Alkane Resources Ltd

10-Year Study

ALK.AU · Basic Materials · AU · Common Stock

Executive Summary: Alkane Resources Ltd has compounded at 27.2% annually over the last 10 years, with a maximum drawdown of 69.9% and an annualized volatility of 88.0%.

1Y CAGR
+160.8%
3Y CAGR
+37.3%
5Y CAGR
+15.1%
10Y CAGR
+27.2%

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 →
69.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.74
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.74
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
65.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +246.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -41.5%
% 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.
202621.67.0-18.930.6————————37.9%
202515.74.213.815.0-4.3-7.10.046.99.0-12.21.032.5163.7%
2024-13.0-15.830.20.0-10.4-10.7-13.0-2.35.926.7-13.23.0-22.1%
202325.20.717.810.7-16.5-4.10.0-5.0-9.0-2.512.6-2.222.4%
2022-10.426.810.1-10.98.8-44.127.4-7.0-6.80.0-10.9-12.3-41.5%
2021-16.8-11.3-2.16.526.523.70.4-15.2-13.35.3-10.113.7-4.2%
202035.1-1.3-20.521.022.731.04.7-6.624.8-12.8-17.9-5.470.2%
20190.05.134.2-12.745.930.0-15.422.878.0-2.1-22.45.5246.1%
2018-9.1-3.31.7-5.10.0-17.9-4.3-9.120.0-6.3-6.6-7.2-40.9%
20170.0-4.4-13.8-10.7-2.0-4.144.617.7-17.5-10.615.3-2.9-2.9%
2016———0.0-2.4-2.417.525.564.413.4-40.03.061.9%

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 88.0%. The dominant macroeconomic risk driver is SHV.US, accounting for 64.6% of variance. Idiosyncratic stock-specific factors contribute 10.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110000
2016-05-019759.450171821305
2016-06-019524.627720504008
2016-07-0111191.294387170676
2016-08-0114043.52806414662
2016-09-0123092.783505154635
2016-10-0126185.567010309278
2016-11-0115710.194730813288
2016-12-0116185.567010309278
2017-01-0116185.567010309278
2017-02-0115475.372279495989
2017-03-0113333.333333333332
2017-04-0111901.489117983963
2017-05-0111666.666666666666
2017-06-0111191.294387170676
2017-07-0116185.567010309278
2017-08-0119043.528064146623
2017-09-0115710.194730813288
2017-10-0114043.52806414662
2017-11-0116185.567010309278
2017-12-0115710.194730813288
2018-01-0114284.077892325315
2018-02-0113808.705612829324
2018-03-0114043.52806414662
2018-04-0113333.333333333332
2018-05-0113333.333333333332
2018-06-0110950.744558991983
2018-07-0110475.372279495992
2018-08-019524.627720504008
2018-09-0111426.116838487971
2018-10-0110710.194730813288
2018-11-0110000
2018-12-019284.077892325315
2019-01-019284.077892325315
2019-02-019759.450171821305
2019-03-0113092.783505154639
2019-04-0111426.116838487971
2019-05-0116666.666666666664
2019-06-0121660.93928980527
2019-07-0118327.605956471936
2019-08-0122502.863688430698
2019-09-0140063.00114547537
2019-10-0139238.258877434135
2019-11-0130458.190148911803
2019-12-0132136.311569301262
2020-01-0143402.0618556701
2020-02-0142852.23367697594
2020-03-0134060.71019473081
2020-04-0141202.74914089347
2020-05-0150538.37342497136
2020-06-0166197.02176403206
2020-07-0169301.2600229095
2020-08-0164719.358533791514
2020-09-0180756.01374570446
2020-10-0170446.735395189
2020-11-0157846.506300114546
2020-12-0154696.44902634592
2021-01-0145532.646048109964
2021-02-0140378.00687285223
2021-03-0139518.90034364261
2021-04-0142096.21993127148
2021-05-0153264.60481099656
2021-06-0165864.83390607101
2021-07-0166151.2027491409
2021-08-0156128.2932416953
2021-09-0148682.70332187857
2021-10-0151260.02290950744
2021-11-0146105.38373424972
2021-12-0152405.49828178694
2022-01-0146964.49026345933
2022-02-0159564.719358533795
2022-03-0165578.46506300115
2022-04-0158419.24398625429
2022-05-0163573.883161512036
2022-06-0135509.73654066437
2022-07-0145246.27720504009
2022-08-0142096.21993127148
2022-09-0139232.53150057274
2022-10-0139232.53150057274
2022-11-0134936.99885452463
2022-12-0130641.46620847652
2023-01-0138373.424971363114
2023-02-0138659.79381443299
2023-03-0145532.646048109964
2023-04-0150400.91638029782
2023-05-0142096.21993127148
2023-06-0140378.00687285223
2023-07-0140378.00687285223
2023-08-0138373.424971363114
2023-09-0134936.99885452463
2023-10-0134077.892325315006
2023-11-0138373.424971363114
2023-12-0137514.3184421535
2024-01-0132646.04810996563
2024-02-0127491.408934707903
2024-03-0135796.10538373425
2024-04-0135796.10538373425
2024-05-0132073.31042382589
2024-06-0128636.884306987402
2024-07-0124914.08934707904
2024-08-0124341.351660939286
2024-09-0125773.19587628866
2024-10-0132646.04810996563
2024-11-0128350.515463917523
2024-12-0129209.621993127144
2025-01-0133791.523482245124
2025-02-0135223.3676975945
2025-03-0140091.638029782356
2025-04-0146105.38373424972
2025-05-0144100.8018327606
2025-06-0140950.74455899198
2025-07-0140950.74455899198
2025-08-0160137.45704467354
2025-09-0165578.46506300115
2025-10-0157560.137457044664
2025-11-0158132.875143184414
2025-12-0177033.2187857961
2026-01-0193642.61168384881
2026-02-01100229.0950744559
2026-03-0181328.75143184421
2026-04-01106242.84077892324
Annual Return Matrix
YearAnnual Return
2017-0.029370134465675934
2018-0.4090411957710536
20192.4614435533621224
20200.7020139012653714
2021-0.041884816753926635
2022-0.41530054644808745
20230.22429906542056077
2024-0.22137404580152675
20251.6372549019607843
20260.3791821561338291
Total Factor Risk
0.8801534568453423
VTI.US Exposure
-0.012731127566453452
VEA.US Exposure
0.09531558690426081
VWO.US Exposure
-0.011558302116630146
QQQ.US Exposure
0.0076249246169186255
VTV.US Exposure
-0.009981896224442744
IJR.US Exposure
-0.001367882911316564
QUAL.US Exposure
-0.005636159135906222
SHV.US Exposure
0.6456968986660961
TLT.US Exposure
-0.0011669343901511116
LQD.US Exposure
-0.005476895176645744
HYG.US Exposure
0.088289871828855
GLD.US Exposure
0.06337087305183037
USO.US Exposure
0.001426946607822757
VNQ.US Exposure
0.008269246089583725
BTC-USD.CC Exposure
0.01970920514094856
CPER.US Exposure
0.007215422752972379
VIX.INDX Exposure
0.0027282519768470543
UUP.US Exposure
-0.00048416342121888753
TIP.US Exposure
0.004508605028725322
Idiosyncratic Exposure
0.10424752827790407
Value Score
41.8
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
88.0%

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 →20.4x
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$1.4B
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 →
+15.3%
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 →
+53.8%
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 →
1.1% 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 →
1.36
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Alkane Resources Ltd a high-risk investment?

Alkane Resources Ltd (ALK.AU) has an annualized volatility of 88.0% and experienced a maximum drawdown of 69.9% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ALK.AU has generated a Compound Annual Growth Rate (CAGR) of 27.2%. 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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