International Consolidated Airlines Group S.A

10-Year Study

IAG.LSE · Industrials · GB · Common Stock

Executive Summary: International Consolidated Airlines Group S.A has compounded at 6.4% annually over the last 10 years, with a maximum drawdown of 74.1% and an annualized volatility of 41.4%.

1Y CAGR
+23.8%
3Y CAGR
+38.8%
5Y CAGR
+15.0%
10Y CAGR
+6.4%

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 →
74.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.30
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.41
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
46.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +97.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -56.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.91.3-17.410.4————————-6.8%
202511.94.3-26.0-0.325.46.311.50.41.08.2-4.24.540.9%
2024-4.5-0.520.0-0.9-2.1-5.32.210.413.82.723.715.897.6%
202336.3-8.3-2.50.81.54.95.7-5.3-8.6-2.66.21.225.2%
20229.5-4.8-4.31.2-11.3-15.710.3-8.9-12.528.410.6-7.9-13.1%
2021-10.534.23.32.3-0.1-14.0-3.5-5.212.0-8.2-22.211.8-10.8%
2020-8.9-17.1-54.43.23.0-2.8-16.031.3-33.71.559.93.6-56.3%
20194.2-7.0-14.55.5-16.55.73.5-0.612.611.87.912.821.6%
2018-1.7-4.00.02.58.00.46.9-2.7-4.4-8.66.9-1.20.8%
20178.112.6-1.55.97.93.7-5.25.8-2.97.2-0.96.255.8%
2016———-5.12.0-28.39.7-5.74.18.9-0.25.2-14.4%

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 41.4%. The dominant macroeconomic risk driver is VTI.US, accounting for 33.9% of variance. Idiosyncratic stock-specific factors contribute 26.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019485.094182425797
2016-05-019674.794855922066
2016-06-016941.526374337325
2016-07-017616.916997519187
2016-08-017185.418596316483
2016-09-017481.840734655502
2016-10-018149.728413909304
2016-11-018132.84213563945
2016-12-018558.648166852068
2017-01-019253.587403246001
2017-02-0110424.11647249929
2017-03-0110268.821358256264
2017-04-0110870.588180536099
2017-05-0111724.704327225169
2017-06-0112160.01005357251
2017-07-0111522.106223440649
2017-08-0112189.910122923542
2017-09-0111831.09067298428
2017-10-0112678.304297436807
2017-11-0112559.928135574288
2017-12-0113338.521473220728
2018-01-0113117.235826091814
2018-02-0112592.71395258996
2018-03-0112592.71395258996
2018-04-0112912.343087470734
2018-05-0113945.003234830045
2018-06-0114005.780804192713
2018-07-0114976.06225767865
2018-08-0114571.075499536884
2018-09-0113925.626835591509
2018-10-0112727.543530572635
2018-11-0113608.11546714204
2018-12-0113442.79936141197
2019-01-0114008.350050500587
2019-02-0113029.509097086791
2019-03-0111137.073014070347
2019-04-0111754.832463730343
2019-05-019812.370548617868
2019-06-0110373.573998482658
2019-07-0110731.541687417675
2019-08-0110663.27048299038
2019-09-0112011.035657601386
2019-10-0113432.13140391624
2019-11-0114494.18428756941
2019-12-0116351.740059297459
2020-01-0114891.858933483518
2020-02-0112348.835693905952
2020-03-015627.617536036937
2020-04-015805.523879561924
2020-05-015978.198641836825
2020-06-015813.371251437056
2020-07-014881.242174736676
2020-08-016408.570670563978
2020-09-014245.7819212563245
2020-10-014309.231134424643
2020-11-016890.127484884734
2020-12-017140.349733999227
2021-01-016389.678332224027
2021-02-018576.912156910203
2021-03-018860.646314388245
2021-04-019061.722419001253
2021-05-019052.785910104307
2021-06-017784.681334332485
2021-07-017511.219507654213
2021-08-017120.689414425946
2021-09-017975.9226247271345
2021-10-017319.084566369869
2021-11-015695.302282067871
2021-12-016366.438754660249
2022-01-016970.556064957248
2022-02-016638.113279559132
2022-03-016355.714943983914
2022-04-016432.57357492937
2022-05-015703.345140075122
2022-06-014808.791290627371
2022-07-015305.665839729298
2022-08-014835.60081731821
2022-09-014230.143030686669
2022-10-015431.670615176241
2022-11-016007.19109700301
2022-12-015533.546816601427
2023-01-017542.497288793525
2023-02-016916.043360685877
2023-03-016746.245037212182
2023-04-016798.523614259317
2023-05-016899.063993781679
2023-06-017234.187731848881
2023-07-017645.271795540124
2023-08-017238.6559862973545
2023-09-016613.091054647684
2023-10-016441.063258381469
2023-11-016840.976685951528
2023-12-016925.873520472519
2024-01-016615.325181871921
2024-02-016579.579146284136
2024-03-017897.728171878855
2024-04-017824.0019734790485
2024-05-017658.676558885543
2024-06-017249.826622418536
2024-07-017408.449655339332
2024-08-018176.998729340141
2024-09-019309.375421807876
2024-10-019558.652821283786
2024-11-0111820.278428105323
2024-12-0113683.056472220025
2025-01-0115314.690782828873
2025-02-0115967.34450707241
2025-03-0111820.278428105323
2025-04-0111784.02040502865
2025-05-0114779.877960800377
2025-06-0115713.598853148025
2025-07-0117523.516516250947
2025-08-0117597.20547919702
2025-09-0117781.418577698754
2025-10-0119245.935517502992
2025-11-0118445.512895103075
2025-12-0119283.31060419178
2026-01-0119464.833441161
2026-02-0119720.827185604776
2026-03-0116281.20214662391
2026-04-0117975.415291669964
Annual Return Matrix
YearAnnual Return
20170.5584846126612926
20180.007817799626487654
20190.216393968226269
2020-0.5633278349517741
2021-0.10838558448390156
2022-0.1308254065036193
20230.25161560026815244
20240.9756434234286302
20250.409283857253798
2026-0.06782524740526197
Total Factor Risk
0.41367415579650063
VTI.US Exposure
0.3392694167901615
VEA.US Exposure
0.2668151813662179
VWO.US Exposure
0.00441453279177128
QQQ.US Exposure
-0.04359479506524141
VTV.US Exposure
-0.0721907212248109
IJR.US Exposure
0.0895276284903772
QUAL.US Exposure
-0.14910198287050425
SHV.US Exposure
0.14532718712136844
TLT.US Exposure
-0.01489985026954034
LQD.US Exposure
0.03624147536402347
HYG.US Exposure
0.1080627465418804
GLD.US Exposure
0.006777840529198165
USO.US Exposure
0.007818630361058714
VNQ.US Exposure
-0.015132764997913594
BTC-USD.CC Exposure
0.014480668776889472
CPER.US Exposure
0.003932432820470795
VIX.INDX Exposure
0.019189374895102532
UUP.US Exposure
-0.016324467497493462
TIP.US Exposure
0.005328509797445649
Idiosyncratic Exposure
0.2640589562795385
Value Score
47.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
31.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
41.4%

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 →6.0x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.65%
Market Cap$16.6B
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 →
-1.5%
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 →
15.5% 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 →
1.35
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is International Consolidated Airlines Group S.A a high-risk investment?

International Consolidated Airlines Group S.A (IAG.LSE) has an annualized volatility of 41.4% and experienced a maximum drawdown of 74.1% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of IAG.LSE?

Over the past 10 years, IAG.LSE has generated a Compound Annual Growth Rate (CAGR) of 6.4%. It has had a positive return in 60% 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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