Axalta Coating Systems Ltd

10-Year Study

AXTA.US · Basic Materials · US · Common Stock

Executive Summary: Axalta Coating Systems Ltd has compounded at 0.2% annually over the last 10 years, with a maximum drawdown of 48.1% and an annualized volatility of 26.0%.

1Y CAGR
-7.3%
3Y CAGR
-0.3%
5Y CAGR
-2.4%
10Y CAGR
+0.2%

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 →
48.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.00
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.00
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
29.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +33.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -27.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20263.9-0.5-17.13.8————————-11.0%
20255.00.8-8.4-2.0-5.2-3.6-4.610.4-8.4-0.55.87.2-5.6%
2024-4.61.05.1-8.613.2-4.04.32.4-0.84.86.7-15.40.7%
202318.2-1.01.64.2-8.113.1-2.5-11.6-4.9-2.520.07.933.4%
2022-10.6-8.7-9.13.27.1-18.614.12.1-18.210.715.1-5.1-23.1%
2021-5.51.38.27.81.7-6.0-1.31.5-4.46.9-2.89.216.0%
2020-5.2-13.5-30.714.317.1-2.4-1.67.4-7.013.313.9-0.2-6.1%
20199.44.3-5.77.0-12.926.6-0.5-2.54.4-2.2-3.56.829.8%
2018-2.7-2.2-2.02.40.7-2.6-0.20.8-4.4-15.41.4-6.4-27.6%
20176.60.410.6-2.6-0.22.4-1.7-6.3-2.015.0-4.82.219.0%
2016———-2.5-1.1-5.87.60.2-1.2-11.15.23.0-6.8%

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 26.0%. The dominant macroeconomic risk driver is VEA.US, accounting for 30.2% of variance. Idiosyncratic stock-specific factors contribute 27.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019750
2016-05-019640.410958904109
2016-06-019085.616438356166
2016-07-019777.397260273974
2016-08-019801.369863013699
2016-09-019681.506849315068
2016-10-018602.739726027397
2016-11-019047.945205479453
2016-12-019315.068493150684
2017-01-019931.506849315068
2017-02-019969.17808219178
2017-03-0111027.397260273974
2017-04-0110743.150684931508
2017-05-0110719.17808219178
2017-06-0110972.602739726028
2017-07-0110787.671232876712
2017-08-0110109.58904109589
2017-09-019904.109589041096
2017-10-0111386.986301369863
2017-11-0110842.465753424658
2017-12-0111082.191780821917
2018-01-0110787.671232876712
2018-02-0110547.945205479453
2018-03-0110339.04109589041
2018-04-0110582.191780821917
2018-05-0110654.109589041096
2018-06-0110380.13698630137
2018-07-0110359.589041095891
2018-08-0110445.205479452055
2018-09-019986.301369863015
2018-10-018452.054794520549
2018-11-018571.917808219177
2018-12-018020.547945205481
2019-01-018773.972602739726
2019-02-019154.109589041096
2019-03-018633.561643835617
2019-04-019239.72602739726
2019-05-018051.3698630137
2019-06-0110195.205479452054
2019-07-0110147.260273972603
2019-08-019890.41095890411
2019-09-0110325.342465753425
2019-10-0110099.315068493152
2019-11-019750
2019-12-0110410.958904109588
2020-01-019866.438356164383
2020-02-018534.246575342468
2020-03-015914.3835616438355
2020-04-016760.273972602739
2020-05-017914.3835616438355
2020-06-017722.602739726028
2020-07-017602.739726027397
2020-08-018167.808219178083
2020-09-017592.465753424659
2020-10-018599.315068493152
2020-11-019797.945205479453
2020-12-019777.397260273974
2021-01-019243.150684931506
2021-02-019363.013698630137
2021-03-0110130.13698630137
2021-04-0110921.23287671233
2021-05-0111109.589041095891
2021-06-0110441.780821917808
2021-07-0110308.219178082192
2021-08-0110458.90410958904
2021-09-019996.575342465754
2021-10-0110681.50684931507
2021-11-0110383.561643835617
2021-12-0111342.465753424658
2022-01-0110140.410958904109
2022-02-019260.27397260274
2022-03-018417.808219178083
2022-04-018688.356164383562
2022-05-019301.369863013699
2022-06-017571.917808219178
2022-07-018636.986301369863
2022-08-018818.493150684932
2022-09-017212.328767123287
2022-10-017986.301369863014
2022-11-019191.78082191781
2022-12-018722.602739726028
2023-01-0110308.219178082192
2023-02-0110205.479452054795
2023-03-0110373.287671232876
2023-04-0110811.643835616438
2023-05-019934.931506849316
2023-06-0111236.301369863015
2023-07-0110958.90410958904
2023-08-019691.78082191781
2023-09-019212.328767123288
2023-10-018982.876712328767
2023-11-0110777.397260273972
2023-12-0111633.561643835617
2024-01-0111102.739726027397
2024-02-0111208.904109589039
2024-03-0111777.397260273974
2024-04-0110767.123287671235
2024-05-0112188.356164383562
2024-06-0111702.054794520549
2024-07-0112208.90410958904
2024-08-0112500
2024-09-0112393.835616438355
2024-10-0112986.301369863013
2024-11-0113856.164383561645
2024-12-0111719.178082191782
2025-01-0112308.219178082192
2025-02-0112400.684931506848
2025-03-0111359.589041095893
2025-04-0111130.136986301372
2025-05-0110547.945205479453
2025-06-0110167.808219178083
2025-07-019698.630136986301
2025-08-0110705.479452054797
2025-09-019801.369863013699
2025-10-019750
2025-11-0110318.493150684932
2025-12-0111065.068493150688
2026-01-0111500
2026-02-0111441.780821917806
2026-03-019486.301369863015
2026-04-019842.465753424658
Annual Return Matrix
YearAnnual Return
20170.18970588235294117
2018-0.27626699629171814
20190.2980358667805294
2020-0.06085526315789469
20210.16007005253940454
2022-0.2309782608695652
20230.3337259521005105
20240.007359434795407793
2025-0.055815312682641616
2026-0.11049210770659246
Total Factor Risk
0.2602081855261441
VTI.US Exposure
0.03935722996187255
VEA.US Exposure
0.3015068605651039
VWO.US Exposure
0.024976756311256152
QQQ.US Exposure
-0.11437367640594095
VTV.US Exposure
0.1366331607252351
IJR.US Exposure
0.1993608782177304
QUAL.US Exposure
0.005971052405077921
SHV.US Exposure
0.002179618984876553
TLT.US Exposure
0.06378614294612577
LQD.US Exposure
-0.049825457003882544
HYG.US Exposure
-0.0432274494271171
GLD.US Exposure
-0.02056315274158183
USO.US Exposure
0.07004889726123821
VNQ.US Exposure
-0.036143942312577254
BTC-USD.CC Exposure
0.0200619915284511
CPER.US Exposure
0.02249156633093244
VIX.INDX Exposure
0.09806250276598281
UUP.US Exposure
0.011363734148458728
TIP.US Exposure
-0.005718358787786073
Idiosyncratic Exposure
0.27405164452654407
Value Score
43.8
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
26.0%

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 →15.4x
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$5.7B
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 →
-4.8%
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 →
-4.9%
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 →
19.2% 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 →
1.33
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Axalta Coating Systems Ltd a high-risk investment?

Axalta Coating Systems Ltd (AXTA.US) has an annualized volatility of 26.0% and experienced a maximum drawdown of 48.1% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, AXTA.US has generated a Compound Annual Growth Rate (CAGR) of 0.2%. It has had a positive return in 50% 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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