-0154648.40182648402
2023-02-0144601.72501268391
2023-03-0145008.62506341958
2023-04-0145619.482496194825
2023-05-0147776.76306443429
2023-06-0156606.798579401315
2023-07-0155579.90867579909
2023-08-0148666.666666666664
2023-09-0150035.514967021816
2023-10-0146886.85946220192
2023-11-0156675.79908675799
2023-12-0159002.5367833587
2024-01-0156537.79807204464
2024-02-0159891.42567224759
2024-03-0157154.74378488077
2024-04-0150377.47336377473
2024-05-0146309.487569761535
2024-06-0144575.34246575342
2024-07-0148596.65144596652
2024-08-0151508.878741755456
2024-09-0150121.76560121765
2024-10-0145615.4236428209
2024-11-0139584.98224251649
2024-12-0140925.41856925419
2025-01-0144289.19330289193
2025-02-0146649.41653982749
2025-03-0150799.59411466261
2025-04-0156558.092338914255
2025-05-0153839.675291730084
2025-06-0154574.32775240995
2025-07-0149652.96803652967
2025-08-0163706.74784373414
2025-09-0176695.07864028412
2025-10-0180019.27955352614
2025-11-0194412.98833079655
2025-12-0192947.74226281076
2026-01-01104718.41704718416
2026-02-01122577.37189244038
2026-03-01114459.66514459664
2026-04-01132825.9766615931
Annual Return Matrix
YearAnnual Return
2017-0.16910196666929933
20180.1140367553865651
20190.5172502062060924
2020-0.21763989127378391
2021-0.04732239127830351
20220.33433098591549304
20230.096017190356813
2024-0.3063786609799303
20251.271149459486264
20260.42903930131004353
Total Factor Risk
0.5997563030893557
VTI.US Exposure
-0.009355261005388575
VEA.US Exposure
0.04205623420580752
VWO.US Exposure
0.03044774393649282
QQQ.US Exposure
0.014676258152816994
VTV.US Exposure
0.0386850718780162
IJR.US Exposure
0.0016942801694694385
QUAL.US Exposure
0.004291141806587817
SHV.US Exposure
0.5398879237190818
TLT.US Exposure
0.026888260143164432
LQD.US Exposure
0.007235445512146967
HYG.US Exposure
0.08568491095779597
GLD.US Exposure
0.0023190025944236914
USO.US Exposure
0.0014943042594167855
VNQ.US Exposure
0.01605306343384581
BTC-USD.CC Exposure
0.0004240246551220269
CPER.US Exposure
-0.0007349078776491015
VIX.INDX Exposure
-0.0010176794244073433
UUP.US Exposure
-0.004140630849869987
TIP.US Exposure
0.0005485689226611915
Idiosyncratic Exposure
0.20286224481046541
Value Score
39.5
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
60.0%

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 →26.2x
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$25.9B
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
$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 →
+13.1%
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 →
+53.0%
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 →
2.5% 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 →
0.33
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is AXIA Energia a high-risk investment?

AXIA Energia (AXIA.US) has an annualized volatility of 60.0% and experienced a maximum drawdown of 59.6% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, AXIA.US has generated a Compound Annual Growth Rate (CAGR) of 27.5%. 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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