AXIS Capital Holdings Ltd

10-Year Study

AXS.US · Financial Services · US · Common Stock

Executive Summary: AXIS Capital Holdings Ltd has compounded at 9.3% annually over the last 10 years, with a maximum drawdown of 43.8% and an annualized volatility of 37.7%.

1Y CAGR
-2.1%
3Y CAGR
+28.3%
5Y CAGR
+16.7%
10Y CAGR
+9.3%

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 →
43.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.32
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.50
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
25.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +63.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · -21.0%
% 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.
2026-3.72.5-4.1-0.9————————-6.1%
20252.76.43.9-3.97.80.4-9.65.1-2.4-2.29.25.223.0%
20247.55.14.7-5.720.5-3.87.25.50.2-1.718.9-4.363.9%
202315.5-3.0-9.53.7-8.24.62.4-0.53.51.3-1.3-0.95.6%
20224.6-4.111.5-5.22.2-1.8-11.65.3-6.711.25.3-5.12.6%
2021-8.910.1-1.112.6-3.9-7.93.80.6-10.014.1-4.610.511.8%
20208.1-12.7-30.4-5.32.69.1-1.119.0-7.8-2.217.41.4-11.9%
20193.76.6-3.33.84.80.86.7-3.68.7-10.4-0.41.118.3%
20180.5-2.417.52.0-3.2-1.51.71.70.3-2.7-0.8-6.05.7%
2017-1.98.3-2.7-1.7-0.5-0.8-0.1-6.7-4.9-4.5-3.7-3.3-21.0%
2016———-3.93.50.41.12.3-3.94.97.17.619.9%

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 37.7%. The dominant macroeconomic risk driver is SHV.US, accounting for 42.1% of variance. Idiosyncratic stock-specific factors contribute 17.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019605.117167224606
2016-05-019944.094971880819
2016-06-019984.880880385144
2016-07-0110090.16709603379
2016-08-0110324.358687422322
2016-09-019926.213934352068
2016-10-0110408.549564521736
2016-11-0111146.672127010128
2016-12-0111994.271401292386
2017-01-0111762.746489268997
2017-02-0112734.84635641122
2017-03-0112387.797084748023
2017-04-0112178.96275696551
2017-05-0112119.819618188658
2017-06-0112020.962004580975
2017-07-0112006.080981338006
2017-08-0111199.243805922884
2017-09-0110654.526926318696
2017-10-0110180.215143881636
2017-11-019805.880028000134
2017-12-019480.854670736528
2018-01-019531.78348468326
2018-02-019307.30622526774
2018-03-0110935.980647526892
2018-04-0111150.64833642065
2018-05-0110799.21809151472
2018-06-0110641.384006590508
2018-07-0110821.242005914313
2018-08-0111004.90954718832
2018-09-0111041.266863175539
2018-10-0110746.074981309435
2018-11-0110661.33648255468
2018-12-0110025.762027438226
2019-01-0110396.573317015793
2019-02-0111079.981333244445
2019-03-0110712.503392873297
2019-04-0111117.314844356402
2019-05-0111651.174529402522
2019-06-0111745.151167386512
2019-07-0112536.678746089266
2019-08-0112087.748036895413
2019-09-0113137.22922490107
2019-10-0111772.794156162649
2019-11-0111723.270110810052
2019-12-0111856.31836342078
2020-01-0112815.751503578587
2020-02-0111194.077114652928
2020-03-017792.918061514579
2020-04-017379.582759917905
2020-05-017569.131281577531
2020-06-018258.182181819913
2020-07-018168.586517078652
2020-08-019724.11773389397
2020-09-018966.709365282692
2020-10-018773.541778770375
2020-11-0110298.477611798151
2020-12-0110443.240205905744
2021-01-019512.688155657883
2021-02-0110472.240344001637
2021-03-0110358.40646860223
2021-04-0111660.246001171436
2021-05-0111208.88670898433
2021-06-0110327.096795699026
2021-07-0110719.027233463017
2021-08-0110782.241820199146
2021-09-019701.28429182996
2021-10-0111072.886061362196
2021-11-0110564.645545931171
2021-12-0111676.269886999462
2022-01-0112214.3200681908
2022-02-0111708.436706841461
2022-03-0113056.538364468403
2022-04-0112378.558945518787
2022-05-0112646.298315706264
2022-06-0112420.035333501586
2022-07-0110984.19516283411
2022-08-0111562.88839470664
2022-09-0110784.40849718332
2022-10-0111995.580931337769
2022-11-0112629.702998585708
2022-12-0111983.842780203715
2023-01-0113842.137343511158
2023-02-0113432.87348987376
2023-03-0112159.581712293868
2023-04-0112610.107667179369
2023-05-0111575.245596407602
2023-06-0112107.462416487697
2023-07-0112397.606655269787
2023-08-0112339.130186334221
2023-09-0112776.32274439402
2023-10-0112941.775913218637
2023-11-0112769.536997795229
2023-12-0112651.465006976223
2024-01-0113599.683808018133
2024-02-0114296.591888532803
2024-03-0114961.59505521455
2024-04-0114112.495773789398
2024-05-0117000.342858775515
2024-06-0116358.173134157782
2024-07-0117539.035900170955
2024-08-0118495.27854894547
2024-09-0118535.635883980398
2024-10-0118221.301053814543
2024-11-0121662.555535978743
2024-12-0120736.217791513292
2025-01-0121297.791894247115
2025-02-0122668.988899947144
2025-03-0123559.350282620395
2025-04-0122638.036371601767
2025-05-0124396.06855270739
2025-06-0124505.235739217802
2025-07-0122149.605474311782
2025-08-0123268.396516173885
2025-09-0122717.34627307749
2025-10-0122209.891475673692
2025-11-0124244.49640236382
2025-12-0125497.74046543079
2026-01-0124566.78365135072
2026-02-0125171.54843594493
2026-03-0124145.353073109873
2026-04-0123935.828265848882
Annual Return Matrix
YearAnnual Return
2017-0.20955143055084102
20180.05747449735556032
20190.18258525695829775
2020-0.11918355379817369
20210.11806964665970532
20220.02634170811234071
20230.05571019572080527
20240.6390368846674284
20250.22962348880547734
2026-0.06125688673078722
Total Factor Risk
0.3774641459614022
VTI.US Exposure
0.24057734813810788
VEA.US Exposure
0.013526379574754398
VWO.US Exposure
0.030806342758170773
QQQ.US Exposure
-0.02480151648998898
VTV.US Exposure
0.1322083423294707
IJR.US Exposure
-0.043920802205798685
QUAL.US Exposure
-0.033631080300466056
SHV.US Exposure
0.42141996075034954
TLT.US Exposure
0.005127863430356642
LQD.US Exposure
-0.0018146803789989463
HYG.US Exposure
0.05004570104741771
GLD.US Exposure
-0.0018853614576335128
USO.US Exposure
-0.00005404201849192752
VNQ.US Exposure
0.0030324215979035543
BTC-USD.CC Exposure
0.009620368420778937
CPER.US Exposure
0.0004658743962651512
VIX.INDX Exposure
0.004222392871529667
UUP.US Exposure
0.017398224160301623
TIP.US Exposure
0.0064186709257944025
Idiosyncratic Exposure
0.17123759245017703
Value Score
46.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
21.1
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
37.7%

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 →8.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.76%
Market Cap$7.8B
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
$105
Avg Yield on Cost
1.05%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$104.761.05%Solid

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 →
-1.6%
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 →
+1.3%
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 →
7.9% 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 →
0.64
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is AXIS Capital Holdings Ltd a high-risk investment?

AXIS Capital Holdings Ltd (AXS.US) has an annualized volatility of 37.7% and experienced a maximum drawdown of 43.8% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, AXS.US has generated a Compound Annual Growth Rate (CAGR) of 9.3%. 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.

Run a Full Backtest on AXIS Capital Holdings Ltd

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest