Aussie Broadband Ltd

10-Year Study

ABB.AU · Communication Services · AU · Common Stock

Executive Summary: Aussie Broadband Ltd has compounded at 21.3% annually over the last 10 years, with a maximum drawdown of 59.0% and an annualized volatility of 109.0%.

1Y CAGR
+28.0%
3Y CAGR
+24.6%
5Y CAGR
+16.6%
10Y CAGR
+21.3%

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 →
59.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.65
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.09
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
44.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +138.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -45.1%
% 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.
2026-10.312.4-5.98.4————————2.8%
202510.10.51.22.81.2-5.815.314.612.32.9-10.6-5.342.0%
2024-1.518.5-21.33.6-7.30.6-7.85.615.5-5.53.6-5.0-7.2%
202314.94.00.06.1-16.07.2-7.729.815.1-4.6-2.62.149.4%
2022-11.216.87.94.5-24.8-20.89.7-23.4-18.02.612.0-0.4-45.1%
202124.18.51.112.9-19.019.0-3.440.422.2-0.47.4-9.2138.7%
2020——————————9.3-0.58.7%

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 109.0%. The dominant macroeconomic risk driver is VTI.US, accounting for 11.2% of variance. Idiosyncratic stock-specific factors contribute 53.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-10-0110000
2020-11-0110928.702826244495
2020-12-0110874.073248230114
2021-01-0113496.850437594068
2021-02-0114644.629020569708
2021-03-0114808.517754612853
2021-04-0116721.110429789842
2021-05-0113551.480015608451
2021-06-0116120.185071631638
2021-07-0115573.331846814202
2021-08-0121857.40565248899
2021-09-0126720.55298511623
2021-10-0126611.29382908746
2021-11-0128578.516082278828
2021-12-0125955.73889291488
2022-01-0123059.813813479013
2022-02-0126939.62874184737
2022-03-0129070.739729081888
2022-04-0130381.849601427057
2022-05-0122841.295501421482
2022-06-0118086.849880149395
2022-07-0119835.55382128324
2022-08-0115190.924800713528
2022-09-0112458.888455320808
2022-10-0112786.665923407101
2022-11-0114316.851552483415
2022-12-0114262.221974469034
2023-01-0116393.33296170355
2023-02-0117048.887897876135
2023-03-0117048.887897876135
2023-04-0118086.849880149395
2023-05-0115190.924800713528
2023-06-0116284.073805674785
2023-07-0115027.036066670384
2023-08-0119507.776353196943
2023-09-0122458.331010647194
2023-10-0121420.369028373934
2023-11-0120874.073248230114
2023-12-0121311.10987234517
2024-01-0120983.33240425888
2024-02-0124863.14733262724
2024-03-0119562.405931211328
2024-04-0120272.59044539829
2024-05-0118797.591839009976
2024-06-0118906.85099503874
2024-07-0117431.29494397681
2024-08-0118415.184792909306
2024-09-0121271.531300518425
2024-10-0120111.488934723227
2024-11-0120829.477674340826
2024-12-0119779.80935392162
2025-01-0121768.771949384023
2025-02-0121879.14599476002
2025-03-0122138.357767991525
2025-04-0122748.759685601202
2025-05-0123026.367133062045
2025-06-0121694.631807793074
2025-07-0125023.691398628685
2025-08-0128686.10290428675
2025-09-0132220.302135013102
2025-10-0133167.95808016055
2025-11-0129656.05663637884
2025-12-0128095.21155025364
2026-01-0125196.49924744969
2026-02-0128318.18941970009
2026-03-0126645.855398851665
2026-04-0128875.63409331624
Annual Return Matrix
YearAnnual Return
20211.3869380222484238
2022-0.45051758945062503
20230.49423490326363106
2024-0.07185456447815852
20250.4203985006904716
20260.02777777777777768
Total Factor Risk
1.0903711020979217
VTI.US Exposure
0.11224675146811304
VEA.US Exposure
0.05340200110467295
VWO.US Exposure
0.01819083280365055
QQQ.US Exposure
0.04409947317730644
VTV.US Exposure
0.005001965815235325
IJR.US Exposure
0.020562665238179782
QUAL.US Exposure
0.006900474556367331
SHV.US Exposure
0.0004153711703161453
TLT.US Exposure
0.0013322243655292513
LQD.US Exposure
0.002052255513258516
HYG.US Exposure
-0.0002311665259315657
GLD.US Exposure
0.005587327079834234
USO.US Exposure
0.008493887207417764
VNQ.US Exposure
0.055734708175106416
BTC-USD.CC Exposure
0.016665562844635568
CPER.US Exposure
-0.0011393463253532863
VIX.INDX Exposure
0.012711201117883713
UUP.US Exposure
0.07447817336680522
TIP.US Exposure
0.029210890520678996
Idiosyncratic Exposure
0.5342847473262936
Value Score
27.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
12
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
109.0%

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 →55.3x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.00%
Market Cap$1.5B
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
$134
Avg Yield on Cost
1.34%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$133.791.34%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 →
+5.9%
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 →
+1.7%
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 →
77.1% 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 →
0.55
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Aussie Broadband Ltd a high-risk investment?

Aussie Broadband Ltd (ABB.AU) has an annualized volatility of 109.0% and experienced a maximum drawdown of 59.0% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of ABB.AU?

Over the past 10 years, ABB.AU has generated a Compound Annual Growth Rate (CAGR) of 21.3%. 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.

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