Anglo American PLC

10-Year Study

AAL.LSE · Basic Materials · GB · Common Stock

Executive Summary: Anglo American PLC has compounded at 25.0% annually over the last 10 years, with a maximum drawdown of 52.9% and an annualized volatility of 65.8%.

1Y CAGR
+74.3%
3Y CAGR
+21.6%
5Y CAGR
+7.4%
10Y CAGR
+25.0%

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 →
52.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.78
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.64
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
37.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +38.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -35.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
90%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202610.58.6-14.113.2————————16.7%
20250.7-1.9-7.4-5.48.7-0.8-0.16.322.33.2-0.88.234.2%
2024-3.8-10.317.035.0-4.6-0.5-6.1-4.410.0-1.25.0-6.224.5%
20237.1-16.8-4.6-8.7-9.10.47.2-10.07.9-7.52.2-8.0-35.8%
20227.018.46.9-9.78.4-24.40.4-1.5-1.7-4.630.6-5.015.3%
2021-0.414.94.78.02.1-8.011.1-1.8-14.56.1-0.48.830.2%
2020-8.6-9.8-18.6-0.120.29.90.0-0.72.4-3.422.29.516.4%
201911.23.14.8-3.5-4.418.4-9.2-10.05.55.92.37.231.6%
201810.34.2-4.32.95.1-5.72.2-8.411.8-2.8-6.511.619.1%
201717.1-6.4-4.0-9.3-6.8-0.722.315.8-4.56.0-4.314.038.1%
2016———38.3-21.421.114.3-6.124.116.94.8-2.1110.1%

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 65.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 70.7% of variance. Idiosyncratic stock-specific factors contribute 10.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0113827.20640981779
2016-05-0110869.40879142709
2016-06-0113166.091865226075
2016-07-0115042.563816755139
2016-08-0114124.253677809538
2016-09-0117525.81088388827
2016-10-0120485.418437055105
2016-11-0121463.503327410577
2016-12-0121010.685788701147
2017-01-0124596.994294290977
2017-02-0123012.13428833144
2017-03-0122088.388826963615
2017-04-0120041.658849367075
2017-05-0118683.208992285705
2017-06-0118547.36455838695
2017-07-0122686.108750593194
2017-08-0126264.56776771032
2017-09-0125084.76895741135
2017-10-0126592.290119301186
2017-11-0125449.945370871086
2017-12-0129017.431658407913
2018-01-0131996.893313173896
2018-02-0133345.23402235931
2018-03-0131905.041882332167
2018-04-0132834.724812660716
2018-05-0134521.21707077507
2018-06-0132554.28424804935
2018-07-0133284.201145556275
2018-08-0130480.038295571176
2018-09-0134066.62270585249
2018-10-0133121.536016598424
2018-11-0130966.422399046474
2018-12-0134556.963282603654
2019-01-0138412.44164615775
2019-02-0139612.58290935979
2019-03-0141529.39212678373
2019-04-0140071.263422763244
2019-05-0138323.934180176795
2019-06-0145392.12126563
2019-07-0141236.14958448753
2019-08-0137120.559313990576
2019-09-0139150.034212181745
2019-10-0141459.86966262375
2019-11-0142399.28651046782
2019-12-0145464.422090033215
2020-01-0141543.55983269139
2020-02-0137488.79551047886
2020-03-0130509.013806270763
2020-04-0130483.1670547726
2020-05-0136630.63259427663
2020-06-0140266.557040535925
2020-07-0140283.79004756596
2020-08-0139989.62046550639
2020-09-0140932.29850680381
2020-10-0139522.64625707695
2020-11-0148301.3348268974
2020-12-0152905.61852313736
2021-01-0152676.49623114191
2021-02-0160499.41508205405
2021-03-0163337.44799196566
2021-04-0168406.66972001192
2021-05-0169855.02036176623
2021-06-0164263.59106510247
2021-07-0171377.88734259637
2021-08-0170111.48480868769
2021-09-0159911.1669664831
2021-10-0163566.37715067707
2021-11-0163326.50285285451
2021-12-0168900.6963834413
2022-01-0173743.85008442683
2022-02-0187336.65890454802
2022-03-0193375.84564787941
2022-04-0184290.94425621614
2022-05-0191366.1200075046
2022-06-0169035.83450132987
2022-07-0169341.40722428844
2022-08-0168285.74621182858
2022-09-0167120.25030073612
2022-10-0164004.08338943396
2022-11-0183608.93820838528
2022-12-0179413.1562393087
2023-01-0185056.60736555164
2023-02-0170776.22474092548
2023-03-0167513.2986061295
2023-04-0161639.28772444847
2023-05-0156055.19749257816
2023-06-0156294.69656002031
2023-07-0160353.56082594828
2023-08-0154311.20945580558
2023-09-0158577.50162783768
2023-10-0154207.783823156125
2023-11-0155384.24694573506
2023-12-0150952.47265784507
2024-01-0149039.103971923934
2024-02-0143981.60819326572
2024-03-0151476.1370032336
2024-04-0169468.25716524484
2024-05-0166290.2296630652
2024-06-0165986.93315381135
2024-07-0161978.13455319993
2024-08-0159255.17597201222
2024-09-0165156.55108099458
2024-10-0164378.64056240413
2024-11-0167610.9854211961
2024-12-0163412.96310602465
2025-01-0163855.56389400844
2025-02-0162661.87880058712
2025-03-0158031.85043758484
2025-04-0154893.53113860348
2025-05-0159655.119135645786
2025-06-0159177.0701129002
2025-07-0159122.02160885544
2025-08-0162851.08871991259
2025-09-0176839.45657811966
2025-10-0179322.59880147001
2025-11-0178660.42754190991
2025-12-0185116.59732262087
2026-01-0194028.31885753384
2026-02-01102112.32631799672
2026-03-0187710.10142256458
2026-04-0199298.09846486629
Annual Return Matrix
YearAnnual Return
20170.38107970154941495
20180.19090358131646146
20190.3156370748850057
20200.16367075816708598
20210.3023323100042534
20220.15257407265326006
2023-0.358387513218822
20240.24455124154334928
20250.3422586353567547
20260.16661264181523494
Total Factor Risk
0.6579439862072547
VTI.US Exposure
0.005212343578412016
VEA.US Exposure
0.02512987753309264
VWO.US Exposure
0.04718414734186618
QQQ.US Exposure
-0.014597705897102254
VTV.US Exposure
0.015407822003661625
IJR.US Exposure
-0.008195497830557194
QUAL.US Exposure
0.010877136338302708
SHV.US Exposure
0.7066924097437588
TLT.US Exposure
-0.004205900688791352
LQD.US Exposure
0.011586291637524062
HYG.US Exposure
0.004320595796402585
GLD.US Exposure
0.029813266556388964
USO.US Exposure
0.00039715392855592635
VNQ.US Exposure
-0.01275447101716308
BTC-USD.CC Exposure
0.00028137457083964365
CPER.US Exposure
0.06714652129505795
VIX.INDX Exposure
0.01305718594400777
UUP.US Exposure
-0.00291068493669866
TIP.US Exposure
0.0033889646042840967
Idiosyncratic Exposure
0.10216916949815757
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
8.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
65.8%

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 →0.69%
Market Cap$35.4B
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
$3
Avg Yield on Cost
0.03%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$3.30.03%Solid

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 →
+6.1%
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 →
+25.2%
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 →
6.0% 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 →
0.94
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Anglo American PLC a high-risk investment?

Anglo American PLC (AAL.LSE) has an annualized volatility of 65.8% and experienced a maximum drawdown of 52.9% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, AAL.LSE has generated a Compound Annual Growth Rate (CAGR) of 25.0%. It has had a positive return in 90% 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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