ACT Energy Technologies Ltd.

10-Year Study

ACX.TO · Energy · CA · Common Stock

Executive Summary: ACT Energy Technologies Ltd. has compounded at 11.0% annually over the last 10 years, with a maximum drawdown of 95.0% and an annualized volatility of 73.9%.

1Y CAGR
+28.0%
3Y CAGR
+9.6%
5Y CAGR
+22.3%
10Y CAGR
+11.0%

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 →
95.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.46
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.02
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
81.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · +231.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -60.6%
% 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.
202616.010.510.9-12.4————————24.6%
2025-1.6-15.4-6.9-3.02.3-8.17.7-3.93.88.2-2.6-3.3-22.6%
202432.9-6.52.3-1.14.5-3.32.7-2.5-3.5-0.77.90.031.6%
2023-2.4-6.5-13.9-6.1-26.9-8.841.90.00.0-6.8-11.0-4.1-44.4%
202226.366.7-1.2-12.78.7-33.340.0-5.73.048.521.82.4231.6%
2021-15.8100.0-6.30.010.048.52.0-16.09.56.5-8.2-15.6100.0%
2020-20.0-8.3-59.111.120.050.0-16.7-6.7-21.49.141.711.8-36.7%
20190.03.5-10.26.1-31.4-10.4-14.0-27.03.7-14.3-8.336.4-57.7%
2018-12.8-3.2-0.74.0-17.2-10.80.9-21.4-20.73.4-3.3-2.7-60.6%
201770.1-10.52.0-8.75.3-1.01.00.025.016.819.92.9168.7%
2016———-25.6-1.677.832.1-40.5-1.1-8.0-7.581.155.8%

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 73.9%. The dominant macroeconomic risk driver is SHV.US, accounting for 61.8% of variance. Idiosyncratic stock-specific factors contribute 20.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-017441.8604651162805
2016-05-017325.581395348838
2016-06-0113023.255813953489
2016-07-0117209.302325581393
2016-08-0110232.558139534884
2016-09-0110116.279069767443
2016-10-019302.32558139535
2016-11-018604.651162790697
2016-12-0115581.395348837212
2017-01-0126511.627906976748
2017-02-0123720.93023255814
2017-03-0124186.04651162791
2017-04-0122093.023255813958
2017-05-0123255.813953488374
2017-06-0123023.25581395349
2017-07-0123255.813953488374
2017-08-0123255.813953488374
2017-09-0129069.76744186047
2017-10-0133953.48837209302
2017-11-0140697.67441860465
2017-12-0141860.465116279076
2018-01-0136511.62790697675
2018-02-0135348.83720930233
2018-03-0135116.27906976745
2018-04-0136511.62790697675
2018-05-0130232.558139534885
2018-06-0126976.74418604651
2018-07-0127209.302325581393
2018-08-0121395.348837209305
2018-09-0116976.74418604651
2018-10-0117558.139534883725
2018-11-0116976.74418604651
2018-12-0116511.627906976744
2019-01-0116511.627906976744
2019-02-0117093.023255813954
2019-03-0115348.837209302326
2019-04-0116279.070084277182
2019-05-0111162.790349155566
2019-06-019999.999968316468
2019-07-018604.65087763891
2019-08-016279.0697199165625
2019-09-016511.628033710874
2019-10-015581.395174577783
2019-11-015116.278943033313
2019-12-016976.743869211192
2020-01-015581.395174577783
2020-02-015116.278943033313
2020-03-012093.0232399721876
2020-04-012325.581355744422
2020-05-012790.6975872888916
2020-06-014186.046479944375
2020-07-013488.371934605596
2020-08-013255.814016855437
2020-09-012558.1394715166566
2020-10-012790.6975872888916
2020-11-013953.4885621942162
2020-12-014418.604793738686
2021-01-013720.930248399906
2021-02-017441.860496799812
2021-03-016976.743869211192
2021-04-016976.743869211192
2021-05-017674.41841454997
2021-06-0111395.349058994028
2021-07-0111627.906976744187
2021-08-019767.44205056631
2021-09-0110697.674513655249
2021-10-0111395.349058994028
2021-11-0110465.116595905089
2021-12-018837.209587477371
2022-01-0111162.790349155566
2022-02-0118604.650845955377
2022-03-0118372.09372029352
2022-04-0116046.511374438722
2022-05-0117441.860465116282
2022-06-0111627.906976744187
2022-07-0116279.070084277182
2022-08-0115348.83682909994
2022-09-0115813.954248776865
2022-10-0123488.372663326834
2022-11-0128604.650022183545
2022-12-0129302.324567522322
2023-01-0128604.650022183545
2023-02-0126744.186680182273
2023-03-0123023.25524364991
2023-04-0121627.90773714896
2023-05-0115813.954248776865
2023-06-0114418.605158099304
2023-07-0120465.115772133253
2023-08-0120465.115772133253
2023-09-0120465.115772133253
2023-10-0119069.766681455694
2023-11-0116976.74462961596
2023-12-0116279.070084277182
2024-01-0121627.90773714896
2024-02-0120232.5586464714
2024-03-0120697.674481971717
2024-04-0120465.115772133253
2024-05-0121395.349027310498
2024-06-0120697.674481971717
2024-07-0121262.458788596123
2024-08-0120730.89624956201
2024-09-0119999.999936632936
2024-10-0119867.10969791856
2024-11-0121428.57079490079
2024-12-0121428.57079490079
2025-01-0121096.345198114846
2025-02-0117840.53118125941
2025-03-0116611.295681063126
2025-04-0116112.95649379591
2025-05-0116478.405442348747
2025-06-0115149.501471028378
2025-07-0116312.291851867472
2025-08-0115681.062425885882
2025-09-0116279.070084277182
2025-10-0117607.97405559755
2025-11-0117142.85663592063
2025-12-0116578.073089700996
2026-01-0119235.880398671095
2026-02-0121262.458471760798
2026-03-0123588.039867109637
2026-04-0120664.451827242527
Annual Return Matrix
YearAnnual Return
20171.6865671641791042
2018-0.6055555555555556
2019-0.5774648079210124
2020-0.36666661746917983
20211
20222.3157892519653176
2023-0.444444414409349
20240.3163264660674414
2025-0.22635656626964729
20260.2464929859719438
Total Factor Risk
0.7392833133943421
VTI.US Exposure
0.020083310468326992
VEA.US Exposure
0.010222171108514007
VWO.US Exposure
-0.0024031240547045334
QQQ.US Exposure
0.01703104477105062
VTV.US Exposure
-0.014165021424305637
IJR.US Exposure
0.04404142282260519
QUAL.US Exposure
0.03178046804390579
SHV.US Exposure
0.6177299184206061
TLT.US Exposure
0.001504116337500029
LQD.US Exposure
0.0005520268410126457
HYG.US Exposure
0.0036116651426422296
GLD.US Exposure
0.00024183637254282726
USO.US Exposure
0.06099506260898221
VNQ.US Exposure
-0.005262594486677344
BTC-USD.CC Exposure
0.004956935304242392
CPER.US Exposure
0.0004650844806027699
VIX.INDX Exposure
-0.0013489355368255112
UUP.US Exposure
0.0011407168365224342
TIP.US Exposure
0.0002322417426677648
Idiosyncratic Exposure
0.20859165420078926
Value Score
46.2
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
73.9%

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 →9.6x
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$230.2M
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 →
-6.4%
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 →
+14.8%
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 →
19.2% 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 →
1.35
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is ACT Energy Technologies Ltd. a high-risk investment?

ACT Energy Technologies Ltd. (ACX.TO) has an annualized volatility of 73.9% and experienced a maximum drawdown of 95.0% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ACX.TO has generated a Compound Annual Growth Rate (CAGR) of 11.0%. 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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