88 Energy Ltd

10-Year Study

88E.AU · Energy · AU · Common Stock

Executive Summary: 88 Energy Ltd has compounded at -30.7% annually over the last 10 years, with a maximum drawdown of 98.8% and an annualized volatility of 115.6%.

1Y CAGR
-8.4%
3Y CAGR
-50.3%
5Y CAGR
-47.0%
10Y CAGR
-30.7%

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 →
98.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.24
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.02
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
228.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +212.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -63.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
30%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-6.8-2.480.0-33.3————————9.1%
20250.00.0-25.00.0-30.7-15.40.06.8-8.5-4.70.07.3-56.0%
2024-20.050.0-16.7-20.0-25.0-33.30.00.025.0-20.0-50.0100.0-60.0%
20239.1-8.3-18.20.0-16.7-6.70.0-13.10.016.7-28.60.0-53.9%
202268.00.0-59.5-17.6-14.3-33.337.5-18.2-11.10.025.010.0-56.0%
202112.50.0666.6-63.8-12.018.242.3-13.5-9.4-3.5-7.1-3.8212.5%
20200.0-9.15.0-71.40.0-16.70.010.027.3-14.216.614.3-63.6%
201911.8-5.2-16.7-6.60.021.4-5.9-6.3-20.08.346.115.829.4%
201811.50.020.740.0-14.3-45.2-8.74.8-4.5-13.7-5.60.0-34.2%
2017-11.110.0-6.812.24.318.7-47.430.0-48.7-15.023.523.8-42.2%
2016———-35.9-9.8-18.913.364.7-26.8-9.8-2.725.0-29.7%

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 115.6%. The dominant macroeconomic risk driver is LQD.US, accounting for 22.4% of variance. Idiosyncratic stock-specific factors contribute 37.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-016406.170321264661
2016-05-015781.489036206018
2016-06-014687.6593574706785
2016-07-015312.3406425293215
2016-08-018750
2016-09-016406.170321264661
2016-10-015781.489036206018
2016-11-015625.318714941356
2016-12-017031.489036206017
2017-01-016250
2017-02-016875.318714941356
2017-03-016406.170321264661
2017-04-017187.6593574706785
2017-05-017500.000000000001
2017-06-018906.17032126466
2017-07-014687.6593574706785
2017-08-016093.829678735338
2017-09-013125.3187149413566
2017-10-012656.1703212646607
2017-11-013281.4890362060178
2017-12-014062.340642529322
2018-01-014531.489036206017
2018-02-014531.489036206017
2018-03-015469.148393676696
2018-04-017656.170321264662
2018-05-016562.340642529323
2018-06-013593.8296787353393
2018-07-013281.4890362060178
2018-08-013437.659357470678
2018-09-013281.4890362060178
2018-10-012831.463539010709
2018-11-012674.018357980622
2018-12-012674.018357980622
2019-01-012988.2712901580826
2019-02-012831.463539010709
2019-03-012359.1279959204485
2019-04-012202.3202447730746
2019-05-012202.3202447730746
2019-06-012674.018357980622
2019-07-012516.5731769505355
2019-08-012359.1279959204485
2019-09-011887.4298827129016
2019-10-012044.8750637429882
2019-11-012988.2712901580826
2019-12-013460.6068332483433
2020-01-013460.6068332483433
2020-02-013145.716471188169
2020-03-013303.161652218256
2020-04-01944.0336562978073
2020-05-01944.0336562978073
2020-06-01786.5884752677206
2020-07-01786.5884752677206
2020-08-01864.9923508414074
2020-09-011100.841407445181
2020-10-01944.0336562978073
2020-11-011100.841407445181
2020-12-011258.2865884752678
2021-01-011415.7317695053546
2021-02-011415.7317695053546
2021-03-0110852.881183069863
2021-04-013932.3049464558903
2021-05-013460.6068332483433
2021-06-014089.7501274859765
2021-07-015819.734829168792
2021-08-015033.146353901071
2021-09-014561.448240693524
2021-10-014404.003059663437
2021-11-014089.7501274859765
2021-12-013932.3049464558903
2022-01-016606.323304436512
2022-02-016606.323304436512
2022-03-012674.018357980622
2022-04-012202.3202447730746
2022-05-011887.4298827129016
2022-06-011258.2865884752678
2022-07-011729.9847016828148
2022-08-011415.7317695053546
2022-09-011258.2865884752678
2022-10-011258.2865884752678
2022-11-011573.1769505354412
2022-12-011729.9847016828148
2023-01-011887.4298827129016
2023-02-011729.9847016828148
2023-03-011415.7317695053546
2023-04-011415.7317695053546
2023-05-011179.8827129015806
2023-06-011100.841407445181
2023-07-011100.841407445181
2023-08-01956.1448240693524
2023-09-01956.1448240693524
2023-10-011115.5022947475777
2023-11-01796.787353391127
2023-12-01796.787353391127
2024-01-01637.4298827129015
2024-02-01956.1448240693524
2024-03-01796.787353391127
2024-04-01637.4298827129015
2024-05-01478.0724120346762
2024-06-01318.71494135645077
2024-07-01318.71494135645077
2024-08-01318.71494135645077
2024-09-01398.3936766955635
2024-10-01318.71494135645077
2024-11-01159.35747067822538
2024-12-01318.71494135645077
2025-01-01318.71494135645077
2025-02-01318.71494135645077
2025-03-01239.0362060173381
2025-04-01239.0362060173381
2025-05-01165.7317695053544
2025-06-01140.23457419683834
2025-07-01140.23457419683834
2025-08-01149.7960224375319
2025-09-01137.04742478327384
2025-10-01130.67312595614482
2025-11-01130.67312595614482
2025-12-01140.23457419683834
2026-01-01130.67312595614482
2026-02-01127.48597654258032
2026-03-01229.47475777664457
2026-04-01152.9831718510964
Annual Return Matrix
YearAnnual Return
2017-0.4222645272414106
2018-0.3417542758512474
20190.29415971394517304
2020-0.6363971265426414
20212.1251266464032423
2022-0.5600583562976171
2023-0.5394252026529107
2024-0.6
2025-0.56
20260.09090909090909105
Total Factor Risk
1.1564828531886118
VTI.US Exposure
-0.004471201865546562
VEA.US Exposure
0.03810171274423329
VWO.US Exposure
-0.011112715205771912
QQQ.US Exposure
0.03565705560229416
VTV.US Exposure
0.016084858316158676
IJR.US Exposure
0.0021387143066164084
QUAL.US Exposure
-0.0025219270725276664
SHV.US Exposure
0.0729622379698997
TLT.US Exposure
0.053085988286808494
LQD.US Exposure
0.22440943981783287
HYG.US Exposure
0.05874155130551632
GLD.US Exposure
0.0026894958738201617
USO.US Exposure
0.03181753344974044
VNQ.US Exposure
0.04349474283305273
BTC-USD.CC Exposure
0.00007030575616846568
CPER.US Exposure
0.011097013961636865
VIX.INDX Exposure
0.002725760707865716
UUP.US Exposure
-0.0019094873221012173
TIP.US Exposure
0.05377812079838677
Idiosyncratic Exposure
0.3731607997359163
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
115.6%

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$34.6M
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 →
-9.7%
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 →
+4.6%
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 →
52.0% 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 →
-0.46
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is 88 Energy Ltd a high-risk investment?

88 Energy Ltd (88E.AU) has an annualized volatility of 115.6% and experienced a maximum drawdown of 98.8% over the last 10 years. Its primary macro risk driver is LQD.US.

What is the 10-year return of 88E.AU?

Over the past 10 years, 88E.AU has generated a Compound Annual Growth Rate (CAGR) of -30.7%. It has had a positive return in 30% 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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