Axon Enterprise Inc.

10-Year Study

AXON.US · Industrials · US · Common Stock

Executive Summary: Axon Enterprise Inc. has compounded at 33.5% annually over the last 10 years, with a maximum drawdown of 52.5% and an annualized volatility of 88.2%.

1Y CAGR
-50.6%
3Y CAGR
+27.6%
5Y CAGR
+23.3%
10Y CAGR
+33.5%

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 →
52.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.92
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.93
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
49.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +130.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -30.8%
% 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.
2026-14.912.2-21.7-7.4————————-30.8%
20259.7-19.0-0.516.622.310.3-8.8-1.1-4.02.0-26.25.1-4.4%
2024-3.623.41.80.2-10.24.52.021.79.56.052.8-8.1130.1%
202317.82.512.3-6.3-8.41.1-4.714.5-6.52.812.412.455.7%
2022-10.90.2-1.8-18.5-9.7-8.118.35.9-0.825.726.5-9.85.7%
202134.00.8-13.96.5-7.325.85.2-2.2-3.82.8-6.2-7.028.1%
20204.80.7-8.52.74.529.2-15.33.15.99.027.1-2.567.2%
201916.65.51.116.75.2-3.89.4-14.6-5.3-10.044.3-0.767.5%
2018-0.231.612.96.851.7-0.87.50.50.2-9.8-29.60.665.1%
20173.12.8-11.27.9-2.34.7-2.2-11.74.41.38.36.59.3%
2016———-7.022.511.216.4-6.55.6-21.821.7-11.023.5%

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 88.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 47.5% of variance. Idiosyncratic stock-specific factors contribute 15.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019302.088639836986
2016-05-0111395.822720326032
2016-06-0112674.477840040754
2016-07-0114752.929190015284
2016-08-0113795.21141110545
2016-09-0114574.6306673459
2016-10-0111400.916963830872
2016-11-0113871.625063678046
2016-12-0112348.446255731025
2017-01-0112725.420275089149
2017-02-0113076.92307692308
2017-03-0111609.78094752929
2017-04-0112521.650534895567
2017-05-0112231.278655119717
2017-06-0112806.928171166583
2017-07-0112526.744778400407
2017-08-0111059.602649006623
2017-09-0111548.65002547122
2017-10-0111701.477330616402
2017-11-0112674.477840040754
2017-12-0113499.745287824759
2018-01-0113479.368313805402
2018-02-0117743.25012735609
2018-03-0120025.4712175242
2018-04-0121385.634233316352
2018-05-0132440.142638818135
2018-06-0132185.43046357616
2018-07-0134605.19612837494
2018-08-0134773.30616403464
2018-09-0134859.90830361692
2018-10-0131441.670911869587
2018-11-0122144.67651553744
2018-12-0122287.315333672952
2019-01-0125985.73611818645
2019-02-0127422.312786551196
2019-03-0127717.77890983189
2019-04-0132348.446255731025
2019-05-0134019.35812531839
2019-06-0132710.13754457463
2019-07-0135771.77789098319
2019-08-0130550.17829852267
2019-09-0128925.11462047886
2019-10-0126046.867040244524
2019-11-0137595.51706571574
2019-12-0137330.61640346409
2020-01-0139128.88436067244
2020-02-0139414.161996943454
2020-03-0136051.96128374936
2020-04-0137040.244523688234
2020-05-0138695.87366276108
2020-06-0149989.81151299032
2020-07-0142348.446255731025
2020-08-0143647.47834946511
2020-09-0146204.78858889455
2020-10-0150382.068262862966
2020-11-0164029.54661232807
2020-12-0162419.76566479878
2021-01-0183627.10137544575
2021-02-0184304.63576158941
2021-03-0172552.2159959246
2021-04-0177233.82577687214
2021-05-0171619.96943453897
2021-06-0190066.22516556294
2021-07-0194763.11767702497
2021-08-0192649.00662251656
2021-09-0189159.44982170149
2021-10-0191676.00611309223
2021-11-0185985.73611818645
2021-12-0179979.62302598065
2022-01-0171283.74936321957
2022-02-0171446.76515537444
2022-03-0170163.01579215487
2022-04-0157157.412124299546
2022-05-0151635.2521650535
2022-06-0147463.06673458991
2022-07-0156133.4691798268
2022-08-0159439.63321446766
2022-09-0158965.86856851757
2022-10-0174090.67753438615
2022-11-0193749.3632195619
2022-12-0184528.78247580235
2023-01-0199561.89505858382
2023-02-01102042.79164544065
2023-03-01114544.06520631685
2023-04-01107340.80489047377
2023-05-0198273.0514518594
2023-06-0199398.87926642895
2023-07-0194717.26948548142
2023-08-01108461.53846153847
2023-09-01101370.35150280184
2023-10-01104172.18543046358
2023-11-01117101.37544574632
2023-12-01131599.5924605196
2024-01-01126877.22873153337
2024-02-01156581.76260825267
2024-03-01159388.69077941927
2024-04-01159786.04177279677
2024-05-01143489.5568008151
2024-06-01149893.0208863984
2024-07-01152832.3993886908
2024-08-01185924.6051961284
2024-09-01203565.9704533877
2024-10-01215741.21242995418
2024-11-01329577.1777890984
2024-12-01302761.0799796231
2025-01-01332236.3728986245
2025-02-01269205.29801324505
2025-03-01267931.7371370352
2025-04-01312429.95415180846
2025-05-01382251.6556291391
2025-06-01421772.7967396842
2025-07-01384865.0025471218
2025-08-01380687.72287315334
2025-09-01365583.2908813041
2025-10-01373015.79215486505
2025-11-01275160.4686704025
2025-12-01289317.37137035147
2026-01-01246347.42740703007
2026-02-01276311.76770249614
2026-03-01216347.42740703007
2026-04-01200244.5236882323
Annual Return Matrix
YearAnnual Return
20170.09323432343234339
20180.6509433962264151
20190.6749714285714286
20200.6720796943231442
20210.2813188606871786
20220.05687898089171983
20230.55686132706563
20241.300623233848179
2025-0.04440368824875507
2026-0.30787244906942757
Total Factor Risk
0.8821133711899475
VTI.US Exposure
0.25948679609766767
VEA.US Exposure
-0.0056256443920607805
VWO.US Exposure
-0.0028170385368592532
QQQ.US Exposure
-0.055463487169575276
VTV.US Exposure
0.007136222245350265
IJR.US Exposure
0.003890621984031955
QUAL.US Exposure
0.07890159983072971
SHV.US Exposure
0.4746184123741668
TLT.US Exposure
-0.0008278210947846852
LQD.US Exposure
0.03712577203030325
HYG.US Exposure
-0.0022401205368664436
GLD.US Exposure
0.001128937547348997
USO.US Exposure
-0.0005396034981834799
VNQ.US Exposure
0.01536831990817658
BTC-USD.CC Exposure
0.022901040191737915
CPER.US Exposure
-0.0007759871294008122
VIX.INDX Exposure
0.005224905178560272
UUP.US Exposure
0.0025205943389444217
TIP.US Exposure
0.0028142108414336304
Idiosyncratic Exposure
0.15717226978927928
Value Score
0
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
88.2%

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 →269.8x
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$33.2B
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 →
-14.6%
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 →
-36.7%
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 →
54.9% 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 →
1.60
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Axon Enterprise Inc. a high-risk investment?

Axon Enterprise Inc. (AXON.US) has an annualized volatility of 88.2% and experienced a maximum drawdown of 52.5% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, AXON.US has generated a Compound Annual Growth Rate (CAGR) of 33.5%. 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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