Ampol Ltd

10-Year Study

ALD.AU · Energy · AU · Common Stock

Executive Summary: Ampol Ltd has compounded at 3.4% annually over the last 10 years, with a maximum drawdown of 39.8% and an annualized volatility of 31.0%.

1Y CAGR
+35.1%
3Y CAGR
+4.7%
5Y CAGR
+6.6%
10Y CAGR
+3.4%

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 →
39.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.08
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.12
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
25.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +37.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -22.3%
% 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.
2026-9.7-2.319.6-1.5————————3.9%
20253.2-8.9-11.51.27.70.86.39.01.72.60.23.815.1%
20240.68.32.6-7.5-5.7-6.93.5-11.85.5-8.64.3-3.1-19.2%
20237.88.1-6.1-1.84.9-4.79.77.5-1.6-5.77.45.633.4%
20220.2-0.95.410.5-1.42.6-2.13.2-13.8-5.35.0-1.10.2%
2021-7.9-6.10.84.211.6-1.20.1-2.43.39.3-6.23.57.3%
20201.3-4.9-30.611.68.78.2-10.4-1.0-7.08.318.2-7.3-14.1%
20195.36.6-6.43.8-3.0-6.28.9-11.111.33.626.7-1.837.9%
20182.11.2-9.1-1.2-5.210.60.1-7.20.9-5.5-2.6-7.4-22.3%
2017-6.1-1.66.71.310.7-4.4-1.57.2-2.06.7-0.6-0.016.0%
2016———-4.50.7-2.53.92.42.4-10.3-2.21.4-9.1%

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 31.0%. The dominant macroeconomic risk driver is VTI.US, accounting for 23.8% of variance. Idiosyncratic stock-specific factors contribute 27.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019553.232131921433
2016-05-019617.878825977103
2016-06-019376.85291457633
2016-07-019747.212770358234
2016-08-019979.43797121316
2016-09-0110218.39551285431
2016-10-019168.190906473186
2016-11-018965.328444950947
2016-12-019087.64615465728
2017-01-018532.71471503137
2017-02-018395.472298039915
2017-03-018959.123335672079
2017-04-019074.546479513001
2017-05-0110043.67910257086
2017-06-019603.156900040962
2017-07-019460.398830357179
2017-08-0110143.934201507882
2017-09-019936.894444196601
2017-10-0110605.54566433198
2017-11-0110543.656796622474
2017-12-0110540.53396384814
2018-01-0110763.431222649866
2018-02-0110887.249514338668
2018-03-019901.164370505858
2018-04-019781.320593257115
2018-05-019276.800596988292
2018-06-0110260.614589712497
2018-07-0110266.941367800755
2018-08-019525.93776234837
2018-09-019612.322617014977
2018-10-019085.091109660098
2018-11-018850.43253261738
2018-12-018191.393148423781
2019-01-018628.589736830365
2019-02-019194.43081303154
2019-03-018609.690515105183
2019-04-018938.19630045707
2019-05-018668.821556468522
2019-06-018130.112624761226
2019-07-018856.069854119098
2019-08-017870.593054333235
2019-09-018758.93758795641
2019-10-019075.073711020355
2019-11-0111501.109213978934
2019-12-0111298.125083647308
2020-01-0111441.20760348946
2020-02-0110882.139424344306
2020-03-017547.359584054897
2020-04-018426.538400704057
2020-05-019160.32299013266
2020-06-019914.385714459528
2020-07-018886.405943926902
2020-08-018798.520507277823
2020-09-018180.361843039124
2020-10-018860.044368559156
2020-11-0110468.789922578082
2020-12-019707.102619529467
2021-01-018938.601863155034
2021-02-018395.553410579509
2021-03-018466.040207485876
2021-04-018824.679301296585
2021-05-019845.440055805426
2021-06-019728.19187982366
2021-07-019741.98101155448
2021-08-019504.037376658245
2021-09-019818.713474009515
2021-10-0110732.081226097147
2021-11-0110071.622372460672
2021-12-0110419.392385965908
2022-01-0110444.010041732401
2022-02-0110352.67732215062
2022-03-0110909.758244075745
2022-04-0112052.715039481527
2022-05-0111878.24196681686
2022-06-0112188.01075552275
2022-07-0111928.085622396795
2022-08-0112312.640172607486
2022-09-0110615.11694400396
2022-10-0110053.899282559587
2022-11-0110556.06701518021
2022-12-0110441.57666554461
2023-01-0111257.568813850778
2023-02-0112169.557652765328
2023-03-0111431.027979770533
2023-04-0111221.068171033901
2023-05-0111775.959054390016
2023-06-0111224.839904124978
2023-07-0112315.803561651615
2023-08-0113234.362516273204
2023-09-0113022.456006586339
2023-10-0112275.003954236305
2023-11-0113188.128368705158
2023-12-0113927.874729793853
2024-01-0114012.637333668597
2024-02-0115180.009003491894
2024-03-0115567.361936318544
2024-04-0114401.450292207923
2024-05-0113583.754780570303
2024-06-0112652.62338231179
2024-07-0113094.727279363751
2024-08-0111549.898406544158
2024-09-0112188.659655839494
2024-10-0111138.657830807355
2024-11-0111613.774531473693
2024-12-0111254.445981076444
2025-01-0111617.749045913755
2025-02-0110583.726391181444
2025-03-019369.106667045193
2025-04-019481.123084223207
2025-05-0110213.204310320354
2025-06-0110297.196345068965
2025-07-0110941.270465707647
2025-08-0111923.543320179584
2025-09-0112130.380296141882
2025-10-0112450.774827534464
2025-11-0112479.164216392033
2025-12-0112949.616946031772
2026-01-0111696.42820931902
2026-02-0111424.701201682275
2026-03-0113659.351667471034
2026-04-0113456.570318488388
Annual Return Matrix
YearAnnual Return
20170.15987504183867007
2018-0.22286734462233393
20190.3792678338020359
2020-0.1408218135609648
20210.07337820504785886
20220.0021291337111539743
20230.33388617216721905
2024-0.1919480753943411
20250.1506223378570244
20260.03914813654870031
Total Factor Risk
0.3097871793597567
VTI.US Exposure
0.23839661632905362
VEA.US Exposure
0.009914368286382974
VWO.US Exposure
0.024043692226663166
QQQ.US Exposure
-0.03293605098101428
VTV.US Exposure
-0.01315703228384286
IJR.US Exposure
0.02796212060010031
QUAL.US Exposure
-0.00703566114212507
SHV.US Exposure
0.18601360547026782
TLT.US Exposure
0.020827901612757285
LQD.US Exposure
0.11522931946353027
HYG.US Exposure
0.0726636417694957
GLD.US Exposure
0.0008277586837262786
USO.US Exposure
0.07035302351645817
VNQ.US Exposure
-0.0009688925942777794
BTC-USD.CC Exposure
0.0032109907899058525
CPER.US Exposure
-0.0014694283546589145
VIX.INDX Exposure
-0.005459677701402103
UUP.US Exposure
0.01654343697253355
TIP.US Exposure
0.0001600044592129375
Idiosyncratic Exposure
0.27488026287723305
Value Score
9.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
35.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
31.0%

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 →100.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.98%
Market Cap$7.9B
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
$243
Avg Yield on Cost
2.43%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$243.342.43%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 →
+7.3%
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 →
+10.7%
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 →
2.4% 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 →
0.12
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Ampol Ltd a high-risk investment?

Ampol Ltd (ALD.AU) has an annualized volatility of 31.0% and experienced a maximum drawdown of 39.8% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, ALD.AU has generated a Compound Annual Growth Rate (CAGR) of 3.4%. 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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