American Axle & Manufacturing

10-Year Study

AXL.US · Consumer Cyclical · US · Common Stock

Executive Summary: American Axle & Manufacturing has compounded at -10.3% annually over the last 10 years, with a maximum drawdown of 82.3% and an annualized volatility of 61.6%.

1Y CAGR
+32.7%
3Y CAGR
-5.7%
5Y CAGR
-12.9%
10Y CAGR
-10.3%

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 →
82.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.03
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.05
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
56.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +12.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -34.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
30%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202624.3-17.2-10.2-4.0————————-11.2%
2025-10.3-5.2-17.9-6.114.9-7.19.130.83.33.26.0-2.49.9%
2024-8.2-14.56.4-0.34.1-8.56.3-13.5-3.9-8.617.0-11.8-33.8%
202313.4-0.8-11.3-8.5-5.622.514.3-20.1-3.8-7.03.126.612.7%
2022-12.813.8-16.2-14.722.5-7.218.316.2-34.041.97.4-24.9-16.2%
20215.610.9-1.1-3.920.7-7.6-6.4-8.5-0.73.1-2.45.311.9%
2020-14.1-31.5-43.019.764.66.9-7.110.2-25.816.518.54.8-22.5%
201933.28.9-11.13.1-31.526.2-5.4-47.529.71.717.99.1-3.1%
20183.6-16.43.10.83.1-1.67.55.9-1.5-13.0-17.9-10.8-34.8%
20175.7-2.8-5.2-6.3-14.13.2-5.5-0.920.31.20.9-5.1-11.8%
2016———0.87.5-13.120.2-1.60.54.1-12.623.225.4%

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 61.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 32.1% of variance. Idiosyncratic stock-specific factors contribute 14.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110077.972709551657
2016-05-0110831.70890188434
2016-06-019408.706952566601
2016-07-0111312.540610786224
2016-08-0111137.102014294996
2016-09-0111189.083820662767
2016-10-0111643.924626380769
2016-11-0110175.438596491229
2016-12-0112540.610786224821
2017-01-0113255.360623781675
2017-02-0112878.492527615335
2017-03-0112202.729044834308
2017-04-0111429.49967511371
2017-05-019818.0636777128
2017-06-0110136.452241715398
2017-07-019577.647823261857
2017-08-019493.17738791423
2017-09-0111423.001949317737
2017-10-0111559.454191033139
2017-11-0111663.417803768682
2017-12-0111065.627030539312
2018-01-0111468.486029889538
2018-02-019590.6432748538
2018-03-019889.538661468487
2018-04-019967.511371020142
2018-05-0110279.402209226771
2018-06-0110110.461338531513
2018-07-0110864.197530864198
2018-08-0111507.472384665367
2018-09-0111332.033788174138
2018-10-019857.050032488629
2018-11-018089.668615984405
2018-12-017212.475633528265
2019-01-019603.638726445743
2019-02-0110461.338531513971
2019-03-019298.245614035088
2019-04-019584.14554905783
2019-05-016569.200779727094
2019-06-018291.098115659519
2019-07-017842.755035737492
2019-08-014119.558154645873
2019-09-015341.130604288499
2019-10-015432.098765432099
2019-11-016406.75763482781
2019-12-016991.552956465237
2020-01-016003.8986354775825
2020-02-014113.060428849903
2020-03-012345.679012345679
2020-04-012807.017543859649
2020-05-014619.883040935672
2020-06-014938.271604938272
2020-07-014587.3944119558155
2020-08-015055.230669265757
2020-09-013749.1877842755034
2020-10-014366.471734892787
2020-11-015172.189733593242
2020-12-015419.103313840155
2021-01-015724.496426250813
2021-02-016348.278102664067
2021-03-016276.803118908381
2021-04-016029.889538661469
2021-05-017277.452891487978
2021-06-016725.146198830408
2021-07-016296.296296296296
2021-08-015763.48278102664
2021-09-015724.496426250813
2021-10-015899.93502274204
2021-11-015756.985055230669
2021-12-016062.3781676413255
2022-01-015289.148797920728
2022-02-016016.894087069525
2022-03-015042.235217673814
2022-04-014301.494476933073
2022-05-015269.6556205328125
2022-06-014892.787524366471
2022-07-015789.473684210527
2022-08-016725.146198830408
2022-09-014437.946718648473
2022-10-016296.296296296296
2022-11-016764.132553606238
2022-12-015081.221572449643
2023-01-015763.48278102664
2023-02-015717.998700454842
2023-03-015074.72384665367
2023-04-014645.8739441195585
2023-05-014385.964912280701
2023-06-015373.619233268355
2023-07-016140.350877192982
2023-08-014905.782975958415
2023-09-014717.348927875243
2023-10-014385.964912280701
2023-11-014522.417153996101
2023-12-015724.496426250813
2024-01-015256.660168940871
2024-02-014496.426250812216
2024-03-014782.326185834958
2024-04-014769.330734243014
2024-05-014964.262508122157
2024-06-014541.910331384015
2024-07-014827.810266406757
2024-08-014178.037686809616
2024-09-014015.5945419103314
2024-10-013671.215074723847
2024-11-014294.996751137102
2024-12-013788.1741390513316
2025-01-013398.3105912930478
2025-02-013222.8719948018193
2025-03-012644.574398960364
2025-04-012482.1312540610784
2025-05-012852.501624431449
2025-06-012651.072124756335
2025-07-012891.4879792072775
2025-08-013781.6764132553603
2025-09-013905.133203378817
2025-10-014028.589993502274
2025-11-014269.005847953216
2025-12-014165.042235217674
2026-01-015178.687459389213
2026-02-014288.499025341131
2026-03-013853.151397011046
2026-04-013697.2059779077326
Annual Return Matrix
YearAnnual Return
2017-0.11761658031088085
2018-0.34820904286553145
2019-0.03063063063063065
2020-0.22490706319702602
20210.11870503597122295
2022-0.16184351554126475
20230.1265984654731458
2024-0.3382519863791147
20250.09948542024013718
2026-0.11232449297971914
Total Factor Risk
0.6163665314576856
VTI.US Exposure
0.017723068819894824
VEA.US Exposure
-0.03944024599498445
VWO.US Exposure
0.0807659854593414
QQQ.US Exposure
0.016679069883864642
VTV.US Exposure
0.09680844450837386
IJR.US Exposure
0.3096346128616227
QUAL.US Exposure
-0.07020254709598137
SHV.US Exposure
0.3209705245746362
TLT.US Exposure
0.00687656415032675
LQD.US Exposure
0.02541820196485145
HYG.US Exposure
-0.013226824468298575
GLD.US Exposure
-0.004418946228837441
USO.US Exposure
-0.000264007974277694
VNQ.US Exposure
-0.04630327655134029
BTC-USD.CC Exposure
-0.0038587727069963255
CPER.US Exposure
-0.013755068077040968
VIX.INDX Exposure
0.002702847478632568
UUP.US Exposure
0.001290307780358139
TIP.US Exposure
0.16984224804949383
Idiosyncratic Exposure
0.14275781356636066
Value Score
40.3
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
61.6%

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 →24.3x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$2.1B
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
$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 →
-14.9%
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 →
36.8% 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 →
1.59
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is American Axle & Manufacturing a high-risk investment?

American Axle & Manufacturing (AXL.US) has an annualized volatility of 61.6% and experienced a maximum drawdown of 82.3% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, AXL.US has generated a Compound Annual Growth Rate (CAGR) of -10.3%. It has had a positive return in 30% 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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