Corporacion America Airports

10-Year Study

CAAP.US · Industrials · US · Common Stock

Executive Summary: Corporacion America Airports has compounded at 6.2% annually over the last 10 years, with a maximum drawdown of 89.2% and an annualized volatility of 45.3%.

1Y CAGR
+29.3%
3Y CAGR
+38.6%
5Y CAGR
+36.3%
10Y CAGR
+6.2%

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 →
89.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.36
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.57
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
58.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +84.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -33.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
75%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202614.0-3.8-11.33.1————————0.3%
20254.9-6.50.06.35.9-1.7-1.78.0-15.822.314.42.639.3%
2024-1.9-7.815.70.88.3-9.3-4.6-5.215.98.20.1-1.316.2%
20238.01.76.25.0-5.915.221.9-0.4-5.2-20.138.39.084.0%
2022-5.41.18.77.3-1.6-12.0-5.424.11.418.414.4-2.951.3%
20211.08.911.817.5-1.40.5-2.81.4-0.20.22.10.244.6%
2020-13.5-17.7-56.737.8-3.9-11.025.7-13.1-6.3-22.982.627.1-33.5%
201921.6-1.94.6-6.9-2.67.6-5.2-35.8-7.7-12.69.338.6-9.5%
2018——-22.40.0-3.2-29.332.0-18.3-6.2-7.10.6-16.9-58.3%

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 45.3%. The dominant macroeconomic risk driver is VTI.US, accounting for 44.5% of variance. Idiosyncratic stock-specific factors contribute 27.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2018-02-0110000
2018-03-017756.1282212445
2018-04-017756.1282212445
2018-05-017504.7140163419235
2018-06-015304.839723444375
2018-07-017001.88560653677
2018-08-015719.673161533626
2018-09-015367.693274670018
2018-10-014984.286612193589
2018-11-015015.7133878064105
2018-12-014167.190446260214
2019-01-015065.996228786927
2019-02-014971.715901948461
2019-03-015197.988686360779
2019-04-014839.723444374607
2019-05-014714.016341923319
2019-06-015072.281583909491
2019-07-014808.296668761785
2019-08-013086.1093651791325
2019-09-012847.2658705216845
2019-10-012489.0006285355125
2019-11-012721.558768070396
2019-12-013771.213073538655
2020-01-013262.099308610937
2020-02-012683.846637335009
2020-03-011162.7906976744187
2020-04-011602.7655562539283
2020-05-011539.912005028284
2020-06-011370.2074167190449
2020-07-011722.1873035826527
2020-08-011495.914519170333
2020-09-011401.6341923318669
2020-10-011081.081081081081
2020-11-011973.6015084852295
2020-12-012507.8566939032053
2021-01-012532.9981143934633
2021-02-012759.2708988057825
2021-03-013086.1093651791325
2021-04-013626.649905719673
2021-05-013576.367064739158
2021-06-013595.223130106851
2021-07-013494.6574481458197
2021-08-013544.9402891263353
2021-09-013538.654934003771
2021-10-013544.9402891263353
2021-11-013620.364550597109
2021-12-013626.649905719673
2022-01-013431.8038969201757
2022-02-013469.516027655562
2022-03-013771.213073538655
2022-04-014047.76869893149
2022-05-013984.9151477058454
2022-06-013507.2281583909494
2022-07-013318.667504714016
2022-08-014116.907605279698
2022-09-014173.475801382778
2022-10-014940.289126335638
2022-11-015650.534255185417
2022-12-015487.115021998743
2023-01-015927.089880578253
2023-02-016027.655562539284
2023-03-016398.491514770584
2023-04-016719.04462602137
2023-05-016323.067253299812
2023-06-017284.726587052168
2023-07-018881.206788183534
2023-08-018843.494657448146
2023-09-018384.663733500942
2023-10-016700.188560653677
2023-11-019264.613450659963
2023-12-0110094.280326838465
2024-01-019899.43431803897
2024-02-019126.335637963544
2024-03-0110559.396605908234
2024-04-0110647.391577624137
2024-05-0111527.341294783155
2024-06-0110458.830923947204
2024-07-019981.143934632308
2024-08-019465.744814582024
2024-09-0110974.230043997486
2024-10-0111873.0358265242
2024-11-0111879.321181646763
2024-12-0111728.472658705217
2025-01-0112300.439974858578
2025-02-0111502.199874292897
2025-03-0111502.199874292897
2025-04-0112225.015713387806
2025-05-0112947.831552482716
2025-06-0112734.129478315526
2025-07-0112514.14204902577
2025-08-0113519.798868636079
2025-09-0111389.063482086738
2025-10-0113928.346951602765
2025-11-0115933.375235700818
2025-12-0116341.923318667505
2026-01-0118629.792583280956
2026-02-0117913.26209930861
2026-03-0115895.66310496543
2026-04-0116392.20615964802
Annual Return Matrix
YearAnnual Return
2019-0.09502262443438914
2020-0.33499999999999996
20210.44611528822055124
20220.5129982668977471
20230.8396334478808702
20240.16189290161892922
20250.39335476956055726
20260.003076923076922977
Total Factor Risk
0.4527070005539584
VTI.US Exposure
0.4454181732564977
VEA.US Exposure
0.07241465251116205
VWO.US Exposure
-0.00030431189398231616
QQQ.US Exposure
-0.020216319769580892
VTV.US Exposure
-0.033140656915291944
IJR.US Exposure
0.028356482136080007
QUAL.US Exposure
-0.007483092213898356
SHV.US Exposure
0.07335186733019787
TLT.US Exposure
0.009545990833175958
LQD.US Exposure
0.16673008753670496
HYG.US Exposure
0.0006891997389602404
GLD.US Exposure
-0.007103462222069362
USO.US Exposure
0.00628792000460598
VNQ.US Exposure
-0.0006335122763296022
BTC-USD.CC Exposure
-0.0006937144099204072
CPER.US Exposure
0.014940131093729951
VIX.INDX Exposure
-0.01829789709731285
UUP.US Exposure
-0.005561720079960797
TIP.US Exposure
0.002889041835953692
Idiosyncratic Exposure
0.2728111406012782
Value Score
43.2
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
45.3%

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 →16.9x
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$4.2B
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
$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 →
-2.6%
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 →
+11.7%
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 →
14.1% 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 →
0.81
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Corporacion America Airports a high-risk investment?

Corporacion America Airports (CAAP.US) has an annualized volatility of 45.3% and experienced a maximum drawdown of 89.2% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, CAAP.US has generated a Compound Annual Growth Rate (CAGR) of 6.2%. It has had a positive return in 75% 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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