Acuity Brands Inc

10-Year Study

AYI.US · Industrials · US · Common Stock

Executive Summary: Acuity Brands Inc has compounded at 1.2% annually over the last 10 years, with a maximum drawdown of 68.5% and an annualized volatility of 36.8%.

1Y CAGR
+10.1%
3Y CAGR
+24.5%
5Y CAGR
+9.3%
10Y CAGR
+1.2%

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 →
68.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.14
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.29
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
35.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +75.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -34.4%
% 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.
2026-14.1-2.4-7.11.2————————-21.2%
202513.8-10.6-11.4-7.46.714.84.44.95.56.00.4-1.723.5%
202416.35.67.0-7.54.6-7.04.21.38.19.26.7-8.942.9%
202313.83.0-5.8-13.8-4.38.21.4-2.45.6-4.810.714.324.1%
2022-9.5-4.83.8-8.81.5-12.018.5-10.1-3.916.72.6-12.0-21.5%
2021-0.62.533.812.50.10.7-6.25.2-6.018.6-2.05.275.4%
2020-14.5-12.7-16.71.2-0.511.13.610.3-6.4-12.833.22.0-11.8%
20195.37.6-7.822.0-15.511.5-2.6-6.67.5-7.34.85.520.5%
2018-12.2-7.7-2.4-13.9-1.3-2.020.19.92.9-20.03.5-11.6-34.4%
2017-10.22.0-3.5-13.6-7.524.8-0.2-12.8-3.1-2.32.52.7-23.6%
2016———11.96.2-4.35.94.8-3.8-15.512.5-8.26.0%

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 36.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 34.6% of variance. Idiosyncratic stock-specific factors contribute 17.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111186.10037074955
2016-05-0111880.963503912206
2016-06-0111372.772035648375
2016-07-0112042.440481515298
2016-08-0112624.762927127575
2016-09-0112142.017004402325
2016-10-0110264.679112075417
2016-11-0111542.882323344917
2016-12-0110599.380806125864
2017-01-019520.467902687828
2017-02-019707.44722392222
2017-03-019372.07341910792
2017-04-018096.227328686303
2017-05-017489.817758586333
2017-06-019345.832700271258
2017-07-019322.82947271964
2017-08-018133.150822128727
2017-09-017879.665667493552
2017-10-017698.034833323631
2017-11-017892.326908995729
2017-12-018103.194561393294
2018-01-017116.285101812948
2018-02-016569.797519532627
2018-03-016413.593298203712
2018-04-015524.248762393226
2018-05-015454.140983279115
2018-06-015344.369202748839
2018-07-016418.899186698644
2018-08-017056.495642876313
2018-09-017257.79281665055
2018-10-015806.648879397297
2018-11-016009.082015025935
2018-12-015312.595403046365
2019-01-015594.2429453218965
2019-02-016020.370635954045
2019-03-015552.605210183709
2019-04-016776.47631259209
2019-05-015727.103150542872
2019-06-016386.547939720184
2019-07-016221.734074169789
2019-08-015813.351054338262
2019-09-016248.154653633397
2019-10-015790.717014389324
2019-11-016068.672680638051
2019-12-016403.710430070425
2020-01-015475.473400269886
2020-02-014778.205814515415
2020-03-013979.2081115249484
2020-04-014028.6745171097155
2020-05-014008.198804684139
2020-06-014454.38568839525
2020-07-014616.832966748977
2020-08-015091.560892051912
2020-09-014768.24248241744
2020-10-014158.481824846988
2020-11-015538.424619701271
2020-12-015648.986840355235
2021-01-015615.52329739434
2021-02-015758.4320318523705
2021-03-017705.929768211718
2021-04-018670.886764955767
2021-05-018681.635804003035
2021-06-018741.463128334817
2021-07-018203.353264730704
2021-08-018631.341092899434
2021-09-018109.333488581454
2021-10-019614.994128497165
2021-11-019424.029474423582
2021-12-019909.392842588346
2022-01-018970.037586137856
2022-02-018541.041591823347
2022-03-018865.600093148872
2022-04-018083.935274786806
2022-05-018202.984077128023
2022-06-017219.676563261006
2022-07-018555.804362756166
2022-08-017689.4346554509375
2022-09-017386.416830789489
2022-10-018617.226766858503
2022-11-018838.796126559404
2022-12-017774.139544394098
2023-01-018849.592497350606
2023-02-019111.199779244746
2023-03-018583.673293584136
2023-04-017398.917144362293
2023-05-017084.397705925036
2023-06-017666.890545815471
2023-07-017774.541864217534
2023-08-017588.225187398207
2023-09-018013.089120467335
2023-10-017626.213645079132
2023-11-018440.295974861165
2023-12-019644.235679899202
2024-01-0111213.548049056515
2024-02-0111836.80298682237
2024-03-0112660.820249656017
2024-04-0111705.244404559562
2024-05-0112238.417567271425
2024-06-0111381.85499730919
2024-07-0111855.8918791507
2024-08-0112013.908906272261
2024-09-0112989.832668085672
2024-10-0114190.146761538414
2024-11-0115133.984334139392
2024-12-0113786.184526590263
2025-01-0115686.132792994145
2025-02-0114029.31822882721
2025-03-0112434.361520806799
2025-04-0111510.876598097168
2025-05-0112280.126300025511
2025-06-0114096.936358210425
2025-07-0114720.271759940968
2025-08-0115435.127821741082
2025-09-0116282.366038148439
2025-10-0117267.278098134797
2025-11-0117332.079988753976
2025-12-0117030.29752260919
2026-01-0114627.402145169299
2026-02-0114274.780652865675
2026-03-0113263.301285009517
2026-04-0113416.656135353642
Annual Return Matrix
YearAnnual Return
2017-0.23550302516632948
2018-0.34438259345794386
20190.2053826697207901
2020-0.117857232608641
20210.7541894011502419
2022-0.2154777121174779
20230.24055345608680545
20240.4294740386035809
20250.23531623196844675
2026-0.2121889757039258
Total Factor Risk
0.3676113748586126
VTI.US Exposure
0.29897636495242674
VEA.US Exposure
-0.0577315799835055
VWO.US Exposure
0.015609488043744724
QQQ.US Exposure
-0.03749208782058023
VTV.US Exposure
0.10042522950292805
IJR.US Exposure
0.12218532938623851
QUAL.US Exposure
-0.06967574274055946
SHV.US Exposure
0.3462834559648802
TLT.US Exposure
-0.005141815001784874
LQD.US Exposure
0.10300781995499365
HYG.US Exposure
0.018961084207505873
GLD.US Exposure
-0.0007595464527996833
USO.US Exposure
0.0020688140222149833
VNQ.US Exposure
-0.05694341305053512
BTC-USD.CC Exposure
0.020062869647023595
CPER.US Exposure
0.012984875186170494
VIX.INDX Exposure
-0.023710645088445115
UUP.US Exposure
0.00149294498237243
TIP.US Exposure
0.03605186217822882
Idiosyncratic Exposure
0.17334469210948192
Value Score
42.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
36.8%

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 →19.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.25%
Market Cap$8.1B
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
$9
Avg Yield on Cost
0.09%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$9.470.09%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 →
-12.9%
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 →
24.7% 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 →
1.43
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Acuity Brands Inc a high-risk investment?

Acuity Brands Inc (AYI.US) has an annualized volatility of 36.8% and experienced a maximum drawdown of 68.5% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, AYI.US has generated a Compound Annual Growth Rate (CAGR) of 1.2%. 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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