ALD SA

10-Year Study

AYV.PA · Industrials · FR · Common Stock

Executive Summary: ALD SA has compounded at 4.5% annually over the last 10 years, with a maximum drawdown of 50.4% and an annualized volatility of 38.0%.

1Y CAGR
+31.0%
3Y CAGR
+8.5%
5Y CAGR
+5.9%
10Y CAGR
+4.5%

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 →
50.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.18
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.25
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
32.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +89.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -34.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
44%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20267.1-11.8-7.210.2————————-3.5%
20258.813.6-0.210.44.75.50.10.18.512.7-4.17.189.3%
2024-3.9-8.615.7-5.318.2-21.113.12.70.7-4.32.65.38.5%
20237.28.8-14.01.01.7-2.6-1.4-7.6-17.9-13.6-0.32.1-34.0%
20222.3-5.6-3.77.67.8-13.94.0-6.1-12.914.2-2.712.2-1.4%
2021-1.67.13.04.80.90.6-2.4-3.6-0.89.0-3.94.718.2%
2020-4.6-8.9-33.411.318.6-11.2-3.61.5-8.016.817.06.3-11.5%
201922.00.0-1.95.28.51.0-1.90.9-3.8-3.17.91.038.9%
201810.0-5.6-1.56.16.51.84.54.5-1.4-16.4-11.6-10.7-16.3%
2017——————8.1-13.25.8-12.311.5-3.2-6.1%

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 38.0%. The dominant macroeconomic risk driver is VEA.US, accounting for 36.2% of variance. Idiosyncratic stock-specific factors contribute 25.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2017-06-0110000
2017-07-0110807.208985886184
2017-08-019381.820122195246
2017-09-019927.296496891759
2017-10-018701.87561697927
2017-11-019701.848936794644
2017-12-019392.758997892266
2018-01-0110334.569515221046
2018-02-019752.80808943198
2018-03-019607.267682292362
2018-04-0110196.366158853818
2018-05-0110855.7669219071
2018-06-0111052.266481684055
2018-07-0111551.185934206665
2018-08-0112072.783543662123
2018-09-0111906.565993436676
2018-10-019956.111096288787
2018-11-018799.391691790506
2018-12-017861.983404925162
2019-01-019593.260585363252
2019-02-019593.260585363252
2019-03-019411.835329900483
2019-04-019903.150929804435
2019-05-0110745.977962167499
2019-06-0110856.43392652277
2019-07-0110651.396707665217
2019-08-0110745.977962167499
2019-09-0110335.636722606121
2019-10-0110020.143539393293
2019-11-0110809.076598810063
2019-12-0110919.532563165338
2020-01-0110414.61006910168
2020-02-019483.605026546784
2020-03-016311.864678103571
2020-04-017021.957791947921
2020-05-018326.085216509699
2020-06-017393.479362877191
2020-07-017124.676502761399
2020-08-017233.9318588084625
2020-09-016654.171446866412
2020-10-017771.670979963181
2020-11-019090.739307916012
2020-12-019661.96206077746
2021-01-019510.8188148662
2021-02-0110183.026066540378
2021-03-0110485.44595928604
2021-04-0110989.56804781089
2021-05-0111084.949707851978
2021-06-0111155.51879619007
2021-07-0110890.717963768308
2021-08-0110502.387876524106
2021-09-0110414.209866332276
2021-10-0111349.617139350603
2021-11-0110908.326885622047
2021-12-0111420.319628611831
2022-01-0111685.12046103359
2022-02-0111031.856140444492
2022-03-0110626.050532269683
2022-04-0111437.928550465567
2022-05-0112335.583362236866
2022-06-0110616.979269496545
2022-07-0111037.192177369869
2022-08-0110368.72015154345
2022-09-019032.176302660015
2022-10-0110311.491155518797
2022-11-0110036.018249246286
2022-12-0111260.505322696834
2023-01-0112076.785571356155
2023-02-0113144.126357354393
2023-03-0111302.259811637898
2023-04-0111417.384808302873
2023-05-0111606.280515461167
2023-06-0111300.925802406551
2023-07-0111139.510685413945
2023-08-0110298.151063205356
2023-09-018454.016701795576
2023-10-017301.432725914463
2023-11-017278.487767135349
2023-12-017428.297003815266
2024-01-017140.151009844988
2024-02-016523.571943117846
2024-03-017549.291641098156
2024-04-017151.623489234546
2024-05-018456.417918411997
2024-06-016670.312958565674
2024-07-017544.889410634722
2024-08-017748.192417491529
2024-09-017803.553800592301
2024-10-017464.848856754088
2024-11-017655.745577759399
2024-12-018062.218190549878
2025-01-018770.57709239348
2025-02-019965.449160908192
2025-03-019946.906432592514
2025-04-0110981.697393345963
2025-05-0111497.958965876043
2025-06-0112126.81091753155
2025-07-0112133.214161842001
2025-08-0112146.020650462902
2025-09-0113179.077399215605
2025-10-0114847.255943011123
2025-11-0114244.150369520556
2025-12-0115261.065606573995
2026-01-0116341.61308396254
2026-02-0114407.299698513916
2026-03-0113366.772498065686
2026-04-0114727.461914036443
Annual Return Matrix
YearAnnual Return
2018-0.16297400937366846
20190.38890302876049865
2020-0.11516706371021923
20210.1819876290937208
2022-0.013993855786190612
2023-0.34032294369217286
20240.0853386969326917
20250.8929115096962077
2026-0.034965034965035
Total Factor Risk
0.37989829882219933
VTI.US Exposure
0.3106898801993521
VEA.US Exposure
0.36183805233923844
VWO.US Exposure
-0.04132483448677397
QQQ.US Exposure
-0.03182138416316859
VTV.US Exposure
-0.03804254495310484
IJR.US Exposure
0.03311992916608866
QUAL.US Exposure
-0.09848351811710397
SHV.US Exposure
0.13037133985062638
TLT.US Exposure
0.0611462037367006
LQD.US Exposure
0.011433924735354371
HYG.US Exposure
0.06625517093512621
GLD.US Exposure
-0.010747214542958109
USO.US Exposure
0.0051204080610559415
VNQ.US Exposure
-0.03501956749968734
BTC-USD.CC Exposure
-0.005763523753620513
CPER.US Exposure
0.029865046807048365
VIX.INDX Exposure
-0.004531110109670654
UUP.US Exposure
-0.000492512500837498
TIP.US Exposure
0.003315527540427495
Idiosyncratic Exposure
0.25307072675590686
Value Score
46.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
68.5
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
38.0%

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 →9.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →5.71%
Market Cap$8.2B
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
$560
Avg Yield on Cost
5.60%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2025$560.285.60%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 →
+5.2%
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 →
+7.3%
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 →
11.3% 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 →
0.73
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is ALD SA a high-risk investment?

ALD SA (AYV.PA) has an annualized volatility of 38.0% and experienced a maximum drawdown of 50.4% over the last 10 years. Its primary macro risk driver is VEA.US.

What is the 10-year return of AYV.PA?

Over the past 10 years, AYV.PA has generated a Compound Annual Growth Rate (CAGR) of 4.5%. It has had a positive return in 44% 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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