Aura Energy Ltd

10-Year Study

AEE.AU · Energy · AU · Common Stock

Executive Summary: Aura Energy Ltd has compounded at -0.5% annually over the last 10 years, with a maximum drawdown of 92.5% and an annualized volatility of 233.5%.

1Y CAGR
+17.6%
3Y CAGR
-4.3%
5Y CAGR
+27.9%
10Y CAGR
-0.5%

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 →
92.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.34
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.31
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
138.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +523.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · -72.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
30%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202637.1-41.7-14.320.8————————-17.1%
20258.0-3.723.1-21.90.040.0-8.618.842.1-20.4-20.92.940.0%
20247.5-17.5-29.89.1-11.1-12.514.3-21.936.0-8.80.0-19.4-52.8%
202335.3-14.5-16.9-6.1-28.324.2-4.941.023.6-13.2-6.8-3.63.9%
202225.9-16.2-7.00.0-17.0-18.216.735.78.8-4.8-8.5-5.6-5.6%
20210.00.00.00.00.00.00.00.0385.014.34.28.0523.6%
202019.9-16.6-40.033.20.00.00.00.00.00.00.00.0-20.1%
20190.0-16.7-26.6-9.110.10.09.1-33.324.9-50.00.00.0-72.2%
20180.0-8.34.68.7-16.0-4.710.0-4.50.0-14.35.5-5.2-25.0%
201727.62.7-13.2-21.2-7.7-4.24.34.20.0-12.00.09.1-17.3%
2016———-6.2-6.614.256.3-8.073.9-15.0-17.63.681.3%

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 233.5%. The dominant macroeconomic risk driver is SHV.US, accounting for 59.2% of variance. Idiosyncratic stock-specific factors contribute 8.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019376.803231390651
2016-05-018753.606462781303
2016-06-0110000
2016-07-0115626.081938834388
2016-08-0114379.688401615696
2016-09-0125002.885170225043
2016-10-0121252.163877668783
2016-11-0117501.44258511252
2016-12-0118130.409694171954
2017-01-0123127.52452394691
2017-02-0123756.491633006346
2017-03-0120628.96710905943
2017-04-0116255.049047893826
2017-05-0115002.885170225041
2017-06-0114379.688401615696
2017-07-0115002.885170225041
2017-08-0115626.081938834388
2017-09-0115626.081938834388
2017-10-0113750.72129255626
2017-11-0113750.72129255626
2017-12-0115002.885170225041
2018-01-0115002.885170225041
2018-02-0113750.72129255626
2018-03-0114379.688401615696
2018-04-0115626.081938834388
2018-05-0113127.524523946911
2018-06-0112504.327755337565
2018-07-0113750.72129255626
2018-08-0113127.524523946911
2018-09-0113127.524523946911
2018-10-0111252.163877668781
2018-11-0111875.36064627813
2018-12-0111252.163877668781
2019-01-0111252.163877668781
2019-02-019376.803231390651
2019-03-016878.245816503173
2019-04-016249.278707443738
2019-05-016878.245816503173
2019-06-016878.245816503173
2019-07-017501.442585112521
2019-08-015002.885170225043
2019-09-016249.278707443738
2019-10-013127.5245239469123
2019-11-013127.5245239469123
2019-12-013127.5245239469123
2020-01-013750.7212925562603
2020-02-013127.5245239469123
2020-03-011875.3606462781302
2020-04-012498.557414887478
2020-05-012498.557414887478
2020-06-012498.557414887478
2020-07-012498.557414887478
2020-08-012498.557414887478
2020-09-012498.557414887478
2020-10-012498.557414887478
2020-11-012498.557414887478
2020-12-012498.557414887478
2021-01-012498.557414887478
2021-02-012498.557414887478
2021-03-012498.557414887478
2021-04-012498.557414887478
2021-05-012498.557414887478
2021-06-012498.557414887478
2021-07-012498.557414887478
2021-08-012498.557414887478
2021-09-0112117.714945181766
2021-10-0113848.817080207731
2021-11-0114425.851125216386
2021-12-0115579.9192152337
2022-01-0119619.157530294287
2022-02-0116445.47028274668
2022-03-0115291.40219272937
2022-04-0115291.40219272937
2022-05-0112694.748990190421
2022-06-0110386.612810155797
2022-07-0112117.714945181766
2022-08-0116445.47028274668
2022-09-0117888.055395268322
2022-10-0117022.504327755338
2022-11-0115579.9192152337
2022-12-0114714.368147720716
2023-01-0119907.674552798613
2023-02-0117022.504327755338
2023-03-0114137.334102712059
2023-04-0113271.783035199076
2023-05-019521.061742642816
2023-06-0111829.197922677437
2023-07-0111252.163877668781
2023-08-0115868.436237738026
2023-09-0119619.157530294287
2023-10-0117022.504327755338
2023-11-0115868.436237738026
2023-12-0115291.40219272937
2024-01-0116445.47028274668
2024-02-0113560.300057703404
2024-03-019521.061742642816
2024-04-0110386.612810155797
2024-05-019232.544720138489
2024-06-018078.476630121178
2024-07-019232.544720138489
2024-08-017212.925562608193
2024-09-019809.578765147144
2024-10-018944.027697634161
2024-11-018944.027697634161
2024-12-017212.925562608193
2025-01-017789.95960761685
2025-02-017501.442585112521
2025-03-019232.544720138489
2025-04-017212.925562608193
2025-05-017212.925562608193
2025-06-0110098.095787651471
2025-07-019232.544720138489
2025-08-0110963.646855164456
2025-09-0115579.9192152337
2025-10-0112406.231967686092
2025-11-019809.578765147144
2025-12-0110098.095787651471
2026-01-0113848.817080207731
2026-02-018078.476630121178
2026-03-016924.408540103866
2026-04-018366.993652625504
Annual Return Matrix
YearAnnual Return
2017-0.1725015913430935
2018-0.25
2019-0.7220512820512821
2020-0.20110701107011075
20215.235565819861432
2022-0.05555555555555558
20230.03921568627450989
2024-0.5283018867924529
20250.3999999999999999
2026-0.17142857142857149
Total Factor Risk
2.3347827228117786
VTI.US Exposure
0.12763255575709276
VEA.US Exposure
-0.002228077187253959
VWO.US Exposure
0.0044764258589584
QQQ.US Exposure
0.011812435142242053
VTV.US Exposure
0.00868318958833245
IJR.US Exposure
0.0005415752264560508
QUAL.US Exposure
0.05819446929629694
SHV.US Exposure
0.5923535808876129
TLT.US Exposure
0.0063871044332692575
LQD.US Exposure
0.06652638230368567
HYG.US Exposure
-0.000044705571954912576
GLD.US Exposure
0.004269515217930625
USO.US Exposure
-0.00019240515503388423
VNQ.US Exposure
0.002916638419867032
BTC-USD.CC Exposure
0.00045132934045366693
CPER.US Exposure
0.006086012187420766
VIX.INDX Exposure
0.0008451703040031274
UUP.US Exposure
0.024302576853741823
TIP.US Exposure
0.0021516211857212793
Idiosyncratic Exposure
0.08483460591115798
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
233.5%

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$127.4M
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 →
+4.3%
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 →
-19.3%
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 →
46.3% 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 →
-1.07
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Aura Energy Ltd a high-risk investment?

Aura Energy Ltd (AEE.AU) has an annualized volatility of 233.5% and experienced a maximum drawdown of 92.5% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, AEE.AU has generated a Compound Annual Growth Rate (CAGR) of -0.5%. It has had a positive return in 30% 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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