ATCO Ltd

10-Year Study

ACO-X.TO · Utilities · CA · Common Stock

Executive Summary: ATCO Ltd has compounded at 8.8% annually over the last 10 years, with a maximum drawdown of 26.3% and an annualized volatility of 17.6%.

1Y CAGR
+38.8%
3Y CAGR
+22.9%
5Y CAGR
+14.2%
10Y CAGR
+8.8%

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 →
26.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.40
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.56
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
16.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +33.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -23.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20264.910.65.00.2————————22.0%
2025-2.82.96.53.40.3-1.4-1.20.21.24.95.41.422.3%
2024-2.80.21.5-0.46.5-1.49.96.26.50.91.7-2.228.8%
2023-0.1-0.13.63.3-5.7-5.5-4.6-0.9-6.63.34.25.7-4.3%
20220.3-2.84.36.60.2-2.97.3-0.8-8.7-0.42.9-1.63.5%
20210.31.413.71.13.41.82.5-5.8-3.33.4-0.93.722.2%
20203.7-3.0-21.50.3-0.74.93.5-4.7-2.1-3.65.3-5.5-23.6%
20197.66.62.52.11.2-4.2-0.38.22.8-4.58.8-0.433.4%
2018-1.2-5.0-1.2-6.11.44.0-1.7-2.2-2.31.75.9-4.1-10.9%
20172.6-1.014.8-3.92.60.2-8.5-0.90.32.1-1.5-1.63.6%
2016———4.35.35.78.6-2.2-2.50.9-9.05.015.9%

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 17.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 15.2% of variance. Idiosyncratic stock-specific factors contribute 34.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110432.773750618966
2016-05-0110987.777045567083
2016-06-0111612.179021791333
2016-07-0112608.92875093543
2016-08-0112327.052454829425
2016-09-0112015.651934339317
2016-10-0112118.744717844469
2016-11-0111031.11399031248
2016-12-0111587.345909982763
2017-01-0111888.321735860576
2017-02-0111774.134098803766
2017-03-0113511.856228568875
2017-04-0112978.782023358764
2017-05-0113313.265796204665
2017-06-0113335.678889621098
2017-07-0112204.860141552459
2017-08-0112099.682419124847
2017-09-0112132.371282944827
2017-10-0112391.983409843144
2017-11-0112206.535538900864
2017-12-0112007.014330231987
2018-01-0111868.254198731911
2018-02-0111270.584117977758
2018-03-0111140.052049010956
2018-04-0110458.947180306262
2018-05-0110609.695710610476
2018-06-0111031.709687147468
2018-07-0110844.139646230542
2018-08-0110604.892904878385
2018-09-0110364.194152490942
2018-10-0110537.169620950657
2018-11-0111154.907238833475
2018-12-0110697.114221145002
2019-01-0111511.692411939253
2019-02-0112270.796334975223
2019-03-0112580.96823074317
2019-04-0112846.574557043557
2019-05-0112997.54647366089
2019-06-0112449.244768106391
2019-07-0112406.950292822223
2019-08-0113419.448757041324
2019-09-0113790.009419456204
2019-10-0113169.88901423343
2019-11-0114333.28493296549
2019-12-0114270.960151604846
2020-01-0114801.428183161885
2020-02-0114359.830673174654
2020-03-0111269.839496934022
2020-04-0111304.576068624274
2020-05-0111223.598530118059
2020-06-0111778.043359283376
2020-07-0112190.451724356182
2020-08-0111623.050489029869
2020-09-0111379.968949302474
2020-10-0110966.0713421422
2020-11-0111542.59418525427
2020-12-0110910.038608601119
2021-01-0110945.92934290916
2021-02-0111098.390501613967
2021-03-0112621.885157096423
2021-04-0112764.070545397683
2021-05-0113199.748318087217
2021-06-0113437.468586299718
2021-07-0113779.845342209213
2021-08-0112975.915232340383
2021-09-0112552.039703194054
2021-10-0112975.282304453207
2021-11-0112860.982974239834
2021-12-0113335.045961733924
2022-01-0113372.537631285999
2022-02-0113000.897268357701
2022-03-0113557.50149854985
2022-04-0114454.360314676853
2022-05-0114489.096886367106
2022-06-0114068.646614021958
2022-07-0115099.05321434289
2022-08-0114980.658468388974
2022-09-0113675.896244503767
2022-10-0113627.570338765343
2022-11-0114027.022297677155
2022-12-0113802.295666677837
2023-01-0113789.264798412467
2023-02-0113779.510262739535
2023-03-0114268.986905838945
2023-04-0114746.586843290777
2023-05-0113900.734568659644
2023-06-0113137.907540404998
2023-07-0112538.301444937135
2023-08-0112425.044584184992
2023-09-0111607.19006079831
2023-10-0111995.21208668878
2023-11-0112501.331010115677
2023-12-0113215.348128953472
2024-01-0112849.664734375057
2024-02-0112870.774740964955
2024-03-0113057.749085046893
2024-04-0113009.274255099723
2024-05-0113855.461609200536
2024-06-0113662.641989925278
2024-07-0115015.916274809842
2024-08-0115941.480232172842
2024-09-0116974.046233520603
2024-10-0117122.895980163295
2024-11-0117413.484342481002
2024-12-0117025.90908921677
2025-01-0116542.836187093482
2025-02-0117023.60076398119
2025-03-0118122.810348743267
2025-04-0118741.143663461073
2025-05-0118797.027472793405
2025-06-0118541.436299531262
2025-07-0118322.368788464333
2025-08-0118362.541093773852
2025-09-0118583.54461955449
2025-10-0119494.662928669026
2025-11-0120542.23304404806
2025-12-0120821.168087031307
2026-01-0121833.033623363233
2026-02-0124148.060448336328
2026-03-0125350.623433968867
2026-04-0125399.02380181166
Annual Return Matrix
YearAnnual Return
20170.03621782101867432
2018-0.1090945736434108
20190.3340943974773509
2020-0.23550773790267887
20210.2222730312999086
20220.035039227182622756
2023-0.04252535606387575
20240.28834359284979794
20250.2229107989433723
20260.21986546074865632
Total Factor Risk
0.1759796220665563
VTI.US Exposure
0.031165916450509465
VEA.US Exposure
0.10862279086869676
VWO.US Exposure
-0.0027645047624559275
QQQ.US Exposure
0.0031802593033261805
VTV.US Exposure
0.09811773217409048
IJR.US Exposure
-0.010571118135724382
QUAL.US Exposure
0.00020327739003474948
SHV.US Exposure
0.15227938165554813
TLT.US Exposure
0.0009465967013451605
LQD.US Exposure
0.011800735544663092
HYG.US Exposure
0.012619833418831277
GLD.US Exposure
0.0005459752030300993
USO.US Exposure
0.0004255986552308785
VNQ.US Exposure
0.11594894280253665
BTC-USD.CC Exposure
0.0010461763241692988
CPER.US Exposure
-0.006183063244117756
VIX.INDX Exposure
0.0011729109897812844
UUP.US Exposure
0.04334251052652
TIP.US Exposure
0.09154828402277419
Idiosyncratic Exposure
0.34655176411121047
Value Score
29.3
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
35.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
17.6%

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 →51.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.97%
Market Cap$6.9B
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
$194
Avg Yield on Cost
1.94%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$193.61.94%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 →
+22.7%
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 →
5.5% 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 →
0.44
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is ATCO Ltd a high-risk investment?

ATCO Ltd (ACO-X.TO) has an annualized volatility of 17.6% and experienced a maximum drawdown of 26.3% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of ACO-X.TO?

Over the past 10 years, ACO-X.TO has generated a Compound Annual Growth Rate (CAGR) of 8.8%. It has had a positive return in 70% 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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