Australian Clinical Labs Ltd

10-Year Study

ACL.AU · Healthcare · AU · Common Stock

Executive Summary: Australian Clinical Labs Ltd has compounded at -5.9% annually over the last 10 years, with a maximum drawdown of 57.3% and an annualized volatility of 42.9%.

1Y CAGR
-26.5%
3Y CAGR
-10.3%
5Y CAGR
-5.9%
10Y CAGR
-5.9%

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 →
57.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.07
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.14
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
40.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +23.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -46.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
40%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-0.7-17.2-8.00.0————————-24.4%
20259.0-17.3-2.74.7-8.7-2.5-0.73.3-13.08.312.3-5.8-16.5%
20243.8-20.313.8-9.7-5.89.61.218.125.8-1.1-4.4-0.923.8%
20234.016.4-0.30.0-9.98.2-7.8-6.9-1.0-5.6-2.610.31.3%
2022-17.9-8.312.50.40.4-11.215.3-8.5-20.1-4.20.3-12.1-46.1%
2021—————-4.814.115.70.7-3.1-3.045.973.7%

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 42.9%. The dominant macroeconomic risk driver is SHV.US, accounting for 37.1% of variance. Idiosyncratic stock-specific factors contribute 35.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-05-0110000
2021-06-019523.504273504273
2021-07-0110868.233618233618
2021-08-0112576.923076923078
2021-09-0112660.968660968661
2021-10-0112268.874643874646
2021-11-0111904.558404558406
2021-12-0117366.809116809116
2022-01-0114257.478632478633
2022-02-0113081.196581196582
2022-03-0114710.826210826212
2022-04-0114768.162393162393
2022-05-0114825.854700854701
2022-06-0113162.393162393164
2022-07-0115169.871794871795
2022-08-0113875.000000000002
2022-09-0111081.196581196582
2022-10-0110610.398860398862
2022-11-0110641.737891737892
2022-12-019354.700854700855
2023-01-019731.481481481482
2023-02-0111332.264957264959
2023-03-0111299.145299145299
2023-04-0111299.145299145299
2023-05-0110178.77492877493
2023-06-0111011.039886039885
2023-07-0110146.723646723647
2023-08-019442.663817663817
2023-09-019344.37321937322
2023-10-018819.800569800569
2023-11-018590.099715099715
2023-12-019475.42735042735
2024-01-019836.182336182337
2024-02-017836.182336182337
2024-03-018918.091168091169
2024-04-018055.911680911682
2024-05-017591.880341880343
2024-06-018321.225071225072
2024-07-018420.584045584046
2024-08-019945.868945868948
2024-09-0112511.396011396013
2024-10-0112375
2024-11-0111829.415954415954
2024-12-0111727.207977207978
2025-01-0112784.188034188035
2025-02-0110568.019943019945
2025-03-0110277.421652421652
2025-04-0110760.327635327636
2025-05-019829.059829059828
2025-06-019587.60683760684
2025-07-019518.51851851852
2025-08-019829.059829059828
2025-09-018547.008547008547
2025-10-019259.259259259261
2025-11-0110398.860398860399
2025-12-019793.447293447294
2026-01-019722.222222222223
2026-02-018048.433048433048
2026-03-017407.407407407408
2026-04-017407.407407407408
Annual Return Matrix
YearAnnual Return
2022-0.46134601976787104
20230.012905436272270476
20240.2376442289623033
2025-0.1648952323109627
2026-0.24363636363636365
Total Factor Risk
0.4289831964795184
VTI.US Exposure
-0.04015000563260019
VEA.US Exposure
0.0026372597806201517
VWO.US Exposure
-0.006549736536617424
QQQ.US Exposure
0.11521914185860005
VTV.US Exposure
0.04139007372767702
IJR.US Exposure
0.01933738781087033
QUAL.US Exposure
-0.02907639830744547
SHV.US Exposure
0.3714514359146959
TLT.US Exposure
0.0016633368614989172
LQD.US Exposure
0.051853960575139205
HYG.US Exposure
0.04784302373079358
GLD.US Exposure
0.019297854336594155
USO.US Exposure
0.009441426532320496
VNQ.US Exposure
0.004346634840532688
BTC-USD.CC Exposure
-0.0014809572110388019
CPER.US Exposure
-0.000833931584974386
VIX.INDX Exposure
0.02298565571880371
UUP.US Exposure
0.011606980278277482
TIP.US Exposure
0.0033308444271078754
Idiosyncratic Exposure
0.3556860128791447
Value Score
44.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
75.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
42.9%

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 →14.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →6.27%
Market Cap$383.9M
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$133.551.34%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 →
-4.1%
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 →
-17.5%
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 →
32.7% 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 →
0.90
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Australian Clinical Labs Ltd a high-risk investment?

Australian Clinical Labs Ltd (ACL.AU) has an annualized volatility of 42.9% and experienced a maximum drawdown of 57.3% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ACL.AU has generated a Compound Annual Growth Rate (CAGR) of -5.9%. It has had a positive return in 40% 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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