Audinate Group Ltd

10-Year Study

AD8.AU · Technology · AU · Common Stock

Executive Summary: Audinate Group Ltd has compounded at 6.3% annually over the last 10 years, with a maximum drawdown of 89.0% and an annualized volatility of 162.8%.

1Y CAGR
-70.1%
3Y CAGR
-35.4%
5Y CAGR
-19.4%
10Y CAGR
+6.3%

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 →
89.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.33
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.59
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
54.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +130.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -54.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
56%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20266.9-30.0-15.82.7————————-35.2%
20251.812.2-26.6-1.129.5-5.9-17.8-23.32.12.3-11.2-7.3-45.2%
20242.040.4-9.7-10.5-16.61.3-6.1-36.43.5-4.4-5.6-16.1-54.2%
20231.29.84.11.27.8-1.51.348.2-3.0-7.519.68.1116.3%
2022-9.7-5.8-11.7-8.08.313.724.7-6.9-17.412.62.1-10.0-15.5%
2021-9.311.1-14.415.1-6.17.022.50.20.2-15.17.8-3.38.6%
20200.8-19.8-41.060.75.1-15.6-2.80.010.123.73.410.32.6%
201913.030.517.94.028.2-0.1-6.9-4.87.3-3.622.1-11.3130.1%
201820.8-9.322.1-3.713.312.01.8-2.8-8.8-0.84.0-5.543.8%
2017——————0.729.9-5.010.59.54.356.9%

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 162.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 85.8% of variance. Idiosyncratic stock-specific factors contribute 5.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2017-06-0110000
2017-07-0110065.359477124182
2017-08-0113071.8954248366
2017-09-0112418.300653594772
2017-10-0113725.490196078432
2017-11-0115032.679738562088
2017-12-0115686.274509803921
2018-01-0118954.24836601307
2018-02-0117189.54248366013
2018-03-0120980.392156862745
2018-04-0120196.07843137255
2018-05-0122875.81699346405
2018-06-0125620.915032679735
2018-07-0126078.43137254902
2018-08-0125359.477124183006
2018-09-0123137.254901960783
2018-10-0122941.176470588234
2018-11-0123856.2091503268
2018-12-0122549.019607843136
2019-01-0125490.19607843137
2019-02-0133267.973856209144
2019-03-0139215.686274509804
2019-04-0140784.313725490196
2019-05-0152287.5816993464
2019-06-0152222.222222222226
2019-07-0148627.45098039216
2019-08-0146274.509803921566
2019-09-0149673.202614379086
2019-10-0147908.49673202614
2019-11-0158496.732026143785
2019-12-0151895.42483660131
2020-01-0152287.5816993464
2020-02-0141960.78431372549
2020-03-0124771.24183006536
2020-04-0139803.92156862745
2020-05-0141830.06535947713
2020-06-0135294.117647058825
2020-07-0134313.72549019608
2020-08-0134313.72549019608
2020-09-0137777.777777777774
2020-10-0146732.026143790856
2020-11-0148300.65359477124
2020-12-0153267.973856209144
2021-01-0148300.65359477124
2021-02-0153660.13071895426
2021-03-0145947.71241830065
2021-04-0152875.816993464054
2021-05-0149673.202614379086
2021-06-0153137.25490196079
2021-07-0165098.03921568628
2021-08-0165228.75816993464
2021-09-0165359.477124183
2021-10-0155490.19607843137
2021-11-0159803.921568627455
2021-12-0157843.13725490196
2022-01-0152222.222222222226
2022-02-0149215.686274509804
2022-03-0143464.052287581704
2022-04-0140000
2022-05-0143333.33333333333
2022-06-0149281.04575163399
2022-07-0161437.90849673203
2022-08-0157189.54248366013
2022-09-0147254.901960784315
2022-10-0153202.614379084975
2022-11-0154313.725490196084
2022-12-0148888.88888888889
2023-01-0149477.12418300654
2023-02-0154313.725490196084
2023-03-0156535.9477124183
2023-04-0157189.54248366013
2023-05-0161633.98692810457
2023-06-0160718.95424836601
2023-07-0161503.267973856215
2023-08-0191176.47058823529
2023-09-0188431.3725490196
2023-10-0181830.06535947711
2023-11-0197843.13725490197
2023-12-01105751.63398692811
2024-01-01107908.49673202615
2024-02-01151503.26797385621
2024-03-01136862.74509803922
2024-04-01122483.66013071894
2024-05-01102091.50326797385
2024-06-01103464.05228758171
2024-07-0197189.54248366012
2024-08-0161764.70588235294
2024-09-0163921.56862745098
2024-10-0161111.11111111111
2024-11-0157712.4183006536
2024-12-0148431.3725490196
2025-01-0149281.04575163399
2025-02-0155294.11764705883
2025-03-0140588.23529411764
2025-04-0140130.71895424837
2025-05-0151960.78431372549
2025-06-0148888.88888888889
2025-07-0140196.078431372545
2025-08-0130849.673202614376
2025-09-0131503.267973856207
2025-10-0132222.22222222222
2025-11-0128627.450980392157
2025-12-0126535.9477124183
2026-01-0128366.01307189542
2026-02-0119869.281045751635
2026-03-0116732.02614379085
2026-04-0117189.54248366013
Annual Return Matrix
YearAnnual Return
20180.4375000000000002
20191.301449275362319
20200.026448362720403074
20210.08588957055214719
2022-0.15480225988700558
20231.1631016042780749
2024-0.542027194066749
2025-0.4520917678812416
2026-0.35221674876847286
Total Factor Risk
1.627916383124
VTI.US Exposure
0.023259267793820565
VEA.US Exposure
0.004915029554553175
VWO.US Exposure
-0.0005958464024123717
QQQ.US Exposure
-0.005292598174628746
VTV.US Exposure
-0.0037871396558034312
IJR.US Exposure
-0.0025121530889433297
QUAL.US Exposure
0.004672947324527385
SHV.US Exposure
0.8576381544848434
TLT.US Exposure
0.013272894523164156
LQD.US Exposure
0.031671280638810057
HYG.US Exposure
0.019601251445584666
GLD.US Exposure
0.00019359934566570022
USO.US Exposure
0.0008240254349563583
VNQ.US Exposure
-0.0014617861054786983
BTC-USD.CC Exposure
0.001121158010676031
CPER.US Exposure
0.0013495514367868676
VIX.INDX Exposure
-0.0037658707604302823
UUP.US Exposure
0.0034020843685137764
TIP.US Exposure
0.0045960107538776706
Idiosyncratic Exposure
0.050898139071916995
Value Score
50
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
162.8%

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 →N/A
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$215.9M
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
$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 →
-12.8%
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 →
-42.0%
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 →
66.9% 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 →
0.29
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Audinate Group Ltd a high-risk investment?

Audinate Group Ltd (AD8.AU) has an annualized volatility of 162.8% and experienced a maximum drawdown of 89.0% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of AD8.AU?

Over the past 10 years, AD8.AU has generated a Compound Annual Growth Rate (CAGR) of 6.3%. It has had a positive return in 56% 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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