AGL Energy Ltd

10-Year Study

AGL.AU · Utilities · AU · Common Stock

Executive Summary: AGL Energy Ltd has compounded at -1.9% annually over the last 10 years, with a maximum drawdown of 73.3% and an annualized volatility of 47.6%.

1Y CAGR
-3.9%
3Y CAGR
+5.1%
5Y CAGR
+8.1%
10Y CAGR
-1.9%

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 →
73.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.14
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.27
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
24.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · +35.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · -43.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-2.89.3-0.3-3.7————————2.0%
20252.0-7.20.61.0-4.5-4.1-0.1-12.87.54.61.5-1.0-13.2%
2024-8.51.1-1.913.48.15.9-4.215.41.9-11.46.90.826.7%
2023-5.2-8.816.73.113.115.112.8-7.1-3.20.2-12.30.521.3%
202215.68.12.712.40.9-5.81.6-8.4-9.8-0.416.91.435.9%
2021-4.0-14.83.0-7.5-9.11.0-11.8-6.4-10.4-1.0-5.613.7-43.8%
2020-2.8-1.8-10.2-1.3-1.21.7-2.5-7.9-8.0-8.48.2-11.5-38.4%
20194.01.62.62.1-7.6-2.64.8-6.51.13.23.20.65.7%
2018-3.8-4.4-0.80.21.71.7-2.2-2.6-6.2-7.74.59.5-10.7%
20172.37.19.31.5-1.5-3.2-5.51.7-2.68.1-1.1-2.513.1%
2016———-0.61.63.86.7-8.12.70.79.45.322.4%

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 47.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 39.2% of variance. Idiosyncratic stock-specific factors contribute 16.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019940.2443108706
2016-05-0110103.29449507324
2016-06-0110483.686168056265
2016-07-0111184.80196012762
2016-08-0110274.364985633956
2016-09-0110551.285893074333
2016-10-0110623.292379827606
2016-11-0111620.278154800728
2016-12-0112235.109552096737
2017-01-0112517.582979323473
2017-02-0113404.39971091643
2017-03-0114654.774285663925
2017-04-0114871.586963036083
2017-05-0114643.669246091202
2017-06-0114171.35252331177
2017-07-0113393.294671343712
2017-08-0113622.622552043857
2017-09-0113270.522289400857
2017-10-0114349.473832648815
2017-11-0114190.477869242566
2017-12-0113832.736951578503
2018-01-0113310.271280252418
2018-02-0112718.355043979484
2018-03-0112613.650385150977
2018-04-0112642.735012603338
2018-05-0112857.961255750824
2018-06-0113079.092559623487
2018-07-0112793.975075355625
2018-08-0112457.386614020554
2018-09-0111690.081260686398
2018-10-0110790.837461000157
2018-11-0111276.37446898521
2018-12-0112349.509086742699
2019-01-0112841.127425922336
2019-02-0113040.313056353669
2019-03-0113384.657418342707
2019-04-0113667.395251273556
2019-05-0112634.538435775856
2019-06-0112302.533006645397
2019-07-0112892.774673458955
2019-08-0112058.045865576141
2019-09-0112185.2250092542
2019-10-0112579.542049320478
2019-11-0112980.204826285453
2019-12-0113056.52993953923
2020-01-0112687.683982302444
2020-02-0112458.444236837004
2020-03-0111189.208721862826
2020-04-0111039.46695810051
2020-05-0110909.291216442509
2020-06-0111098.076889178756
2020-07-0110818.159383758439
2020-08-019960.427279617845
2020-09-019166.24067969893
2020-10-018399.023461599478
2020-11-019085.508804709947
2020-12-018042.340166751865
2021-01-017719.324531561228
2021-02-016573.654615642242
2021-03-016770.108053797748
2021-04-016264.916888473674
2021-05-015696.709030336147
2021-06-015752.851174842679
2021-07-015072.270892457387
2021-08-014750.048474379088
2021-09-014256.579295270664
2021-10-014212.423542683894
2021-11-013976.7499250850506
2021-12-014521.690081260686
2022-01-015228.710934057218
2022-02-015653.2583596270115
2022-03-015803.617070032257
2022-04-016525.268371789674
2022-05-016585.376601857891
2022-06-016201.988330894926
2022-07-016299.730306181806
2022-08-015773.474819763445
2022-09-015209.849993830534
2022-10-015187.022968042164
2022-11-016062.910930531809
2022-12-016146.727538735436
2023-01-015826.796636759444
2023-02-015316.758033526643
2023-03-016202.869683241966
2023-04-016395.533306305195
2023-05-017235.462093035554
2023-06-018329.572896652626
2023-07-019392.924503357954
2023-08-018725.211965239465
2023-09-018441.94532090039
2023-10-018457.633392677724
2023-11-017419.13592215896
2023-12-017458.532372071707
2024-01-016821.226489926142
2024-02-016896.934656536991
2024-03-016767.111455817807
2024-04-017675.873860852091
2024-05-018300.66453966967
2024-06-018787.523576175283
2024-07-018422.379298796073
2024-08-019717.43843753856
2024-09-019901.641078070192
2024-10-018771.65923392854
2024-11-019374.327968835381
2024-12-019449.595459272708
2025-01-019642.170947101233
2025-02-018946.519539581535
2025-03-018997.814246179338
2025-04-019091.942676843348
2025-05-018681.408753591511
2025-06-018322.169536937477
2025-07-018313.620419171177
2025-08-017253.5298161499
2025-09-017799.968271315506
2025-10-018161.322733602439
2025-11-018284.712062188222
2025-12-018205.390350954505
2026-01-017976.2387407237675
2026-02-018716.57471223846
2026-03-018690.134141827219
2026-04-018372.847296892352
Annual Return Matrix
YearAnnual Return
20170.13057728602094776
2018-0.10722591415045657
20190.057250927776191674
2020-0.3840369375329076
2021-0.4377643835616438
20220.35938718228598154
20230.21341515872788275
20240.26695105523125284
2025-0.13166755272018427
20260.020408163265306145
Total Factor Risk
0.4764132214907851
VTI.US Exposure
0.1340539179272241
VEA.US Exposure
-0.011445620240718341
VWO.US Exposure
0.028189060610099955
QQQ.US Exposure
0.028399683079701303
VTV.US Exposure
0.06181915267146895
IJR.US Exposure
0.0005027753892858776
QUAL.US Exposure
0.03324774015806624
SHV.US Exposure
0.3915374016944756
TLT.US Exposure
0.02016149448926357
LQD.US Exposure
0.04300278217739026
HYG.US Exposure
0.04189022351967258
GLD.US Exposure
0.02476696922210792
USO.US Exposure
0.008020280862423164
VNQ.US Exposure
0.004907549841443096
BTC-USD.CC Exposure
-0.00009639244492332841
CPER.US Exposure
-0.003503251946336183
VIX.INDX Exposure
0.03234233167637563
UUP.US Exposure
-0.0005520581747371067
TIP.US Exposure
0.0004317634355655938
Idiosyncratic Exposure
0.16232419605215095
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
59.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
47.6%

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 →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 →4.94%
Market Cap$6.7B
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 →
-1.7%
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 →
+3.3%
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 →
11.4% 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 →
0.23
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is AGL Energy Ltd a high-risk investment?

AGL Energy Ltd (AGL.AU) has an annualized volatility of 47.6% and experienced a maximum drawdown of 73.3% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, AGL.AU has generated a Compound Annual Growth Rate (CAGR) of -1.9%. It has had a positive return in 60% 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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