Advantage Oil & Gas Ltd.

10-Year Study

AAV.TO · Energy · CA · Common Stock

Executive Summary: Advantage Oil & Gas Ltd. has compounded at 2.3% annually over the last 10 years, with a maximum drawdown of 85.3% and an annualized volatility of 99.2%.

1Y CAGR
-14.5%
3Y CAGR
+10.1%
5Y CAGR
+19.5%
10Y CAGR
+2.3%

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 →
85.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.23
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.50
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
51.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +333.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -63.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-6.2-5.27.6-13.8————————-17.5%
2025-6.49.37.4-9.714.25.8-6.60.52.7-2.513.0-6.719.1%
20243.413.8-1.68.77.9-10.4-7.20.9-2.8-7.83.39.615.6%
2023-12.4-3.9-2.1-2.4-4.118.37.53.5-3.78.6-7.6-8.3-9.9%
2022-7.27.717.523.22.3-27.137.61.9-11.53.712.2-18.127.8%
202111.736.1-8.837.623.625.6-7.311.921.99.51.14.5333.3%
2020-19.6-8.6-29.258.0-7.1-21.0-3.635.6-19.425.7-6.4-17.0-37.8%
20193.59.3-1.80.9-21.2-6.916.0-21.745.3-11.628.412.738.9%
2018-26.9-8.15.07.3-5.46.29.5-13.8-7.2-18.1-19.3-16.8-63.3%
2017-8.0-4.69.7-2.2-0.93.1-2.3-7.1-1.8-12.7-11.7-10.4-40.8%
2016———0.87.2-6.414.48.42.8-1.67.6-6.427.9%

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 99.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 75.2% of variance. Idiosyncratic stock-specific factors contribute 9.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110084.151472650774
2016-05-0110813.464235624124
2016-06-0110126.227208976157
2016-07-0111584.85273492286
2016-08-0112552.594670406732
2016-09-0112903.225806451612
2016-10-0112692.847124824686
2016-11-0113660.589060308557
2016-12-0112791.023842917251
2017-01-0111767.1809256662
2017-02-0111220.196353436184
2017-03-0112314.165497896212
2017-04-0112047.685834502105
2017-05-0111935.483870967742
2017-06-0112300.140252454417
2017-07-0112019.635343618513
2017-08-0111164.095371669006
2017-09-0110967.741935483873
2017-10-019579.242636746143
2017-11-018457.223001402524
2017-12-017573.632538569426
2018-01-015539.971949509117
2018-02-015091.164095371669
2018-03-015343.618513323983
2018-04-015736.32538569425
2018-05-015427.769985974755
2018-06-015764.375876577841
2018-07-016311.3604488078545
2018-08-015441.7952314165495
2018-09-015049.088359046284
2018-10-014137.4474053295935
2018-11-013338.008415147265
2018-12-012776.998597475456
2019-01-012875.175315568022
2019-02-013141.654978962132
2019-03-013085.5539971949515
2019-04-013113.6044880785416
2019-05-012454.4179523141656
2019-06-012286.1150070126228
2019-07-012650.7713884992986
2019-08-012075.7363253856943
2019-09-013015.427769985975
2019-10-012664.796633941094
2019-11-013422.1598877980364
2019-12-013856.942496493689
2020-01-013099.579242636746
2020-02-012833.0995792426365
2020-03-012005.610098176718
2020-04-013169.7054698457223
2020-05-012945.3015427769983
2020-06-012328.1907433380084
2020-07-012244.039270687237
2020-08-013043.4782608695655
2020-09-012454.4179523141656
2020-10-013085.5539971949515
2020-11-012889.2005610098176
2020-12-012398.3169705469845
2021-01-012678.8218793828896
2021-02-013646.563814866761
2021-03-013323.98316970547
2021-04-014572.2300140252455
2021-05-015652.173913043479
2021-06-017096.774193548386
2021-07-016577.840112201964
2021-08-017363.253856942497
2021-09-018976.157082748949
2021-10-019831.697054698458
2021-11-019943.89901823282
2021-12-0110392.706872370267
2022-01-019649.368863955118
2022-02-0110392.706872370267
2022-03-0112215.988779803649
2022-04-0115049.088359046284
2022-05-0115399.719495091163
2022-06-0111220.196353436184
2022-07-0115441.79523141655
2022-08-0115736.32538569425
2022-09-0113927.068723702665
2022-10-0114446.00280504909
2022-11-0116213.183730715287
2022-12-0113281.907433380085
2023-01-0111640.953716690043
2023-02-0111192.145862552596
2023-03-0110953.716690042074
2023-04-0110687.237026647967
2023-05-0110252.454417952315
2023-06-0112131.837307152875
2023-07-0113043.478260869566
2023-08-0113506.311360448808
2023-09-0113001.402524544179
2023-10-0114123.4221598878
2023-11-0113043.478260869566
2023-12-0111963.53436185133
2024-01-0112370.266479663394
2024-02-0114081.34642356241
2024-03-0113856.94249649369
2024-04-0115063.113604488079
2024-05-0116255.259467040672
2024-06-0114558.204768583451
2024-07-0113506.311360448808
2024-08-0113632.538569424965
2024-09-0113253.856942496494
2024-10-0112215.988779803649
2024-11-0112622.720897615709
2024-12-0113828.892005610098
2025-01-0112945.301542776999
2025-02-0114151.472650771388
2025-03-0115203.366058906031
2025-04-0113730.71528751753
2025-05-0115680.224403927068
2025-06-0116591.865357643757
2025-07-0115497.896213183732
2025-08-0115582.047685834501
2025-09-0116002.80504908836
2025-10-0115610.098176718095
2025-11-0117643.758765778402
2025-12-0116465.638148667604
2026-01-0115441.79523141655
2026-02-0114642.35624123422
2026-03-0115750.350631136045
2026-04-0113576.437587657783
Annual Return Matrix
YearAnnual Return
2017-0.4078947368421052
2018-0.6333333333333333
20190.38888888888888884
2020-0.3781818181818182
20213.333333333333334
20220.2780026990553306
2023-0.0992608236536432
20240.15592028135990632
20250.19066937119675464
2026-0.17546848381601365
Total Factor Risk
0.9921400930316541
VTI.US Exposure
0.010360863300522211
VEA.US Exposure
0.00043232749799164514
VWO.US Exposure
0.00006012253452766282
QQQ.US Exposure
0.017610598208811556
VTV.US Exposure
0.002924384901264405
IJR.US Exposure
0.0018751540126150518
QUAL.US Exposure
0.021962854116037305
SHV.US Exposure
0.7517528371921091
TLT.US Exposure
0.02818062082341931
LQD.US Exposure
0.039991544462210996
HYG.US Exposure
0.006575642100616382
GLD.US Exposure
-0.00010841273703961215
USO.US Exposure
0.007822779683131597
VNQ.US Exposure
0.00524055021643692
BTC-USD.CC Exposure
0.00010046681691722955
CPER.US Exposure
0.0013122979922246757
VIX.INDX Exposure
-0.0009496999296876597
UUP.US Exposure
0.007798097802227452
TIP.US Exposure
0.0044812360289186665
Idiosyncratic Exposure
0.09257573497674507
Value Score
36.7
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
99.2%

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 →33.2x
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$1.7B
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 →
-10.3%
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 →
-14.1%
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 →
23.7% 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 →
0.67
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Advantage Oil & Gas Ltd. a high-risk investment?

Advantage Oil & Gas Ltd. (AAV.TO) has an annualized volatility of 99.2% and experienced a maximum drawdown of 85.3% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, AAV.TO has generated a Compound Annual Growth Rate (CAGR) of 2.3%. It has had a positive return in 50% 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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