Avis Budget Group Inc

10-Year Study

CAR.US · Industrials · US · Common Stock

Executive Summary: Avis Budget Group Inc has compounded at 32.1% annually over the last 10 years, with a maximum drawdown of 71.9% and an annualized volatility of 262.2%.

1Y CAGR
+314.7%
3Y CAGR
+42.6%
5Y CAGR
+40.8%
10Y CAGR
+32.1%

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 →
71.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.81
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
2.07
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
93.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +456.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -54.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-10.4-15.349.7207.8————————249.9%
202511.3-11.9-3.922.031.538.80.7-7.11.5-15.3-0.1-5.659.2%
2024-7.6-34.013.3-22.119.2-8.1-3.4-18.86.8-5.231.4-26.1-54.5%
202322.09.8-11.3-9.3-5.036.3-3.7-3.1-15.8-9.412.32.013.8%
2022-15.04.143.51.7-28.9-22.723.8-8.0-11.359.3-5.4-26.7-20.9%
202110.834.430.623.5-2.0-11.36.39.628.448.858.4-24.5456.0%
20201.7-1.3-57.118.630.66.313.131.7-22.827.94.56.115.7%
201918.534.5-2.72.0-20.224.03.5-31.914.15.10.18.443.4%
20182.50.53.75.5-21.1-16.67.2-10.73.3-12.54.2-23.3-48.8%
20171.5-7.1-14.53.1-25.019.112.917.75.18.4-7.615.219.6%
2016———-8.319.57.414.0-1.6-5.3-5.418.3-4.234.1%

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 262.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 91.6% of variance. Idiosyncratic stock-specific factors contribute 3.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019173.991821472673
2016-05-0110964.92004200824
2016-06-0111780.003000588576
2016-07-0113424.710231622354
2016-08-0113205.436450996156
2016-09-0112503.683414823676
2016-10-0111827.512319724254
2016-11-0113994.898999419116
2016-12-0113406.437416570172
2017-01-0113603.822288218073
2017-02-0112638.902246209833
2017-03-0110811.4283955699
2017-04-0111147.686661614393
2017-05-018366.256457997531
2017-06-019967.10893290607
2017-07-0111250.014425906618
2017-08-0113241.982081100525
2017-09-0113910.844050179072
2017-10-0115076.765057761328
2017-11-0113925.46230222082
2017-12-0116038.030536759134
2018-01-0116432.761810970613
2018-02-0116513.16219720022
2018-03-0117119.89659510135
2018-04-0118059.23469603653
2018-05-0114250.756879234003
2018-06-0111878.676201870367
2018-07-0112737.575447491623
2018-08-0111370.61500525103
2018-09-0111747.073464410327
2018-10-0110277.785257877506
2018-11-0110705.407599182916
2018-12-018216.380905485306
2019-01-019736.871463248559
2019-02-0113092.106528588301
2019-03-0112741.230010502059
2019-04-0112993.43332730651
2019-05-0110365.494770127985
2019-06-0112850.90536989948
2019-07-0113300.455089267509
2019-08-019053.391242128262
2019-09-0110328.94914002362
2019-10-0110858.937714705577
2019-11-0110873.555966747324
2019-12-0111783.657563599012
2020-01-0111988.313092183467
2020-02-0111834.821445745127
2020-03-015080.419620771767
2020-04-016023.412284717387
2020-05-017869.158950409503
2020-06-018366.256457997531
2020-07-019466.395331391926
2020-08-0112467.13778471931
2020-09-019619.886977830265
2020-10-0112306.298543175777
2020-11-0112854.559932909917
2020-12-0113633.058792301566
2021-01-0115109.656124855259
2021-02-0120303.405668034884
2021-03-0126513.20066628454
2021-04-0132752.23216861769
2021-05-0132097.988451580884
2021-06-0128468.622691374076
2021-07-0130252.241785888767
2021-08-0133168.890820891786
2021-09-0142584.1222701376
2021-10-0163344.38678356138
2021-11-01100361.99408345482
2021-12-0175793.21328414419
2022-01-0164393.36177480967
2022-02-0167046.88227306124
2022-03-0196235.49234657567
2022-04-0197832.72872755809
2022-05-0169546.87265579017
2022-06-0153757.39087282506
2022-07-0166531.51195042105
2022-08-0161177.00010386653
2022-09-0154261.75903734963
2022-10-0186425.56809220271
2022-11-0181725.26149360066
2022-12-0159916.0219889286
2023-01-0173114.14931390388
2023-02-0180285.20979115134
2023-03-0171198.92748192915
2023-04-0164572.4738314054
2023-05-0161326.837187294426
2023-06-0183578.31728531366
2023-07-0180515.44726080885
2023-08-0177993.5295000173
2023-09-0165676.26726781022
2023-10-0159503.017899664934
2023-11-0166831.22458636116
2023-12-0168190.29886631608
2024-01-0162977.7379409038
2024-02-0141561.99869974495
2024-03-0147109.24065874459
2024-04-0136718.74098380836
2024-05-0143750.88959757491
2024-06-0140207.88693166736
2024-07-0138857.62207202182
2024-08-0131540.802234284416
2024-09-0133695.07095622603
2024-10-0131929.339985920313
2024-11-0141958.230268244915
2024-12-0131009.92887066309
2025-01-0134506.76863538617
2025-02-0130394.42352153692
2025-03-0129198.034999172916
2025-04-0135633.91280597348
2025-05-0146851.497793798015
2025-06-0165031.9870436124
2025-07-0165489.76914702499
2025-08-0160869.632120146634
2025-09-0161769.80869324366
2025-10-0152344.88303474912
2025-11-0152271.79177454038
2025-12-0149363.52899991921
2026-01-0144235.60006001177
2026-02-0137472.735036487924
2026-03-0156107.15948128286
2026-04-01172718.4947816687
Annual Return Matrix
YearAnnual Return
20170.19629324617861177
2018-0.48769389815954156
20190.43416641696007185
20200.15694628078938355
20214.559516352041536
2022-0.2094803823093363
20230.13809790107421382
2024-0.5452442739478731
20250.5918620518546085
20262.49890897755611
Total Factor Risk
2.6220004687140186
VTI.US Exposure
0.013635758605797223
VEA.US Exposure
0.0032719901341213046
VWO.US Exposure
-0.001697057723891061
QQQ.US Exposure
0.004179521323313824
VTV.US Exposure
-0.00686965585198856
IJR.US Exposure
0.023277969733603656
QUAL.US Exposure
-0.004197911606812887
SHV.US Exposure
0.9159617841262221
TLT.US Exposure
0.0010497433904728248
LQD.US Exposure
0.0040610033365223695
HYG.US Exposure
-0.00042978861229416563
GLD.US Exposure
0.0011558655901913318
USO.US Exposure
0.00004516730914536895
VNQ.US Exposure
0.003968747623806677
BTC-USD.CC Exposure
0.003577361054695094
CPER.US Exposure
0.003315759860552632
VIX.INDX Exposure
-0.0020229115581643217
UUP.US Exposure
0.0004312515555419594
TIP.US Exposure
0.0004042108680198975
Idiosyncratic Exposure
0.03688119084114473
Value Score
50
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
262.2%

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 →N/A
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$6.7B
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 →
+196.9%
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 →
+199.5%
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 →
0.0% 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 →
1.93
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Avis Budget Group Inc a high-risk investment?

Avis Budget Group Inc (CAR.US) has an annualized volatility of 262.2% and experienced a maximum drawdown of 71.9% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CAR.US has generated a Compound Annual Growth Rate (CAGR) of 32.1%. It has had a positive return in 70% 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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