EA Series Trust

10-Year Study

DRLL.US · · US · ETF

Executive Summary: EA Series Trust has compounded at 10.8% annually over the last 10 years, with a maximum drawdown of 16.4% and an annualized volatility of 31.1%.

1Y CAGR
+46.0%
3Y CAGR
+15.3%
5Y CAGR
+10.8%
10Y CAGR
+10.8%

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 →
16.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.40
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.64
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
22.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +26.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -1.8%
% 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.
202612.89.311.8-8.0————————26.7%
20252.03.34.0-14.32.74.72.94.0-0.3-1.13.0-1.97.7%
2024-0.83.010.0-0.9-0.3-2.51.5-3.4-3.60.17.8-9.40.0%
20232.5-6.7-0.52.4-9.26.67.31.41.6-5.2-0.7-0.2-1.8%
2022————————-9.422.51.6-3.68.6%

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 31.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 41.6% of variance. Idiosyncratic stock-specific factors contribute 5.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2022-08-0110000
2022-09-019056.123528552007
2022-10-0111093.294873773079
2022-11-0111268.220793984185
2022-12-0110861.137367557487
2023-01-0111129.990492380117
2023-02-0110385.385408065371
2023-03-0110338.464816238116
2023-04-0110587.62989452525
2023-05-019613.285107322281
2023-06-0110251.466906931393
2023-07-0111004.589602078573
2023-08-0111163.456484878016
2023-09-0111342.875464004339
2023-10-0110758.386102454186
2023-11-0110679.195363040313
2023-12-0110660.961992331386
2024-01-0110577.34501385283
2024-02-0110894.703973853315
2024-03-0111982.779986886411
2024-04-0111871.79451928225
2024-05-0111833.5213377672
2024-06-0111536.811247670234
2024-07-0111710.20799176165
2024-08-0111317.172094832269
2024-09-0110906.814495729404
2024-10-0110918.85205340089
2024-11-0111775.787450817326
2024-12-0110663.24999617898
2025-01-0110878.313141321756
2025-02-0111241.966737078405
2025-03-0111692.122853594714
2025-04-0110019.00755932201
2025-05-0110290.642540450779
2025-06-0110771.357601944626
2025-07-0111084.893237623754
2025-08-0111529.400388615035
2025-09-0111496.822255280555
2025-10-0111366.45826297728
2025-11-0111709.56360262834
2025-12-0111488.357639501992
2026-01-0112962.15239180887
2026-02-0114162.12858243684
2026-03-0115826.349828338269
2026-04-0114556.75144313596
Annual Return Matrix
YearAnnual Return
2023-0.018430424775220278
20240.00021461513972576007
20250.07737862693068975
20260.26708724605538836
Total Factor Risk
0.31067759904602377
VTI.US Exposure
-0.002100529642291385
VEA.US Exposure
0.006499293670448414
VWO.US Exposure
-0.0014821828519626912
QQQ.US Exposure
-0.0036523507806899766
VTV.US Exposure
0.30771361704718686
IJR.US Exposure
0.007731982368453756
QUAL.US Exposure
-0.003080556405690907
SHV.US Exposure
0.41581445593256383
TLT.US Exposure
0.007469470739511974
LQD.US Exposure
-0.0019947231634387043
HYG.US Exposure
0.03903455483533238
GLD.US Exposure
0.00023840327867560612
USO.US Exposure
0.13997083054935408
VNQ.US Exposure
-0.002837057042741364
BTC-USD.CC Exposure
0.0009641157853878528
CPER.US Exposure
0.006432539647018952
VIX.INDX Exposure
0.0002795060422767626
UUP.US Exposure
0.029665803336314727
TIP.US Exposure
0.002851586422492054
Idiosyncratic Exposure
0.050481240231797925
Value Score
42.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
29.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
31.1%

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 →17.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.43%
Market Cap$122.7B
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 →
+1.7%
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 →
+20.0%
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 →
8.2% 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 →
0.52
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is EA Series Trust a high-risk investment?

EA Series Trust (DRLL.US) has an annualized volatility of 31.1% and experienced a maximum drawdown of 16.4% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, DRLL.US has generated a Compound Annual Growth Rate (CAGR) of 10.8%. 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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