Allied Gold Corporation

10-Year Study

AAUC.TO · Basic Materials · CA · Common Stock

Executive Summary: Allied Gold Corporation has compounded at 54.3% annually over the last 10 years, with a maximum drawdown of 38.0% and an annualized volatility of 110.9%.

1Y CAGR
+138.3%
3Y CAGR
+54.3%
5Y CAGR
+54.3%
10Y CAGR
+54.3%

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 →
38.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.33
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
4.01
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
50.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +207.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -2.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
67%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202636.60.5-0.11.1————————38.6%
202533.43.54.013.318.1-7.0-2.88.426.3-12.338.16.8207.4%
2024-10.0-6.314.98.8-16.8-4.511.2-6.45.214.9-7.3-0.6-2.8%
2023—————————-7.2-14.8-6.4-25.9%

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 110.9%. The dominant macroeconomic risk driver is HYG.US, accounting for 49.5% of variance. Idiosyncratic stock-specific factors contribute 6.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2023-09-0110000
2023-10-019282.700421940926
2023-11-017911.392405063291
2023-12-017405.06329113924
2024-01-016666.666666666666
2024-02-016244.725738396624
2024-03-017172.995780590716
2024-04-017805.90717299578
2024-05-016497.890295358649
2024-06-016202.53164556962
2024-07-016898.73417721519
2024-08-016455.696202531645
2024-09-016793.2489451476795
2024-10-017805.90717299578
2024-11-017236.286919831223
2024-12-017194.0928270042195
2025-01-019599.156118143459
2025-02-019936.708860759494
2025-03-0110337.552742616032
2025-04-0111708.86075949367
2025-05-0113825.597749648381
2025-06-0112855.133614627286
2025-07-0112489.451476793249
2025-08-0113537.271448663852
2025-09-0117102.672292545707
2025-10-0115007.032348804501
2025-11-0120717.299578059068
2025-12-0122116.73699015471
2026-01-0130218.002812939518
2026-02-0130365.682137834032
2026-03-0130323.488045007027
2026-04-0130661.040787623067
Annual Return Matrix
YearAnnual Return
2024-0.028490028490028352
20252.0742913000977516
20260.38632750397456284
Total Factor Risk
1.1086184522823812
VTI.US Exposure
0.03644198194868768
VEA.US Exposure
0.03977676619232014
VWO.US Exposure
-0.0008585010557559886
QQQ.US Exposure
0.03132894507945698
VTV.US Exposure
-0.002524272613919011
IJR.US Exposure
0.02449461916693948
QUAL.US Exposure
-0.00011133874182946276
SHV.US Exposure
0.25485121479883055
TLT.US Exposure
-0.0039306140891539375
LQD.US Exposure
-0.0040882045289885914
HYG.US Exposure
0.49541816424778284
GLD.US Exposure
0.029277463723102335
USO.US Exposure
0.004782369328620556
VNQ.US Exposure
0.006192558381922913
BTC-USD.CC Exposure
0.0012163664212307675
CPER.US Exposure
0.0007673458207007722
VIX.INDX Exposure
-0.002180888907461465
UUP.US Exposure
0.005852939776712549
TIP.US Exposure
0.023690268323538776
Idiosyncratic Exposure
0.05960281672726225
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
110.9%

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$5.5B
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 →
+1.4%
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 →
+46.2%
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 →
0.1% 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 →
0.61
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Allied Gold Corporation a high-risk investment?

Allied Gold Corporation (AAUC.TO) has an annualized volatility of 110.9% and experienced a maximum drawdown of 38.0% over the last 10 years. Its primary macro risk driver is HYG.US.

What is the 10-year return of AAUC.TO?

Over the past 10 years, AAUC.TO has generated a Compound Annual Growth Rate (CAGR) of 54.3%. It has had a positive return in 67% 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.

Run a Full Backtest on Allied Gold Corporation

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest