AutoZone Inc

10-Year Study

AZO.US · Consumer Cyclical · US · Common Stock

Executive Summary: AutoZone Inc has compounded at 16.6% annually over the last 10 years, with a maximum drawdown of 35.1% and an annualized volatility of 36.4%.

1Y CAGR
-7.1%
3Y CAGR
+13.9%
5Y CAGR
+20.3%
10Y CAGR
+16.6%

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 →
35.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.61
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.98
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
24.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +76.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · -9.9%
% 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.
20269.21.4-10.13.3————————2.9%
20254.64.39.2-1.3-0.8-0.61.511.42.2-14.47.6-14.25.9%
20246.88.84.8-6.2-6.37.05.71.5-1.0-4.55.31.023.8%
2023-1.12.0-1.18.3-10.44.5-0.52.00.3-2.55.4-0.94.8%
2022-5.2-6.29.7-4.45.34.3-0.5-0.91.118.31.8-4.417.6%
2021-5.73.721.14.3-3.96.18.8-4.69.65.11.815.476.8%
2020-11.2-2.4-18.120.612.5-1.77.0-0.9-1.6-4.10.84.2-0.5%
20191.110.89.10.4-0.17.02.1-1.9-1.55.52.91.142.1%
20187.6-13.2-2.4-3.74.03.35.28.71.2-5.410.33.617.8%
2017-8.21.6-1.8-4.3-12.5-5.9-5.4-2.112.6-0.916.53.6-9.9%
2016———-3.9-0.44.22.5-8.93.6-3.45.50.8-0.9%

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 36.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 45.4% of variance. Idiosyncratic stock-specific factors contribute 16.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019605.116168145702
2016-05-019567.083809260817
2016-06-019964.22698916768
2016-07-0110216.89741304648
2016-08-019311.024363303166
2016-09-019644.15268172062
2016-10-019315.5430594083
2016-11-019830.423376721183
2016-12-019913.391657984912
2017-01-019099.900839724358
2017-02-019245.126711769946
2017-03-019075.675607827385
2017-04-018688.322936148314
2017-05-017605.467622287212
2017-06-017160.376055931417
2017-07-016775.7848096499265
2017-08-016632.94380499316
2017-09-017469.78121979691
2017-10-017399.364872158556
2017-11-018620.165936562527
2017-12-018929.069023083004
2018-01-019607.752074207032
2018-02-018343.521319459263
2018-03-018142.313823444501
2018-04-017838.933587719188
2018-05-018150.221541628488
2018-06-018421.46882727284
2018-07-018855.765730710815
2018-08-019625.826858627572
2018-09-019736.534913203379
2018-10-019206.466756203792
2018-11-0110155.392938282142
2018-12-0110522.78803549687
2019-01-0110635.755438125243
2019-02-0111785.889116218354
2019-03-0112854.686264419031
2019-04-0112907.278866309352
2019-05-0112892.216545958903
2019-06-0113800.474463091039
2019-07-0114096.323538641127
2019-08-0113828.339755739371
2019-09-0113614.078248754218
2019-10-0114364.18180220663
2019-11-0114785.173656001707
2019-12-0114953.244047245478
2020-01-0113279.443698301722
2020-02-0112959.99698753593
2020-03-0110618.93584706724
2020-04-0112806.988916642607
2020-05-0114407.862531222932
2020-06-0114160.08736145803
2020-07-0115155.455697950269
2020-08-0115016.003715372353
2020-09-0114781.659114586602
2020-10-0114170.882024375855
2020-11-0114279.707288907857
2020-12-0114879.564196864527
2021-01-0114037.706008610625
2021-02-0114559.238850744958
2021-03-0117626.680390114096
2021-04-0118377.537059584025
2021-05-0117655.549837452458
2021-06-0118730.246394457063
2021-07-0120378.94287615007
2021-08-0119444.827975749664
2021-09-0121313.05777655048
2021-10-0122403.193211914295
2021-11-0122807.74203266013
2021-12-0126313.74813289987
2022-01-0124932.533356763608
2022-02-0123389.1475981875
2022-03-0125663.43245176919
2022-04-0124544.92964641203
2022-05-0125852.590091503593
2022-06-0126975.61159296589
2022-07-0126828.377411540245
2022-08-0126600.18325823093
2022-09-0126885.36319019945
2022-10-0131792.5416410398
2022-11-0132371.436819842096
2022-12-0130955.327668227288
2023-01-0130612.28332224579
2023-02-0131210.88503683992
2023-03-0130854.535641215527
2023-04-0133429.69034379746
2023-05-0129959.45725439004
2023-06-0131296.489224164983
2023-07-0131150.38471676561
2023-08-0131773.086143920467
2023-09-0131881.785889116214
2023-10-0131092.771341425145
2023-11-0132759.66812687494
2023-12-0132454.405101105825
2024-01-0134670.07242465702
2024-02-0137731.363516549725
2024-03-0139559.30161041308
2024-04-0137108.53657005861
2024-05-0134768.103026271194
2024-06-0137205.186458974
2024-07-0139333.868882501345
2024-08-0139933.72579045802
2024-09-0139539.092997276224
2024-10-0137768.768278753334
2024-11-0139783.85570297104
2024-12-0140191.29146845072
2025-01-0142051.613551067545
2025-02-0143844.02967277109
2025-03-0147857.76148815725
2025-04-0147227.9067140293
2025-05-0146856.87030086984
2025-06-0146595.6645621258
2025-07-0147300.45437999723
2025-08-0152699.66737375893
2025-09-0153850.81022731552
2025-10-0146121.20021589326
2025-11-0149634.488948022445
2025-12-0142569.882890459274
2026-01-0146496.002209140315
2026-02-0147139.79213997917
2026-03-0142397.67036111913
2026-04-0143797.33647968469
Annual Return Matrix
YearAnnual Return
2017-0.09929221691842127
20180.17848658222865743
20190.42103442517355716
2020-0.004927348884840921
20210.7684488459981103
20220.1763937053697069
20230.048427122107875364
20240.23839248765281695
20250.059181761399125454
20260.028833849329205297
Total Factor Risk
0.3640044915024029
VTI.US Exposure
0.3087856500167151
VEA.US Exposure
0.03577722387500194
VWO.US Exposure
-0.002301488683760909
QQQ.US Exposure
-0.0038340481733091167
VTV.US Exposure
0.012406889986425178
IJR.US Exposure
-0.014638691905477024
QUAL.US Exposure
-0.007117528334822241
SHV.US Exposure
0.4538725338686986
TLT.US Exposure
0.00665992505632522
LQD.US Exposure
0.027206795008901823
HYG.US Exposure
0.011066959263247182
GLD.US Exposure
0.0012779396244186152
USO.US Exposure
0.0021803278041392527
VNQ.US Exposure
-0.00024551717397854023
BTC-USD.CC Exposure
0.00009821753876466726
CPER.US Exposure
-0.0005528898190210175
VIX.INDX Exposure
0.002683300018302182
UUP.US Exposure
0.002016474215399972
TIP.US Exposure
0.0031725036436249703
Idiosyncratic Exposure
0.16148542417040415
Value Score
40.5
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
36.4%

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 →23.8x
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$56.3B
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 →
-2.5%
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 →
-7.6%
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 →
19.9% 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 →
0.41
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is AutoZone Inc a high-risk investment?

AutoZone Inc (AZO.US) has an annualized volatility of 36.4% and experienced a maximum drawdown of 35.1% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, AZO.US has generated a Compound Annual Growth Rate (CAGR) of 16.6%. 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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